Financial Instruments (Tables)

3 Months Ended

12 Months Ended

Mar. 28, 2014

Dec. 31, 2013

Derivative Instruments and Hedges, Assets [Abstract]

Notional Amounts And Fair Values Of Derivatives Designated As Cash Flow Hedges And Derivatives Not Designated As Cash Flow Hedges

The notional amounts and fair values of derivatives not designated as cash flow hedges at March 28, 2014 and December 31, 2013 are shown below (in millions).


	March 28, 2014						December 31, 2013
	Notional Amount		Fair Value				Notional Amount		Fair Value
	Notional Amount		Asset⁽¹⁾		Liability⁽²⁾		Notional Amount		Asset⁽¹⁾		Liability⁽²⁾
Derivatives not designated as cash flow hedges:
Commodity futures	$	122.4	$	0.8	$	12.0	$	173.7	$	1.2	$	7.6
Foreign currency exchange		235.4		2.2		4.4		223.2		6.0		1.7

			$	3.0	$	16.4			$	7.2	$	9.3

(1)	Balance recorded in “Prepaid expenses and other” and “Other non-current assets”

(2)	Balance recorded in “Accrued liabilities” and “Other liabilities”

The notional amounts and fair values of derivatives designated as cash flow hedges and derivatives not designated as cash flow hedges at December 31, 2013 and December 31, 2012 are shown below (in millions).


	December 31, 2013						December 31, 2012
	Notional		Fair Value				Notional		Fair Value
(in millions)	Amount		Asset ⁽¹⁾		Liability ⁽²⁾		Amount		Asset ⁽¹⁾		Liability ⁽²⁾
Derivatives designated as cash flow hedges:
Interest rate swaps	$	—	$	—	$	—	$	15.3	$	—	$	0.2
Commodity futures		—		—		—		22.8		0.2		1.1
Foreign currency exchange		—		—		—		60.7		0.4		0.6

			$	—	$	—			$	0.6	$	1.9


(in millions)
Derivatives not designated as cash flow hedges:
Commodity futures	$	173.7	$	1.2	$	7.6	$	206.0	$	3.3	$	4.9
Foreign currency exchange		223.2	$	6.0		1.7		253.7		3.2		3.3

			$	7.2	$	9.3			$	6.5	$	8.2

(1)	Balance recorded in “Prepaid expenses and other” and “Other non-current assets”

(2)	Balance recorded in “Accrued liabilities” and “Other liabilities”

Gain and Loss on the Derivative Representing Either Hedge Ineffectiveness or Hedge Components Excluded From the Assessment of Effectiveness


	Three Fiscal Months Ended March 29, 2013
(in millions)	Amount of Comprehensive Income (Loss) Recognized in Accumulated OCI on Derivatives (Effective Portion)			Amount of Gain (Loss) Reclassified from Accumulated OCI into Income			Amount of Gain (Loss) Recognized in Income on the Ineffective Portion ⁽¹⁾		Location
Derivatives designated as cash flow hedges:
Interest rate swaps	$	0.1		$	—		$	—	Interest expense
Commodity futures		(1.3	)		(0.3	)		—	Cost of sales
Foreign currency exchange		—			—			—	Other income (expense)

	$	(1.2	)	$	(0.3	)	$	—

(1)	The ineffective portion and the amount excluded from effectiveness testing for all derivatives designated as cash flow hedges is recognized in other income and expense.

Gain and loss on the derivative representing either hedge ineffectiveness or hedge components excluded from the assessment of effectiveness are recognized in current earnings.


	Year ended December 31, 2013
(in millions)	Effective portion recognized in Accumulated OCI Gain / (Loss)			Reclassified from Accumulated OCI Gain / (Loss)			Ineffective portion and amount excluded from effectiveness testing Gain / (Loss)¹		Location
Derivatives designated as cash flow hedges:
Interest rate swaps	$	0.1		$	(0.1	)	$	—	Interest Expense
Commodity futures		(1.3	)		(1.9	)		—	Cost of Sales

Total	$	(1.2	)	$	(2.0	)	$	—



	Year ended December 31, 2012
(in millions)	Effective portion recognized in Accumulated OCI Gain / (Loss)			Reclassified from Accumulated OCI Gain / (Loss)			Ineffective portion and amount excluded from effectiveness testing Gain / (Loss) ⁽¹⁾			Location
Derivatives designated as cash flow hedges:
Interest rate swaps	$	0.3		$	—		$	—		Interest Expense
Commodity futures		4.8			(3.3	)		(0.3	)	Cost of Sales
Foreign currency exchange		(0.2	)		(1.1	)		—		Other income / (expense)

Total	$	4.9		$	(4.4	)	$	(0.3	)

(1)	The ineffective portion and the amount excluded from effectiveness testing for all derivatives designated as cash flow hedges is recognized in other income and expense.