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DERIVATIVE FINANCIAL INSTRUMENTS (Narrative) (Details) (USD $)
In Millions, unless otherwise specified
6 Months Ended 12 Months Ended 3 Months Ended 3 Months Ended
Nov. 24, 2013
May 26, 2013
Nov. 24, 2013
Cash Flow Hedging
Nov. 24, 2013
Open commodity purchase contracts
May 26, 2013
Open commodity purchase contracts
Nov. 24, 2013
Open commodity sales contracts
May 26, 2013
Open commodity sales contracts
May 29, 2011
Interest Rate Swap
Fair Value Hedging
Nov. 24, 2013
Interest Rate Swap
Fair Value Hedging
Nov. 24, 2013
Forward and cross currency swap contracts
May 26, 2013
Forward and cross currency swap contracts
Feb. 24, 2013
2043 Maturity
Cash Flow Hedging
Nov. 24, 2013
2043 Maturity
Cash Flow Hedging
Feb. 24, 2013
2023 Maturity
Cash Flow Hedging
Nov. 24, 2013
2023 Maturity
Cash Flow Hedging
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 20.2 22.7                          
Hedge for Anticipated Consumption of Commodity Inputs, Period 36 months                            
Unrealized loss associated with derivatives deferred in accumulated other comprehensive loss     41.8                        
Other Comprehensive Income (Loss), Unrealized Gain (Loss) on Derivatives Arising During Period, Net of Tax                       4.2   2.0  
Proceeds from settlement of interest rate swap               31.5              
Unamortized amount of debt instruments being hedged                 3.8       4.2   1.9
Amounts representing a right to reclaim cash collateral included in prepaid expenses and other current assets 4.6 10.2                          
Notional value of open commodity contracts     500.0 1,800.0 1,800.0 2,000.0 1,500.0     348.6 359.0        
Maximum amount of loss due to the credit risk of the counterparties $ 51.9