DERIVATIVE FINANCIAL INSTRUMENTS (Details Textuals) - USD ($) $ in Millions	3 Months Ended
	Mar. 31, 2018	Mar. 31, 2017	Dec. 31, 2017	Oct. 31, 2016	Jun. 30, 2016
Derivative [Line Items]
Commodity forward contracts with Wells Fargo	$ 65.5
Commodity forward contracts with Citibank	37.4
Commodity Forward Contracts with Counterparty Merrill Lynch	9.2
Commodity Forward Contracts with Counterparty JPMorgan Chase	16.3
Derivative Liability, Fair Value, Gross Liability	41.1	$ 30.2	$ 31.9
Gain (Loss) on Cash Flow Hedge Ineffectiveness, Net	0.0	0.0
Forward Contracts
Derivative [Line Items]
Notional amount	98.0	33.8	135.5
Forward Contracts Sell
Derivative [Line Items]
Notional amount	132.3	123.0	97.7
Commodity Contract
Derivative [Line Items]
Cash Flow Hedges Derivative Instruments at Fair Value, Net	5.5
Cash Flow Hedge Gain (Loss) to be Reclassified within Twelve Months	1.1
Interest Rate Contract
Derivative [Line Items]
Cash Flow Hedges Derivative Instruments at Fair Value, Net	12.2
Cash Flow Hedge Gain (Loss) to be Reclassified within Twelve Months	6.4
Interest Rate Cash Flow Hedge Gain (Loss) Reclassified to Earnings, Net	1.3	0.1
Fixed Interest Rate Swaps $1,100M (Tranche 1)
Derivative [Line Items]
Notional amount	1,100.0
Fixed Interest Rate Swaps $900M (Tranche 2)
Derivative [Line Items]
Notional amount	900.0
Fixed Interest Rate Swaps $400M (Tranche 3)
Derivative [Line Items]
Notional amount	400.0
Interest Rate Swaps Designated As Fair Value Hedges
Derivative [Line Items]
Notional amount	500.0	500.0	$ 500.0	$ 250.0	$ 250.0
Derivative Liability, Fair Value, Gross Liability	40.3
Amount of gain (loss)	$ 0.2	$ 1.2