Derivative Financial Instruments (Details Textuals) (USD $) In Millions	12 Months Ended
May 29, 2011	May 30, 2010
Derivative Financial Instruments (Textuals) [Abstract]
Hedge period for the anticipated consumption of commodity inputs	Up to 36 Months
Net notional amount of interest rate derivatives	$ 250.0	$ 842.7
Net gain recognized on interest rate swap contracts	23.0	8.5
Net loss recognized on senior long-term debt	29.7	5.1
Proceeds from settlement of interest rate swaps	31.5
Cumulative adjustment to fair value of debt instruments being hedged	34.8
Amounts representing a right to reclaim cash collateral included in prepaid expenses and other current assets	7.8	8.6
Maximum amount of loss due to the credit risk of the counterparties	55.2
Unamortized amount of debt instruments being hedged	27.6
Foreign Currency Options Collar Contracts [Member]
Derivatives Fair Value [Abstract]
Notional Amount of Foreign Currency Derivatives	86.4	97.2
Forward And Cross Currency Swaps Contracts [Member]
Derivatives Fair Value [Abstract]
Notional Amount of Foreign Currency Derivatives	292.7	240.0
Open Commodity Sales Contracts [Member]
Derivatives Fair Value [Abstract]
Notional value of open commodity contracts	1,200.0	577.1
Open Commodity Purchase Contracts [Member]
Derivatives Fair Value [Abstract]
Notional value of open commodity contracts	1,000.0	563.7
Cash Flow Hedging [Member]
Derivatives Fair Value [Abstract]
Unrealized loss associated with derivative deferred in accumulated other comprehensive loss	$ 11.8

Amounts representing a right to reclaim cash collateral.

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Derivative Financial Instruments Textuals Abstract.

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Derivatives Fair Value [Abstract].

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Hedge period for the anticipated consumption of commodity inputs.

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Proceeds from settlement of interest rate swaps.

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Unrealized loss associated with derivative deferred in accumulated other comprehensive loss.

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Monetary amount specified by the derivative(s). Expressed as an absolute value.

+ References

Reference 1: http://www.xbrl.org/2003/role/presentationRef
-Publisher SEC
-Name Regulation S-X (SX)
-Number 210
-Article 12

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The amount recognized in earnings related to the change in fair value during the period of derivative or nonderivative instruments designated as fair value hedging instruments.

+ References

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The amount recognized in earnings related to the change in fair value during the period of the hedged item in a fair value hedge.

+ References

Reference 1: http://www.xbrl.org/2003/role/presentationRef
-Publisher FASB
-Name Statement of Financial Accounting Standard (FAS)
-Number 133
-Paragraph 45
-Subparagraph a(1)
-LegacyDoc This reference is SUPERSEDED by the Accounting Standards Codification effective for interim and annual periods ending after September 15, 2009. This reference is included to help users transition from the previous accounting hierarchy and will be removed from future versions of this taxonomy.

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Amount of the hedged item as of the balance sheet date related to the derivative. For example, the hedged balance on a debt instrument.

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The effective portion of net gain (loss) reclassified from accumulated other comprehensive income into income on derivative instruments designated and qualifying as hedging instruments.

+ References

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- Definition

Maximum amount the entity would be obligated to pay on the credit risk derivatives upon occurrence of a credit event.

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Reference 1: http://www.xbrl.org/2003/role/presentationRef
-Publisher FASB
-Name Statement of Financial Accounting Standard (FAS)
-Number 133
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Aggregate notional amount of foreign currency exchange rate derivatives. Notional amount refers to the number of currency units specified in the foreign currency derivative contract.

+ References

Reference 1: http://www.xbrl.org/2003/role/presentationRef
-Publisher FASB
-Name Accounting Standards Codification
-Glossary Notional Amount
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Aggregate notional amount of interest rate derivatives, which relates to the currency amount specified in the interest rate derivative instruments.

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