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Financial Instruments (Tables)
 12 Months Ended
Sep. 30, 2016
Derivative Instruments and Hedging Activities Disclosure [Abstract]  
Schedule Of Notional Amounts Of Outstanding Derivatives
The following table summarizes our outstanding interest rate management contracts and cross currency interest rate swaps:
 
 
30 September 2016
 
30 September 2015
 
 
US$
Notional

 
Pay %

 
Average
Receive
%

 
Years
Average
Maturity
 
US$
Notional

 
Pay %

 
Average
Receive
%

 
Years
Average
Maturity
Interest rate swaps (fair value hedge)
 
$
600.0

 
LIBOR

 
2.28
%
 
2.3
 
$
600.0

 
LIBOR

 
2.77
%
 
3.3
Cross currency interest rate swaps (net investment hedge)
 
$
517.7

 
3.24
%
 
2.43
%
 
2.6
 
$
609.9

 
4.06
%
 
2.61
%
 
3.2
Cross currency interest rate swaps (cash flow hedge)
 
$
1,088.9

 
4.77
%
 
2.72
%
 
3.3
 
$
1,055.2

 
4.29
%
 
2.63
%
 
3.9
Cross currency interest rate swaps (not designated)
 
$
27.4

 
3.62
%
 
0.81
%
 
1.8
 
$
12.9

 
3.12
%
 
3.08
%
 
4.1
 
 
30 September 2016
 
30 September 2015
 
 
US$
Notional

 
Years
Average
Maturity
 
US$
Notional

 
Years
Average
Maturity
Forward Exchange Contracts
 
 
 
 
 
 
 
 
Cash flow hedges
 
$
4,130.3

 
0.5
 
$
4,529.1

 
0.5
Net investment hedges
 
968.2

 
2.7
 
491.3

 
4.0
Not designated
 
2,648.3

 
0.4
 
771.8

 
0.9
Total Forward Exchange Contracts
 
$
7,746.8

 
0.7
 
$
5,792.2

 
0.9
Fair Value of Derivative Instruments
The table below summarizes the fair value and balance sheet location of our outstanding derivatives:
 
 
Balance Sheet
 
30 September
 
Balance Sheet
 
30 September
 
 
Location
 
2016

 
2015

 
Location
 
2016

 
2015

Derivatives Designated as Hedging Instruments:
 
 
 
 
 
 
 
 
 
 
 
 
Forward exchange contracts
 
Other receivables
 
$
72.3

 
$
52.1

 
Accrued liabilities
 
$
44.0

 
$
110.4

Interest rate management contracts
 
Other receivables
 
19.9

 
17.6

 
Accrued liabilities
 
—

 
—

 
 
Other noncurrent
 
 
 
 
 
Other noncurrent
 
 
 
 
Forward exchange contracts
 
assets
 
44.4

 
68.5

 
liabilities
 
9.1

 
9.2

 
 
Other noncurrent
 
 
 
 
 
Other noncurrent
 
 
 
 
Interest rate management contracts
 
assets
 
160.0

 
153.4

 
liabilities
 
12.0

 
.8

Total Derivatives Designated as Hedging Instruments
 
 
 
$
296.6

 
$
291.6

 
 
 
$
65.1

 
$
120.4

Derivatives Not Designated as Hedging Instruments:
 
 
 
 
 
 
 
 
 
 
 
 
Forward exchange contracts
 
Other receivables
 
77.1

 
2.8

 
Accrued liabilities
 
$
29.5

 
$
3.3

 
 
Other noncurrent
 
 
 
 
 
Other noncurrent
 
 
 
 
Forward exchange contracts
 
assets
 
—

 
23.3

 
liabilities
 
—

 
.6

 
 
Other noncurrent
 
 
 
 
 
Other noncurrent
 
 
 
 
Interest rate management contracts
 
assets
 
—

 
.8

 
liabilities
 
.7

 
—

Total Derivatives Not Designated as Hedging Instruments
 
 
 
$
77.1

 
$
26.9

 
 
 
$
30.2

 
$
3.9

Total Derivatives
 
 
 
$
373.7

 
$
318.5

 
 
 
$
95.3

 
$
124.3
Schedule of Gain/Loss Related to Derivative Instruments
The table below summarizes the gain or loss related to our cash flow hedges, fair value hedges, net investment hedges, and derivatives not designated as hedging instruments:
 
 
Year Ended 30 September
 
 
Forward
Exchange Contracts
 
Foreign
Currency
Debt
 
Other(A)
 
Total
 
 
2016
 
2015
 
2016
 
2015
 
2016
 
2015
 
2016
 
2015
Cash Flow Hedges, net of tax:
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
Net gain (loss) recognized in OCI (effective portion)
 
$
10.5

 
$
(44.9
)
 
$
—

 
$
—

 
$
3.2

 
$
9.9

 
$
13.7

 
$
(35.0
)
Net (gain) loss reclassified from OCI to sales/cost of sales (effective portion)
 
.2

 
.6

 
—

 
—

 
—

 
—

 
.2

 
.6

Net (gain) loss reclassified from OCI to other income (expense), net (effective portion)
 
(25.7
)
 
35.6

 
—

 
—

 
(20.3
)
 
(20.2
)
 
(46.0
)
 
15.4

Net (gain) loss reclassified from OCI to interest expense (effective portion)
 
6.7

 
.7

 
—

 
—

 
3.3

 
2.6

 
10.0

 
3.3

Net (gain) loss reclassified from OCI to other income (expense), net (ineffective portion)
 
(.2
)
 
1.5

 
—

 
—

 
—

 
—

 
(.2
)
 
1.5

Fair Value Hedges:
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
Net gain (loss) recognized in interest expense(B)
 
$
—

 
$
—

 
$
—

 
$
—

 
$
(8.8
)
 
$
9.9

 
$
(8.8
)
 
$
9.9

Net Investment Hedges, net of tax:
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
Net gain (loss) recognized in OCI
 
$
17.4

 
$
60.1

 
$
(9.6
)
 
$
91.4

 
$
35.0

 
$
49.5

 
$
42.8

 
$
201.0

Derivatives Not Designated as Hedging Instruments:
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
Net gain (loss) recognized in other income (expense), net(C)
 
$
(1.8
)
 
$
(9.2
)
 
$
—

 
$
—

 
$
(1.6
)
 
$
.6

 
$
(3.4
)
 
$
(8.6
)
(A) 
Other includes the impact on other comprehensive income (OCI) and earnings primarily related to interest rate and cross currency interest rate swaps.
(B) 
The impact of fair value hedges noted above was largely offset by recognized gains and losses resulting from the impact of changes in related interest rates on outstanding debt.
(C) 
The impact of the non-designated hedges noted above was largely offset by recognized gains and losses resulting from the impact of changes in exchange rates on assets and liabilities denominated in nonfunctional currencies.