Derivative Instruments

9 Months Ended

Jun. 30, 2013

DerivativeInstrumentsAndHedgesLiabilitiesAbstract

DerivativeInstrumentsAndHedgingActivitiesDisclosureTextBlock

14.DERIVATIVE INSTRUMENTS

On March 1, 2013, we entered into an interest rate swap agreementwith Wells Fargo in conjunction with our Wells Fargo Term Loan to hedge interest rate risk. Borrowings under the Wells Fargo Term Loan bear interest at a per annum rate equal to Daily Three Month LIBOR plus 6.00%. Our interest rate swap agreement bears interest of 1.00% less the per annum rate equal to Daily Three Month LIBOR, thus mitigating the interest rate risk associated with the Daily Three Month LIBOR and ensuring a fixed rate of 7.00% per annumfor borrowings under the Wells Fargo Term Loan.

Our derivative instrument is held at fair value on our consolidated balance sheet. Related cash flows are recorded as operating activities on the consolidated statement of cash flows. Gains and losses related to this derivative instrument will be recognized within other comprehensive income. As of June 30, 2013, the interest rate swap agreement was 100% effective, as interest for both the Wells Fargo Term Loan and interest rate swap agreement is calculated utilizing the Daily Three Month LIBOR rate.

The following table presents the gross fair value of our interest rate swap derivative, and the line items where it appears on our consolidated balance sheet:

		June 30,		September 30,
		2013		2012
Assets
	Prepaid expenses and other current assets	$	19	$	-
Stockholder's equity
	Accumulated other comprehensive income	$	19	$	-