Derivatives (Narrative) (Details) (USD $)
In Millions, unless otherwise specified

6 Months Ended

Jun. 30, 2011

Derivatives and hedging activities

The use of financial instruments, including derivatives, exposes the Company to market risk related to changes in interest rates, foreign currency exchange rates and commodity prices. The Company enters into interest rate swaps related to debt obligations with initial maturities ranging from five to ten years. The Company uses interest rate swap agreements to manage its interest rate exposure and to achieve a desired proportion of variable and fixed-rate debt. These derivatives are designated as fair value hedges based on the nature of the risk being hedged. The Company also uses derivative instruments, such as forward contracts, to manage the risk associated with the volatility of future cash flows denominated in foreign currencies and changes in fair value resulting from changes in foreign currency exchange rates. The Company's foreign exchange risk management policy generally emphasizes hedging transaction exposures of one-year duration or less and hedging foreign currency intercompany financing activities with derivatives with maturity dates of one year or less. The Company uses derivative instruments to hedge various foreign exchange exposures, including the following: (i) variability in foreign currency-denominated cash flows, such as the hedges of inventory purchases for products produced in one currency and sold in another currency and (ii) currency risk associated with foreign currency-denominated operating assets and liabilities, such as forward contracts and other instruments that hedge cash flows associated with intercompany financing activities. Additionally, the Company purchases certain raw materials which are subject to price volatility caused by unpredictable factors. Where practical, the Company uses derivatives as part of its commodity risk management process. The Company reports its derivative positions in the Condensed Consolidated Balance Sheets on a gross basis and does not net asset and liability derivative positions with the same counterparty. The Company monitors its positions with, and the credit quality of, the financial institutions that are parties to its financial transactions.

Interest rate swap duration, minimum

five

Interest rate swap duration, maximum

ten

Non-hedge derivatives immaterial

Gains and losses from changes in fair values of derivatives that are not designated as hedges for accounting purposes are recognized currently in earnings, and such amounts were not material for the three and six months ended June 30, 2011 and 2010.

Non-hedge derivatives immaterial, fair value

The fair values of outstanding derivatives that are not designated as hedges for accounting purposes were not material as of June 30, 2011 and December 31, 2010.

Fair value hedge ineffectiveness

The Company did not record any ineffectiveness related to fair value hedges during the three and six months ended June 30, 2011 and 2010.

Cash flow hedge ineffectiveness

The Company did not record any ineffectiveness related to cash flow hedges during the three and six months ended June 30, 2011 and 2010.

Pretax Losses Reclassified to AOCI

$ 2.7

Maximum [Member] | Transaction Exposures [Member]

Foreign currency transaction exposure period range

1

Maximum [Member] | Foreign Currency Intercompany Financing Activities [Member]

Foreign currency transaction exposure period range

1