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DERIVATIVE FINANCIAL INSTRUMENTS (Tables)

3 Months Ended

Dec. 31, 2017

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 December 31, 2017:

(In thousands)		Notional amount					Fair Value (US$)			Float Rate			Fix Rate
Forward contracts			1,859		GBP			(156)
Forward contracts			5,250		USD			33
Forward contracts			200		EUR			(10)
Interest rate swap			150,000		USD			(80)			1.51	%		1.80	%
Interest rate swap *			150,000		USD			28			N/A			2.09	%
Interest rate swap **			150,000		USD			(20)			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.

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- References

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- Definition

Tabular disclosure of the notional amounts of outstanding derivative positions.

+ References

Reference 1: http://www.xbrl.org/2003/role/presentationRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 815
-SubTopic 10
-Section 50
-Paragraph 1A
-Subparagraph (d)
-URI http://asc.fasb.org/extlink&oid=84234895&loc=SL5579245-113959

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