Derivatives (Narrative) (Details) (USD $)	0 Months Ended		3 Months Ended		9 Months Ended		12 Months Ended
	Mar. 31, 2012	Jun. 30, 2011	Mar. 31, 2012	Mar. 31, 2011	Mar. 31, 2012	Mar. 31, 2011	Jun. 30, 2011
Derivatives, Fair Value [Line Items]
Foreign exchange losses due to revaluation of derivative instruments held			$ 0		$ 1,400,000
Number of interest rate swap contracts					1
Cash Flow Hedging [Member]
Derivatives, Fair Value [Line Items]
Foreign contracts maturing within 12 months					631,900,000		528,400,000
Ineffectiveness recognized			0	0	0	0
Fair value of derivatives contracts	12,700,000	25,200,000
Amount expected to be reclassified from AOCI to earnings within the next 12 months					19,300,000
Recognized net gain (losses) related to the change in forward points			1,400,000	(800,000)	(4,000,000)	(1,600,000)
Interest Rate Risk Management [Member]
Derivatives, Fair Value [Line Items]
Ineffectiveness recognized			100,000	100,000	100,000	100,000
Amount expected to be reclassified from AOCI to earnings within the next 12 months					600,000
Notional amount of interest rate derivatives	21,700,000	24,500,000	21,700,000		21,700,000		24,500,000
Nondesignated As Hedging Instrument [Member]
Derivatives, Fair Value [Line Items]
Foreign contracts maturing within 12 months					291,400,000		207,500,000
Fair value of foreign currency derivatives not designated as hedges, asset	5,300,000		5,300,000		5,300,000
Fair value of foreign currency derivatives not designated as hedges, liability		$ 9,700,000					$ 9,700,000
Maximum [Member]
Derivatives, Fair Value [Line Items]
Foreign exchange contracts maturity period, years					1