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DERIVATIVE FINANCIAL INSTRUMENTS (Details Textuals) - USD ($) | 3 Months Ended |  |  |
--- | --- | --- | --- | ---
Mar. 31, 2017 | Dec. 31, 2016 | Mar. 31, 2016 | Oct. 31, 2016 | Jun. 30, 2016 | Jun. 30, 2012
Derivative [Line Items] |  |  |  |  |  |
Gain (Loss) on Cash Flow Hedge Ineffectiveness, Net | $ 0 | $ 0 | $ 0 |  |  |
Derivative Liability, Fair Value, Gross Liability | 30,200,000 | 29,800,000 | 9,100,000 |  |  |
Cash flow hedges [Abstract] |  |  |  |  |  |
Commodity forward contracts with Wells Fargo | 34,400,000 |  |  |  |  |
Commodity forward contracts with Citibank | 23,500,000 |  |  |  |  |
Commodity Forward Contracts with Counterparty Merrill Lynch | 29,100,000 |  |  |  |  |
Commodity Forward Contracts with Counterparty JPMorgan Chase | 14,300,000 |  |  |  |  |
Fair value hedges [Abstract] |  |  |  |  |  |
Amount of terminated interest rate swaps |  |  |  |  |  | $ 73,100,000
Gain on terminated interest rate swaps | 100,000 |  |  |  |  | $ 2,200,000
Forward Contracts |  |  |  |  |  |
Derivative [Line Items] |  |  |  |  |  |
Notional amount | 33,800,000 | 73,200,000 | 29,600,000 |  |  |
Forward Contracts Sell |  |  |  |  |  |
Derivative [Line Items] |  |  |  |  |  |
Notional amount | 123,000,000 | 100,800,000 | 98,900,000 |  |  |
Fixed Interest Rate Swaps $1,100M (Tranche 1) [Member] |  |  |  |  |  |
Derivative [Line Items] |  |  |  |  |  |
Notional amount |  |  |  |  | $ 1,100,000,000 |
Fixed Interest Rate Swaps $900M (Tranche 2) [Member] |  |  |  |  |  |
Derivative [Line Items] |  |  |  |  |  |
Notional amount |  |  |  |  | 900,000,000 |
Fixed Interest Rate Swaps $400M (Tranche 3) [Member] |  |  |  |  |  |
Derivative [Line Items] |  |  |  |  |  |
Notional amount |  |  |  |  | 400,000,000 |
Interest Rate Swaps Designated As Fair Value Hedges |  |  |  |  |  |
Derivative [Line Items] |  |  |  |  |  |
Notional amount | 500,000,000 | $ 500,000,000 | $ 0 | $ 250,000,000 | $ 250,000,000 |
Derivative Liability, Fair Value, Gross Liability | 29,600,000 |  |  |  |  |
Amount of gain (loss) | 1,200,000 |  |  |  |  |
Commodity Contract |  |  |  |  |  |
Derivative [Line Items] |  |  |  |  |  |
Cash Flow Hedge Gain (Loss) to be Reclassified wihtin Twelve Months | 2,600,000 |  |  |  |  |
Cash Flow Hedges Derivative Instruments at Fair Value, Net | 6,100,000 |  |  |  |  |
Interest Rate Contract |  |  |  |  |  |
Derivative [Line Items] |  |  |  |  |  |
Cash Flow Hedge Gain (Loss) to be Reclassified wihtin Twelve Months | 2,700,000 |  |  |  |  |
Cash Flow Hedges Derivative Instruments at Fair Value, Net | 11,400,000 |  |  |  |  |
Interest Rate Cash Flow Hedge Gain (Loss) Reclassified to Earnings, Net | $ 100,000 |  |  |  |  |

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- Definition Commodity forward contracts with Citibank, a major counterparty. + References No definition available. + Details
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- Definition Commodity Forward Contracts with JPMorgan Chase, a major counterparty. + References No definition available. + Details
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