Derivative Instruments (Tables)

6 Months Ended

Jun. 30, 2011

Derivative Instruments (Tables) [Abstract]

Interest rate hedges

						Included in accompanying balance sheet
						at June 30, 2011
								AOCL —
			Interest					loss/			Noncontrolling
	Notional Amount		Rate1			Liability		(income)			Interest
			(in millions, except %)
Interest rate locks:
2005-2006	$	200.0		4.87	%		—	$	(2.4	)		—
2006-2007	$	370.0		5.34	%		—	$	12.3			—
Interest rate swaps/options:
TRIP warehouse	$	788.5		3.60	%	$	47.0	$	25.3		$	18.9
2008 debt issuance	$	489.4		4.13	%	$	45.7	$	43.9			—
1Weighted average fixed interest rate

Interest rate hedges effect on interest expense - increase/(decrease)

	Effect on interest expense — increase/(decrease)
	Three Months Ended						Six Months Ended						Expected effect
	June 30,						June 30,						during next
	2011			2010			2011			2010			twelve months2
							(in millions)
Interest rate locks:
2005-2006	$	(0.1	)	$	(0.1	)	$	(0.2	)	$	(0.2	)	$	(0.3	)
2006-2007	$	0.9		$	0.9		$	1.8		$	1.9		$	3.4
Interest rate swaps/options:
TILC warehouse		—		$	0.0			—		$	0.4			—
TRIP warehouse	$	6.8		$	7.3		$	14.1		$	14.8		$	6.3
2008 debt issuance	$	5.2		$	5.5		$	9.7		$	10.7		$	18.2

² Based on fair value as of June 30, 2011

Other Derivatives

	Effect on operating income—increase/(decrease)
	Three Months Ended						Six Months Ended
	June 30,						June 30,
	2011			2010			2011			2010
				(in millions)
Fuel hedges1
Effect of mark to market valuation	$	(0.3	)	$	(0.0	)	$	0.2		$	(0.1	)
Settlements		0.1			(0.0	)		0.1			(0.0	)
	$	(0.2	)	$	(0.0	)	$	0.3		$	(0.1	)
Foreign exchange hedges2	$	—		$	0.3		$	(0.6	)	$	(0.3	)

1	Included in cost of revenues in the accompanying consolidated statement of operations
2	Included in other, net in the accompanying consolidated statement of operations