Derivative Instruments (Tables)

3 Months Ended

Mar. 31, 2013

Derivative Instruments and Hedging Activities Disclosure [Abstract]

Derivative Instruments Interest Rate Swap Agreements

The major terms of the interest rate swap agreements as of March 31, 2013 are as follows:

Effective Date	Notional Amount (In millions)		Fixed Rate Paid		Variable Rate Received as of March 31, 2013		Next Reset Date	Maturity Date
April 25, 2011	$	250.0	1.351	%	0.204	%	April 25, 2013	January 25, 2015
April 25, 2011	250.0		1.347	%	0.204	%	April 25, 2013	January 25, 2015
April 25, 2011	250.0		1.350	%	0.204	%	April 25, 2013	January 25, 2015
January 25, 2011	1,000.0		3.068	%	0.204	%	April 25, 2013	January 25, 2015
April 25, 2011	1,000.0		3.150	%	0.204	%	April 25, 2013	January 25, 2015
January 25, 2011	1,000.0		3.750	%	0.204	%	April 25, 2013	January 25, 2015
April 25, 2011	1,000.0		3.264	%	0.204	%	April 25, 2013	January 25, 2015
January 25, 2011	1,000.0		3.814	%	0.204	%	April 25, 2013	January 25, 2015

Fair Values of Derivative Instruments

The following table represents the fair values of derivative instruments in the Consolidated Condensed Balance Sheets as of March 31, 2013 and December 31, 2012:

	Asset Derivatives						Liability Derivatives
	March 31, 2013			December 31, 2012			March 31, 2013				December 31, 2012
(In millions)	Balance Sheet Location	Fair Value		Balance Sheet Location	Fair Value		Balance Sheet Location	Fair Value			Balance Sheet Location	Fair Value
Derivatives not designated as hedging instruments
Interest rate swaps		$	—		$	—	Deferred credits and other	$	(282.6	)	Deferred credits and other	$	(306.4	)
Interest rate caps	Deferred charges and other	0.1			—			—				—
Total derivatives		$	0.1		$	—		$	(282.6	)		$	(306.4	)

Effect of Derivative Instruments in Consolidated Statements of Comprehensive Loss

The following table represents the effect of derivative instruments in the Consolidated Condensed Statements of Operations for the quarters ended March 31, 2013 and 2012:

(In millions)	Amount of (Gain) or Loss Recognized in AOCL (Effective Portion)				Location of (Gain) or Loss Reclassified From AOCL Into Net Loss (Effective Portion)	Amount of (Gain) or Loss Reclassified from AOCL into Net Loss (Effective Portion)				Location of (Gain) or Loss Recognized in Net Loss (Ineffective Portion)	Amount of (Gain) or Loss Recognized in Net Loss (Ineffective Portion)
Derivatives designated as hedging instruments	Quarter Ended March 31, 2013		Quarter Ended March 31, 2012			Quarter Ended March 31, 2013		Quarter Ended March 31, 2012			Quarter Ended March 31, 2013		Quarter Ended March 31, 2012
Interest rate contracts	$	—	$	—	Interest expense	$	3.9	$	7.1	Interest expense	$	—	$	—

(In millions)		Amount of (Gain) or Loss Recognized in Net Loss
Derivatives not designated as hedging instruments	Location of (Gain) or Loss Recognized in Net Loss	Quarter Ended March 31, 2013			Quarter Ended March 31, 2012
Interest rate contracts	Interest expense	$	(21.0	)	$	34.7