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DERIVATIVE INSTRUMENTS - BALANCE SHEET OFFSETTING (Details) - USD ($) $ in Millions | Sep. 30, 2021 | Dec. 31, 2020
--- | --- | ---
Cash collateral |  |
Cash collateral posted | $ 10.5 | $ 18.9
Cash collateral received | 134.1 |
Offsetting derivative assets |  |
Gross amount recognized on the balance sheet | 270.1 | 17.9
Gross amount not offset on the balance sheet | (134.9) | (6.9)
Net amount | 135.2 | 11.0
Collateral received | 133.6 |
Offsetting derivative liabilities |  |
Gross amount recognized on the balance sheet | 22.3 | 22.1
Gross amount not offset on the balance sheet | (1.3) | (7.7)
Net amount | $ 21.0 | 14.4
Collateral posted |  | $ 0.8

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