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Derivative Financial Instruments Designated as Cash Flow Hedges (Details) (USD $)
In Millions, unless otherwise specified
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12 Months Ended |
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Oct. 31, 2012
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Oct. 31, 2011
NrCounterparty
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Oct. 31, 2010
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Oct. 31, 2009
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| Derivative Financial Instruments Designated as Cash Flow Hedges |
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|
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| Notional amount of interest rate lock intended to hedge against movements in ten-year Treasury rates |
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$ 200.0 |
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| Value of interest rate lock settlement payment |
|
4.5 |
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| Loss reclassified to interest expense on derivative financial instruments designated as cash flow hedges |
|
0.4 |
0.4 |
0.4 |
| Unamortized loss on interest rate lock |
|
2.6 |
|
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| Loss expected to be reclassified as interest expense on derivative financial instruments designated as cash flow hedges, over the next twelve months |
0.4 |
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|
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| Other Derivative Financial Instruments not Designated for Hedge Accounting |
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|
|
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| Number of counterparties of foreign exchange contracts of other derivative financial instruments not designated for hedge accounting (as a number) |
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4 |
|
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| Notional amount of foreign exchange contracts of other derivative financial instruments not designated for hedge accounting |
|
7.8 |
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| Number of stock index futures counterparties of other derivative financial instruments not designated for hedge accounting (as a number) |
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1 |
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| Notional amount of stock index futures contracts of other derivative financial instruments not designated for hedge accounting |
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90.8 |
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| Number of commodity futures counterparties of other derivative financial instruments not designated for hedge accounting (as a number) |
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1 |
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| Notional amount of commodity futures contracts of other derivative financial instruments not designated for hedge accounting |
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$ 23.4 |
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