Financial Instruments (Tables)

12 Months Ended

Sep. 30, 2011

Financial Instruments [Abstract]

Schedule Of Outstanding Currency Price Risk Management Instruments

	2011				2010
30 September	US$ Notional		Years Average Maturity		US$ Notional		Years Average Maturity
Forward Exchange Contracts
Cash flow hedges		$1,512.1		.4		$1,605.5		.5
Net investment hedges		635.8		2.0		648.5		3.0
Not designated		226.3		.1		373.6		.2
Total Forward Exchange Contracts		$2,374.2		.8		$2,627.6		1.1

Schedule Of Interest Rate Swaps And Cross Currency Interest Rate Swaps

	30 September 2011								30 September 2010
	US$ Notional		Pay %		Average Receive %		Years Average Maturity		US$ Notional		Pay %		Average Receive %		Years Average Maturity
Interest rate swaps (fair value hedge)		$583.9		LIBOR		3.38%		4.5		$617.0		LIBOR		3.66%		3.8
Cross currency interest rate swaps (net investment hedge)		$32.2		5.54%		5.48%		2.5		$32.2		5.54%		5.48%		3.5
Interest rate swaps (cash flow hedge)		$300.0		2.33%		LIBOR		.4		$—		—		—		—

Fair Value Of Derivative Instruments

30 September			2011		2010				2011		2010
	Balance Sheet Location		Fair Value		Fair Value		Balance Sheet Location		Fair Value		Fair Value
Derivatives Designated as Hedging Instruments
Forward exchange contracts		Other receivables		$22.0		$29.8		Accrued liabilities		$33.0		$22.3
Interest rate swap contracts		Other receivables		5.8		6.6		Accrued liabilities		3.8		1.3
Forward exchange contracts		Other noncurrent assets		45.0		38.7		Other noncurrent liabilities		1.0		19.9
Interest rate swap contracts		Other noncurrent assets		42.4		33.1		Other noncurrent liabilities		2.2		2.4
Total Derivatives Designated as Hedging Instruments				$115.2		$108.2				$40.0		$45.9
Derivatives Not Designated as Hedging Instruments
Forward exchange contracts		Other receivables		$3.0		$6.2		Accrued liabilities		$3.8		$8.3
Total Derivatives				$118.2		$114.4				$43.8		$54.2

Schedule Of Gain/Loss Related To Derivative Instruments

	Year Ended 30 September
		Forward Exchange Contracts						Foreign Currency Debt				Other (A)						Total
		2011			2010			2011		2010		2011			2010			2011			2010
Cash Flow Hedges, net of tax Net gain (loss) recognized in OCI (effective portion)			$6.4			$(11.3	)		$—		$—		$(5.6	)		$(.3	)		$.8			$(11.6	)
Net (gain) loss reclassified from OCI to sales/cost of sales (effective portion)			8.4			9.6			—		—		—			(2.0	)		8.4			7.6
Net loss reclassified from OCI to other income (effective portion)			1.2			6.2			—		—		—			—			1.2			6.2
Net loss reclassified from OCI to interest expense (effective portion)			—			—			—		—		1.2			1.2			1.2			1.2
Net (gain) loss reclassified from OCI to other income (ineffective portion)			.7			(.2	)		—		—		—			—			.7			(.2	)
Fair Value Hedges
Net gain recognized in interest expense (B)			$—			$—			$—		$—		$9.4			$19.7			$9.4			$19.7
Net Investment Hedges, net of tax Net gain recognized in OCI			$5.7			$58.4			$16.9		$109.8		$—			$.4			$22.6			$168.6
Derivatives Not Designated as Hedging Instruments Net (loss) recognized in other income (C)			$(5.8	)		$(24.7	)		$—		$—		$—			$—			$(5.8	)		$(24.7	)

^(A)  Other includes the impact on other comprehensive income (OCI) and earnings primarily related to interest rate swaps.

^(B)  The impact of fair value hedges noted above was largely offset by gains and losses resulting from the impact of changes in related interest rates on recognized outstanding debt.

^(C)  The impact of the non-designated hedges noted above was largely offset by gains and losses, respectively, resulting from the impact of changes in exchange rates on recognized assets and liabilities denominated in nonfunctional currencies.