Financial Instruments (Tables)

3 Months Ended

Mar. 31, 2012

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 March 31, 2012
	Level 1		Level 2			Level 3		Total
Assets (liabilities):
Derivative financial instruments	$	—	$	(7.5	)	$	—	$	(7.5	)
Marketable securities	$	3.0	$	—		$	—	$	3.0

Debt instruments with carrying value different than estimated fair values

	March 31, 2012				December 31, 2011
	Carrying Amount		Fair Value		Carrying Amount		Fair Value
Senior notes	$	1,938,255	$	2,181,764	$	2,139,718	$	2,282,818
Revolving Credit Facilities and Term Loans		825,968		824,073		642,421		641,854
Mortgage payable and other indebtedness		1,372,694		1,406,107		1,322,445		1,352,142
	$	4,136,917	$	4,411,944	$	4,104,584	$	4,276,814

Information regarding the Swaps

Aggregate Notional Amount (in millions)	LIBOR Fixed Rate			Maturity Date
$100.0		1.0	%	June 2014
$ 83.8		2.8	%	September 2017
$100.0		1.6	%	February 2019
$100.0		1.5	%	February 2019

Fair value of the Company's Swaps and their classification

	Liability Derivatives
	March 31, 2012				December 31, 2011
Derivatives Designated as Hedging Instruments	Balance Sheet Location		Fair Value		Balance Sheet Location		Fair Value
Interest rate products		Other liabilities	$	7.5		Other liabilities	$	8.8

The effect of the Company's derivative instruments on net loss and income

Derivatives in Cash Flow Hedging	Amount of (Loss) Gain Recognized in OCI on Derivatives (Effective Portion)					Location of (Loss) Gain Reclassified from Accumulated OCI into Income (Loss) (Effective Portion)		Amount of (Loss) Gain Reclassified from Accumulated OCI into (Income) Loss (Effective Portion)
	Three-Month Periods Ended March 31,							Three-Month Periods Ended March 31,
	2012		2011					2012			2011
Interest rate products	$	1.3	$	(1.6	)		Interest expense	$	(0.1	)	$	—

Net investment hedge derivative instruments on OCI

	Amount of Gain (Loss) Recognized in OCI on Derivatives  (Effective Portion)
	Three-Month Periods Ended March 31,
Derivatives in Net Investment Hedging Relationships	2012			2011
Euro-denominated revolving credit facilities designated as a hedge of the Company’s net investment in its subsidiary	$	(0.1	)	$	(2.7	)
Canadian dollar-denominated revolving credit facilities designated as a hedge of the Company’s net investment in its subsidiaries	$	(1.3	)	$	(2.9	)