Derivative Instruments (Details Textual) (USD $)	1 Months Ended	3 Months Ended	9 Months Ended		12 Months Ended	37 Months Ended			6 Months Ended		9 Months Ended
	Aug. 31, 2011	Sep. 30, 2011	Sep. 30, 2011	Sep. 30, 2010	Dec. 31, 2007 agreement	Dec. 15, 2010	Sep. 30, 2012	Jun. 30, 2011	Jun. 30, 2011 Interest Rate Swap Agreement 1 [Member]	Jun. 30, 2011 Interest Rate Swap Agreement 2 [Member]	Sep. 30, 2011 Interest Rate Swap Agreement 3 [Member]	Sep. 30, 2011 Interest Rate Swap Agreement 4 [Member]
Derivative Instruments (Textuals)
Notional amount of interest rate swap agreement					$ 325,000,000				$ 500,000,000	$ 150,000,000
Fixed interest rate under swap agreement					5.25%				6.50%	10.125%	6.50%	10.125%
Interest rate spread above London Interbank Offered Rate (LIBOR)						1.25%			4.05%	8.03%
Variable rate basis						3-month LIBOR			6-month LIBOR	6-month LIBOR	6-month LIBOR	6-month LIBOR
Aggregate notional amount of swaps					325,000,000			500,000,000
Length of interest rate swap agreement (In years)					3 years
Number of forward starting interest rate swap agreements					15
Notional amount for forward starting interest rate swap agreements					1,500,000,000
Proceeds from settlement of interest rate swap agreements			23,387,000	0	89,777,000
Estimated amount of pretax loss accumulated in Other Comprehensive Income related to interest rate swap that would be reclassified to earnings							6,362,000
Cash proceeds from interest rate swap agreements	25,382,000
Accrued interest income	1,995,000
Interest expense amortized		$ 320,000	$ 320,000