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Derivative And Other Hedging Financial Instruments (Narrative) (Details)
6 Months Ended 6 Months Ended 6 Months Ended
Jun. 30, 2011
USD ($)
Jun. 30, 2011
Cash Flow Hedges [Member]
Jun. 30, 2011
Derivatives Not Designated As Effective Hedges [Member]
Jun. 30, 2011
7 1/2% Senior Subordinated Notes Due 2017 [Member]
Dec. 31, 2010
7 1/2% Senior Subordinated Notes Due 2017 [Member]
Jun. 30, 2011
7 1/2% Senior Subordinated Notes Due 2017 [Member]
Senior Subordinated Notes [Member]
USD ($)
Jun. 30, 2011
7 1/2% Senior Subordinated Notes Due 2020 [Member]
Jun. 30, 2011
7 1/2% Senior Subordinated Notes Due 2020 [Member]
Net Investment Hedge [Member]
EUR (€)
Jun. 30, 2011
Forward Rate Swap [Member]
USD ($)
Jun. 30, 2011
Interest Rate Swaps [Member]
USD ($)
Jun. 30, 2011
Commodity Contracts [Member]
USD ($)
Jun. 30, 2011
Net Investment Hedge [Member]
USD ($)
Notional amount outstanding in swap agreements, fair value hedges $ 250,000,000                      
Derivative average basis spread in points added to LIBOR for variable rate of interest 495                      
Face amount of debt           250,000,000   150,000,000        
Debt principal related to terminated fair value hedge           100,000,000            
Interest rate of debt instrument       7.50% 7.50%   7.50%          
Debt instrument maturity year       2017     2020 2020        
Derivative maturity date   February 2013 December 2012                  
Notional amount of terminated fair value hedge 100,000,000                      
Net proceeds 2,300,000                      
Notional amount outstanding in swap agreements, cash flow hedges                 200,000,000 650,000,000    
Effective date of swap agreement                 December 30, 2011      
Maturity date of swap agreements                   December 2013    
Weighted average fixed rate of interest swaps                   1.70%    
Notional amount of foreign currency contracts designated as cash flow hedges 653,000,000                      
Notional amount of foreign currency contracts not designated as effective hedges 210,000,000                      
Notional amount of other derivatives not designated as hedging instruments                     12,000,000  
Deferred net losses within AOCI expected to be reclassified to earnings over the next twelve months 16,000,000                      
Deferred losses on net investment hedge recorded in AOCI                       $ 23,000,000