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DERIVATIVE INSTRUMENTS - BALANCE SHEET OFFSETTING (Details) - USD ($)
$ in Millions
Mar. 31, 2020
Dec. 31, 2019
Cash collateral    
Cash collateral posted in margin accounts $ 28.8 $ 34.4
Offsetting derivative assets    
Gross amount recognized on the balance sheet 5.8 6.9
Gross amount not offset on the balance sheet (3.9) (1.4)
Net amount 1.9 5.5
Offsetting derivative liabilities    
Gross amount recognized on the balance sheet 32.8 28.9
Gross amount not offset on the balance sheet (22.7) (21.4)
Net amount 10.1 7.5
Collateral posted $ 18.8 $ 20.0