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DERIVATIVES AND RISK MANAGEMENT (Details) In Thousands, unless otherwise specified	3 Months Ended
	Mar. 30, 2013 USD ($)	Mar. 31, 2012 USD ($)	Mar. 30, 2013 Foreign exchange forward contracts Designated as cash flow hedges Euro USD ($)	Mar. 30, 2013 Foreign exchange forward contracts Designated as cash flow hedges Euro EUR (€)	Mar. 30, 2013 Foreign exchange forward contracts Designated as cash flow hedges British Pound USD ($)	Mar. 30, 2013 Foreign exchange forward contracts Designated as cash flow hedges British Pound GBP (£)	Mar. 30, 2013 Foreign exchange forward contracts Designated as cash flow hedges Japanese Yen USD ($)	Mar. 30, 2013 Foreign exchange forward contracts Designated as cash flow hedges Japanese Yen JPY (¥)	Mar. 30, 2013 Foreign exchange forward contracts Designated as cash flow hedges Canadian Dollar USD ($)	Mar. 30, 2013 Foreign exchange forward contracts Designated as cash flow hedges Canadian Dollar CAD	Mar. 30, 2013 Foreign exchange forward contracts Designated as cash flow hedges Mexican Peso USD ($)	Mar. 30, 2013 Foreign exchange forward contracts Designated as cash flow hedges Mexican Peso MXN	Mar. 30, 2013 Foreign exchange forward contracts Designated as cash flow hedges Australian Dollar USD ($)	Mar. 30, 2013 Foreign exchange forward contracts Designated as cash flow hedges Australian Dollar AUD
DERIVATIVES AND RISK MANAGEMENT
Maximum period of future intercompany purchases	18 months
Forecasted purchases to manage fluctuations (as a percent)	65.00%
Gains or losses reclassified into earnings	$ 0	$ 0
Hedges resulted ineffectiveness	0	0
Derivatives
Notional amount			$ 225,318	€ 172,450	$ 27,688	£ 17,650	$ 24,924	¥ 2,083,700	$ 22,388	22,680	$ 12,850	167,607	$ 10,607	10,350

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- Definition

Maximum percentage of cash flow hedge coverage as defined by policy.

+ References

No definition available.

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- Definition

The amount of net gains or losses on a cash flow hedge reclassified in the period to earnings from accumulated other comprehensive income.

+ References

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

-Publisher FASB

-Name Accounting Standards Codification

-Topic 815

-SubTopic 10

-Section 50

-Paragraph 4C

-Subparagraph (c)

-URI http://asc.fasb.org/extlink&oid=7476318&loc=SL5624171-113959



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-Publisher FASB

-Name Statement of Financial Accounting Standard (FAS)

-Number 133

-Paragraph 45

-Subparagraph b(1)

-LegacyDoc This reference is SUPERSEDED by the Accounting Standards Codification effective for interim and annual periods ending after September 15, 2009. This reference is included to help users transition from the previous accounting hierarchy and will be removed from future versions of this taxonomy.

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- Definition

High end period remaining until maturity for the derivative contract, in 'PnYnMnDTnHnMnS' format, for example, 'P1Y5M13D' represents the reported fact of one year, five months, and thirteen days.

+ References

No definition available.

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- Definition

The portion of gains and losses (net) on derivative instruments designated and qualifying as hedging instruments representing (a) the amount of the hedge ineffectiveness and (b) the amount, if any, excluded from the assessment of hedge effectiveness.

+ References

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-Publisher FASB

-Name Accounting Standards Codification

-Topic 815

-SubTopic 25

-Section 50

-Paragraph 1

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- Definition

Aggregate notional amount of foreign currency derivatives to purchase a foreign currency. Notional amount refers to the number of currency units specified in the foreign currency derivative contract.

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