Derivative Instruments Textuals Abstract.

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- Definition

Fair values as of the balance sheet date for all assets resulting from contracts that meet the criteria of being accounted for as derivative instruments and which are expected to be converted into cash or otherwise disposed of within a year or the normal operating cycle, if longer, net of the effects of master netting arrangements.

+ References

Reference 1: http://www.xbrl.org/2003/role/presentationRef
-Publisher FASB
-Name Statement of Financial Accounting Standard (FAS)
-Number 133
-Paragraph 4, 17

Reference 2: http://www.xbrl.org/2003/role/presentationRef
-Publisher FASB
-Name Statement of Financial Accounting Standard (FAS)
-Number 107
-Paragraph 10

Reference 3: http://www.xbrl.org/2003/role/presentationRef
-Publisher AICPA
-Name Accounting Research Bulletin (ARB)
-Number 43
-Chapter 3
-Section A
-Paragraph 4

Reference 4: http://www.xbrl.org/2003/role/presentationRef
-Publisher FASB
-Name FASB Staff Position (FSP)
-Number FIN39-1
-Paragraph 10A, 10B

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- Definition

The reference rate for the variable rate of the interest rate derivative, such as LIBOR or the US Treasury rate and the maturity of the reference rate used, such as three months or six months LIBOR.

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- Definition

Fixed interest rate related to the interest rate derivative.

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- Definition

Fair values as of the balance sheet date of all liabilities resulting from contracts that meet the criteria of being accounted for as derivative instruments, and which are expected to be extinguished or otherwise disposed of within a year or the normal operating cycle, if longer, net of the effects of master netting arrangements.

+ References

Reference 1: http://www.xbrl.org/2003/role/presentationRef
-Publisher AICPA
-Name Accounting Research Bulletin (ARB)
-Number 43
-Chapter 3
-Section A
-Paragraph 7

Reference 2: http://www.xbrl.org/2003/role/presentationRef
-Publisher FASB
-Name FASB Staff Position (FSP)
-Number FIN39-1
-Paragraph 10A, 10B

Reference 3: http://www.xbrl.org/2003/role/presentationRef
-Publisher FASB
-Name Statement of Financial Accounting Standard (FAS)
-Number 133
-Paragraph 4, 17

+ Details

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- Definition

The date the derivative matures.

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- Definition

Aggregate notional amount of interest rate derivatives, which relates to the currency amount specified in the interest rate derivative instruments.

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- Definition

The net cash outflow (inflow) associated with derivative instruments, such as swaps, forwards, options, and so forth, excluding those designated as hedges.

+ References

Reference 1: http://www.xbrl.org/2003/role/presentationRef
-Publisher FASB
-Name Statement of Financial Accounting Standard (FAS)
-Number 95
-Paragraph 14
-Subparagraph FN4

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Derivative Instruments (Details) (USD $) In Millions, unless otherwise specified	6 Months Ended			1 Months Ended		1 Months Ended			3 Months Ended	6 Months Ended
	Jun. 30, 2011	Jun. 30, 2010	Dec. 31, 2010 Interest Rate Swap [Member] Other current assets [Member] June 2009 trading swap [Member] Nondesignated [Member]	Jun. 30, 2009 Interest Rate Swap [Member] June 2009 trading swap [Member] Nondesignated [Member]	Mar. 10, 2011 Interest Rate Swap [Member] June 2009 trading swap [Member] Nondesignated [Member]	Mar. 31, 2006 Interest Rate Swap [Member] March 2006 trading swap [Member] Nondesignated [Member]	Mar. 10, 2011 Interest Rate Swap [Member] March 2006 trading swap [Member] Nondesignated [Member]	Dec. 31, 2010 Interest Rate Swap [Member] March 2006 trading swap [Member] Nondesignated [Member]	Jun. 30, 2010 Interest Rate Swap [Member] Nondesignated [Member]	Jun. 30, 2011 Interest Rate Swap [Member] Nondesignated [Member]	Jun. 30, 2010 Interest Rate Swap [Member] Nondesignated [Member]
Derivative Instruments (Textuals)
Fixed interest rate under interest rate swap agreement				5.20%		5.20%
Notional principal under interest rate swap agreement					$ 100		$ 984
Basis of floating rate under interest rate swap agreement				3 months LIBOR		3 months LIBOR
Termination date of swap				Mar. 10, 2011		Mar. 10, 2011
Fair market value of swap, current assets			1.2
Fair market value of swap, current liabilities								(12.1)
Net settlements on interest rate swaps	$ 10.9	$ 23.1							$ 11.2	$ 10.9	$ 23.1