DERIVATIVE FINANCIAL INSTRUMENTS (Details Textuals) (USD $) In Millions, unless otherwise specified	3 Months Ended	12 Months Ended
	Jun. 30, 2012	Dec. 31, 2012	Dec. 31, 2010	Mar. 31, 2012	Dec. 31, 2011	Apr. 30, 2010	Dec. 31, 2012 Forward Contracts [Member]	Dec. 31, 2011 Forward Contracts [Member]	Dec. 31, 2012 Forward Contracts Sell [Member]	Dec. 31, 2011 Forward Contracts Sell [Member]	Dec. 31, 2011 Variable Interest Rate Swaps $75M [Member]	Jan. 01, 2009 Variable Interest Rate Swaps $75M [Member]	Dec. 31, 2011 Fixed Interest Rate Swap $75M [Member]	Dec. 31, 2012 Interest Rate Swaps Designated As Fair Value Hedges [Member]	Dec. 31, 2011 Interest Rate Swaps Designated As Fair Value Hedges [Member]	Dec. 31, 2012 Variable Interest Rate Swaps $125M [Member]	Oct. 31, 2011 Variable Interest Rate Swaps $125M [Member]	Dec. 31, 2012 Fixed Interest Rate Swaps $125M [Member]
Derivative [Line Items]
Derivative, Notional Amount							$ 0	$ 0	$ 0	$ 0	$ 75.0		$ 75.0	$ 0	$ 80.8	$ 125.0		$ 125.0
Deferred gain recognized												7.9				8.4	11.0
Cash flow hedges [Abstract]
Derivative, Amount with major counterparty		69.0
Cash Flow Hedges Derivative Instruments at Fair Value, Net		7.6
Cash Flow Hedge Gain (Loss) to be Reclassified within Twelve Months		3.1
Fair value hedges [Abstract]
Notional Amount on Discontinuation of Interest Rate Fair Value Hedge		73.1		7.7		18.9
Deferred Gain (Loss) on Discontinuation of Interest Rate Fair Value Hedge	2.2	1.8		0.2		0.4
Gain (Loss) on Discontinuation of Interest Rate Cash Flow Hedge Due to Redemption of Debt Instrument	0.2		0.3
Derivative, Credit Risk Related Contingent Features [Abstract]
Cash collateral provided by us to counterparties					3.9
Cash collateral provided to us by counterparties		$ 0.1