Net fair value of all derivative instruments designated as cash flow hedging instruments, which is ordinarily reflected within other comprehensive income.

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The effective portion of loss reclassified from accumulated other comprehensive income into income on derivative instruments designated and qualifying as hedging instruments.

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Fair values as of the balance sheet date of all liabilities resulting from contracts that meet the criteria of being accounted for as derivative instruments, net of the effects of master netting arrangements.

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Maximum amount the entity would be obligated to pay on the credit risk derivatives upon occurrence of a credit event.

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Aggregate notional amount of all derivatives designated as a fair value hedging instrument. The notional amount relates to a number of currency units, shares, bushels, pounds, or other units specified in a derivative instrument.

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Aggregate notional amount of interest rate derivatives, which relates to the currency amount specified in the interest rate derivative instruments.

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Derivative Instruments (Narrative) (Details) (USD $) In Millions, unless otherwise specified	9 Months Ended				9 Months Ended
	Jul. 31, 2011	Jul. 31, 2010	Oct. 31, 2010	Feb. 29, 2008	Jul. 31, 2011 Within Next 12 Months After Balance Sheet Date [Member] Interest Rate Swaps [Member]	Jul. 31, 2011 13 Months Or More From Balance Sheet Date [Member] Interest Rate Swaps [Member]	Jul. 31, 2011 Interest Rate Swaps [Member]	Mar. 10, 2011 Interest Rate Swaps [Member]	Oct. 31, 2010 Interest Rate Swaps [Member]	May 03, 2007 Interest Rate Swaps [Member]	Jul. 31, 2011 Foreign Exchange Forward Contracts [Member]	Jul. 31, 2011 Cross Currency Swaps [Member]
Cash flow hedges outstanding	$ 0
Derivatives maturity term, months	12										24	36
Derivative maturity term, days								45		48
Ineffectiveness recorded in fiscal 2011	0	0
Other common exposure hedges	10.0
Notional amount of interest rate swaps								200.0		250.0
Fixed rate on interest rate swaps, lower range								1.27%		4.94%
Fixed rate on interest rate swaps, higher range								1.78%		4.96%
Interest rate swaps, lower maturity range in months								33		30
Interest rate swaps, higher maturity range in months								45		48
Fair value of derivative liabilities attributable to accrued interest	4.7		2.7				0.3		1.3
Reclassification of amount from other comprehensive income to interest expense					2.20	1.90
Hedge amounts per affected relationship	$ 5.0			$ 0