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DERIVATIVES AND RISK MANAGEMENT (Details) | 3 Months Ended | 9 Months Ended | 3 Months Ended |  | 9 Months Ended
--- | --- | --- | --- | --- | ---
Sep. 28, 2013 USD ($) | Sep. 29, 2012 USD ($) | Sep. 28, 2013 USD ($) | Sep. 29, 2012 USD ($) | Sep. 28, 2013 Forward Contracts Amount Reclassified from AOCI USD ($) | Sep. 29, 2012 Forward Contracts Amount Reclassified from AOCI USD ($) | Sep. 28, 2013 Foreign exchange forward contracts Designated as cash flow hedges Euro USD ($) | Sep. 28, 2013 Foreign exchange forward contracts Designated as cash flow hedges Euro EUR (€) | Sep. 28, 2013 Foreign exchange forward contracts Designated as cash flow hedges British Pound USD ($) | Sep. 28, 2013 Foreign exchange forward contracts Designated as cash flow hedges British Pound GBP (£) | Sep. 28, 2013 Foreign exchange forward contracts Designated as cash flow hedges Canadian Dollar USD ($) | Sep. 28, 2013 Foreign exchange forward contracts Designated as cash flow hedges Canadian Dollar CAD | Sep. 28, 2013 Foreign exchange forward contracts Designated as cash flow hedges Japanese Yen USD ($) | Sep. 28, 2013 Foreign exchange forward contracts Designated as cash flow hedges Japanese Yen JPY (¥) | Sep. 28, 2013 Foreign exchange forward contracts Designated as cash flow hedges Mexican Peso USD ($) | Sep. 28, 2013 Foreign exchange forward contracts Designated as cash flow hedges Mexican Peso MXN | Sep. 28, 2013 Foreign exchange forward contracts Designated as cash flow hedges Australian Dollar USD ($) | Sep. 28, 2013 Foreign exchange forward contracts Designated as cash flow hedges Australian Dollar AUD | Sep. 28, 2013 Interest Rate Swap Designated as cash flow hedges | Sep. 28, 2013 Interest Rate Swap Term loan Designated as cash flow hedges USD ($)
DERIVATIVES AND RISK MANAGEMENT |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Maximum period of future intercompany purchases |  |  | 18 months |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Forecasted purchases to manage fluctuations (as a percent) | 65.00% |  | 65.00% |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Hedges resulted ineffectiveness | $ 0 | $ 0 | $ 0 | $ 0 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Derivatives |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Term of interest rate swap agreement |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 5 years |
Hedged amount |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 250,000,000
Description of base rate |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 1-month LIBOR
Fixed interest rate swap (as a percentage) |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 1.288% |
Gains or losses reclassified into earnings | 89,734,000 | 76,791,000 | 229,633,000 | 192,269,000 | 0 | 0 |  |  |  |  |  |  |  |  |  |  |  |  |  |
Notional amount | $ 250,000,000 |  | $ 250,000,000 |  |  |  | $ 231,600,000 | € 175,800,000 | $ 33,700,000 | £ 21,700,000 | $ 30,100,000 | 31,000,000 | $ 25,600,000 | ¥ 2,342,000,000 | $ 12,800,000 | 166,000,000 | $ 11,400,000 | 12,100,000 |  |

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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 -Sentence Column B + Details
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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. + Details
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