XML 55 R35.htm IDEA: XBRL DOCUMENT v2.4.0.8
DERIVATIVE FINANCIAL INSTRUMENTS Narrative (Details) (USD $)
In Millions, unless otherwise specified
 3 Months Ended 2 Months Ended 3 Months Ended 5 Months Ended 6 Months Ended
Oct. 27, 2013
Oct. 27, 2013
Scenario, Forecast
Commodity Contract
Sep. 26, 2013
Predecessor
Oct. 28, 2012
Predecessor
Sep. 26, 2013
Predecessor
Oct. 28, 2012
Predecessor
Derivative [Line Items]            
Derivative, Collateral, Right to Reclaim Cash $ 26.0          
Credit Exposure on Non-Exchange Traded Derivative Contracts, Excluding the Effects of Netting Arrangements 2.0          
Accumulated Other Comprehensive Income (Loss), Cumulative Changes in Net Gain (Loss) from Cash Flow Hedges, Effect Net of Tax (4.4)          
Tax On Deferred Gains (Losses) in Accumulated Other Comprehensive Income (Loss) (2.9)          
Cash Flow Hedge Gain (Loss) to be Reclassified within Twelve Months   1.6        
Cash Flow Hedge Gain (Loss) to be Reclassified within Twelve Months, Net of Tax   1.0        
Gains (Losses) Recognized on Closed Commodity Derivative Contracts As the Underlying Cash Transactions Affected Earnings     2.0 1.1 4.1 4.5
Gains (Losses) on Derivative Contracts Representing the Differences Between Spot and Futures Prices Which are Excluded from the Assessment of Effectiveness and Recorded Directly Into Earnings       $ (1.2)   $ (7.5)