DERIVATIVE FINANCIAL INSTRUMENTS (Details Textuals) - USD ($) $ in Millions	3 Months Ended		9 Months Ended
	Sep. 30, 2017	Sep. 30, 2016	Sep. 30, 2017	Sep. 30, 2016	Dec. 31, 2016	Oct. 31, 2016	Jun. 30, 2016	Jun. 30, 2012
Derivative [Line Items]
Commodity forward contracts with Wells Fargo	$ 33.2		$ 33.2
Commodity forward contracts with Citibank	29.1		29.1
Commodity Forward Contracts with Counterparty Merrill Lynch	18.4		18.4
Commodity Forward Contracts with Counterparty JPMorgan Chase	7.8		7.8
Interest Rate Cash Flow Hedge Gain (Loss) Reclassified to Earnings, Net			1.7
Derivative Liability, Fair Value, Gross Liability	26.6	$ 7.2	26.6	$ 7.2	$ 29.8
Amount of terminated interest rate swaps								$ 73.1
Gain on terminated interest rate swaps	0.1		0.1					$ 2.2
Gain (Loss) on Cash Flow Hedge Ineffectiveness, Net	0.0	0.0	0.0	0.0
Commodity Contract
Derivative [Line Items]
Cash Flow Hedges Derivative Instruments at Fair Value, Net	4.8		4.8
Cash Flow Hedge Gain (Loss) to be Reclassified wihtin Twelve Months			0.6
Interest Rate Contract
Derivative [Line Items]
Cash Flow Hedges Derivative Instruments at Fair Value, Net	8.7		8.7
Cash Flow Hedge Gain (Loss) to be Reclassified wihtin Twelve Months			3.1
Interest Rate Cash Flow Hedge Gain (Loss) Reclassified to Earnings, Net	1.2
Forward Contracts
Derivative [Line Items]
Notional amount	106.1	89.5	106.1	89.5	73.2
Forward Contracts Sell
Derivative [Line Items]
Notional amount	94.1	110.7	94.1	110.7	100.8
Fixed Interest Rate Swaps $1,100M (Tranche 1)
Derivative [Line Items]
Notional amount	1,100.0		1,100.0
Fixed Interest Rate Swaps $900M (Tranche 2)
Derivative [Line Items]
Notional amount	900.0		900.0
Fixed Interest Rate Swaps $400M (Tranche 3)
Derivative [Line Items]
Notional amount	400.0		400.0
Interest Rate Swaps Designated As Fair Value Hedges
Derivative [Line Items]
Notional amount	500.0	250.0	500.0	250.0	$ 500.0	$ 250.0	$ 250.0
Derivative Liability, Fair Value, Gross Liability	23.9		23.9
Amount of gain (loss)	$ 0.5	$ 0.7	$ 2.4	$ 1.2