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Derivative Instruments (Tables)
 3 Months Ended
Mar. 31, 2013
Derivative Instruments  
Schedule of interest rate swap contracts

As of March 31, 2013, the Company had net interest rate swap agreements in place to fix the floating interest rates on a portion of the borrowings under its debt facilities as summarized below:

Net Notional
Amount(1)		   Weighted Average
Fixed Leg (Pay) Interest Rate(2)		   Weighted Average
Remaining Term(2)

$765.8 million

   1.68%   6.2 years
(1)
As of March 31, 2013, the net notional amount outstanding on the Company's interest rate swap agreements is comprised of $1,100.2 million of pay-fixed rate/receive-floating rate agreements and $334.4 million of pay-floating rate/receive-fixed rate agreements. The Company entered into the pay-floating rate/receive-fixed rate agreements at the parent company level to offset the cash flows on certain pay-fixed rate/receive-floating rate agreements of certain wholly owned subsidiaries. The pay-floating rate/receive-fixed rate and pay-fixed rate/receive-floating rate agreements have terms that offset each other.

(2)
The calculations of weighted average fixed leg interest rate and weighted average remaining term on the Company's interest rate swap agreements reflect the impact of the pay-floating rate/receive-fixed rate agreements and the pay-fixed rate/receive-floating rate agreements they offset.
Schedule of fair value of derivative instruments

Fair Value of Derivative Instruments
(In Millions)

 
   Asset Derivatives   Liability Derivatives  
 
   March 31, 2013   December 31, 2012   March 31, 2013   December 31, 2012  
Instrument
  Balance
Sheet
Location		   Fair
Value		   Balance
Sheet
Location		   Fair
Value		   Balance
Sheet
Location		   Fair
Value		   Balance
Sheet
Location		   Fair
Value		  

Interest rate swap contracts, designated as cash flow hedges

   Fair value of
Derivative instruments		   $ —   Fair value of
derivative
instruments		   $ —   Fair value of
derivative
instruments		   $ 2.5   Fair value of
derivative
instruments		   $ —  

Interest rate swap contracts, not designated

   Fair value of
derivative
instruments		     0.5   Fair value of
derivative
instruments		     1.4   Fair value of
derivative
instruments		     16.2   Fair value of
derivative
instruments		     34.6  

Amounts due to/from interest rate swap counterparties for the termination of agreements not designated

   Fair value of
derivative
instruments		     2.4   Fair value of
derivative
instruments		     —   Fair value of
derivative
instruments		     16.7   Fair value of
derivative
instruments		     —  

Foreign exchange contracts, not designated

   Fair value of
derivative
instruments		     0.5   Fair value of
derivative
instruments		     0.5   Fair value of
derivative
instruments		     —   Fair value of
derivative
instruments		     —  
                                   

Total derivatives

       $ 3.4       $ 1.9       $ 35.4       $ 34.6  
                                   
Schedule of derivatives instruments and their effect on consolidated statements of operations and consolidated statements of comprehensive income

Effect of Derivative Instruments on Consolidated Statements of Operations and
Consolidated Statements of Comprehensive Income
(In Millions)

   
   Three Months
Ended
March 31,		  
    Location of (Gain) Loss on
Derivative Instruments		  
Derivative Instrument
  2013   2012  

Realized loss on interest rate swap agreements

   Interest expense   $ 3.1   $ 6.7  

Unrealized loss on interest rate swap agreements, designated as cash flow hedges

   Other comprehensive income     2.5     —  

Unrealized (gain) on interest rate swap agreements, not designated

   Net (gain) on interest rate swaps     (3.2 )   (3.0 )

Foreign exchange agreements, not designated

   Administrative expenses     —     0.2