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DERIVATIVE FINANCIAL INSTRUMENTS (Details)
1 Months Ended 12 Months Ended 3 Months Ended 12 Months Ended
Nov. 30, 2009
USD ($)
Jun. 30, 2011
USD ($)
Jun. 30, 2010
USD ($)
Jun. 30, 2009
USD ($)
Sep. 30, 2009
USD ($)
Jun. 30, 2011
Interest rate swap
Cash Flow Hedges
USD ($)
Sep. 30, 2009
Interest rate swap
Cash Flow Hedges
USD ($)
Jun. 30, 2010
Cash Flow Hedges
Treasury lock agreements
USD ($)
Jun. 30, 2011
Cash Flow Hedges
Forward foreign currency contracts
CAD
Jun. 30, 2009
Interest rate swap
Fair Value Hedges
Derivative financial instruments                    
Number of outstanding interest rate derivatives before debt repayment           2 2 2   2
Notional amount of interest rate derivatives before debt repayment           $ 40,000,000 $ 50,000,000      
Total variable rate debt outstanding prior to repayments   85,000,000     100,000,000          
Amount of hedged item                 600,000  
Loss on settlement of interest rate derivatives   (613,000) 811,000 (1,482,000)   100,000 5,200,000 100,000    
Gain or loss on freestanding derivative forward contract                    
Gain on freestanding derivative forward contract 700,000                  
Net gain (loss) on freestanding derivative forward contract     $ (200,000)