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Derivative Instruments (Tables)
6 Months Ended
Jun. 30, 2012
Derivative Instruments  
Fair values and balance sheet presentation and income statement impact of derivative instruments not designated as hedging instruments

 

 

 

 

 

 

Fair Value

 

Fair Value

 

 

 

 

 

As of

 

As of

 

(in millions)

 

Balance Sheet Location

 

June 30, 2012

 

December 31, 2011

 

Asset Derivatives

 

 

 

 

 

 

 

Interest rate swaps — designated as hedge

 

Deferred charges and other assets

 

$

14.1

 

$

3.3

 

 

 

 

 

Location of Gain (Loss)

 

Amount of Gain (Loss) Recognized in Income on Derivatives

 

 

 

Recognized in Income

 

Three Months Ended June 30,

 

Six Months Ended June 30,

 

(in millions)

 

on Derivatives

 

2012

 

2011

 

2012

 

2011

 

Currency swap contracts

 

Other non-operating (income) expense, net

 

$

 

$

0.1

 

$

 

$

(1.9

)

Forward exchange contracts

 

Other operating (income) expense, net

 

0.4

 

0.7

 

0.9

 

1.9

 

Total

 

 

 

$

0.4

 

$

0.8

 

$

0.9

 

$