Financial Instruments, Risk Management Activities, and Fair Values (Narrative) (Details) (USD $) In Millions, unless otherwise specified	3 Months Ended	9 Months Ended			9 Months Ended	3 Months Ended		9 Months Ended				9 Months Ended	3 Months Ended	9 Months Ended			3 Months Ended			9 Months Ended
	Feb. 24, 2013	Feb. 24, 2013	Feb. 24, 2013 Interest Rate Swap Pay Floating [Member]	May 27, 2012 Interest Rate Swap Pay Floating [Member]	Feb. 24, 2013 Interest Rate Swap Pay Fixed [Member]	Feb. 24, 2013 Interest Rate Swap Pay Fixed [Member] Maximum [Member]	Feb. 24, 2013 Equity Swaps Pay Floating [Member]	Feb. 24, 2013 One Billion Fiscal 2007 [Member]	May 29, 2011 Five Hundred Million Fiscal 2011 [Member] Interest Rate Swap Forward Starting Pay Fixed [Member]	May 29, 2011 Three Hundred Million Fiscal 2011 [Member]	Aug. 28, 2011 Three Hundred Million Fiscal 2012 [Member] Interest Rate Swap Forward Starting Pay Fixed [Member]	Feb. 24, 2013 Five Hundred Million Fiscal 2010 Notes [Member]	Nov. 27, 2011 Five Hundred Million Three Hundred Million Two Hundred Million Forward Starting Swaps [Member] Interest Rate Swap Forward Starting Pay Fixed [Member]	Feb. 24, 2013 Five Hundred Million Three Hundred Million Two Hundred Million Forward Starting Swaps [Member] Interest Rate Swap Forward Starting Pay Fixed [Member]	Feb. 24, 2013 One Billion 2012 Note [Member]	Nov. 27, 2011 Two Hundred Million Fiscal 2012 [Member] Interest Rate Swap Forward Starting Pay Fixed [Member]	Feb. 24, 2013 Two Hundred Million Fiscal 2013 [Member] Treasury Lock [Member]	Nov. 25, 2012 Two Hundred Million Fiscal 2013 [Member] Treasury Lock [Member]	Feb. 24, 2013 Zero Eight Seven Five Percent Notes Due January 2016 [Member]	Feb. 24, 2013 Four One Five Percent Notes Due February 2043 [Member]
Financial Instruments Owned At Fair Value [Abstract]
Marketable Securities Pledged as Collateral	$ 2.3	$ 2.3
Long Term Debt Fair Value	8,072.3	8,072.3
Long-term debt	7,375.9	7,375.9
Derivative [Line Items]
Derivative Notional Amount			550.0	834.6					500.0		300.0					200.0		200.0
Derivative Average Fixed Interest Rate									3.90%		2.70%					2.40%		2.82%
Debt Interest Rate										1.55%									0.875%
Cash Settled													100.4				(11.8)
Unrealized Gain Loss On Interest Rate Cash Flow Hedges Pretax Accumulated Other Comprehensive Income								(8.8)				(15.3)		(87.2)			11.8
Debt Instrument Face Amount								1,000.0		300.0		500.0			1,000.0				250.0	500.0
Debt Instrument Term								10 years				30 years			10 years					30 years
Interest Rate Cash Flow Hedge Ineffectiveness Is Immaterial	less than $1 million	less than $1 million
Interest Rate Fair Value Hedge Ineffectiveness					1.2	1.0
Notional Amount Of Equity Swaps							53.8
Commodity Price Risk [Abstract]
Notional Amount Of Commodity Derivatives	188.5	188.5
Notional Amount Of Price Risk Derivatives Agricultural	91.7	91.7
Notional Amount Of Energy Commodity Derivatives	96.8	96.8
Derivative Contracts Inputs Average Period Of Utilization	18 months	18 months
Foreign Exchange Risk [Abstract]
Maximum Length Of Time Hedged In Foreign Currency Cash Flow Hedge		18 months
Notional Amount Of Foreign Currency Derivatives	939.6	939.6
Foreign Currency Cash Flow Hedge Ineffectiveness Is Immaterial	was less than $1 million	was less than $1 million
Deferred Net Foreign Currency Transaction Gains (Losses) in AOCI	(95.7)	(95.7)
Amounts recorded in Accumulated Other Comprehensive Loss [Abstract]
Unrealized Gains (Losses) From Interest Rate Cash Flow Hedges Recorded In AOCI After Tax	(61.8)	(61.8)
Unrealized Gains (Losses) From Foreign Currency Cash Flow Hedges Recorded in AOCI After Tax	14.6	14.6
Net Pre-tax Gains And Losses in AOCI Expected To Be Reclassified Into Net Earnings Within The Next 12 Months	4.6	4.6
Credit Risk Related Contingent Features [Abstract]
Derivative Net Liability Position Aggregate Fair Value	8.7	8.7
Additional Collateral Aggregate Fair Value	8.7	8.7
Credit Risk [Abstract]
Concentration Risk Credit Risk Financial Instrument Maximum Exposure		27.2
Accounts Payable Utilizing Third Party Provider	$ 120.2	$ 120.2