Financial Instruments (Schedule Of Interest Rate Swaps And Cross Currency Interest Rate Swaps) (Details) (USD $) In Millions, unless otherwise specified	6 Months Ended	12 Months Ended
	Mar. 31, 2012 Y	Sep. 30, 2011 Y
Derivative [Line Items]
Maximum hedged term of interest rate swap designated as cash flow hedge	.8 years
Interest Rate Swap Contracts [Member] | Fair Value Hedges [Member]
Derivative [Line Items]
US$ Notional	$ 583.4	$ 583.9
Pay %	LIBOR	LIBOR
Average Receive %	3.38%	3.38%
Years Average Maturity	4.0	4.5
Interest Rate Swap Contracts [Member] | Cash Flow Hedges [Member]
Derivative [Line Items]
US$ Notional	100.0	300.0
Pay %	2.30%	2.33%
Average Receive %	LIBOR	LIBOR
Years Average Maturity	0.8	0.4
Cross Currency Interest Rate Swaps (Net Investment Hedge) [Member]
Derivative [Line Items]
US$ Notional	$ 32.2	$ 32.2
Pay %	5.54%	5.54%
Average Receive %	5.48%	5.48%
Years Average Maturity	1.9	2.5