Interest Rate Swaps (Tables)

3 Months Ended

Dec. 31, 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 December 31, 2012 and September 30, 2012 (in thousands):

		December 31,		September 30,
Type of Contract	Balance Sheet Classification	2012		2012
Short term interest rate swaps	Accrued liabilities	$	1,751	$	1,705
Long term interest rate swaps	Other long-term liabilities	1,002		1,414
Total derivative contracts, net		$	2,753	$	3,119