The balance represents the tax effect associated with the gross balance of the interest rate swap including in accumulated other comprehensive income.

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Derivative Instruments.

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Fair value measurement with unobservable inputs reconciliation recurring basis asset gain loss.

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Fair Value Off Balance Sheet Risks Disclosure Information Additional Textual Abstract.

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Fair Values Derivatives Balance Sheet Location By Derivative Contract Type By Hedging Designation Additional Textual Abstract.

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- Definition

Number of commodities futures contracts outstanding.

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Number of forward sale or purchase contracts outstanding.

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Reconciliation associated with interest rate swap of fair value activity.

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Accumulated change, net of tax, in accumulated gains and losses from derivative instruments designated and qualifying as the effective portion of cash flow hedges. Includes an entity's share of an equity investee's Increase or Decrease in deferred hedging gains or losses.

+ References

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-Publisher FASB

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-Topic 220

-SubTopic 10

-Section 45

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-LegacyDoc This reference is SUPERSEDED by the Accounting Standards Codification effective for interim and annual periods ending after September 15, 2009. This reference is included to help users transition from the previous accounting hierarchy and will be removed from future versions of this taxonomy.

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- Definition

The reference rate for the variable rate of the interest rate derivative, such as LIBOR or the US Treasury rate and the maturity of the reference rate used, such as three months or six months LIBOR.

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Fixed interest rate related to the interest rate derivative.

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- Definition

This element represents total gains or losses for the period (realized and unrealized), arising from liabilities measured at fair value on a recurring basis using unobservable inputs (Level 3), which are included in earnings or resulted in a change in net asset value.

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-Name Statement of Financial Accounting Standard (FAS)

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-Paragraph 32

-Subparagraph c(1)

-LegacyDoc This reference is SUPERSEDED by the Accounting Standards Codification effective for interim and annual periods ending after September 15, 2009. This reference is included to help users transition from the previous accounting hierarchy and will be removed from future versions of this taxonomy.

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This element represents total gains or losses for the period (realized and unrealized), arising from liabilities measured at fair value on a recurring basis using unobservable inputs (Level 3), which are included in other comprehensive income (a separate component of shareholders' equity).

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Settlements that have taken place during the period in relation to liabilities measured at fair value and categorized within Level 3 of the fair value hierarchy.

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This element represents a liability measured at fair value using significant unobservable inputs (Level 3) which is required for reconciliation purposes of beginning and ending balances.

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Disclosure of an assertion that the amount of interest rate cash flow hedge ineffectiveness is immaterial.

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Fair value as of the balance sheet date of interest rate derivative liabilities, which includes all such derivative instruments in hedging and nonhedging relationships that are recognized as liabilities.

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-LegacyDoc This reference is SUPERSEDED by the Accounting Standards Codification effective for interim and annual periods ending after September 15, 2009. This reference is included to help users transition from the previous accounting hierarchy and will be removed from future versions of this taxonomy.

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Maximum borrowing capacity under the credit facility without consideration of any current restrictions on the amount that could be borrowed or the amounts currently outstanding under the facility.

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-Name Statement of Financial Accounting Standard (FAS)

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Aggregate notional amount of interest rate derivatives, which relates to the currency amount specified in the interest rate derivative instruments.

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Derivative Instruments (Details) (USD $)	9 Months Ended								3 Months Ended		9 Months Ended
Derivative Instruments (Details) (USD $)	Sep. 30, 2011 segment Contract	Oct. 31, 2012	Dec. 31, 2011	Dec. 31, 2010	Sep. 30, 2010 Contract	Dec. 31, 2007	Sep. 30, 2011 Interest Rate Swap [Member]	Dec. 31, 2010 Interest Rate Swap [Member]	Sep. 30, 2011 Interest Rate Swap [Member]	Sep. 30, 2010 Interest Rate Swap [Member]	Sep. 30, 2011 Interest Rate Swap [Member]	Sep. 30, 2010 Interest Rate Swap [Member]	Sep. 30, 2011 Other Liabilities [Member] Fair Value, Inputs, Level 3 [Member]	Dec. 31, 2010 Other Liabilities [Member] Fair Value, Inputs, Level 3 [Member]
Reconciliation associated with interest rate swap of fair value activity
Asset (liability) at beginning of period									$ (14,800,000)	$ (27,500,000)	$ (21,300,000)	$ (28,700,000)
Total realized/unrealized gains or losses:
Included in earnings									(3,800,000)	(4,600,000)	(11,400,000)	(13,600,000)
Increase (decrease) in fair value included in comprehensive income									3,700,000	1,900,000	10,200,000	3,000,000
Settlements									3,900,000	4,500,000	11,500,000	13,600,000
Asset (liability) at end of period									(11,000,000)	(25,700,000)	(11,000,000)	(25,700,000)
Fair Value Off Balance Sheet Risks Disclosure Information (Additional Textual) [Abstract]
Revolving Credit facility	537,000,000						325,000,000
Accumulated other comprehensive income reduced, to reflect the interest rate swap liability							6,800,000	13,100,000
Tax effect on accumulated other comprehensive income							4,200,000	8,000,000
Derivatives Fair Value Additional (Textual)
Interest rate swap, fair value													11,000,000	21,300,000
Derivative Instruments (Textual) [Abstract]
Reduced notional amount on interest rate swap		$ 0	$ 200,000,000	$ 325,000,000		$ 390,000,000
Interest rate under interest rate swap agreement	one month LIBOR
Derivative Fixed interest rate	4.86%
Interest Rate Cash Flow Hedge Ineffectiveness	The ineffective portion of the swap reflected in interest expense, net during the third quarter and the first nine months of 2011 and 2010 was immaterial
Number of forward sale or purchase contracts outstanding	0				0
Number of commodities futures contracts outstanding	0				0