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Derivatives and Risk Management (Details)
3 Months Ended 12 Months Ended 12 Months Ended
Dec. 28, 2013
USD ($)
Sep. 28, 2013
USD ($)
Jun. 29, 2013
USD ($)
Mar. 30, 2013
USD ($)
Dec. 29, 2012
USD ($)
Sep. 29, 2012
USD ($)
Jun. 30, 2012
USD ($)
Mar. 31, 2012
USD ($)
Dec. 28, 2013
USD ($)
Dec. 29, 2012
USD ($)
Dec. 31, 2011
USD ($)
Dec. 28, 2013
Forward Contracts
Amount Reclassified from AOCI
USD ($)
Dec. 29, 2012
Forward Contracts
Amount Reclassified from AOCI
USD ($)
Dec. 28, 2013
Foreign exchange forward contracts
Designated as cash flow hedges
Euro
USD ($)
Dec. 28, 2013
Foreign exchange forward contracts
Designated as cash flow hedges
Euro
EUR (€)
Dec. 28, 2013
Foreign exchange forward contracts
Designated as cash flow hedges
British Pound
USD ($)
Dec. 28, 2013
Foreign exchange forward contracts
Designated as cash flow hedges
British Pound
GBP (£)
Dec. 28, 2013
Foreign exchange forward contracts
Designated as cash flow hedges
Canadian Dollar
USD ($)
Dec. 28, 2013
Foreign exchange forward contracts
Designated as cash flow hedges
Canadian Dollar
CAD
Dec. 28, 2013
Foreign exchange forward contracts
Designated as cash flow hedges
Japanese Yen
USD ($)
Dec. 28, 2013
Foreign exchange forward contracts
Designated as cash flow hedges
Japanese Yen
JPY (¥)
Dec. 28, 2013
Foreign exchange forward contracts
Designated as cash flow hedges
Mexican Peso
USD ($)
Dec. 28, 2013
Foreign exchange forward contracts
Designated as cash flow hedges
Mexican Peso
MXN
Dec. 28, 2013
Foreign exchange forward contracts
Designated as cash flow hedges
Australian Dollar
USD ($)
Dec. 28, 2013
Foreign exchange forward contracts
Designated as cash flow hedges
Australian Dollar
AUD
Dec. 28, 2013
Interest rate swap
Designated as cash flow hedges
USD ($)
Dec. 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                                
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 percent)                                                   1.288%  
Notional amount                           209,800,000 157,300,000 32,200,000 20,500,000 27,600,000 28,700,000 22,600,000 2,160,000,000 16,000,000 208,200,000 9,000,000 9,900,000 250,000,000  
Gains or losses reclassified into earnings $ 148,518,000 $ 89,734,000 $ 67,713,000 $ 72,186,000 $ 151,132,000 $ 76,791,000 $ 57,338,000 $ 58,140,000 $ 378,152,000 $ 343,401,000 $ 294,702,000 $ 0 $ 0