Financial Instruments (Tables)

12 Months Ended

Sep. 30, 2016

Financial Instruments [Abstract]

Schedule Of Notional Amounts Of Outstanding Derivatives

		30 September 2016			30 September 2015
				Years			Years
			US$	Average		US$	Average
			Notional	Maturity		Notional	Maturity
Forward Exchange Contracts
	Cash flow hedges	$	4,130.3	.5	$	4,543.8	.5
	Net investment hedges		968.2	2.7		491.3	4.0
	Not designated		2,850.5	.4		863.3	.7
Total Forward Exchange Contracts		$	7,949.0	.7	$	5,898.4	.9

The following table summarizes our outstanding interest rate management contracts and cross currency interest rate swaps:
			30 September 2016					30 September 2015
						Average	Years				Average	Years
			US$			Receive	Average	US$			Receive	Average
			Notional		Pay %	%	Maturity	Notional		Pay %	%	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%	.81%	1.8	$	12.9	3.12%	3.08%	4.1

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	$	110.7
	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	$	120.7
	Derivatives Not Designated as
		Hedging Instruments:
	Forward exchange contracts		Other receivables	$	78.7	$	3.2	Accrued liabilities	$	30.0	$	3.9
			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		$	78.7	$	27.3		$	30.7	$	4.5
	Total Derivatives			$	375.3	$	318.9		$	95.8	$	125.2

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				Foreign Currency
			Exchange Contracts				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)	$	(.8)	$	(7.3)	$	-	$	-	$	(1.6)	$	.6	$	(2.4)	$	(6.7)
	(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.