Derivative Financial Instruments (Tables)

6 Months Ended

Jun. 30, 2013

Derivative Financial Instruments [Abstract]

Summary Of Interest Rate Swaps

Trade Date	Notional Amount	Interest Rate Paid		Coverage Period	Risk Coverage
March 31, 2011	$100.0	2.303	%	March 2011 to November 2015	Term Loan A
March 31, 2011	$200.0	2.523	%	March 2011 to November 2015	Term Loan B
March 27, 2012	$250.0	1.928	%	March 2012 to March 2018	Term Loan B
March 27, 2012	$200.0	2.810	%	November 2015 to March 2018	Term Loan B
April 16, 2013	$250.0	1.398	%	November 2015 to March 2018	Term Loan A

Summary Of The Fair Value Of Derivative Instruments On The Consolidated Balance Sheet

	Asset Derivatives			Derivative Liabilities
		Fair Value			Fair Value
	Balance Sheet   Location	June 30, 2013	December 31, 2012	Balance Sheet   Location	June 30, 2013	December 31, 2012
Derivatives designated as hedging instruments
Natural gas commodity contracts	Other current assets	-	-	Accounts payable and accrued expenses	$ 0.7	$ 2.7
Foreign exchange contracts	Other current assets	$ 4.2	$ 0.3	Accounts payable and accrued expenses	0.1	2.1
Interest rate swap contracts	Other long-term assets	5.1	-	Other long-term liabilities	13.7	25.7
Total derivatives designated as hedging instruments		$ 9.3	$ 0.3		$ 14.5	$ 30.5

Summary Of The Amount Of (Loss) Recognized In Accumulated Other Comprehensive Income

	Amount of (Loss) Recognized in Accumulated Other Comprehensive Income (“AOCI”) (Effective Portion)(a)		Location of (Loss) Reclassified from AOCI into Income (Effective Portion)	(Loss) Reclassified from AOCI into Income (Effective Portion)
	Six Months Ended			Three Months Ended		Six Months Ended
	June 30,			June 30,		June 30,
	2013	2012		2013	2012	2013	2012
Derivatives in Cash Flow Hedging Relationships
Natural gas commodity contracts	($0.7)	($7.0)	Cost of goods sold	($0.3)	($2.4)	($2.0)	($5.1)
Foreign exchange contracts – purchases and sales	4.1	1.8	Cost of goods sold	0.2	(0.3)	0.1	(0.8)
Interest rate swap contracts	(8.6)	(24.2)	Interest Expense	-	-	-	-
Total	($5.2)	($29.4)		($0.1)	($2.7)	($1.9)	($5.9)

As of June 30, 2013 the amount of existing gains in Accumulated OCI expected to be recognized in earnings over the next twelve months is $2.7 million. 

Summary Of Location Of Cash Flow Hedging Gain (Loss) Recognized In Income

	Location of Gain (Loss) Recognized in Income on Derivative (Ineffective Portion) (a)
Derivatives in Cash Flow Hedging Relationships
Natural gas commodity contracts	Cost of goods sold
Foreign exchange contracts – purchases and sales	SG&A expense
Interest rate swap contracts	Interest expense

(a) The amount of gain (loss) recognized in income related to the ineffective portion of the hedging relationships was immaterial for the six months ended June 30, 2013 and June 30, 2012.  No gains or losses are excluded from the assessment of the hedge effectiveness.