DERIVATIVE FINANCIAL INSTRUMENTS (Narrative) (Details) (USD $)	9 Months Ended			3 Months Ended	12 Months Ended
	Feb. 24, 2013	Nov. 25, 2012	May 27, 2012	Feb. 24, 2013 Cash Flow Hedging [Member]	May 27, 2011 Fair Value Hedging [Member]	Feb. 24, 2013 Fair Value Hedging [Member]	Nov. 25, 2012 Open commodity purchase contracts [Member]	May 27, 2012 Open commodity purchase contracts [Member]	Nov. 25, 2012 Open commodity sales contracts [Member]	May 27, 2012 Open commodity sales contracts [Member]	Nov. 25, 2012 Forward and cross currency swap contracts [Member]	May 27, 2012 Forward and cross currency swap contracts [Member]
Derivative Financial Instruments [Line Items]
Hedge for Anticipated Consumption of Commodity Inputs, Period	36 months
Unrealized loss associated with derivatives deferred in accumulated other comprehensive loss				$ 109,600,000
Net notional amount of interest rate derivatives				500,000,000
Other Comprehensive Income (Loss), Unrealized Gain (Loss) on Derivatives Arising During Period, Net of Tax				2,200,000
Proceeds from settlement of interest rate swap					31,500,000
Unamortized amount of debt instruments being hedged				2,200,000		10,800,000
Amounts representing a right to reclaim cash collateral included in prepaid expenses and other current assets		7,000,000	13,200,000
Notional value of open commodity contracts							1,800,000,000	1,900,000,000	1,900,000,000	1,300,000,000
Net notional value of foreign currency derivatives											393,900,000	455,700,000
Maximum amount of loss due to the credit risk of the counterparties		$ 67,700,000