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

Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher SEC

-Name Regulation S-X (SX)

-Number 210

-Article 12

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- Definition

The amortization during the period of the adjustment to the carrying value of a discontinued fair value hedge.

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The cash inflow from the termination of interest rate swaps that meets the hedge criteria as either cash flow hedge, fair value hedge or hedge of net investment in foreign operations.

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- Definition

The amount recognized in earnings related to the change in fair value during the period of derivative or nonderivative instruments designated as fair value hedging instruments.

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- Definition

The amount recognized in earnings related to the change in fair value during the period of the hedged item in a fair value hedge.

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Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Statement of Financial Accounting Standard (FAS)

-Number 133

-Paragraph 45

-Subparagraph a(1)

-LegacyDoc This reference is SUPERSEDED by the Accounting Standards Codification effective for interim and annual periods ending after September 15, 2009. This reference is included to help users transition from the previous accounting hierarchy and will be removed from future versions of this taxonomy.

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-SubTopic 25

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Amount of the hedged item as of the balance sheet date related to the derivative. For example, the hedged balance on a debt instrument.

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- Definition

The reference rate for the variable rate of the interest rate derivative, such as LIBOR or the US Treasury rate and the maturity of the reference rate used, such as three months or six months LIBOR.

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- Definition

Net Increase or Decrease in the fair value of the derivative or group of derivatives included in earnings.

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The amount of net gains and losses recognized in income during the period on derivative instruments designated and qualifying as hedging instruments in fair value hedges and related hedged items designated and qualifying in fair value hedges, on derivative instruments designated and qualifying as hedging instruments in cash flow hedges, and on derivative instruments not designated as hedging instruments.

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-Paragraph 205G

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Line items represent financial concepts included in a table. These concepts are used to disclose reportable information associated with domain members defined in one or many axes to the table.

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Investment in short-term money-market instruments (such as commercial paper, banker's acceptances, repurchase agreements, government securities, certificates of deposit, and so forth) which are highly liquid (that is, readily convertible to known amounts of cash) and so near their maturity that they present an insignificant risk of changes in value because of changes in interest rates. Generally, only investments with original maturities of three months or less qualify as cash equivalents by definition. Original maturity means an original maturity to the entity holding the investment. For example, both a three-month US Treasury bill and a three-year Treasury note purchased three months from maturity qualify as cash equivalents. However, a Treasury note purchased three-years ago does not become a cash equivalent when its remaining maturity is three months.

+ References

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-Paragraph 8, 9

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DERIVATIVES AND OTHER FINANCIAL INSTRUMENTS (Details 3) (USD $) In Millions	3 Months Ended		9 Months Ended			9 Months Ended		1 Months Ended
	Sep. 30, 2011	Sep. 30, 2010	Sep. 30, 2011	Sep. 30, 2010	Dec. 31, 2010	Sep. 30, 2011 Fair value hedges Interest Rate Swaps	Nov. 30, 2009 Interest Rate Swaps	Jul. 31, 2011 Interest Rate Swaps Terminated contracts	Nov. 30, 2010 Interest Rate Swaps Terminated contracts
Interest rate swap fair value hedges
Basis for calculating fair value of swaps						LIBOR
Notional Amount of Underlying Debt							$ 700.0
Notional amount								500.0	200.0
Cash received			23.5					23.5	15.6
(Gain) loss on marked to market of swaps	(0.4)		(4.2)
(Gain) loss on marked to market of hedged items	0.4		4.2
Recognized in interest expense	(0.4)	(4.4)	(6.3)	(13.6)
Amortization of basis adjustment for terminated interest rate swaps recognized in interest expense	(2.1)		(3.1)
Total increase (decrease) in interest expense	(2.5)	(4.4)	(9.4)	(13.6)
Money market funds, classified as Level Two	$ 405.3		$ 405.3		$ 246.8