Interest Rate Swaps (Tables)

9 Months Ended

Jun. 30, 2012

Derivative Instruments and Hedging Activities Disclosure [Abstract]

Fair Value Of Cash Flow Hedge Derivative Contracts Included In The Consolidated Balance Sheets

The following table presents the carrying amount of our cash flow hedge derivative contracts included in the Consolidated Balance Sheets as of June 30, 2012 and September 30, 2011 (in thousands):

		June 30		September 30
Type of Contract	Balance Sheet Classification	2012		2011
Short term interest rate swaps	Accrued liabilities	$	1,481	$	988
Long term interest rate swaps	Other long-term liabilities	1,235		631
Total derivative contracts, net		$	2,716	$	1,619