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DERIVATIVE INSTRUMENTS - CREDIT RISK EXPOSURE (Details) - USD ($)
$ in Thousands
9 Months Ended
Jun. 30, 2016
Sep. 30, 2015
Credit Risk Exposure [Line Items]    
Gross Credit Exposure $ 136,897  
Derivative, net liability position, aggregate fair value 22,700 $ 4,200
Additional collateral, aggregate fair value 22,700 $ 4,200
Investment Grade [Member]    
Credit Risk Exposure [Line Items]    
Gross Credit Exposure 91,603  
Noninvestment Grade [Member]    
Credit Risk Exposure [Line Items]    
Gross Credit Exposure 12,590  
Internally Rated Investment Grade [Member]    
Credit Risk Exposure [Line Items]    
Gross Credit Exposure 9,433  
Internally Rated Noninvestment Grade [Member]    
Credit Risk Exposure [Line Items]    
Gross Credit Exposure $ 23,271