DERIVATIVE INSTRUMENTS, CREDIT RISK EXPOSURE (Details) (USD $)	6 Months Ended		6 Months Ended
	Mar. 31, 2012	Sep. 30, 2011	Mar. 31, 2012 External Credit Rating, Investment Grade [Member]	Mar. 31, 2012 External Credit Rating, Non Investment Grade [Member]	Mar. 31, 2012 Internally Rated Investment Grade [Member]	Mar. 31, 2012 Internally Rated Noninvestment Grade [Member]	Mar. 31, 2012 NJRES [Member]	Nov. 03, 2011 NJRES [Member]	Mar. 31, 2012 NJRES [Member] CHICAGO MERCANTILE EXCHANGE [Member]	Mar. 31, 2012 NJRES [Member] INTERCONTINENTAL EXCHANGE [Member]	Mar. 31, 2012 NJRES [Member] Long Position [Member] CHICAGO MERCANTILE EXCHANGE [Member]	Feb. 10, 2012 MF Global Potential Segregation and Compliance Shortfalls [Member]
Credit Risk Exposure [Line Items]
Gross credit exposure	$ 161,573,000		$ 107,085,000	$ 21,457,000	$ 25,580,000	$ 7,451,000
Derivative, Net Liability Position, Aggregate Fair Value	2,600,000	4,100,000
Additional Collateral, Aggregate Fair Value	2,200,000	1,700,000
MF Global Potential Segregation and Compliance Shortfalls												1,600,000,000
Margin Deposit Assets							$ 20,200,000	$ 27,800,000	$ 10,600,000	$ 17,200,000	$ 7,600,000