DERIVATIVE FINANCIAL INSTRUMENTS (Tables)

6 Months Ended

Mar. 31, 2019

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 by risk category and instrument type as of March 31, 2018:

(In thousands)	Notional amount		Fair  Value (US$)				Float Rate			Fix Rate
Forward contracts		700		GBP	7
Forward contracts		7,500		USD	(227	)
Interest rate swap		150,000		USD	327			2.48	%		2.09	%
Interest rate swap *		150,000		USD	(101	)		N/A			2.24	%

*This swap represents a forward contract and will be effective in November 2019.