FINANCIAL INSTRUMENTS (Tables)

6 Months Ended

Jun. 30, 2016

Derivative Instruments and Hedging Activities Disclosure [Abstract]

Schedule of Derivative Instruments

A summary of the notional amounts of these interest rate swaps as of June 30, 2016 and December 31, 2015 is as follows:

		Notional Amount
Debt Instrument	Floating Rate Paid by the Company	June 30, 2016		December 31, 2015
4.75% Senior Notes due January 2020	One-month LIBOR plus a 3.6% spread	350		350
4.70% Senior Notes due April 2021	One-month LIBOR plus a 2.45% to 3.39% spread	400		400
4.25% Senior Notes due April 2024	One-month LIBOR plus a 1.54% to 1.59% spread	250		250
3.50% Senior Notes due March 2025	One-month LIBOR plus a 1.44% spread	200		200
		$	1,200	$	1,200

Schedule of the fair values of derivative instruments

A summary of the fair values of derivative instruments in the consolidated balance sheets is stated in the table below:

	June 30, 2016			December 31, 2015
	Balance Sheet Classification	Fair Value		Balance Sheet Classification	Fair Value
Derivatives Designated as Hedging Instruments
Asset Derivatives:
Interest rate swaps	Other assets	$	66	Other assets	$	23
Liability Derivatives:
Interest rate swaps		—		Other liabilities	6
Total Net Derivatives Assets		$	66		$	17