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

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No transfers between levels in fair value hierarchy This concept is to be used to represent no transfers between any levels during the period.

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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.

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The estimated net amount of existing gains or losses on cash flow hedges at the reporting date expected to be reclassified to earnings within the next 12 months.

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Amount, before unamortized (discount) premium and debt issuance costs, of long-term debt. Includes, but is not limited to, notes payable, bonds payable, commercial loans, mortgage loans, convertible debt, subordinated debt and other types of debt.

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Fair value of the assets less the liabilities of a derivative or group of derivatives.

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The effective portion of losses on derivative instruments designated and qualifying as hedging instruments that was recognized in other comprehensive income during the current period.

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Description of discontinued cash flow hedge relationships, including identification of hedged items and hedging instruments. Includes reasons for the discontinuation of the cash flow hedge and the effects of the discontinuation on the financial statements.

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Total amount of gain (loss) derived from fair value hedges recognized in earnings in the period.

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Maximum period of time the entity is hedging its exposure to variability in future cash flows for forecasted transactions, in 'PnYnMnDTnHnMnS' format, for example, 'P1Y5M13D' represents the reported fact of one year, five months, and thirteen days. Excludes forecasted transactions related to payment of variable interest on existing financial instruments.

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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.

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DERIVATIVES - Narrative (Details) - USD ($) $ in Millions	3 Months Ended		9 Months Ended		12 Months Ended
DERIVATIVES - Narrative (Details) - USD ($) $ in Millions	Sep. 30, 2016	Sep. 30, 2015	Sep. 30, 2016	Sep. 30, 2015	Dec. 31, 2015	Jun. 30, 2014	May 31, 2014
Derivative disclosures
No transfers between levels in fair value hierarchy			$ 0.0		$ 0.0
Money market funds, classified as Level Two	$ 454.7		$ 454.7		510.1
Cash Flow Hedges
Derivative disclosures
Maximum Period for Discontinuation of Foreign Currency Cash Flow Hedge Due to Forecasted Transaction Is Probable of Not Occurring			60 days
Foreign Exchange Contract \| Cash Flow Hedges
Derivative disclosures
Discontinuation of Cash Flow Hedge				.1
Ineffective portion of foreign exchange hedges			$ 0.3	$ 0.7
Derivative, Notional Amount	229.7		229.7		174.8
Derivative, Fair Value, Net	4.0		4.0		5.5
Effective Portion of Changes in Fair Value on Foreign Exchange Contracts in Other Comprehensive Loss			3.6
Cash flow hedge gain (loss) to be reclassified within twelve months			$ 3.3
Maximum duration of foreign exchange contracts used to hedge intercompany purchases (in months)			15 months
Commodity Option
Derivative disclosures
Derivative, Notional Amount	1.1		$ 1.1
Interest Rate Swaps - 2019 Note \| Fair Value Hedges \| Notes 4.90 Percent Due 2019
Derivative disclosures
Derivative, Notional Amount						$ 700.0
Interest rate swap, 2019 open swaps
Derivative disclosures
Amortization of deferred hedge gains	1.7	$ 2.4	5.7	$ 7.6
Interest Rate Swaps - 2020 Note \| Fair Value Hedges \| Notes 3.00 Percent Due 2020
Derivative disclosures
Derivative, Notional Amount					750.0
Interest rate swap, 2020 open swaps
Derivative disclosures
Amortization of deferred hedge gains	1.6	$ 0.0	5.4
Designated as Hedging Instrument
Derivative disclosures
Derivative, Fair Value, Net	31.1		31.1		5.7
Notes 4.90 Percent Due 2019 \| Interest Rate Swaps - 2019 Note \| Fair Value Hedges
Derivative disclosures
Derivative, Notional Amount							$ 700.0
Senior Notes
Derivative disclosures
Long-term Debt, Gross	3,000.0		3,000.0		3,000.0
Senior Notes \| Notes 3.00 Percent Due 2020
Derivative disclosures
Long-term Debt, Gross	750.0		750.0		750.0
Senior Notes \| Notes 4.90 Percent Due 2019
Derivative disclosures
Long-term Debt, Gross	$ 700.0		$ 700.0		$ 700.0