DERIVATIVE INSTRUMENTS AND HEDGING ACTIVITIES (Details) (USD $)	3 Months Ended		6 Months Ended		18 Months Ended			6 Months Ended	3 Months Ended		6 Months Ended				1 Months Ended	6 Months Ended
	Jun. 30, 2013	Jun. 30, 2012	Jun. 30, 2013	Jun. 30, 2012	Oct. 15, 2014 5.300% Notes due October 15, 2014 Forecast	Jun. 30, 2013 6.050% Notes	Jun. 30, 2013 4.875% Notes	Jun. 30, 2013 4.150% Notes	Jun. 30, 2013 Interest rate Swap	Jun. 30, 2012 Interest rate Swap	Jun. 30, 2013 Interest rate Swap	Jun. 30, 2012 Interest rate Swap	Jun. 30, 2013 Interest rate Swap 4.625% Notes due July 15, 2013	Jun. 30, 2013 Interest rate Swap 5.300% Notes due October 15, 2014 item	Jun. 30, 2013 Interest rate Swap 4.150% Notes item	Jun. 30, 2013 Interest rate contracts and treasury lock agreements
Derivative Instruments And Hedging Activities
Number of forward-starting interest rate swaps														6	6
Derivative liability, notional amount													$ 300,000,000	$ 275,000,000
Principal of debt repaid					275,000,000
Notes issued								500,000,000							500,000,000
Debt instrument, stated percentage rate						6.05%	4.875%	4.15%					4.625%	5.30%	4.15%
Derivatives settled			62,009,000					62,000,000							62,000,000
Amount recognized from hedge ineffectiveness in interest and debt expense attributable to timing difference between when the swaps were settled and forecasted to settle															900,000
Forward-starting interest rate swaps, unrealized gains (losses)	(25,000,000)	39,907,000	(33,847,000)	22,616,000					(23,900,000)	40,100,000	(32,500,000)	23,100,000
Interest rate swaps, expected net losses reclassified from accumulated other comprehensive loss to earnings over the next twelve months																$ 7,100,000