DERIVATIVE FINANCIAL INSTRUMENTS (Narrative) (Details) (USD $) In Millions, unless otherwise specified	3 Months Ended				3 Months Ended						3 Months Ended	12 Months Ended
	Aug. 25, 2013	May 26, 2013	Nov. 25, 2012	May 27, 2012	Feb. 24, 2013 Cash Flow Hedging	Aug. 25, 2013 Cash Flow Hedging	Aug. 25, 2013 Open commodity purchase contracts	May 26, 2013 Open commodity purchase contracts	Aug. 25, 2013 Open commodity sales contracts	May 26, 2013 Open commodity sales contracts	Aug. 26, 2012 Interest Rate Swap Fair Value Hedging	May 29, 2011 Interest Rate Swap Fair Value Hedging	Aug. 25, 2013 Interest Rate Swap Fair Value Hedging	Aug. 25, 2013 Forward and cross currency swap contracts	May 26, 2013 Forward and cross currency swap contracts
Derivative Financial Instruments [Line Items]
Derivative asset prior to offsetting to total derivative	$ 15.6	$ 12.5
Derivative liability prior to offsetting to total derivative	31.4	22.7
Hedge for Anticipated Consumption of Commodity Inputs, Period	36 months
Unrealized loss associated with derivatives deferred in accumulated other comprehensive loss						32.1
Other Comprehensive Income (Loss), Unrealized Gain (Loss) on Derivatives Arising During Period, Net of Tax					2.2
Interest expense, net											0.1
Proceeds from settlement of interest rate swap												31.5
Unamortized amount of debt instruments being hedged						2.2							6.2
Amounts representing a right to reclaim cash collateral included in prepaid expenses and other current assets			15.8	10.2
Notional value of open commodity contracts						500.0	1,800.0	1,800.0	1,700.0	1,500.0				373.1	359.0
Maximum amount of loss due to the credit risk of the counterparties	$ 67.1