Financial Instruments (Tables)

6 Months Ended

Jun. 30, 2011

Financial Instruments (Tables) [Abstract]

Company's financial assets and liabilities consist of interest rate swap agreements and marketable securities included in elective deferred compensation plan

	Fair Value Measurement at
	June 30, 2011
	Level 1		Level 2		Level 3		Total
Derivative financial instruments	$	—	$	5.6	$	—	$	5.6
Marketable securities	$	2.9	$	—	$	—	$	2.9

Debt instruments with carrying value different than estimated fair values

	June 30, 2011				December 31, 2010
	Carrying				Carrying
	Amount		Fair Value		Amount		Fair Value
Senior notes	$	2,256,598	$	2,510,932	$	2,043,582	$	2,237,320
Revolving credit facilities and term loan		670,555		673,578		879,865		875,851
Mortgage payable and other indebtedness		1,286,998		1,288,906		1,378,553		1,394,393
	$	4,214,151	$	4,473,416	$	4,302,000	$	4,507,564

Information regarding the Swaps

Aggregate Notional		LIBOR Fixed
Amount (in millions)		Rate			Maturity Date
$	100		4.8	%	February 2012
$	100		1.0	%	June 2014
$	85		2.8	%	September 2017

Fair value of the Company's Swaps and their classification

	Liability Derivatives
	June 30, 2011			December 31, 2010
Derivatives Designated as	Balance Sheet	Fair		Balance Sheet	Fair
Hedging Instruments	Location	Value		Location	Value
Interest rate products	Other liabilities	$	5.6	Other liabilities	$	5.2

Company's derivative instruments on net loss

											Location of
											Gain or
											(Loss)
											Reclassified	Amount of Gain Reclassified from
	Amount of Gain (Loss) Recognized in										from	Accumulated OCI into Loss
	OCI on Derivatives (Effective Portion)										Accumulated	(Effective Portion)
Derivatives	Three-Month					Six-Month					OCI into	Three-Month			Six-Month
in Cash	Periods Ended					Periods Ended					Loss	Periods Ended			Periods Ended
Flow	June 30					June 30					(Effective	June 30			June 30
Hedging	2011			2010		2011			2010		Portion)	2011	2010		2011	2010
Interest rate											Interest
products	$	(1.0	)	$	4.1	$	(2.6	)	$	7.6	expense	$ —	$	0.1	$ —	$	0.2

Net investment hedge derivative instruments on OCI

	Amount of Gain (Loss) Recognized in OCI on
	Derivatives (Effective Portion)
	Three-Month Periods					Six-Month Periods
	Ended June 30					Ended June 30
Derivatives in Net Investment Hedging Relationships	2011			2010		2011			2010
Euro — denominated revolving credit facilities designated as a hedge of the Company’s net investment in its subsidiary	$	(0.9	)	$	6.7	$	(3.5	)	$	12.4
Canadian dollar — denominated revolving credit facilities designated as a hedge of the Company’s net investment in its subsidiaries	$	(0.1	)	$	3.1	$	(3.1	)	$	(0.2	)