XML 33 R77.htm IDEA: XBRL DOCUMENT v3.2.0.727
DERIVATIVE FINANCIAL INSTRUMENTS AND HEDGING ACTIVITIES (Interest Rate Derivatives) (Details) - Interest Rate Swaps [Member] - Derivatives in Cash Flow Hedging Relationships [Member] - USD ($)
$ in Millions
6 Months Ended 12 Months Ended
Jun. 30, 2015
Dec. 31, 2014
Derivative [Line Items]    
Credit valuation adjustments $ 1.7 $ 37.4
Contracts Maturing In 2015 [Member]    
Derivative [Line Items]    
Notional $ 510.0  
Average Fixed Rate (in percentage) [1] 1.53%  
Interest Rate Derivatives, at Fair Value, Net [2]   (0.2)
Contracts Maturing In 2016 [Member]    
Derivative [Line Items]    
Notional $ 90.0  
Average Fixed Rate (in percentage) [1] 0.55%  
Interest Rate Derivatives, at Fair Value, Net [2] $ (0.1) (0.1)
Contracts Maturing In 2017 [Member]    
Derivative [Line Items]    
Notional $ 500.0  
Average Fixed Rate (in percentage) [1] 2.21%  
Interest Rate Derivatives, at Fair Value, Net [2] $ (11.5) (12.9)
Contracts Maturing In 2018 [Member]    
Derivative [Line Items]    
Notional $ 810.0  
Average Fixed Rate (in percentage) [1] 2.24%  
Interest Rate Derivatives, at Fair Value, Net [2] $ (5.1) (1.3)
Contracts Maturing In 2019 [Member]    
Derivative [Line Items]    
Notional $ 620.0  
Average Fixed Rate (in percentage) [1] 2.96%  
Interest Rate Derivatives, at Fair Value, Net [2] $ (4.0) (3.3)
Contracts Settling Prior to Maturity - 2015 Pre Issuance Hedges [Member]    
Derivative [Line Items]    
Notional $ 1,000.0  
Average Fixed Rate (in percentage) [1] 5.48%  
Interest Rate Derivatives, at Fair Value, Net [2] $ (254.6) (258.3)
Contracts Settling Prior to Maturity - 2016 Pre Issuance Hedges [Member]    
Derivative [Line Items]    
Notional $ 500.0  
Average Fixed Rate (in percentage) [1] 4.21%  
Interest Rate Derivatives, at Fair Value, Net [2] $ (57.1) (63.4)
Contracts Settling Prior to Maturity - 2017 Pre Issuance Hedges [Member]    
Derivative [Line Items]    
Notional $ 500.0  
Average Fixed Rate (in percentage) [1] 3.69%  
Interest Rate Derivatives, at Fair Value, Net [2] $ (25.6) (36.0)
Contracts Settling Prior to Maturity - 2018 Pre Issuance Hedges [Member]    
Derivative [Line Items]    
Notional $ 350.0  
Average Fixed Rate (in percentage) [1] 3.08%  
Interest Rate Derivatives, at Fair Value, Net [2] $ 3.7 $ (4.9)
[1] Interest rate derivative contracts are based on the one-month or three-month London Interbank Offered Rate, or LIBOR.
[2] The fair value is determined from quoted market prices at June 30, 2015 and December 31, 2014, respectively, discounted using the swap rate for the respective periods to consider the time value of money. Fair values exclude credit valuation adjustment gains of approximately $1.7 million and $37.4 million at June 30, 2015 and December 31, 2014, respectively.