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DERIVATIVE INSTRUMENTS - BALANCE SHEET OFFSETTING (Details) - USD ($)
$ in Millions
Sep. 30, 2017
Dec. 31, 2016
Cash collateral    
Cash collateral in margin account $ 24.7 $ 16.4
Cash collateral received   4.4
Offsetting Derivative Assets    
Gross amount recognized on the balance sheet 15.7 41.6
Gross amount not offset on the balance sheet (3.0) (4.9)
Net amount 12.7 36.7
Collateral received   4.4
Offsetting Derivative Liabilities    
Gross amount recognized on the balance sheet 6.1 2.4
Gross amount not offset on the balance sheet (3.1) (0.5)
Net amount 3.0 1.9
Collateral posted 0.1  
Credit Risk Related Contingent Features    
Aggregate fair value of all derivative instruments with specific credit risk-related contingent fearures in a net liability position 2.3 $ 0.2
Additional collateral that would have been required $ 0.8