Derivative Instruments

3 Months Ended

Dec. 31, 2013

Derivative Instruments And Hedges Liabilities [Abstract]

Derivative Instruments

15.DERIVATIVE INSTRUMENTS

On March 1, 2013, we entered into an interest rate swap agreementwith Wells Fargo Bank, N.A. in conjunction with our Wells Fargo Term Loan to hedge interest rate risk. Borrowings under the Wells Fargo Term Loan bore interest at a per annum rate equal to Daily Three Month LIBOR plus an applicable margin. 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 for hedged 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 are recognized within other comprehensive income. As of December 31, 2013, the interest rate swap agreement was 100% effective, as interest for both the Wells Fargo Term Loan and interest rate swap agreement were calculated utilizing the Daily Three Month LIBOR rate on the same principal basis.

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:

		December 31,		September 30,
		2013		2013
Assets
	Prepaid expenses and other current assets	$	12	$	17
Stockholder's equity		$	12	$	17
	Accumulated other comprehensive income