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DERIVATIVES AND RISK MANAGEMENT (Details)
In Thousands, unless otherwise specified
9 Months Ended
Sep. 29, 2012
Sep. 29, 2012
Foreign exchange forward contracts
Designated as cash flow hedges
Euro
USD ($)
Sep. 29, 2012
Foreign exchange forward contracts
Designated as cash flow hedges
Euro
EUR (€)
Sep. 29, 2012
Foreign exchange forward contracts
Designated as cash flow hedges
British Pound
USD ($)
Sep. 29, 2012
Foreign exchange forward contracts
Designated as cash flow hedges
British Pound
GBP (£)
Sep. 29, 2012
Foreign exchange forward contracts
Designated as cash flow hedges
Japanese Yen
USD ($)
Sep. 29, 2012
Foreign exchange forward contracts
Designated as cash flow hedges
Japanese Yen
JPY (¥)
Sep. 29, 2012
Foreign exchange forward contracts
Designated as cash flow hedges
Mexican Peso
USD ($)
Sep. 29, 2012
Foreign exchange forward contracts
Designated as cash flow hedges
Mexican Peso
MXN
Sep. 29, 2012
Foreign exchange forward contracts
Designated as cash flow hedges
Australian Dollar
USD ($)
Sep. 29, 2012
Foreign exchange forward contracts
Designated as cash flow hedges
Australian Dollar
AUD
Sep. 29, 2012
Foreign exchange forward contracts
Designated as cash flow hedges
Canadian Dollar
USD ($)
Sep. 29, 2012
Foreign exchange forward contracts
Designated as cash flow hedges
Canadian Dollar
CAD
Sep. 29, 2012
Foreign exchange forward contracts
Not designated as hedges
Euro
USD ($)
Sep. 29, 2012
Foreign exchange forward contracts
Not designated as hedges
Euro
EUR (€)
DERIVATIVES AND RISK MANAGEMENT                              
Maximum period of future intercompany purchases 18 months                            
Forecasted purchases to manage fluctuations (as a percent) 65.00%                            
Derivatives                              
Notional amount   $ 203,933 € 156,025 $ 27,658 £ 17,510 $ 25,923 ¥ 2,056,700 $ 9,850 133,680 $ 10,847 10,680 $ 22,107 22,310 $ 39,338 € 30,000