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DERIVATIVE INSTRUMENTS - CREDIT RISK EXPOSURE (Details) - USD ($)
$ in Thousands
3 Months Ended
Dec. 31, 2017
Sep. 30, 2017
Credit Risk Exposure [Line Items]    
Gross Credit Exposure $ 294,742  
Derivative, net liability position, aggregate fair value 14,000 $ 8,700
Additional collateral, aggregate fair value 13,100 $ 8,600
Investment grade    
Credit Risk Exposure [Line Items]    
Gross Credit Exposure 182,514  
Noninvestment grade    
Credit Risk Exposure [Line Items]    
Gross Credit Exposure 25,079  
Internally rated investment grade    
Credit Risk Exposure [Line Items]    
Gross Credit Exposure 25,435  
Internally rated noninvestment grade    
Credit Risk Exposure [Line Items]    
Gross Credit Exposure $ 61,714