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DERIVATIVE INSTRUMENTS - OFFSETTING TABLE (Details) - USD ($)
$ in Millions
Sep. 30, 2017
Dec. 31, 2016
Cash collateral    
Collateral in margin account $ 1.3  
Cash collateral received   $ 3.4
Offsetting Derivative Assets    
Gross amount recognized on the balance sheet 6.4 12.0
Gross amount not offset on the balance sheet (0.4) (3.6)
Net amount 6.0 8.4
Collateral received   3.4
Offsetting Derivative Liabilities    
Gross amount recognized on the balance sheet 1.6 0.7
Gross amount not offset on the balance sheet (0.4) (0.2)
Net amount $ 1.2 $ 0.5