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DERIVATIVE INSTRUMENTS (Narrative) (Details) (USD $)
1 Months Ended 3 Months Ended 12 Months Ended 3 Months Ended
Aug. 31, 2011
Mar. 31, 2015
Mar. 31, 2014
Dec. 31, 2007
agreement
Mar. 31, 2016
Jun. 30, 2011
Derivative [Line Items]            
Number of forward starting interest rate swap agreements       15us-gaap_DerivativeNumberOfInstrumentsHeld    
Payments for (Proceeds from) settlement of interest rate swap agreements $ (25,382,000)us-gaap_PaymentsForProceedsFromHedgeFinancingActivities     $ 89,777,000us-gaap_PaymentsForProceedsFromHedgeFinancingActivities    
Loss reclassified from AOCI   2,700,000us-gaap_InterestRateCashFlowHedgeGainLossReclassifiedToEarningsNet 3,762,000us-gaap_InterestRateCashFlowHedgeGainLossReclassifiedToEarningsNet      
Long-term notes issued           500,000,000us-gaap_DebtInstrumentFaceAmount
Interest rate           6.50%us-gaap_DebtInstrumentInterestRateStatedPercentage
Forward component of the settlement 23,387,000us-gaap_DeferredGainLossOnDiscontinuationOfInterestRateFairValueHedge          
Accrued interest income 1,995,000us-gaap_InterestReceivable          
Amortized deferred gain   513,000us-gaap_AmortizationOfDeferredHedgeGains 9,194,000us-gaap_AmortizationOfDeferredHedgeGains      
Interest Rate Swap Agreements [Member]            
Derivative [Line Items]            
Derviative, notional amount       1,500,000,000invest_DerivativeNotionalAmount
/ us-gaap_DerivativeByNatureAxis
= vmc_InterestRateSwapAgreementsMember
   
Interest Rate Swap Agreement One [Member]            
Derivative [Line Items]            
Derviative, notional amount           500,000,000invest_DerivativeNotionalAmount
/ us-gaap_DerivativeByNatureAxis
= vmc_InterestRateSwapAgreementOneMember
Interest rate spread above London Interbank Offered Rate (LIBOR)           4.05%us-gaap_DerivativeBasisSpreadOnVariableRate
/ us-gaap_DerivativeByNatureAxis
= vmc_InterestRateSwapAgreementOneMember
Fixed interest rate under swap agreement           6.50%us-gaap_DerivativeFixedInterestRate
/ us-gaap_DerivativeByNatureAxis
= vmc_InterestRateSwapAgreementOneMember
Interest Rate Swap Agreement Two [Member]            
Derivative [Line Items]            
Derviative, notional amount           150,000,000invest_DerivativeNotionalAmount
/ us-gaap_DerivativeByNatureAxis
= vmc_InterestRateSwapAgreementTwoMember
Interest rate spread above London Interbank Offered Rate (LIBOR)           8.03%us-gaap_DerivativeBasisSpreadOnVariableRate
/ us-gaap_DerivativeByNatureAxis
= vmc_InterestRateSwapAgreementTwoMember
Fixed interest rate under swap agreement           10.125%us-gaap_DerivativeFixedInterestRate
/ us-gaap_DerivativeByNatureAxis
= vmc_InterestRateSwapAgreementTwoMember
Debt [Member]            
Derivative [Line Items]            
Amortized deferred gain     8,032,000us-gaap_AmortizationOfDeferredHedgeGains
/ us-gaap_DerivativeByNatureAxis
= us-gaap_DebtMember
     
Notes Issued One [Member]            
Derivative [Line Items]            
Interest rate           10.125%us-gaap_DebtInstrumentInterestRateStatedPercentage
/ us-gaap_LongtermDebtTypeAxis
= vmc_NotesIssuedOneMember
Scenario, Forecast [Member]            
Derivative [Line Items]            
Estimated amount of pretax loss in AOCI related to interest rate swap that would be reclassified to earnings within the next 12 months         6,604,000us-gaap_InterestRateCashFlowHedgeGainLossToBeReclassifiedDuringNext12MonthsNet
/ us-gaap_StatementScenarioAxis
= us-gaap_ScenarioForecastMember
 
Acceleration of a proportional amount of the deferred loss         $ 4,503,000vmc_AcceleratedProportionalAmountOfDeferredLoss
/ us-gaap_StatementScenarioAxis
= us-gaap_ScenarioForecastMember