Financial Instruments (Schedule of Interest Rate Swaps and Cross Currency Interest Rate Swaps) (Details) (USD $) In Millions, unless otherwise specified	9 Months Ended	12 Months Ended
	Jun. 30, 2013	Sep. 30, 2012
Interest Rate Swaps Contracts [Member] | Fair Value Hedges [Member]
Derivative [Line Items]
US$ Notional	$ 300.0	$ 450.0
Pay %	LIBOR	LIBOR
Average Receive %	3.61%	3.23%
Years Average Maturity	6 years 2 months	4 years 8 months
Interest Rate Swaps Contracts [Member] | Cash Flow Hedges [Member]
Derivative [Line Items]
US$ Notional	443.1	452.8
Pay %	1.87%	2.75%
Average Receive %	Various	Various
Years Average Maturity	0 years 5 months	0 years 7 months
Cross Currency Interest Rate Swaps [Member] | Net Investment Hedges [Member]
Derivative [Line Items]
US$ Notional	243.5	243.5
Pay %	3.95%	3.95%
Average Receive %	0.96%	0.96%
Years Average Maturity	2 years 6 months	3 years 2 months
Cross Currency Interest Rate Swaps [Member] | Cash Flow Hedges [Member]
Derivative [Line Items]
US$ Notional	$ 144.7	$ 0
Pay %	3.54%	0.00%
Average Receive %	2.31%	0.00%
Years Average Maturity	4 years 8 months	0 years 0 months