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.

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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.

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+ Details

Derivative Instruments (Details) (USD $) In Millions, unless otherwise specified	9 Months Ended			3 Months Ended			1 Months Ended			3 Months Ended	9 Months Ended
	Sep. 30, 2011	Sep. 30, 2010	Dec. 31, 2010 Other current assets [Member] Interest Rate Swap [Member] June 2009 trading swap [Member] Nondesignated [Member]	Jun. 30, 2011 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]	Jun. 30, 2009 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]	Sep. 30, 2010 Interest Rate Swap [Member] Nondesignated [Member]	Sep. 30, 2011 Interest Rate Swap [Member] Nondesignated [Member]	Sep. 30, 2010 Interest Rate Swap [Member] Nondesignated [Member]
Derivative Instruments (Textual) [Abstract]
Fixed interest rate under interest rate swap agreement						5.20%	5.20%
Notional principal under interest rate swap agreement					$ 100.0			$ 984.0
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	$ 33.7								$ 10.6	$ 10.9	$ 33.7