Financial Instruments	12 Months Ended
Jun. 30, 2011
Financial Instruments [Abstract]
FINANCIAL INSTRUMENTS	NOTE 16 - FINANCIAL INSTRUMENTS The methods used to estimate the fair value of our financial instruments are as follows: Cash and Equivalents, Current Maturities of Long-Term Debt and Notes Payable to Banks The carrying amounts approximate their fair value because of the short maturity of the instruments. Long-Term Debt Fixed rate debt had a fair market value of $315.8 million and $325.5 million at June 30, 2011 and 2010, respectively. The fair value is determined based on the quoted market price of this debt as of June 30. Foreign Exchange Contracts The notional amount of outstanding foreign exchange contracts, translated at current exchange rates, was $37.6 million and $9.4 million at June 30, 2011 and 2010, respectively. We would have paid immaterial amounts at June 30, 2011 and 2010, respectively, to settle these contracts representing the fair value of these agreements. The carrying value equaled the fair value for these contracts at June 30, 2011 and 2010. Fair value was estimated based on quoted market prices of comparable instruments. Interest Rate Swap Contracts The cumulative notional amount of outstanding forward starting interest rate swap contracts was $150 million at June 30, 2011. We recorded a net liability of $2.4 million on these contracts which was recorded as an offset in other comprehensive income, net of tax. The carrying value equaled the fair value for these contracts at June 30, 2011. Fair value was estimated based on quoted market prices of comparable instruments. Concentrations of Credit Risk Financial instruments that potentially subject us to concentrations of credit risk consist primarily of temporary cash investments and trade receivables. By policy, we make temporary cash investments with high credit quality financial institutions and limit the amount of exposure to any one financial institution. With respect to trade receivables, concentrations of credit risk are significantly reduced, because we serve numerous customers in many industries and geographic areas. We are exposed to counterparty credit risk for nonperformance of derivatives and, in the unlikely event of nonperformance, to market risk for changes in interest and currency rates, as well as settlement risk. We manage exposure to counterparty credit risk through credit standards, diversification of counterparties and procedures to monitor concentrations of credit risk. We do not anticipate nonperformance by any of the counterparties. As of June 30, 2011 and 2010, we had no significant concentrations of credit risk.

NOTE 16 - FINANCIAL INSTRUMENTS

The methods used to estimate the fair value of our financial instruments are as follows:

Cash and Equivalents, Current Maturities of Long-Term Debt and Notes Payable to Banks The carrying amounts approximate their fair value because of the short maturity of the instruments.

Long-Term Debt Fixed rate debt had a fair market value of $315.8 million and $325.5 million at June 30, 2011 and 2010, respectively. The fair value is determined based on the quoted market price of this debt as of June 30.

Foreign Exchange Contracts The notional amount of outstanding foreign exchange contracts, translated at current exchange rates, was $37.6 million and $9.4 million at June 30, 2011 and 2010, respectively. We would have paid immaterial amounts at June 30, 2011 and 2010, respectively, to settle these contracts representing the fair value of these agreements. The carrying value equaled the fair value for these contracts at June 30, 2011 and 2010. Fair value was estimated based on quoted market prices of comparable instruments.

Interest Rate Swap Contracts The cumulative notional amount of outstanding forward starting interest rate swap contracts was $150 million at June 30, 2011. We recorded a net liability of $2.4 million on these contracts which was recorded as an offset in other comprehensive income, net of tax. The carrying value equaled the fair value for these contracts at June 30, 2011. Fair value was estimated based on quoted market prices of comparable instruments.

Concentrations of Credit Risk Financial instruments that potentially subject us to concentrations of credit risk consist primarily of temporary cash investments and trade receivables. By policy, we make temporary cash investments with high credit quality financial institutions and limit the amount of exposure to any one financial institution. With respect to trade receivables, concentrations of credit risk are significantly reduced, because we serve numerous customers in many industries and geographic areas.

We are exposed to counterparty credit risk for nonperformance of derivatives and, in the unlikely event of nonperformance, to market risk for changes in interest and currency rates, as well as settlement risk. We manage exposure to counterparty credit risk through credit standards, diversification of counterparties and procedures to monitor concentrations of credit risk. We do not anticipate nonperformance by any of the counterparties. As of June 30, 2011 and 2010, we had no significant concentrations of credit risk.