Derivative Instruments And Hedging Activities (Policy)	3 Months Ended
Derivative Instruments And Hedging Activities (Policy)	Aug. 31, 2011
Derivative Instruments And Hedging Activities
Cash Flow Hedges	We enter into derivative instruments to hedge our exposure to changes in cash flows attributable to interest rate and commodity price fluctuations associated with certain forecasted transactions. These derivative instruments are designated and qualify as cash flow hedges. Accordingly, the effective portion of the gain or loss on the derivative instrument is reported as a component of other comprehensive income ("OCI") and reclassified into earnings in the same line item associated with the forecasted transaction and in the same period during which the hedged transaction affects earnings. The ineffective portion of the gain or loss on the derivative instrument is recognized in earnings immediately.
Economic (Non-designated) Hedges	We enter into foreign currency contracts to manage our foreign exchange exposure related to inter-company and financing transactions that do not meet the requirements for hedge accounting treatment. We also enter into certain commodity contracts that do not qualify for hedge accounting treatment. Accordingly, these derivative instruments are adjusted to current market value at the end of each period through earnings.

Disclosure of accounting policy for derivatives used in hedging relationships, which may include how gains or losses are recognized and presented in the financial statements, and amortization policies for deferred amounts.

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- Definition

Disclosure of accounting policy for derivatives that either were not designated as hedging instruments or do not qualify for hedge accounting.

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