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RISK MANAGEMENT ACTIVITIES AND FAIR VALUE MEASUREMENTS (Tables)
 12 Months Ended
Jun. 30, 2016
Disclosure Text Block [Abstract]  
Fair Value, Assets Measured on Recurring Basis [Table Text Block]
The following table sets forth the Company's financial assets as of June 30, 2016 and 2015 that were measured at fair value on a recurring basis during the period:
 
Fair Value Asset
Years ended June 30
2016
 
2015
Investments:
 
 
 
U.S. government securities
$
4,839

 
$
3,495

Corporate bond securities
1,407

 
1,272

Other investments
28

 
30

TOTAL
$
6,274

 
$
4,797
Schedule of Derivative Instruments in Statement of Financial Position, Fair Value [Table Text Block]
The notional amounts and fair values of qualifying and non-qualifying financial instruments used in hedging transactions as of June 30, 2016 and 2015 are as follows:
Years ended June 30
Notional Amount
 
Fair Value Asset
 
Fair Value (Liability)
2016
 
2015
 
2016
 
2015
 
2016
 
2015
DERIVATIVES IN CASH FLOW HEDGING RELATIONSHIPS
 
 
 
 
 
 
 
 
Foreign currency contracts
$
798

 
$
951

 
$
94

 
$
312

 
$
(63
)
 
$
—

DERIVATIVES IN FAIR VALUE HEDGING RELATIONSHIPS
 
 
 
 
 
 
 
 
Interest rate contracts
$
4,993

 
$
7,208

 
$
371

 
$
172

 
$
—

 
$
(13
)
DERIVATIVES IN NET INVESTMENT HEDGING RELATIONSHIPS
 
 
 
 
Net investment hedges
$
3,013

 
$
537

 
$
28

 
$
96

 
$
(115
)
 
$
(1
)
DERIVATIVES NOT DESIGNATED AS HEDGING INSTRUMENTS
 
 
 
 
 
 
 
 
Foreign currency contracts
$
6,482

 
$
6,610

 
$
28

 
$
13

 
$
(38
)
 
$
(68
)
Schedule of Derivative Instruments [Table Text Block]
 
Amount of Gain/(Loss)
Recognized in AOCI
on Derivatives (Effective Portion)
Years ended June 30
2016
 
2015
DERIVATIVES IN CASH FLOW HEDGING RELATIONSHIPS
Interest rate contracts
$
(2
)
 
$
(1
)
Foreign currency contracts
—

 
5

TOTAL
$
(2
)
 
$
4

DERIVATIVES IN NET INVESTMENT HEDGING RELATIONSHIPS
Net investment hedges
$
(53
)
 
$
60

The amounts of gains and losses included in earnings from qualifying and non-qualifying financial instruments used in hedging transactions for the years ended June 30, 2016 and 2015 were as follows:
 
Amount of Gain/(Loss)
Reclassified from
AOCI into Earnings
Years ended June 30
2016
 
2015
DERIVATIVES IN CASH FLOW HEDGING RELATIONSHIPS
Interest rate contracts
$
3

 
$
6

Foreign currency contracts
(106
)
 
152

TOTAL
$
(103
)
 
$
158

 
Amount of Gain/(Loss)
Recognized in Earnings
Years ended June 30
2016
 
2015
DERIVATIVES IN FAIR VALUE HEDGING RELATIONSHIPS
Interest rate contracts
$
212

 
$
(9
)
Debt
(212
)
 
9

TOTAL
$
—

 
$
—

DERIVATIVES IN NET INVESTMENT HEDGING RELATIONSHIPS
Net investment hedges
$
(2
)
 
$
(1
)
DERIVATIVES NOT DESIGNATED AS HEDGING INSTRUMENTS
Foreign currency contracts (1)
$
(120
)
 
$
(987
)
(1) 
The gain or loss on non-qualifying foreign currency contracts substantially offsets the foreign currency mark-to-market impact of the related exposure.