Derivative Financial Instruments (Tables)

6 Months Ended

Jun. 30, 2011

Derivative Financial Instruments

Fair And Notional Values Of Derivative Financial Instruments

	June 30, 2011			December 31, 2010
Qualifying Hedges	Notional	Asset Fair	Liability	Notional	Asset Fair	Liability
	Amount	Value	Fair Value	Amount	Value	Fair Value
Cross currency swaps	$      429.1	$          0	$      (26.0)	$    414.7	$          0.8	$      (12.1)
Foreign currency forward exchange – cash flow hedges	164.2	0	(6.1)	183.6	6.4	(1.4)
Foreign currency forward exchange – net
investment hedges	1,492.3	0.7	(104.5)	1,333.4	0.5	(61.0)
Total Qualifying Hedges	$    2,085.6	$          0.7	$    (136.6)	$ 1,931.7	7.7	$      (74.5)
Non-Qualifying Hedges
Cross currency swaps	$1,380.8	$   0	$(91.2)	$1,330.3	$14.2	$  (38.4)
Interest rate swaps	916.4	1.9	(39.7)	1,046.8	4.5	(37.7)
Written options	37.0	0	0	273.8	0	0
Purchased options	931.0	1.8	0	903.0	2.7	0
Foreign currency forward exchange contracts	2,157.3	8.9	(99.7)	2,210.0	4.3	(50.2)
TRS(1)	1,041.5	0	0	609.9	0	0
Total Non-qualifying Hedges	$    6,464.0	$        12.6	$    (230.6)	$    6,373.8	$        25.7	$    (126.3)

Derivative Instrument Gains And Losses

		Quarters Ended June 30,		Six Months Ended June 30,
Derivative Instruments	Gain / (Loss) Recognized	2011	2010	2011	2010
Qualifying Hedges
Foreign currency exchange rate fluctuations – cash flow hedges	Other income	$     (4.1)	$     9.3	$    (13.7)	$     9.3
Total Qualifying Hedges		(4.1)	9.3	(13.7)	9.3
Non Qualifying Hedges
Cross currency swaps	Other income	(4.0)	103.8	(45.0)	113.1
Interest rate swaps	Other income	(11.1)	(30.7)	(5.2)	(50.1)
Foreign currency forward exchange contracts	Other income	(15.4)	94.7	(68.8)	164.8
Total Non-qualifying Hedges		(30.5)	167.8	(119.0)	227.8
Total derivatives-income statement impact		$   (34.6)	$     177.1	$  (132.7)	$     237.1