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Derivatives (Narrative) (Details) (USD $)
In Millions, unless otherwise specified
0 Months Ended 3 Months Ended 6 Months Ended 3 Months Ended 6 Months Ended 3 Months Ended 6 Months Ended
Jun. 15, 2011
Jun. 30, 2011
Jun. 30, 2010
Sep. 30, 2009
Jun. 30, 2011
Jun. 30, 2010
Dec. 31, 2010
May 31, 2005
Apr. 09, 2010
Interest Rate Swaps [Member]
Jun. 30, 2011
Scenario, Forecast [Member]
Cash Flow Hedges [Member]
Interest Rate Lock [Member]
Jun. 30, 2011
Fair Value Hedging [Member]
Jun. 30, 2010
Fair Value Hedging [Member]
Jun. 30, 2011
Fair Value Hedging [Member]
Jun. 30, 2010
Fair Value Hedging [Member]
Aggregate notional value of foreign exchange forward contracts   $ 102.5     $ 102.5   $ 100.9              
Interest rate swap agreements effectively changed the interest rate on fixed-rate senior notes                 600          
Notional amount of interest rate fair value hedge derivatives                 600          
Reduction to interest expense   61.3 52.8   119.2 108.5         (2.5) (2.2) (5.1) (2.2)
Terminated derivatives                            
Loss recorded in accumulated other comprehensive income as a result of terminating interest rate lock agreements   1.2     1.2     12.9            
Repurchased senior notes which were hedged as part of the interest rate lock agreements 100.0     174.2                    
Interest rate 5.50%     4.95%         4.95%          
Maturity date May 15, 2015 May 15, 2010 Apr. 01, 2014
Pre-tax loss reclassified from accumulated other comprehensive income 0.5     2.7                    
Loss reclassified from AOCI into income (Effective Portion)                   $ 0.3