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DERIVATIVE INSTRUMENTS, CREDIT RISK EXPOSURE (Details) (USD $)
9 Months Ended 9 Months Ended 9 Months Ended 1 Months Ended
Jun. 30, 2012
Sep. 30, 2011
Jun. 30, 2012
External Credit Rating, Investment Grade [Member]
Jun. 30, 2012
External Credit Rating, Non Investment Grade [Member]
Jun. 30, 2012
Internally Rated Investment Grade [Member]
Jun. 30, 2012
Internally Rated Noninvestment Grade [Member]
Jun. 30, 2012
NJRES [Member]
May 21, 2012
NJRES [Member]
Nov. 03, 2011
NJRES [Member]
Jun. 30, 2012
NJRES [Member]
CHICAGO MERCANTILE EXCHANGE [Member]
Nov. 03, 2011
NJRES [Member]
CHICAGO MERCANTILE EXCHANGE [Member]
Nov. 03, 2011
NJRES [Member]
INTERCONTINENTAL EXCHANGE [Member]
Jul. 31, 2012
Liquidation of Clearing Broker [Member]
NJRES [Member]
CHICAGO MERCANTILE EXCHANGE [Member]
Credit Risk Exposure [Line Items]                          
Gross credit exposure $ 172,936,000   $ 125,897,000 $ 25,088,000 $ 15,916,000 $ 6,035,000              
Derivative, Net Liability Position, Aggregate Fair Value 1,800,000 4,100,000                      
Additional Collateral, Aggregate Fair Value 1,500,000 1,700,000                      
MF Global Potential Segregation and Compliance Shortfalls 1,600,000,000                        
Other Receivables from Broker-Dealers and Clearing Organizations             20,200,000   27,800,000   10,600,000 17,200,000  
Claim Allowed in Liquidation Proceedings               27,800,000          
Cash Distributions Received from Claim Allowed in Liquidation Proceedings                   $ 7,600,000     $ 848,000