Derivatives and Hedging Activities (Details) (Textual) (USD $) In Millions	3 Months Ended	6 Months Ended
Jun. 30, 2011	Jun. 30, 2010	Jun. 30, 2011	Jun. 30, 2010	Dec. 31, 2010
Derivatives and Hedging Activities (Textuals) [Abstract]
Notional value of the forward contracts	$ 2,031.7		$ 2,031.7		$ 2,286.5
Amount of gain/(loss) recognized in OCI, Tax	(7.0)	26.3	(29.7)	44.3
Fair value of the Company's forward contracts, net asset	118.9		118.9
Losses on previously matured hedges of intercompany sales			1
Deferred Taxes on forward contracts	34		34
Gain due to asset that would be reclassified into earnings to offset the effect of the hedged item in the next 12 months	38.9		38.9
Interest rate swaps outstanding	0		0		0
Transaction gain (loss) on monetary assets	(9.6)	28.1	(23.1)	39.7
Gains (losses) on the other forward contracts	$ 4.0	$ (20.0)	$ 14.2	$ (32.5)

Deferred Taxes on forward contracts.

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Derivatives and Hedging Activities (Textuals).

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Interest rate swaps outstanding.

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Losses on previously matured hedges of intercompany sales.

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Transaction Losses Gains On Net Monetary Assets.

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- Definition

Fair value as of the balance sheet date of the assets less the liabilities of a derivative or group of derivatives.

+ References

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Amount of gain (loss) recognized in earnings in the period from the increase (decrease) in fair value of foreign currency derivatives not designated as hedging instruments.

+ References

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-Publisher FASB
-Name Statement of Financial Accounting Standard (FAS)
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The estimated net amount of unrealized gains or losses on interest rate cash flow hedges as of the balance sheet date expected to be reclassified to earnings within the next twelve months.

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Aggregate notional amount of all foreign currency derivatives designated as hedging instruments in cash flow hedges. Notional amount refers to the number of currency units specified in the foreign currency derivative contract.

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Total tax effect of the change in accumulated gains and losses from derivative instruments designated and qualifying as the effective portion of cash flow hedges. The change includes an entity's share of an equity investee's increase or decrease in deferred hedging gains or losses. While for technical reasons this element has no balance attribute, the default assumption is a credit balance consistent with its label.

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