DERIVATIVES AND OTHER FINANCIAL INSTRUMENTS (Details 3) (USD $) In Millions, unless otherwise specified				1 Months Ended		3 Months Ended		9 Months Ended
	Sep. 30, 2012	Dec. 31, 2011	Nov. 30, 2009 Interest Rate Swaps	Jul. 31, 2011 Interest Rate Swaps Terminated contracts	Nov. 30, 2010 Interest Rate Swaps Terminated contracts	Sep. 30, 2012 Fair value hedges Interest Rate Swaps	Sep. 30, 2011 Fair value hedges Interest Rate Swaps	Sep. 30, 2012 Fair value hedges Interest Rate Swaps	Sep. 30, 2011 Fair value hedges Interest Rate Swaps
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	15.6
Recognized in interest expense						0	(0.4)	0	(6.3)
Amortization of basis adjustment for terminated interest rate swaps recognized in interest expense						(2.3)	(2.1)	(7.0)	(3.1)
Total increase /(decrease) in interest expense						(2.3)	(2.5)	(7.0)	(9.4)
Money market funds, classified as Level Two	$ 648.7	$ 449.2