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Financial Instruments and Risk Management (Tables)
 3 Months Ended
Dec. 31, 2012
Financial Instruments and Risk Management [Abstract]  
Schedule of Fair Value and the Amounts of Gains and Losses on Derivative Instruments [Table Text Block]

The following table provides estimated fair values as of December 31, 2012 and September 30, 2012, and the amounts of gains and losses on derivative instruments classified as cash flow hedges for the quarter ended December 31, 2012 and 2011.


 
At December 31, 2012
 
For the Three Months Ended
December 31, 2012
Derivatives designated as Cash Flow Hedging Relationships
 
Estimated Fair Value, Asset (Liability) (1) (2)
 
Gain/(Loss) Recognized in OCI (3)
 
Gain/(Loss) Reclassified From OCI into Income(Effective Portion) (4) (5)
Foreign currency contracts
 
$
1.8

 
$
6.7

 
$
(1.0
)
Interest rate contracts
 
—

 
—

 
(0.3
)
Total
 
$
1.8

 
$
6.7

 
$
(1.3
)
 
 
 
 
 
 
 
 
 
At September 30, 2012
 
For the Three Months Ended
December 31, 2011
Derivatives designated as Cash Flow Hedging Relationships
 
Estimated Fair Value, Asset (Liability) (1) (2)
 
Gain/(Loss) Recognized in OCI (3)
 
Gain/(Loss) Reclassified From OCI into Income(Effective Portion) (4) (5)
Foreign currency contracts
 
$
(5.9
)
 
$
(3.7
)
 
$
(2.1
)
Commodity contracts
 
—

 
(0.4
)
 
0.2

Interest rate contracts
 
(0.3
)
 
1.4

 
—

Total
 
$
(6.2
)
 
$
(2.7
)
 
$
(1.9
)
(1)
All derivative assets are presented in other current assets or other assets.
(2)
All derivative liabilities are presented in other current liabilities or other liabilities.
(3)
OCI is defined as other comprehensive income.
(4)
Gain/(Loss) reclassified to Income was recorded as follows: Foreign currency contracts in other financing and commodity contracts in Cost of products sold.
(5)
Each of these derivative instruments had a high correlation to the underlying exposure being hedged for the periods indicated and had been deemed highly effective in offsetting associated risk.
The following table provides estimated fair values as of December 31, 2012 and September 30, 2012, and the amounts of gains and losses on derivative instruments not classified as cash flow hedges for the quarter ended December 31, 2012 and 2011, respectively.
 
 
 
At December 31, 2012
 
For the Three Months Ended December 31, 2012
Derivatives not designated as Cash Flow Hedging Relationships
 
Estimated Fair Value Asset (Liability)
 
Gain/(Loss) Recognized in Income (1)
Share option
 
$
3.6

 
$
3.8

Commodity contracts
 
$
—

 
$
(1.9
)
Foreign currency contracts
 
(0.4
)
 
0.3

Total
 
$
3.2

 
$
2.2

 
 
 
 
 
 
 
At September 30, 2012
 
For the Three Months Ended December 31, 2011
Derivatives not designated as Cash Flow Hedging Relationships
 
Estimated Fair Value Asset (Liability)
 
Gain/(Loss) Recognized in Income (1)
Share option
 
$
2.5

 
$
7.9

Commodity contracts
 
1.6

 
—

Foreign currency contracts
 
(0.7
)
 
(0.9
)
Total
 
$
3.4

 
$
7.0

(1)
Gain/(Loss) recognized in Income was recorded as follows: Share option in Selling, general and administrative expense and foreign currency contracts in other financing.
Schedule of Fair Value, Assets and Liabilities Measured on Recurring Basis [Table Text Block]
The following table sets forth the Company’s financial assets and liabilities, which are carried at fair value, as of December 31, 2012 and September 30, 2012 that are measured on a recurring basis during the period, segregated by level within the fair value hierarchy:
 
 
Level 2
 
December 31,
2012
 
September 30,
2012
Assets/(Liabilities) at estimated fair value:
 
 
 
Deferred Compensation
$
(160.2
)
 
$
(161.6
)
Derivatives - Foreign Exchange
1.4

 
(6.6
)
Derivatives - Commodity
—

 
1.6

Derivatives - Interest Rate Swap
—

 
(0.3
)
Share Option
3.6

 
2.5

Net Liabilities at estimated fair value
$
(155.2
)
 
$
(164.4
)