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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