Face (par) amount of debt instrument at time of issuance.

Reference 1: http://www.xbrl.org/2003/role/presentationRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 835
-SubTopic 30
-Section 55
-Paragraph 8
-URI http://asc.fasb.org/extlink&oid=64930739&loc=d3e28878-108400

Reference 2: http://www.xbrl.org/2003/role/presentationRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 835
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-Section 45
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The effective portion of losses on derivative instruments designated and qualifying as hedging instruments that was recognized in other comprehensive income during the current period.

+ References

Reference 1: http://www.xbrl.org/2003/role/presentationRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 815
-SubTopic 10
-Section 50
-Paragraph 4C
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Reference 2: http://www.xbrl.org/2003/role/presentationRef
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-Name Accounting Standards Codification
-Topic 220
-SubTopic 10
-Section 45
-Paragraph 10A
-Subparagraph (d)
-URI http://asc.fasb.org/extlink&oid=66004124&loc=SL7669646-108580

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Line items represent financial concepts included in a table. These concepts are used to disclose reportable information associated with domain members defined in one or many axes to the table.

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The net gain (loss) recognized in earnings during the reporting period representing the amount of the cash flow hedges' ineffectiveness.

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Amount of unrealized gain (loss) related to the increase or decrease in fair value of interest rate derivatives designated as cash flow hedging instruments, which was recorded in accumulated other comprehensive income to the extent that the cash flow hedge was determined to be effective.

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DERIVATIVE INSTRUMENTS AND HEDGING ACTIVITIES - Interest Rate Swap Agreements (Details) - USD ($)	12 Months Ended
	Dec. 31, 2016	Dec. 31, 2012	Dec. 31, 2013
Interest Rate Swap Agreements
Debt issued		$ 400,000,000	$ 400,000,000
Derivatives designated as hedging instruments \| Cash flow hedges \| Interest Rate Swaps \| Three-month LIBOR
Interest Rate Swap Agreements
Interest rate swap loss amortized as an increase to interest expense over the remaining term of the debt		23,000,000
Balance remaining in accumulated other comprehensive loss	$ 13,000,000
Derivatives designated as hedging instruments \| Cash flow hedges \| Interest Rate Swaps \| Other, net \| Three-month LIBOR
Interest Rate Swap Agreements
Ineffective portion of the cash flow hedges		$ 2,000,000