STOCK COMPENSATION EXPENSE, Assumptions (Details) (USD $)	3 Months Ended
	Mar. 31, 2013	Mar. 31, 2012	Mar. 31, 2011
Assumptions used in the black-scholes option-pricing model [Abstract]
Risk-free interest rate (in hundredths)	1.96%	2.31%	3.58%
Expected option life	10 years	10 years	10 years
Expected stock price volatility (in hundredths)	35.24%	34.93%	30.01%
Dividend yield (in hundredths)	3.86%	2.68%	4.03%
Weighted average fair value of options granted during the year (in dollars per share)	$ 2.85	$ 2.34	$ 1.63