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DERIVATIVE INSTRUMENTS - BALANCE SHEET OFFSETTING (Details) - USD ($) $ in Millions | Mar. 31, 2021 | Dec. 31, 2020
--- | --- | ---
Cash collateral |  |
Cash collateral posted in margin accounts | $ 5.6 | $ 18.9
Offsetting derivative assets |  |
Gross amount recognized on the balance sheet | 17.4 | 17.9
Gross amount not offset on the balance sheet | (3.1) | (6.9)
Net amount | 14.3 | 11.0
Offsetting derivative liabilities |  |
Gross amount recognized on the balance sheet | 9.5 | 22.1
Gross amount not offset on the balance sheet | (3.1) | (7.7)
Net amount | $ 6.4 | 14.4
Collateral posted |  | $ 0.8

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