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DERIVATIVE FINANCIAL INSTRUMENTS (Details) lb in Millions, $ in Millions	6 Months Ended	12 Months Ended
	Jul. 02, 2016 USD ($) lb	Dec. 31, 2015 USD ($) lb
Derivative Financial Instruments
Unrealized loss, net of tax, recorded accumulated other comprehensive income	$ (242.2)	$ (283.3)
Interest Rate Swaps | Net Unrealized Gains (Losses) on Qualifying Cash Flow Hedges
Derivative Financial Instruments
Unrealized loss, net of tax, recorded accumulated other comprehensive income	1.5
Interest Rate Swaps | Derivative contracts designated as hedging instruments
Derivative Financial Instruments
Aggregate notional amount	170.8
Derivative Liability	$ 2.5
Interest Rate Swaps | Derivative contracts designated as hedging instruments | Term loan
Derivative Financial Instruments
Percentage of borrowings converted from variable rate term loan to fixed rates under interest rate swap agreements	50.00%
Fixed rate percentage plus applicable margin	1.2895%
FX Forward Contracts
Derivative Financial Instruments
Aggregate notional amount	$ 60.8	139.8
Unrealized losses, net of tax, recorded in AOCI	0.0	0.6
Gross assets	0.0	0.1
Gross liabilities	0.8	1.5
FX embedded derivatives
Derivative Financial Instruments
Derivative contracts maturities within one year	15.7
Derivative contracts maturities within two years	6.8
FX embedded derivatives | Derivative contracts not designated as hedging instruments
Derivative Financial Instruments
Aggregate notional amount	22.5	120.8
Commodity Contracts
Derivative Financial Instruments
Unrealized losses, net of tax, recorded in AOCI	0.1	1.2
Fair value of derivative contract - liability	$ 0.1	$ 1.7
Commodity Contracts | Derivative contracts designated as hedging instruments
Derivative Financial Instruments
Notional amount of commodity contracts (in pounds of copper) | lb	2.4	4.2

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- Definition

Aggregate notional amount specified by the derivative(s). Expressed as an absolute value.

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-Publisher SEC
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Accumulated change, net of tax, in accumulated gains and losses from derivative instruments designated and qualifying as the effective portion of cash flow hedges. Includes an entity's share of an equity investee's Increase or Decrease in deferred hedging gains or losses.

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Accumulated change in equity from transactions and other events and circumstances from non-owner sources, net of tax effect, at period end. Excludes Net Income (Loss), and accumulated changes in equity from transactions resulting from investments by owners and distributions to owners. Includes foreign currency translation items, certain pension adjustments, unrealized gains and losses on certain investments in debt and equity securities, other than temporary impairment (OTTI) losses related to factors other than credit losses on available-for-sale and held-to-maturity debt securities that an entity does not intend to sell and it is not more likely than not that the entity will be required to sell before recovery of the amortized cost basis, as well as changes in the fair value of derivatives related to the effective portion of a designated cash flow hedge.

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Fair value, before effects of master netting arrangements, of a financial liability or contract with one or more underlyings, notional amount or payment provision or both, and the contract can be net settled by means outside the contract or delivery of an asset. Includes liabilities elected not to be offset. Excludes liabilities not subject to a master netting arrangement.

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Fixed interest rate related to the interest rate derivative.

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Nominal mass used to calculate payments on a derivative instrument.

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