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Derivative Instruments (Narrative) (Details) (USD $)
In Millions, unless otherwise specified
6 Months Ended 12 Months Ended
Jun. 30, 2011
Jun. 30, 2010
Dec. 31, 2010
Derivative Instruments      
Number of copper forward sales contracts designated as cash flow hedges     0
Cash flow hedge ineffectiveness recorded in income     $ 0
Fair value hedges     0
Notional value of Euro forward contracts     0
Notional value of interest rate swaps 30.0   60.0
Cumulative loss related to interest rate swaps recognized in AOCI(L) 0.3    
Interest rate risk ineffectiveness recorded in income $ 0 $ 0