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DERIVATIVE INSTRUMENTS - BALANCE SHEET OFFSETTING (Details) - USD ($)
$ in Millions
Mar. 31, 2017
Dec. 31, 2016
Cash collateral    
Cash collateral in margin account $ 19.3 $ 16.4
Cash collateral received   4.4
Offsetting Derivative Assets    
Gross amount recognized on the balance sheet 14.5 41.6
Gross amount not offset on the balance sheet (1.2) (4.9)
Net amount 13.3 36.7
Collateral received   4.4
Offsetting Derivative Liabilities    
Gross amount recognized on the balance sheet 4.2 2.4
Gross amount not offset on the balance sheet (1.2) (0.5)
Net amount 3.0 1.9
Credit Risk Related Contingent Features    
Aggregate fair value of derivative instruments with credit risk-related contingent features that were in a liability position $ 0.9 $ 0.2