Aggregate notional 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

-Section 13

-Sentence Column B

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- Definition

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.

+ References

No definition available.

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- Definition

The amount of expense charged against earnings by an Entity to record deferred gains and losses on hedge instruments. Examples include gain on economic hedges, amortization of gain on designated fair value hedge and so forth.

+ References

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

-Publisher FASB

-Name Accounting Standards Codification

-Topic 230

-SubTopic 10

-Section 45

-Paragraph 28

-URI http://asc.fasb.org/extlink&oid=6943989&loc=d3e3602-108585

Reference 2: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Statement of Financial Accounting Standard (FAS)

-Number 95

-Paragraph 28

-LegacyDoc This reference is SUPERSEDED by the Accounting Standards Codification effective for interim and annual periods ending after September 15, 2009.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.

Reference 3: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 225

-SubTopic 10

-Section S99

-Paragraph 2

-Subparagraph (SX 210.5-03.3)

-URI http://asc.fasb.org/extlink&oid=6880815&loc=d3e20235-122688

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- Definition

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

+ References

No definition available.

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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.

+ References

No definition available.

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- Definition

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

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

-Publisher FASB

-Name Accounting Standards Codification

-Glossary Cash Equivalents

-URI http://asc.fasb.org/extlink&oid=6507016

Reference 2: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Statement of Financial Accounting Standard (FAS)

-Number 95

-Paragraph 8, 9

-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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DERIVATIVES AND OTHER FINANCIAL INSTRUMENTS (Details 3) (USD $) In Millions, unless otherwise specified				1 Months Ended		3 Months Ended		6 Months Ended
	Jun. 30, 2013	Dec. 31, 2012	Nov. 30, 2009 Interest Rate Swaps	Jul. 31, 2011 Interest Rate Swaps Terminated contracts	Nov. 30, 2010 Interest Rate Swaps Terminated contracts	Jun. 30, 2013 Fair value hedges Interest Rate Swaps	Jun. 30, 2012 Fair value hedges Interest Rate Swaps	Jun. 30, 2013 Fair value hedges Interest Rate Swaps	Jun. 30, 2012 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
Amortization of basis adjustment for terminated interest rate swaps recognized in interest expense						(2.3)	(2.4)	(4.6)	(4.7)
Money market funds, classified as Level Two	$ 344.9	$ 520.7