| Assumptions Used in Black-Scholes Option-Pricing Model (Detail) | 12 Months Ended | ||
|---|---|---|---|
| Jun. 30, 2011
 Year | Jun. 30, 2010
 Year | Jun. 30, 2009
 Year | |
| Share-based Compensation Arrangement by Share-based Payment Award [Line Items] | |||
| Dividend yield | 1.50% | 1.60% | 1.60% | 
| Expected volatility minimum rate | 22.00% | 22.00% | 24.00% | 
| Expected volatility maximum rate | 27.00% | 30.00% | 37.00% | 
| Risk-free interest rates minimum | 1.30% | 1.70% | 2.90% | 
| Risk-free interest rates maximum | 2.30% | 3.10% | 3.50% | 
| Expected lives | 5 | 6 | 7 | 
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- Definition 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. Reference 1: http://www.xbrl.org/2003/role/presentationRef 
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- Definition The period of time an equity-based award is expected to be outstanding. An equity-based award's expected term is generally determined based on, among other factors, the instrument's contractual term and the effects of employees' expected exercise and post-vesting employment termination behavior. Reference 1: http://www.xbrl.org/2003/role/presentationRef 
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- Definition The estimated measure of the maximum 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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- Definition The estimated measure of the minimum 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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- Definition The maximum risk-free interest rate assumption that is used in valuing an option on its own shares. 
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- Definition The minimum risk-free interest rate assumption that is used in valuing an option on its own shares. 
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- Definition Line items represent financial concepts included in a table. These concepts are used to disclose reportable information associated with domain members defined in one or many axes to the table. 
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