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DERIVATIVE FINANCIAL INSTRUMENTS (Details) (USD $) In Thousands, unless otherwise specified			12 Months Ended		0 Months Ended			12 Months Ended
	Dec. 28, 2013 MMBTU	Jun. 25, 2011	Dec. 28, 2013 Natural Gas Price Swap MMBTU	Dec. 29, 2012 Natural Gas Price Swap MMBTU	Jun. 08, 2011 Interest rate contract Cash flow hedging	Dec. 31, 2011 Interest rate contract Cash flow hedging	Jun. 25, 2011 Interest rate contract Cash flow hedging	Dec. 28, 2013 Forward contracts
Derivative Instrument
Annual consolidated natural gas purchase requirements (in MMBtu)	1,113,800
Quantities of natural gas (in MMBtu)			120,000	70,000
Unrealized gain			$ 73	$ 3				$ 475
Aggregate principal amount		150,000
Notional amount of derivative instrument							130,000	28,032
Payment to counterparty to settle the derivative contract					3,568
Loss on interest rate cash flow hedge derivative, recorded in accumulated other comprehensive income						$ 3,568

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- Definition

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

+ References

Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher SEC

-Name Regulation S-X (SX)

-Number 210

-Article 12

-Section 13

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- Definition

Face (par) amount of debt instrument at time of issuance.

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Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 835

-SubTopic 30

-Section 45

-Paragraph 2

-URI http://asc.fasb.org/extlink&oid=6451184&loc=d3e28551-108399



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- Definition

Nominal energy measure used to calculate payments on a derivative instrument.

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- Definition

The aggregate net gain (loss) on price risk derivatives included in earnings in the period.

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-Publisher FASB

-Name Accounting Standards Codification

-Topic 815

-SubTopic 10

-Section 50

-Paragraph 4A

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Change, net of tax, in accumulated gains and losses from derivative instruments designated and qualifying as the effective portion of cash flow hedges, including amortization cost.

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Represents the annual consolidated natural gas purchase requirements.

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Represents the amount paid to counterparty to settle the interest rate derivative contract, designated as cash flow hedge.

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