Derivatives (Tables)

9 Months Ended

Sep. 30, 2012

Derivative Instruments, Gain (Loss) [Line Items]

Schedule Of Derivative Instruments

The following table summarizes the Company’s outstanding derivative instruments and their effects on the Condensed Consolidated Balance Sheets as of September 30, 2012 and December 31, 2011 (in millions):

		Assets					Liabilities
Derivatives designated as hedging instruments	Balance Sheet Location	September 30, 2012		December 31, 2011		Balance Sheet Location	September 30, 2012		December 31, 2011
Interest rate swaps	Other assets	$	41.3	$	35.8	Other liabilities	$	—	$	—
Forward interest rate swaps	Prepaid expenses and other	1.0		—		Other accrued liabilities	0.7		—
Foreign exchange contracts on inventory-related purchases	Prepaid expenses and other	0.1		1.9		Other accrued liabilities	0.8		—
Foreign exchange contracts on intercompany borrowings	Prepaid expenses and other	0.3		0.5		Other accrued liabilities	—		—
Commodity swap	Prepaid expenses and other	—		—		Other accrued liabilities	1.7		—
Total assets		$	42.7	$	38.2	Total liabilities	$	3.2	$	—

Fair Value Hedging [Member]

Derivative Instruments, Gain (Loss) [Line Items]

Schedule Of Pretax Effects Of Derivative Instruments Designated As Hedges

The following table presents the pretax effects of derivative instruments designated as fair value hedges on the Company’s Condensed Consolidated Statements of Operations (in millions):

Derivatives in fair value hedging relationships	Location of gain (loss) recognized in income	Amount of gain (loss) recognized in income
		Three Months Ended						Nine Months Ended
		September 30,						September 30,
		2012			2011			2012			2011
Interest rate swaps	Interest expense, net	$	2.3		$	16.6		$	5.5		$	15.8
Fixed-rate debt	Interest expense, net	$	(2.3	)	$	(16.6	)	$	(5.5	)	$	(15.8	)

Cash Flow Hedging [Member]

Derivative Instruments, Gain (Loss) [Line Items]

Schedule Of Pretax Effects Of Derivative Instruments Designated As Hedges

The following table presents the pretax effects of derivative instruments designated as cash flow hedges on the Company’s Condensed Consolidated Statements of Operations and AOCI (in millions):

Derivatives in cash flow hedging relationships	Location of gain (loss) recognized in income	Amount of gain (loss) reclassified from AOCI into income
		Three Months Ended						Nine Months Ended
		September 30,						September 30,
		2012			2011			2012			2011
Foreign exchange contracts on inventory-related purchases	Cost of products sold	$	(0.3	)	$	(1.5	)	$	0.5		$	(6.2	)
Foreign exchange contracts on intercompany borrowings	Interest expense, net	—			(0.3		)	(0.1		)	(0.6		)
Commodity swap	Cost of products sold	(1.4		)	—			(1.9		)	—
		$	(1.7	)	$	(1.8	)	$	(1.5	)	$	(6.8	)

Derivatives in cash flow hedging relationships	Amount of gain (loss) recognized in AOCI
	Three Months Ended					Nine Months Ended
	September 30,					September 30,
	2012			2011		2012			2011
Foreign exchange contracts on inventory-related purchases	$	(2.0	)	$	2.5	$	(2.1	)	$	(4.5	)
Foreign exchange contracts on intercompany borrowings	(2.0		)	2.9		(0.4		)	0.8
Forward interest rate swaps	(0.8		)	—		0.3			—
Commodity swap	(0.4		)	—		(3.6		)	—
	$	(5.2	)	$	5.4	$	(5.8	)	$	(3.7	)