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Derivative Financial Instruments (Details Textual) (USD $)
In Millions, unless otherwise specified
3 Months Ended 9 Months Ended
Feb. 26, 2012
Feb. 26, 2012
Feb. 27, 2011
May 29, 2011
Derivative Financial Instruments (Textual) [Abstract]        
Hedge period for the anticipated consumption of commodity inputs   Up to 36 Months    
Net notional amount of interest rate derivatives $ 500.0 $ 500.0    
Net gain recognized on interest rate swap contracts     23.0  
Net loss recognized on senior long-term debt     29.7  
Proceeds from settlement of interest rate swaps 31.5      
Unamortized amount of debt instruments being hedged 19.9 19.9    
Obligation to return cash collateral 9.1 9.1    
Amounts representing a right to reclaim cash collateral included in prepaid expenses and other current assets       7.8
Maximum amount of loss due to the credit risk of the counterparties 62.7 62.7    
Forward and cross currency swaps contracts [Member]
       
Derivatives Fair Value [Abstract]        
Net notional value of foreign currency derivatives 390.8 390.8   292.7
Open commodity sales contracts [Member]
       
Derivatives Fair Value [Abstract]        
Notional value of open commodity contracts 916.0 916.0   1,200.0
Open commodity purchase contracts [Member]
       
Derivatives Fair Value [Abstract]        
Notional value of open commodity contracts 1,000.0 1,000.0   1,000.0
Cash Flow Hedging [Member]
       
Derivatives Fair Value [Abstract]        
Unrealized loss associated with derivative deferred in accumulated other comprehensive loss $ 121.3 $ 121.3