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Derivative Financial Instruments (Tables)
 12 Months Ended
Sep. 30, 2018
Derivative Instruments and Hedging Activities Disclosure [Abstract]  
Schedule of Outstanding Derivative Financial Instruments
The following is a summary of the notional transaction amounts and fair values for the Company’s outstanding derivative financial instruments as of September 30, 2018.
 
(In thousands)
 
Notional Amount

(Currency)
 
Fair Value

(US$)
 
 
Float Rate
 
 
Fix Rate
 
Forward contracts
 
700 GBP
 
 
(94
)
 
 
 
 
 
 
 
 
Forward contracts
 
9,500 USD
 
 
(17
)
 
 
 
 
 
 
 
 
Forward contracts
 
200 EUR
 
 
6
 
 
 
 
 
 
 
 
 
Interest rate swap
 
150,000 USD
 
 
94
 
 
 
2.18
%
 
 
1.80
%
Interest rate swap *
 
150,000 USD
 
 
913
 
 
 
N/A
 
 
 
2.09
%
Interest rate swap **
 
150,000 USD
 
 
1,235
 
 
 
N/A
 
 
 
2.24
%
 
* This swap represents a forward contract and will be effective in November 2018.
** This swap represents a forward contract and will be effective in November 2019.
Schedule of Fair Value of Financial Instruments
The Company’s forward contracts are classified within Level 2 of the valuation hierarchy in accordance with FASB Accounting Standards Codification (ASC) 825, as presented below as of September 30, 2018:
 
(In thousands)
 
Level 1
 
 
Level 2
 
 
Level 3
 
 
Total
 
Asset:
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
  Forward contracts
 
$
–
 
 
 
2,137
 
 
 
–
 
 
 
2,137