Aggregate notional amount specified by the derivative(s). Expressed as an absolute value.

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Accumulated change in equity from transactions and other events and circumstances from non-owner sources, net of tax effect, at period end. Excludes Net Income (Loss), and accumulated changes in equity from transactions resulting from investments by owners and distributions to owners. Includes foreign currency translation items, certain pension adjustments, unrealized gains and losses on certain investments in debt and equity securities, other than temporary impairment (OTTI) losses related to factors other than credit losses on available-for-sale and held-to-maturity debt securities that an entity does not intend to sell and it is not more likely than not that the entity will be required to sell before recovery of the amortized cost basis, as well as changes in the fair value of derivatives related to the effective portion of a designated cash flow hedge.

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The aggregate fair value amounts of derivative instruments that contain credit-risk-related contingent features that are in a net liability position at the end of the reporting period. For nonderivative instruments that are designated and qualify as hedging instruments, the fair value amounts are the carrying value of the nonderivative hedging instrument, including the adjustment for the foreign currency transaction gain (loss) on that instrument.

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

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Fair value as of the balance sheet date of interest rate derivative assets, net of interest rate derivative liabilities, which includes all such derivative instruments in hedging and nonhedging relationships that are recognized on the balance sheet.

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Maximum borrowing capacity under the credit facility without consideration of any current restrictions on the amount that could be borrowed or the amounts currently outstanding under the facility.

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Amount, after unamortized (discount) premium and debt issuance costs, of long-term debt. Includes, but not limited to, notes payable, bonds payable, debentures, mortgage loans and commercial paper. Excludes capital lease obligations.

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DERIVATIVE INSTRUMENTS - Narrative (Details) $ in Millions	Sep. 30, 2016 USD ($)	Jun. 30, 2016 USD ($)	Oct. 31, 2015 EUR (€)
Derivative [Line Items]
Exposure to credit risk	$ 1.8
Exposure to credit risk in event of nonperformance	0.1
Accumulated loss on foreign currency borrowings	231.9	$ 239.7
Euro \| Net investment hedge \| Term Loan \| Line of Credit \| Term Loan B Facility due October 2022
Derivative [Line Items]
Principal amount (in euros) \| €			€ 665,000,000.0
Net investment hedge	753.5
Long term debt	742.4
Foreign exchange forward contracts
Derivative [Line Items]
Foreign currency forward contracts in net liability position	4.3
Foreign exchange forward contracts \| Derivatives designated as hedges:
Derivative [Line Items]
Notional value	49.6	121.7
Accumulated loss on derivative instruments classified as cash flow hedges in AOCI, net of tax	20.4	28.9
Foreign currency exchange forward contracts	10.6
Foreign exchange forward contracts \| Derivatives designated as hedges: \| United Kingdom, Pounds
Derivative [Line Items]
Notional value	14.4
Foreign exchange forward contracts \| Derivatives designated as hedges: \| Australia, Dollars
Derivative [Line Items]
Notional value	13.6
Foreign exchange forward contracts \| Derivatives designated as hedges: \| Canada, Dollars
Derivative [Line Items]
Notional value	7.9
Foreign exchange forward contracts \| Derivatives designated as hedges: \| Russia, Rubles
Derivative [Line Items]
Notional value	13.7
Foreign exchange forward contracts \| Derivatives not designated as hedges:
Derivative [Line Items]
Notional value	547.2	1,002.8
Interest rate swap contracts
Derivative [Line Items]
Foreign currency forward contracts in net liability position	21.3
Interest rate swap contracts \| Derivatives designated as hedges:
Derivative [Line Items]
Notional value	2,000.0	2,000.0
Foreign exchange borrowings \| Net investment hedge \| Accumulated Foreign Currency Adjustment Attributable to Parent
Derivative [Line Items]
Accumulated loss on foreign currency borrowings	$ 10.3	$ 2.5