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STOCK-BASED COMPENSATION PLANS - Assumptions Used to Estimate Value of Stock Options (Details) - $ / shares	12 Months Ended
	Dec. 31, 2020	Dec. 31, 2019	Dec. 31, 2018
STOCK-BASED COMPENSATION PLANS
Fair value assumptions, method used	Black-Scholes option-pricing model
Weighted-average Fair Value of Options Granted (in dollars per share)	$ 10.86	$ 14.16	$ 13.44
Assumptions [Abstract]
Weighted-average expected life	6 years 6 months	6 years 6 months	6 years 6 months
Future dividend yield	2.57%	2.73%	2.91%
Share price volatility	29.29%	29.31%	29.44%
Weighted-average risk-free interest rate	0.67%	2.44%	2.82%

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The estimated dividend rate (a percentage of the share price) to be paid (expected dividends) to holders of the underlying shares over the option's term.

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The estimated measure of the percentage by which a share price is expected to fluctuate during a period. Volatility also may be defined as a probability-weighted measure of the dispersion of returns about the mean. The volatility of a share price is the standard deviation of the continuously compounded rates of return on the share over a specified period. That is the same as the standard deviation of the differences in the natural logarithms of the stock prices plus dividends, if any, over the period.

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Description of method used to estimate fair value of award under share-based payment arrangement.

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The risk-free interest rate assumption that is used in valuing an option on its own shares.

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The weighted average grant-date fair value of options granted during the reporting period as calculated by applying the disclosed option pricing methodology.

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Expected term of award under share-based payment arrangement, in 'PnYnMnDTnHnMnS' format, for example, 'P1Y5M13D' represents reported fact of one year, five months, and thirteen days.

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