Derivatives And Other Financial Instruments (Tables)

6 Months Ended

Jun. 30, 2011

Derivatives And Other Financial Instruments

Schedule Of Fair Value Of Outstanding Derivatives

(In millions)	Balance Sheet Location	June 30, 2011			December 31, 2010
Cash flow hedges:
Foreign exchange contracts	Accrued expenses	$	(4.4	)	$	(2.3	)
Foreign exchange contracts	Other assets		0.2			—
Fair value hedges:
Interest rate swaps	Prepaid expenses and other assets		23.9			—
Interest rate swaps	Other assets		—			20.1
Net asset of derivatives designated as hedging instruments		$	19.7		$	17.8

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	)		(0.4	)
Derivatives qualifying as cash flow hedges reclassified to cost of products sold (effective portion)		3.4			5.3
Change in deferred taxes		0.7			(1.4	)
Balance—June 30:	$	(3.5	)	$	0.6

Summary Of Fair Value Hedges Outstanding

(Dollars in millions)	Notional Amount of Underlying Debt		Variable Rate Paid			Year of Transaction		Maturity		Fair Value
Interest rate swaps associated with:
3.50% Notes due 2014	$	500.0	1 month U.S. $	LIBOR + 0.890	%		2009		2014	$	23.9

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

(In millions)	Three Months Ended June 30, 2011			Six Months Ended June 30, 2011
(Gain) loss on marked to market of swaps	$	(4.9	)	$	(3.8	)
(Gain) loss on marked to market of hedged items	$	4.9		$	3.8

Schedule Of Impact On Earnings From Interest Rate Swaps

	Three Months Ended June 30,						Six Months Ended June 30,
(In millions)	2011			2010			2011			2010
Recognized in interest expense	$	(2.9	)	$	(4.5	)	$	(5.9	)	$	(9.2	)
Amortization of basis adjustment for terminated interest rate swaps recognized in interest expense		(0.5	)		—			(1.0	)		—
Total increase (decrease) in interest expense	$	(3.4	)	$	(4.5	)	$	(6.9	)	$	(9.2	)