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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 12 Months Ended
Jun. 30, 2012
Sep. 30, 2011
Derivative [Line Items]    
Maximum length of time of hedged exposures, years .6  
Interest Rate Swaps Contracts [Member] | Fair Value Hedges [Member]
   
Derivative [Line Items]    
US$ Notional $ 450.0 $ 583.9
Average Receive % 3.23% 3.38%
Pay % LIBOR LIBOR
Years Average Maturity  5.0  4.5
Interest Rate Swaps Contracts [Member] | Cash Flow Hedges [Member]
   
Derivative [Line Items]    
US$ Notional 400.0 300.0
Average Receive % LIBOR LIBOR
Pay % 2.22% 2.33%
Years Average Maturity  .6  .4
Cross Currency Interest Rate Swaps (Net Investment Hedge) [Member]
   
Derivative [Line Items]    
US$ Notional 32.2 32.2
Average Receive % 5.48% 5.48%
Pay % 5.54% 5.54%
Years Average Maturity  1.7  2.5
Treasury Locks [Member] | Cash Flow Hedges [Member]
   
Derivative [Line Items]    
US$ Notional $ 300.0 $ 0
Average Receive %   0.00%
Pay % 0.87% 0.00%
Years Average Maturity  .5  -