DERIVATIVE FINANCIAL INSTRUMENTS (Details Textuals) (USD $) In Millions, unless otherwise specified	6 Months Ended
	Jun. 30, 2014	Dec. 31, 2013	Jun. 30, 2013	Jun. 30, 2012	Dec. 22, 1997	Jun. 30, 2014 Variable Interest Rate Swaps $125M	Oct. 31, 2011 Variable Interest Rate Swaps $125M	Jun. 30, 2014 Fixed Interest Rate Swaps $125M	Jun. 30, 2014 Interest Rate Swaps Designated As Fair Value Hedges	Dec. 31, 2013 Interest Rate Swaps Designated As Fair Value Hedges	Jun. 30, 2013 Interest Rate Swaps Designated As Fair Value Hedges
Derivative [Line Items]
Notional amount						$ 125.0		$ 125.0	$ 0	$ 0	$ 0
Amount of gain included in long-term debt						4.9	11.0
Cash flow hedges [Abstract]
Commodity forward contracts with Wells Fargo	52.7
Commodity forward contracts with Citibank	28.9
Cash Flow Hedges Derivative Instruments at Fair Value, Net	0.7
Approximate amount of deferred gains would be reclassified into earnings during the next twelve months	0.6
Fair value hedges [Abstract]
Amount of terminated interest rate swaps				73.1
Gain on terminated interest rate swaps	1.0			2.2
Series O Face Amount					97.5
Series G Face Amount					97.5
Interest Rate on SunBelt Notes					7.23%
Credit risk and collateral [Abstract]
Amounts recognized in other current assets or (accrued liabilities) for cash collateral provided by us to counterparties	$ 0	$ 0	$ (0.3)