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DERIVATIVE INSTRUMENTS - CREDIT RISK EXPOSURE (Details) - USD ($)
$ in Thousands
3 Months Ended
Dec. 31, 2016
Sep. 30, 2016
Credit Risk Exposure [Line Items]    
Gross Credit Exposure $ 278,333  
Derivative, net liability position, aggregate fair value 2,700 $ 23,100
Additional collateral, aggregate fair value 2,700 $ 23,100
Investment grade    
Credit Risk Exposure [Line Items]    
Gross Credit Exposure 200,025  
Noninvestment grade    
Credit Risk Exposure [Line Items]    
Gross Credit Exposure 40,457  
Internally rated investment grade    
Credit Risk Exposure [Line Items]    
Gross Credit Exposure 14,769  
Internally rated noninvestment grade    
Credit Risk Exposure [Line Items]    
Gross Credit Exposure $ 23,082