Financial Instruments (Tables)

9 Months Ended

Sep. 30, 2011

Financial Instruments [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 September 30, 2011
	Level 1		Level 2		Level 3		Total
Derivative financial instruments	$	—	$	9.7	$	—	$	9.7
Marketable securities	$	2.6	$	—	$	—	$	2.6

Debt instruments with carrying value different than estimated fair values

	September 30, 2011				December 31, 2010
	Carrying Amount		Fair Value		Carrying Amount		Fair Value
Senior notes	$	2,158,931	$	2,308,214	$	2,043,582	$	2,237,320
Revolving credit facilities and term loan		726,433		729,731		879,865		875,851
Mortgage payable and other indebtedness		1,340,357		1,328,505		1,378,553		1,394,393
	$	4,225,721	$	4,366,450	$	4,302,000	$	4,507,564

Information regarding the Swaps

Aggregate Notional Amount (in millions)	LIBOR Fixed Rate	Maturity Date
$100.0	4.8%	February 2012
$100.0	1.0%	June 2014
$  84.4	2.8%	September 2017

Fair value of the Company's Swaps and their classification

	Liability Derivatives
	September 30, 2011			December 31, 2010
Derivatives Designated as Hedging Instruments	Balance Sheet Location	Fair Value		Balance Sheet Location		Fair Value
Interest rate products	Other liabilities	$	9.7		Other liabilities	$	5.2

Company's derivative instruments on net loss

Derivatives in Cash Flow Hedging	Amount of (Loss) Gain Recognized in OCI on Derivatives  (Effective Portion)										Location of Gain or (Loss) Reclassified from Accumulated OCI into Loss (Effective Portion)		Amount of (Loss) Gain Reclassified from Accumulated OCI into (Income) Loss (Effective Portion)
	Three-Month Periods Ended September 30					Nine-Month Periods Ended September 30							Three-Month Periods Ended September 30				Nine-Month Periods Ended September 30
	2011			2010		2011			2010				2011		2010		2011			2010
Interest rate products	$	(4.2	)	$	1.7	$	(6.9	)	$	9.2		Interest 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 Ended September 30					Nine-Month Periods Ended September 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	$	2.0	$	(4.9	)	$	(1.5	)	$	7.5
Canadian dollar—denominated revolving credit facilities designated as a hedge of the Company’s net investment in its subsidiaries	$	3.4	$	(2.1	)	$	0.3		$	(2.3	)