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DERIVATIVE FINANCIAL INSTRUMENTS - Additional Information (Detail) (USD $)
In Millions, unless otherwise specified
12 Months Ended 12 Months Ended 12 Months Ended 12 Months Ended 12 Months Ended 1 Months Ended 1 Months Ended 12 Months Ended
Dec. 29, 2012
Dec. 31, 2011
Jan. 01, 2011
Dec. 29, 2012
Notes payable due 2040
Dec. 31, 2011
Notes payable due 2040
Aug. 31, 2010
Notes payable due 2040
Dec. 29, 2012
Notes payable due 2014
Aug. 31, 2012
Notes payable due 2014
Dec. 31, 2011
Notes payable due 2014
Dec. 29, 2012
Notes payable due 2016
Dec. 31, 2011
Notes payable due 2016
Dec. 29, 2012
Notes payable due 2012
Dec. 31, 2011
Notes payable due 2012
Dec. 29, 2012
Notes payable due 2013
Aug. 31, 2012
Notes payable due 2013
Dec. 31, 2011
Notes payable due 2013
Dec. 29, 2012
Not Designated as Hedging Instrument
Forward Contracts
Dec. 31, 2011
Not Designated as Hedging Instrument
Forward Contracts
Dec. 29, 2012
Not Designated as Hedging Instrument
Currency Swaps
Dec. 31, 2011
Not Designated as Hedging Instrument
Currency Swaps
Dec. 29, 2012
Cash Flow Hedges
Dec. 31, 2011
Cash Flow Hedges
Jan. 01, 2011
Cash Flow Hedges
Dec. 29, 2012
Cash Flow Hedges
Foreign Exchange Contracts
Cost of Sales
Dec. 31, 2011
Cash Flow Hedges
Foreign Exchange Contracts
Cost of Sales
Dec. 31, 2011
Cash Flow Hedges
Interest Rate Swap
May 31, 2010
Cash Flow Hedges
Interest Rate Swap
Dec. 31, 2009
Cash Flow Hedges
Interest Rate Swap
Dec. 29, 2012
Cash Flow Hedges
Interest Rate Contracts
Jan. 01, 2011
Cash Flow Hedges
Interest Rate Contracts
May 31, 2010
Cash Flow Hedges
Interest Rate Contracts
Dec. 31, 2009
Cash Flow Hedges
Interest Rate Contracts
Dec. 29, 2012
Cash Flow Hedges
Foreign Exchange Forward
Dec. 31, 2011
Cash Flow Hedges
Foreign Exchange Forward
Dec. 29, 2012
Cash Flow Hedges
Foreign Exchange Option
Dec. 31, 2011
Cash Flow Hedges
Foreign Exchange Option
Dec. 29, 2012
Fair Value Hedges
Dec. 31, 2011
Fair Value Hedges
Dec. 31, 2011
Fair Value Hedges
Interest Rate Swap
Notes payable due 2021
Dec. 29, 2012
Fair Value Hedges
Interest Rate Risk
Jan. 31, 2012
Fair Value Hedges
Interest Rate Risk
Notes payable due 2021
Nov. 30, 2012
Fair Value Hedges
Interest Rate Risk
Notes payable due 2021
Oct. 31, 2012
Fair Value Hedges
Interest Rate Risk
Notes payable due 2021
Dec. 31, 2011
Fair Value Hedges
Interest Rate Risk
Notes payable due 2021
Oct. 31, 2012
Fair Value Hedges
Interest Rate Risk
Notes payable due 2040
Jan. 31, 2012
Fair Value Hedges
Interest Rate Risk
Notes payable due 2028
Jul. 31, 2012
Fair Value Hedges
Interest Rate Risk
Notes payable due 2014
Jan. 31, 2012
Fair Value Hedges
Interest Rate Risk
Notes payable due 2014
Dec. 31, 2010
Fair Value Hedges
Interest Rate Risk
Notes payable due 2014
Jan. 31, 2012
Fair Value Hedges
Interest Rate Risk
Notes payable due 2016
Dec. 31, 2010
Fair Value Hedges
Interest Rate Risk
Notes payable due 2016
Jan. 31, 2012
Fair Value Hedges
Interest Rate Risk
Notes payable due 2012
Jan. 31, 2009
Fair Value Hedges
Interest Rate Risk
Notes payable due 2012
Jul. 31, 2012
Fair Value Hedges
Interest Rate Risk
Notes payable due 2013
Jan. 31, 2012
Fair Value Hedges
Interest Rate Risk
Notes payable due 2013
Jan. 31, 2009
Fair Value Hedges
Interest Rate Risk
Notes payable due 2013
Dec. 29, 2012
Net Investment Hedging
Foreign Exchange Contracts
Dec. 31, 2011
Net Investment Hedging
Foreign Exchange Contracts
Dec. 29, 2012
Net Investment Hedging
Foreign Exchange Contracts
Currency, British Pound Sterling
Dec. 31, 2011
Net Investment Hedging
Foreign Exchange Contracts
Currency, British Pound Sterling
Derivative Instruments, Gain (Loss) [Line Items]                                                                                                                        
Significant cash flows related to derivatives, net cash paid $ 79.8 $ 58.9                                                                                                                    
