v3.25.4
Derivative Instruments (Tables)
 3 Months Ended
Dec. 31, 2025
Summary of Derivative Instruments [Abstract]  
Schedule of Derivative Instruments in Statement of Financial Position, Fair Value
The following tables provide the locations within the CONSOLIDATED STATEMENTS OF CONDITION for fair values of derivative instruments at the reporting dates and their related notional values.
December 31, 2025September 30, 2025
Weighted AverageWeighted Average
Notional ValueTerm (years)Fixed-Rate PaymentsNotional ValueTerm (years)Fixed-Rate Payments
Derivatives designated as hedging instruments
Cash flow hedges: Interest rate swaps
Other Assets$1,475,000 2.42.89 %$1,675,000 2.22.95 %
Other Liabilities2,025,000 2.93.64 1,900,000 3.23.66 
Total cash flow hedges: Interest rate swaps
$3,500,000 2.73.32 %$3,575,000 2.73.32 %


December 31, 2025September 30, 2025
Notional ValueFair ValueNotional ValueFair Value
Derivatives not designated as hedging instruments
Interest rate lock commitments
Other Assets$— $— $11,500 $272 
Forward Commitments for the sale of mortgage loans
Other Liabilities11,298 (63)59,340 (351)
Total derivatives not designated as hedging instruments$11,298 $(63)$70,840 $(79)
Schedule of Effect of Derivative Instruments, Gain (Loss) in Statement of Financial Performance
The following tables present the net gains and losses recorded within the CONSOLIDATED STATEMENTS OF INCOME and the CONSOLIDATED STATEMENTS OF COMPREHENSIVE INCOME relating to derivative instruments.
Three Months Ended
 Location of Gain or (Loss) December 31,
 Recognized in Income20252024
Cash flow hedges
Amount of gain/(loss) recognizedOther comprehensive income$4,090 $76,967 
Amount of gain reclassified from AOCI
Interest expense: Borrowed funds and Deposits
6,581 14,812 
Derivatives not designated as hedging instruments
Interest rate lock commitmentsOther non-interest income$(272)$(369)
Forward commitments for the sale of mortgage loansNet gain/(loss) on the sale of loans288 70