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Derivative Financial Instruments (Details Textual) (USD $)
In Millions
3 Months Ended
Aug. 28, 2011
May 29, 2011
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 $ 500.0  
Net gain recognized on interest rate swap contracts 21.9  
Net loss recognized on senior long-term debt 19.3  
Proceeds from settlement of interest rate swaps 31.5  
Cumulative adjustment to fair value of debt instruments being hedged 34.8  
Obligation to return cash collateral 20.9  
Amounts representing a right to reclaim cash collateral included in prepaid expenses and other current assets   7.8
Unamortized amount of debt instruments being hedged 24.5  
Maximum amount of loss due to the credit risk of the counterparties 59.8  
Foreign Currency Options Collar Contracts [Member]
   
Derivatives Fair Value [Abstract]    
Notional Amount of Foreign Currency Derivatives 52.2 86.4
Forward And Cross Currency Swaps Contracts [Member]
   
Derivatives Fair Value [Abstract]    
Notional Amount of Foreign Currency Derivatives 328.8 292.7
Open Commodity Sales Contracts [Member]
   
Derivatives Fair Value [Abstract]    
Notional value of open commodity contracts 973.6 1,200.0
Open Commodity Purchase Contracts [Member]
   
Derivatives Fair Value [Abstract]    
Notional value of open commodity contracts 981.4 1,000.0
Cash Flow Hedging [Member]
   
Derivatives Fair Value [Abstract]    
Unrealized loss associated with derivative deferred in accumulated other comprehensive loss $ 62.5