After-tax gain (loss) for cash flow hedge effectiveness in accumulated other comprehensive loss (93.5) (75.9) (50.2)                                   (93.5) (75.9)                                                                            
Cash flow gain (loss) hedge loss expected to be reclassified to earnings as hedged transactions occur or as amounts are amortized within the next 12 months                                         (15.1)                                                                              
Hedged item impact on Consolidated Statement of Operations                                               (1.9) 21.1                                                                      
Gain (Loss) reclassified from OCI to income (Effective Portion)                                         (2.9) (15.9) (2.9) 1.9 (21.1)                                                                      
Notional amount of forward starting interest rate swaps                                                   400.0 400.0 400.0                 950.0 1,250.0 400.0   400.0 400.0 400.0 400.0 400.0 150.0 300.0 300.0 300.0 300.0 300.0 200.0 200.0 250.0 250.0 250.0        
Fixed interest payment period                                                               10 years                                                        
Interest rate swaps, applicable fixed interest rate                                                             3.95% 4.78%                                                        
Terminations of forward starting interest rate swap                                                         (102.6) (48.4)                     58.2                                      
Long-term debt, face amount 320.0         400.0   300.0             250.0                                                                                          
Foreign exchange contracts notional values                                                                 154.0 196.8                                                 940.6 925.4
De-designated forward currency contracts, maturity year                                                                 2013                                                      
Notional amount of forward currency contracts outstanding, de-designated                                                                   19.8                                                    
Notional amount of contracts outstanding                                 4,300.0 3,900.0 105.6 100.8                             173.0 0                                                
Long-term debt, interest rate     4.25% 5.20% 5.20% 5.20% 4.75% 4.75% 4.75% 5.75% 5.75% 4.90% 4.90% 6.15% 6.15% 6.15%                                                 3.40%   3.40%   5.20% 7.05% 4.75% 4.75% 4.75% 5.75% 5.75% 4.90% 4.90% 6.15% 6.15% 6.15%        
Description of variable rate basis                                                                               LIBOR                                        
Gain from termination of derivative to be amortized over remaining life of debt instrument                                                                                 44.7                                      
Gain recognized in income                                                                                             11.1                          
Net swap accruals and amortization of gains on terminated swaps                                                                         35.1 19.3                                            
Interest expense on underlying debt                                                                         31.4 56.0                                            
Gain (loss) included in accumulated other comprehensive income (loss)                                                                                                                 (63.3) (32.7)    
Matured foreign exchange contracts, net cash payment                                                                                                                 $ (5.8) $ 36.0