Aggregate notional amount specified by the derivative(s). Expressed as an absolute value.

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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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DERIVATIVE FINANCIAL INSTRUMENTS (Details Textuals) - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2019	Jun. 30, 2018	Jun. 30, 2019	Jun. 30, 2018	Dec. 31, 2018	Oct. 31, 2016	Jun. 30, 2016
Derivative [Line Items]
Notional amount	$ 186.1	$ 139.1	$ 186.1	$ 139.1	$ 116.5
Derivative Liability, Fair Value, Gross Liability	29.7	45.5	29.7	45.5	37.6
Forward Contracts
Derivative [Line Items]
Notional amount	130.8	166.7	130.8	166.7	123.7
Forward Contracts Sell
Derivative [Line Items]
Notional amount	120.5	114.3	120.5	114.3	82.6
Commodity Contract
Derivative [Line Items]
Cash Flow Hedges Derivative Instruments at Fair Value, Net	(19.4)		(19.4)
Cash Flow Hedge Gain (Loss) to be Reclassified within Twelve Months			(13.8)
Interest Rate Contract
Derivative [Line Items]
Cash Flow Hedges Derivative Instruments at Fair Value, Net	1.7		1.7
Cash Flow Hedge Gain (Loss) to be Reclassified within Twelve Months			1.3
Interest Rate Cash Flow Hedge Gain (Loss) Reclassified to Earnings, Net	1.2	2.1	2.5	3.4
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	500.0	500.0	500.0	$ 500.0	$ 250.0	$ 250.0
Derivative Liability, Fair Value, Gross Liability	9.0		9.0
Amount of (Loss) Gain	$ (1.0)	$ (0.5)	$ (1.7)	$ (0.3)