Financial Instruments (Tables)

12 Months Ended

Sep. 30, 2012

Financial Instruments [Abstract]

Schedule of Outstanding Currency Price Risk Management Instruments

		2012			2011
				Years			Years
			US$	Average		US$	Average
30 September			Notional	Maturity		Notional	Maturity
Forward Exchange Contracts
	Cash flow hedges	$	1,348.8	.6	$	1,512.1	.4
	Net investment hedges		779.2	2.5		635.8	2.0
	Not designated		477.7	.1		226.3	.1
Total Forward Exchange Contracts		$	2,605.7	1.0	$	2,374.2	.8

Schedule of Interest Rate Swaps and Cross Currency Interest Rate Swaps

The following table summarizes our outstanding interest rate swaps and cross currency interest rate swaps:
				30 September 2012					30 September 2011
						Average	Years				Average	Years
			US$			Receive	Average	US$			Receive	Average
			Notional		Pay %	%	Maturity	Notional		Pay %	%	Maturity
	Interest rate swaps (fair value hedge)		$	450.0	LIBOR	3.23%	4.7	$	583.9	LIBOR	3.38%	4.5
	Cross currency interest rate swaps
		(net investment hedge)	$	243.5	3.95%	.96%	3.2	$	32.2	5.54%	5.48%	2.5
	Interest rate swaps (cash flow hedge)		$	452.8	Various	Various	.6	$	300.0	2.33%	LIBOR	.4

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		2012		2011		Location	2012		2011
	Derivatives Designated as
		Hedging Instruments:
	Forward exchange contracts		Other receivables		$	12.7	$	22.0	Accrued liabilities	$	17.0	$	33.0
	Interest rate management contracts		Other receivables			1.1		5.8	Accrued liabilities		15.6		3.8
			Other noncurrent						Other noncurrent
	Forward exchange contracts		assets			64.3		45.0	liabilities		2.5		1.0
			Other noncurrent						Other noncurrent
	Interest rate management contracts		assets			48.6		42.4	liabilities		9.5		2.2
	Total Derivatives Designated as
		Hedging Instruments			$	126.7	$	115.2		$	44.6	$	40.0
	Derivatives Not Designated as
		Hedging Instruments:
	Forward exchange contracts		Other receivables		$	.9	$	3.0	Accrued liabilities	$	2.2	$	3.8
	Total Derivatives				$	127.6	$	118.2		$	46.8	$	43.8

Schedule of Gain/Loss Related to Derivative Instruments

		Year Ended 30 September
		Forward				Foreign Currency
		Exchange Contracts				Debt				Other (A)				Total
		2012		2011		2012		2011		2012		2011		2012		2011
Cash Flow Hedges, net of tax:
Net gain (loss) recognized in OCI
	(effective portion)	$	(14.2)	$	6.4	$	-	$	-	$	(7.6)	$	(5.6)	$	(21.8)	$	.8
Net (gain) loss reclassified from OCI
	to sales/cost of sales (effective portion)		1.3		8.4		-		-		-		-		1.3		8.4
Net (gain) loss reclassified from OCI to other
	income, net (effective portion)		9.6		1.2		-		-		-		-		9.6		1.2
Net (gain)loss reclassified from OCI
	to interest expense (effective portion)		(.2)		-		-		-		1.4		1.2		1.2		1.2
Net (gain) loss reclassified from OCI to other
	income, net (ineffective portion)		.3		.7		-		-		-		-		.3		.7
Fair Value Hedges:
Net gain (loss) recognized in interest expense(B)		$	-	$	-	$	-	$	-	$	5.8	$	9.4	$	5.8	$	9.4
Net Investment Hedges, net of tax:
Net gain (loss) recognized in OCI		$	25.0	$	5.7	$	11.4	$	16.9	$	(2.1)	$	-	$	34.3	$	22.6
Derivatives Not Designated as Hedging Instruments:
Net gain (loss) recognized in other income, net(C)		$	(2.4)	$	(5.8)	$	-	$	-	$	-	$	-	$	(2.4)	$	(5.8)