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DERIVATIVES AND RISK MANAGEMENT (Details)
3 Months Ended 3 Months Ended
Apr. 05, 2014
USD ($)
Mar. 30, 2013
USD ($)
Apr. 05, 2014
Forward Contracts
Amount Reclassified from AOCI
USD ($)
Mar. 30, 2013
Forward Contracts
Amount Reclassified from AOCI
USD ($)
Apr. 05, 2014
Foreign exchange forward contracts
Net Investment Hedges
EUR (€)
Apr. 05, 2014
Foreign exchange forward contracts
Designated
Euro
USD ($)
Apr. 05, 2014
Foreign exchange forward contracts
Designated
Euro
EUR (€)
Apr. 05, 2014
Foreign exchange forward contracts
Designated
British Pound
USD ($)
Apr. 05, 2014
Foreign exchange forward contracts
Designated
British Pound
GBP (£)
Apr. 05, 2014
Foreign exchange forward contracts
Designated
Canadian Dollar
USD ($)
Apr. 05, 2014
Foreign exchange forward contracts
Designated
Canadian Dollar
CAD
Apr. 05, 2014
Foreign exchange forward contracts
Designated
Japanese Yen
USD ($)
Apr. 05, 2014
Foreign exchange forward contracts
Designated
Japanese Yen
JPY (¥)
Apr. 05, 2014
Foreign exchange forward contracts
Designated
Australian Dollar
USD ($)
Apr. 05, 2014
Foreign exchange forward contracts
Designated
Australian Dollar
AUD
Apr. 05, 2014
Foreign exchange forward contracts
Designated
Mexican Peso
USD ($)
Apr. 05, 2014
Foreign exchange forward contracts
Designated
Mexican Peso
MXN
Apr. 05, 2014
Interest rate swap
Designated
Apr. 05, 2014
Interest rate swap
Term loan
Designated
USD ($)
DERIVATIVES AND RISK MANAGEMENT                                      
Maximum period of future intercompany purchases 18 months                                    
Forecasted purchases to manage fluctuations (as a percent) 65.00%                                    
Hedges resulted ineffectiveness $ 0 $ 0                                  
Derivatives                                      
Gains or losses reclassified into earnings 66,343,000 72,186,000 0 0                              
Notional amount           238,300,000 176,500,000 33,400,000 21,000,000 28,500,000 30,500,000 23,400,000 2,312,000,000 11,800,000 13,200,000 11,000,000 145,700,000    
Term of interest rate swap agreement                                   5 years  
Fixed interest rate swap (as a percent)                                   1.288%  
Description of base rate                                     1-month LIBOR-
Hedged amount         € 25,000,000                           $ 250,000,000