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

No definition available.

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- Definition

Represents the applicable margin added to the variable rate of the debt instrument which varies based upon the Company's consolidated leverage ratio (the "Ratio").

+ References

No definition available.

+ Details

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- Definition

Represents the consolidated leverage ratio used to calculate the variable rate of the debt instrument.

+ References

No definition available.

+ Details

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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

The reference rate for the variable rate of the debt instrument, such as LIBOR or the US Treasury rate and the maturity of the reference rate used, such as three months or six months LIBOR.

+ References

No definition available.

+ Details

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- Definition

Fixed interest rate related to the interest rate derivative.

+ References

No definition available.

+ Details

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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

Reference 1: http://www.xbrl.org/2003/role/presentationRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 815
-SubTopic 10
-Section 50
-Paragraph 4C
-Subparagraph (d)
-URI http://asc.fasb.org/extlink&oid=64837297&loc=SL5624171-113959

Reference 2: http://www.xbrl.org/2003/role/presentationRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 815
-SubTopic 25
-Section 50
-Paragraph 1
-Subparagraph (a)(1),(2)
-URI http://asc.fasb.org/extlink&oid=6886632&loc=d3e76258-113986

+ Details

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- Definition

Line items represent financial concepts included in a table. These concepts are used to disclose reportable information associated with domain members defined in one or many axes to the table.

+ References

No definition available.

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- Definition

Period remaining until the derivative contract matures, 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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- Definition

Maximum period of time the entity is hedging its exposure to variability in future cash flows for forecasted transactions, in 'PnYnMnDTnHnMnS' format, for example, 'P1Y5M13D' represents the reported fact of one year, five months, and thirteen days. Excludes forecasted transactions related to payment of variable interest on existing financial instruments.

+ References

Reference 1: http://www.xbrl.org/2003/role/presentationRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 815
-SubTopic 30
-Section 50
-Paragraph 1
-Subparagraph (d)
-URI http://asc.fasb.org/extlink&oid=35736893&loc=d3e80748-113994

+ Details

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- Definition

Net income after adjustments for dividends on preferred stock (declared in the period) and/or cumulative preferred stock (accumulated for the period).

+ References

Reference 1: http://www.xbrl.org/2003/role/presentationRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 260
-SubTopic 10
-Section 45
-Paragraph 11
-URI http://asc.fasb.org/extlink&oid=64863997&loc=d3e1377-109256

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- Details

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Derivatives and Risk Management (Cash Flow Hedges) (Details) € in Millions, ¥ in Millions, £ in Millions, MXN in Millions, CAD in Millions, AUD in Millions	12 Months Ended
	Dec. 31, 2016 USD ($)	Jan. 02, 2016 USD ($)	Jan. 03, 2015 USD ($)	Dec. 31, 2016 EUR (€)	Dec. 31, 2016 USD ($)	Dec. 31, 2016 JPY (¥)	Dec. 31, 2016 CAD	Dec. 31, 2016 GBP (£)	Dec. 31, 2016 MXN	Dec. 31, 2016 AUD
Derivative [Line Items]
Hedges resulted ineffectiveness	$ 0	$ 0	$ 0
Gains or losses reclassified into earnings	$ 78,868,000	220,637,000	376,707,000
Designated as cash flow hedges \| Interest rate swap \| Consolidated leverage ratio (the Ratio) less than 1.00 to 1.00
Derivative [Line Items]
Applicable margin based on the Company's consolidated leverage ratio (as a percent)	1.50%
Consolidated leverage ratio used to calculate variable rate of debt (as a percent)				1.00	1.00	1.00	1.00	1.00	1.00	1.00
Designated as cash flow hedges \| Interest rate swap \| Consolidated Leverage Ratio Greater Than Or Equal To 3.00 to 1.00 [Member]
Derivative [Line Items]
Applicable margin based on the Company's consolidated leverage ratio (as a percent)	2.75%
Consolidated leverage ratio used to calculate variable rate of debt (as a percent)				3	3	3	3	3	3	3
Cash Flow Hedges
Derivative [Line Items]
Maximum period of future intercompany purchases	24 months
Percentage of forecasted purchases to manage fluctuations in global currencies (up to)				85.00%	85.00%	85.00%	85.00%	85.00%	85.00%	85.00%
Cash Flow Hedges \| Designated as cash flow hedges \| Forward contracts \| Euro
Derivative [Line Items]
Notional amount				€ 264.4	$ 296,800,000
Cash Flow Hedges \| Designated as cash flow hedges \| Forward contracts \| British pound
Derivative [Line Items]
Notional amount					74,800,000			£ 53.3
Cash Flow Hedges \| Designated as cash flow hedges \| Forward contracts \| Canadian dollar
Derivative [Line Items]
Notional amount					66,000,000		CAD 86.9
Cash Flow Hedges \| Designated as cash flow hedges \| Forward contracts \| Japanese yen
Derivative [Line Items]
Notional amount					41,300,000	¥ 4,554.3
Cash Flow Hedges \| Designated as cash flow hedges \| Forward contracts \| Mexican peso
Derivative [Line Items]
Notional amount					22,600,000				MXN 442.9
Cash Flow Hedges \| Designated as cash flow hedges \| Forward contracts \| Australian dollar
Derivative [Line Items]
Notional amount					15,400,000					AUD 20.5
Cash Flow Hedges \| Designated as cash flow hedges \| Forward contracts \| U.S. dollar
Derivative [Line Items]
Notional amount					$ 33,400,000	¥ 3,415.0
Cash Flow Hedges \| Designated as cash flow hedges \| Interest rate swap \| U.S. term loan
Derivative [Line Items]
Term of interest rate swap agreement	5 years
Description of base rate	1-month London Interbank Offer Rate ("LIBOR") based variable rate
Fixed interest rate				1.288%	1.288%	1.288%	1.288%	1.288%	1.288%	1.288%
Cash Flow Hedges \| Amount Reclassified from AOCI \| Unrealized gain (loss) on forward contracts
Derivative [Line Items]
Gains or losses reclassified into earnings	$ 0	$ 0	$ 0