DERIVATIVE FINANCIAL INSTRUMENTS AND HEDGING ACTIVITIES (Interest Rate Derivatives) (Details) - Interest Rate Swap [Member] - Derivatives in Cash Flow Hedging Relationships [Member] - USD ($) $ in Millions		12 Months Ended
		Dec. 31, 2016	Dec. 31, 2015
Derivative [Line Items]
Credit Valuation Adjustments		$ 1.2	$ 3.9
Contracts Maturing In 2017 [Member]
Derivative [Line Items]
Notional		$ 500.0
Average Fixed Rate (in percentage)	[1]	2.21%
Fair Value	[2]	$ (0.3)	(7.0)
Contracts Maturing In 2018 [Member]
Derivative [Line Items]
Notional		$ 810.0
Average Fixed Rate (in percentage)	[1]	2.24%
Fair Value	[2]	$ (9.4)	(6.6)
Contracts Maturing In 2019 [Member]
Derivative [Line Items]
Notional		$ 620.0
Average Fixed Rate (in percentage)	[1]	2.96%
Fair Value	[2]	$ (7.3)	(6.0)
Contracts Settling Prior to Maturity - 2017 Pre Issuance Hedges [Member]
Derivative [Line Items]
Notional		$ 1,000.0
Average Fixed Rate (in percentage)	[1]	4.07%
Fair Value	[2]	$ (136.2)	(129.6)
Contracts Settling Prior to Maturity - 2018 Pre Issuance Hedges [Member]
Derivative [Line Items]
Notional		$ 350.0
Average Fixed Rate (in percentage)	[1]	3.08%
Fair Value	[2]	$ (13.1)	$ (12.2)

[1] Interest rate derivative contracts are based on the one-month or three-month LIBOR.

[2] The fair value is determined from quoted market prices at December 31, 2016 and 2015, respectively, discounted using the swap rate for the respective periods to consider the time value of money. Fair values are presented in millions of dollars and exclude credit valuation adjustment gains of approximately $1.2 million and $3.9 million at December 31, 2016 and 2015, respectively.