Total gain or loss, net of tax expense or benefit recognized in accumulated other comprehensive income (loss) resulting from gains and losses from derivative instruments designated and qualifying as the effective portion of cash flow hedges. A cash flow hedge is a hedge of the exposure to variability in the cash flows of a recognized asset or liability or a forecasted transaction that is attributable to a particular risk.

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An agreement between counterparties, which provides that each one will make payments to the other over a stated period of amounts equal to the interest accruing on a notional principal amount.

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The excess or shortfall of realized amounts versus previously recorded fair value upon settlement of derivative instruments.

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The estimated net amount of existing gains or losses on cash flow hedges at the reporting date expected to be reclassified to earnings within the next 12 months.

+ References

Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Statement of Financial Accounting Standard (FAS)

-Number 133

-Paragraph 45

-Subparagraph b(2)

-LegacyDoc This reference is SUPERSEDED by the Accounting Standards Codification effective for interim and annual periods ending after September 15, 2009. This reference is included to help users transition from the previous accounting hierarchy and will be removed from future versions of this taxonomy.

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The percentage points added to the reference rate to compute the variable rate on the interest rate derivative.

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Fair value of derivative asset, presented on a gross basis even when the derivative instrument is subject to master netting arrangements and qualifies for net presentation in the statement of financial position.

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Fair value of derivative liability, presented on a gross basis even when the derivative instrument is subject to master netting arrangements and qualifies for net presentation in the statement of financial position.

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Fair value as of the balance sheet date of the assets less the liabilities of a derivative or group of derivatives.

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-Publisher FASB

-Name Accounting Standards Codification

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The date the derivative matures.

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Aggregate notional amount of foreign currency exchange rate derivatives. Notional amount refers to the number of currency units specified in the foreign currency derivative contract.

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Aggregate notional amount of all interest rate derivatives designated as hedging instruments in cash flow hedges. Notional amount refers to the monetary amount specified in the interest rate derivative contract.

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Aggregate notional amount of all interest rate derivatives designated as hedging instruments in fair value hedges. Notional amount refers to the monetary amount specified in the interest rate derivative contract.

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FINANCIAL INSTRUMENTS (Details) (USD $)											3 Months Ended						9 Months Ended	12 Months Ended
FINANCIAL INSTRUMENTS (Details) (USD $)	Sep. 30, 2011	Sep. 30, 2011 3.20% Senior Notes Due 2016 [Member] Interest rate swaps [Member]	Sep. 30, 2011 4.75% Senior Notes Due 2020 [Member] Interest rate swaps [Member]	Dec. 31, 2010 4.75% Senior Notes Due 2020 [Member] Interest rate swaps [Member]	Sep. 30, 2011 Interest rate swaps [Member] Designated as Hedging Instrument [Member] Other assets [Member]	Dec. 31, 2010 Interest rate swaps [Member] Designated as Hedging Instrument [Member] Other assets [Member]	Sep. 30, 2011 Foreign currency forward contracts [Member] Not Designated as Hedging Instrument [Member] Other current assets [Member]	Dec. 31, 2010 Foreign currency forward contracts [Member] Not Designated as Hedging Instrument [Member] Other current assets [Member]	Sep. 30, 2011 Foreign currency forward contracts [Member] Not Designated as Hedging Instrument [Member] Other current liabilities [Member]	Dec. 31, 2010 Foreign currency forward contracts [Member] Not Designated as Hedging Instrument [Member] Other current liabilities [Member]	Mar. 31, 2011 Interest Rate Lock Agreements [Member] Cash Flow Hedging [Member]	Sep. 30, 2011 Interest Rate Lock Agreements [Member] Cash Flow Hedging [Member]	Sep. 30, 2011 Asset [Member]	Dec. 31, 2010 Asset [Member]	Mar. 31, 2011 Fair Value Hedging [Member]	Dec. 31, 2009 Fair Value Hedging [Member]	Sep. 30, 2011 Cash Flow Hedging [Member]	Dec. 31, 2010 Cash Flow Hedging [Member]
Notional Amount of Interest Rate Cash Flow Hedge Derivatives												$ 400,000,000
Derivative, Maturity Date											Apr. 05, 2011
Loss on settlement of derivative instruments																	3,100,000
Accumulated Net Loss from Designated or Qualifying Cash Flow Hedges																	7,900,000	6,600,000
Derivative asset designated as hedging instrument fair value		12,000,000	42,300,000	10,500,000
Total Net Derivatives Asset					54,331,000	10,483,000	213,000	4,527,000
Total Net Derivatives Liabilities									2,199,000	464,000
Derivative, Fair Value, Net													52,345,000	14,546,000
Fair Value hedges - Fixed to Variable interest rate swaps															200,000,000	350,000,000
Variable Interest Rate															0.54%	1.33%
Net amount of deferred gains and losses on cash flow hedges that is expected to be reclassified within the next 12 months																	1,300,000
Notional amount of foreign currency forward contracts	$ 35,400,000