DERIVATIVES (Tables)

12 Months Ended

Dec. 31, 2011

DERIVATIVES

Schedule Of Fair Value Of Outstanding Derivatives

		December 31,
	Balance Sheet Location
(In millions)		2011			2010
Cash flow hedges:
Foreign exchange contracts	Other assets	$	5.2		$	—
Foreign exchange contracts	Accrued expenses		(0.1	)		(2.3	)
Fair value hedges:
Interest rate swaps	Other assets		—			20.1
Net asset/(liability) of derivatives designated as hedging instruments		$	5.1		$	17.8

Schedule Of Outstanding Foreign Exchange Forward Contracts

(Dollars in millions)	Weighted-average Forward Rate		Notional Amount		Fair Value Asset		Maturity
Foreign exchange contracts:
Cash flow hedges:
Canadian dollar		1.01	$	31.9	$	0.5		2012
Mexican peso		13.07		62.5		4.4		2012
Philippine peso		43.71		39.9		0.2		2012
Total foreign exchange contracts			$	134.3	$	5.1

Schedule Of Change In Accumulated Other Comprehensive Income (Loss) And The Impact On Earnings From Foreign Exchange Contracts

(In millions)	2011			2010
Balance—January 1:	$	(1.8	)	$	(2.9	)
Derivatives qualifying as cash flow hedges deferred in other comprehensive income		5.8			(6.3	)
Derivatives qualifying as cash flow hedges reclassified to cost of products sold (effective portion)		2.9			7.8
Change in deferred taxes		(2.6	)		(0.4	)
Balance—December 31:	$	4.3		$	(1.8	)

Schedule of Gain (Loss) On Marked To Market Of Fair Value Hedges

	(Gain) Loss on Marked to Market Swaps								(Gain) Loss on Marked to Market of Hedged Items
(In millions)	2011			2010			2009		2011		2010		2009
Interest expense—net	$	(4.2	)	$	(20.1	)	$	10.4	$	4.2	$	20.1	$	(10.4	)

Schedule Of Impact On Earnings From Interest Rate Swaps

(In millions)	2011			2010			2009
Recognized in interest expense	$	(6.3	)	$	(17.1	)	$	(2.8	)
Amortization of basis adjustment for terminated interest rate swaps recognized in interest expense		(5.5	)		(0.3	)		—
Total	$	(11.8	)	$	(17.4	)	$	(2.8	)