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Derivative Instruments and Hedging Activities (Narrative) (Details) (USD $)
In Millions, unless otherwise specified
3 Months Ended 6 Months Ended
Jun. 30, 2011
Jun. 30, 2010
Jun. 30, 2011
Jun. 30, 2010
Dec. 31, 2010
Percentage of long-term, fixed-rate borrowings converted to variable interest rate instruments using interest rate swaps 74.00%   74.00%   74.00%
Total exposure to floating rate interest rates 82.00%   82.00%   81.00%
Notional amount of interest-rate swap agreements designated as fair value hedges of fixed rate debt $ 1,725.0   $ 1,725.0    
Loss/Gain on fair value hedges recognized in earnings 26.3 65.2 10.4 82.8  
Notional amount of interest-rate swap agreements not designated as fair value hedges of fixed rate debt 250.0   250.0    
Loss recorded in other expense from interest rate swap agreements not designated as hedges 0 0.1 0 0.1  
Notional amounts of foreign currency exchange contracts 405.4   405.4    
Gain in interest expense from undesignated foreign currency exchange contracts 4.8 11.7 20.5 12.1  
Gain (loss) due to the effect of foreign currency exchange rates on intercompany loans $ 2.7 $ 12.8 $ 16.9 $ 13.7