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DERIVATIVE FINANCIAL INSTRUMENTS (Details Textuals) (USD $)
In Millions, unless otherwise specified
 3 Months Ended 12 Months Ended
Jun. 30, 2012
Dec. 31, 2013
Dec. 31, 2012
Mar. 31, 2012
Dec. 31, 2013
Forward Contracts [Member]
Dec. 31, 2012
Forward Contracts [Member]
Dec. 31, 2013
Forward Contracts Sell [Member]
Dec. 31, 2012
Forward Contracts Sell [Member]
Dec. 31, 2011
Variable Interest Rate Swaps $75M [Member]
Jan. 01, 2009
Variable Interest Rate Swaps $75M [Member]
Dec. 31, 2011
Fixed Interest Rate Swap $75M [Member]
Dec. 31, 2013
Variable Interest Rate Swaps $125M [Member]
Oct. 31, 2011
Variable Interest Rate Swaps $125M [Member]
Dec. 31, 2013
Fixed Interest Rate Swaps $125M [Member]
Derivative [Line Items]                            
Derivative, Notional Amount         $ 0 $ 0 $ 0 $ 0 $ 75.0   $ 75.0 $ 125.0   $ 125.0
Deferred gain recognized                   7.9   6.1 11.0  
Cash flow hedges [Abstract]                            
Derivative, Amount with major counterparty   54.0                        
Commodity forward contracts with Citibank   24.0                        
Cash Flow Hedges Derivative Instruments at Fair Value, Net   1.2                        
Cash Flow Hedge Gain (Loss) to be Reclassified within Twelve Months   0.7                        
Fair value hedges [Abstract]                            
Notional Amount on Discontinuation of Interest Rate Fair Value Hedge   73.1   7.7                    
Deferred Gain (Loss) on Discontinuation of Interest Rate Fair Value Hedge 2.2 1.2   0.2                    
Gain (Loss) on Discontinuation of Interest Rate Cash Flow Hedge Due to Redemption of Debt Instrument 0.2                          
Derivative, Credit Risk Related Contingent Features [Abstract]                            
Cash collateral provided to us by counterparties   $ 0 $ 0.1