FINANCIAL INSTRUMENTS (Tables)

6 Months Ended

Jun. 30, 2015

Derivative Instruments and Hedging Activities Disclosure [Abstract]

Schedule of Derivative Instruments

A summary of the notional amounts of these interest rate swaps as of June 30, 2015 and December 31, 2014 is as follows:

		Notional Amount
Debt Instrument	Floating Rate Paid by the Company	June 30, 2015		December 31, 2014
3.20% Senior Notes due April 2016	Six-month LIBOR plus a 2.3% spread	$	—	$	200
4.75% Senior Notes due January 2020	One-month LIBOR plus a 3.6% spread	350		350
4.70% Senior Notes due April 2021	One-month LIBOR plus a 2.45% to 3.39% spread	400		400
4.25% Senior Notes due April 2024	One-month LIBOR plus a 1.54% to 1.59% spread	250		250
3.50% Senior Notes due March 2025	One-month LIBOR plus a 1.44% spread	200		—
		$	1,200	$	1,200

Schedule of the fair values of derivative instruments

A summary of the fair values of derivative instruments in the consolidated balance sheets is stated in the table below:

	June 30, 2015				December 31, 2014
	Balance Sheet Classification	Fair Value			Balance Sheet Classification	Fair Value
Derivatives Designated as Hedging Instruments
Asset Derivatives:
Interest rate swaps	Other assets	$	15		Other assets	$	17
Liability Derivatives:
Interest rate swaps	Other liabilities	12			Other liabilities	13
Forward starting interest rate swaps		—			Other liabilities	15
Total Liability Derivatives		12				28
Derivatives Not Designated as Hedging Instruments
Asset Derivatives:
Put option		—			Prepaid expenses and other current assets	1
Liability Derivatives:
Call option	Accounts payable and accrued expenses	4			Accounts payable and accrued expenses	5
Total Net Derivatives (Liabilities)		$	(1	)		$	(15	)