Derivative And Other Hedging Financial Instruments (Tables)

3 Months Ended

Mar. 31, 2012

Derivative And Other Hedging Financial Instruments [Abstract]

Fair Value Of Derivative Financial Instruments

	March 31, 2012				December 31, 2011
	Fair Value of Derivatives				Fair Value of Derivatives
(in millions)	Asset (a)		Liability (a)		Asset (a)		Liability (a)
Derivatives designated as effective hedges:
Cash flow hedges:
Interest rate swaps	$	—	$	9.0	$	—	$	8.4
Foreign currency contracts		7.7		4.2		12.2		8.1
Subtotal		7.7		13.2		12.2		16.5
Derivatives not designated as effective hedges:
Foreign currency contracts		0.1		2.1		1.1		1.7
Commodity contracts		1.1		0.4		1.0		0.3
Subtotal		1.2		2.5		2.1		2.0
Total	$	8.9	$	15.7	$	14.3	$	18.5

a) Consolidated balance sheet location:
Asset: Other current and non-current assets Liability: Other non-current liabilities

Gain And Loss Activity Related To Derivative Financial Instruments Designated As Effective Hedges

	Three Months Ended March 31, 2012									Three Months Ended March 31, 2011
	Gain/(Loss)									Gain/(Loss)
(in millions)	Recognized in OCI  (a) (effective portion)			Reclassified from  AOCI to Income			Recognized in Income  (b)			Recognized in OCI  (a) (effective portion)			Reclassified from  AOCI to Income			Recognized in Income (b)
Derivatives designated as effective hedges:
Cash flow hedges:
Interest rate swaps	$	(0.5	)	$	—		$	—		$	1.8		$	—		$	—
Foreign currency contracts		1.3			0.2			(0.7	)		(9.1	)		(3.1	)		(3.3	)
Total	$	0.8		$	0.2		$	(0.7	)	$	(7.3	)	$	(3.1	)	$	(3.3	)
Location of gain/(loss) in the consolidated results of operations:
Net sales				$	(0.3	)	$	—					$	(0.5	)	$	—
Cost of sales					0.5			—						(2.6	)		—
SG&A					—			(0.7	)					—			(3.3	)
Total				$	0.2		$	(0.7	)				$	(3.1	)	$	(3.3	)

(a) Represents effective portion recognized in Other Comprehensive Income ("OCI").

(b) Represents portion excluded from effectiveness testing.

Gain And Loss Activity Related To Derivative Financial Instruments Not Designated As Effective Hedges

	Gain/(Loss) Recognized  in Income (a)
	Three Months Ended March  31,
(in millions)	2012			2011
Derivatives not designated as effective hedges:
Cash flow derivatives:
Foreign currency contracts	$	(1.9	)	$	(1.5	)
Commodity contracts		0.5			0.3
Fair value hedges:
Interest rate swaps		0.3			—
Total	$	(1.1	)	$	(1.2	)

(a) Classified in SG&A.