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Financial Instruments (Schedule of Interest Rate Swaps and Cross Currency Interest Rate Swaps) (Details) (USD $)
In Millions, unless otherwise specified
9 Months Ended
Jun. 30, 2011
Interest Rate Swaps Contracts [Member]
Jun. 30, 2011
Interest Rate Swaps Contracts [Member]
Cash Flow Hedges [Member]
Sep. 30, 2010
Interest Rate Swaps Contracts [Member]
Cash Flow Hedges [Member]
Jun. 30, 2011
Interest Rate Swaps Contracts [Member]
Fair Value Hedges [Member]
Sep. 30, 2010
Interest Rate Swaps Contracts [Member]
Fair Value Hedges [Member]
Jun. 30, 2011
Cross Currency Interest Rate Swaps (Net Investment Hedge) [Member]
Sep. 30, 2010
Cross Currency Interest Rate Swaps (Net Investment Hedge) [Member]
US$ Notional   $ 300.0   $ 595.2 $ 617.0 $ 32.2 $ 32.2
Pay %       LIBOR LIBOR    
Pay %   1.91%       5.54% 5.54%
Average Receive %       3.40% 3.66% 5.50% 5.48%
Average Receive %   LIBOR          
Years Average Maturity   5.1 4.7 3.8 2.7 3.5
Maximum length of time of hedged exposures, years 5.1