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DERIVATIVES AND OTHER FINANCIAL INSTRUMENTS (Details 2) (USD $)
In Millions, unless otherwise specified
12 Months Ended 3 Months Ended
Dec. 31, 2014
Dec. 31, 2013
Dec. 31, 2012
Dec. 31, 2013
May 31, 2014
Interest rate swap fair value hedges          
Debt Instrument, Face Amount $ 1,500.0us-gaap_DebtInstrumentFaceAmount $ 1,500.0us-gaap_DebtInstrumentFaceAmount   $ 1,500.0us-gaap_DebtInstrumentFaceAmount  
Beginning balance 3.2us-gaap_AccumulatedOtherComprehensiveIncomeLossCumulativeChangesInNetGainLossFromCashFlowHedgesEffectNetOfTax (4.1)us-gaap_AccumulatedOtherComprehensiveIncomeLossCumulativeChangesInNetGainLossFromCashFlowHedgesEffectNetOfTax      
Derivatives qualifying as cash flow hedges deferred in other comprehensive income (52.9)us-gaap_OtherComprehensiveIncomeUnrealizedGainLossOnDerivativesArisingDuringPeriodBeforeTax 24.2us-gaap_OtherComprehensiveIncomeUnrealizedGainLossOnDerivativesArisingDuringPeriodBeforeTax (12.7)us-gaap_OtherComprehensiveIncomeUnrealizedGainLossOnDerivativesArisingDuringPeriodBeforeTax    
Derivatives qualifying as cashflow hedges reclassified to cost of products sold (effective portion) (2.0)mjn_Derivativesqualifyingascashflowhedgesreclassifiedtocostofproductssoldeffectiveportion 5.4mjn_Derivativesqualifyingascashflowhedgesreclassifiedtocostofproductssoldeffectiveportion      
Reclassification Adjustment for (Gains)/Losses Included in Net Earnings (1.2)us-gaap_OtherComprehensiveIncomeLossReclassificationAdjustmentFromAOCIOnDerivativesBeforeTax 5.4us-gaap_OtherComprehensiveIncomeLossReclassificationAdjustmentFromAOCIOnDerivativesBeforeTax 0.8us-gaap_OtherComprehensiveIncomeLossReclassificationAdjustmentFromAOCIOnDerivativesBeforeTax    
Change in deferred taxes (2.9)us-gaap_OtherComprehensiveIncomeUnrealizedGainLossOnDerivativesArisingDuringPeriodTax (2.9)us-gaap_OtherComprehensiveIncomeUnrealizedGainLossOnDerivativesArisingDuringPeriodTax      
Ending balance 10.4us-gaap_AccumulatedOtherComprehensiveIncomeLossCumulativeChangesInNetGainLossFromCashFlowHedgesEffectNetOfTax 3.2us-gaap_AccumulatedOtherComprehensiveIncomeLossCumulativeChangesInNetGainLossFromCashFlowHedgesEffectNetOfTax (4.1)us-gaap_AccumulatedOtherComprehensiveIncomeLossCumulativeChangesInNetGainLossFromCashFlowHedgesEffectNetOfTax 3.2us-gaap_AccumulatedOtherComprehensiveIncomeLossCumulativeChangesInNetGainLossFromCashFlowHedgesEffectNetOfTax  
Notional amount 247.9invest_DerivativeNotionalAmount        
Cash flow hedge included within accumulated other comprehensive income (loss) expected to be reclassified within the next twelve months 9.1us-gaap_CashFlowHedgeGainLossToBeReclassifiedWithinTwelveMonths        
Foreign Exchange Contracts          
Interest rate swap fair value hedges          
Derivatives qualifying as cash flow hedges deferred in other comprehensive income 12.1us-gaap_OtherComprehensiveIncomeUnrealizedGainLossOnDerivativesArisingDuringPeriodBeforeTax
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_ForeignExchangeContractMember
4.8us-gaap_OtherComprehensiveIncomeUnrealizedGainLossOnDerivativesArisingDuringPeriodBeforeTax
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_ForeignExchangeContractMember
     
Interest Rate Swaps          
Interest rate swap fair value hedges          
Derivatives qualifying as cash flow hedges deferred in other comprehensive income 45.0us-gaap_OtherComprehensiveIncomeUnrealizedGainLossOnDerivativesArisingDuringPeriodBeforeTax
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
       
Change in deferred taxes (45.0)us-gaap_OtherComprehensiveIncomeUnrealizedGainLossOnDerivativesArisingDuringPeriodTax
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
    (19.4)us-gaap_OtherComprehensiveIncomeUnrealizedGainLossOnDerivativesArisingDuringPeriodTax
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
 
Derivative, Net Hedge Ineffectiveness Gain (Loss) 0.5us-gaap_DerivativeNetHedgeIneffectivenessGainLoss
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
       
Amortization of Deferred Hedge Gains 0.9us-gaap_AmortizationOfDeferredHedgeGains
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
       
Commodity Option [Member]          
Interest rate swap fair value hedges          
Derivatives qualifying as cash flow hedges deferred in other comprehensive income 0.8us-gaap_OtherComprehensiveIncomeUnrealizedGainLossOnDerivativesArisingDuringPeriodBeforeTax
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_CommodityOptionMember
       
Notional amount 5.3invest_DerivativeNotionalAmount
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_CommodityOptionMember
       
4.90% Notes due 2019          
Interest rate swap fair value hedges          
Debt Instrument, Face Amount 700.0us-gaap_DebtInstrumentFaceAmount
/ us-gaap_LongtermDebtTypeAxis
= mjn_Notes490PercentDue2019Member
700.0us-gaap_DebtInstrumentFaceAmount
/ us-gaap_LongtermDebtTypeAxis
= mjn_Notes490PercentDue2019Member
  700.0us-gaap_DebtInstrumentFaceAmount
/ us-gaap_LongtermDebtTypeAxis
= mjn_Notes490PercentDue2019Member
 
Stated rate (as a percent) 4.90%us-gaap_DebtInstrumentInterestRateStatedPercentage
/ us-gaap_LongtermDebtTypeAxis
= mjn_Notes490PercentDue2019Member
       
Fair value hedges | Interest Rate Swaps          
Interest rate swap fair value hedges          
Amortization of Deferred Hedge Gains 6.0us-gaap_AmortizationOfDeferredHedgeGains
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= us-gaap_FairValueHedgingMember
       
Fair value hedges | 4.90% Notes due 2019 | Notes460PercentDue2044 [Domain]          
Interest rate swap fair value hedges          
Notional amount         700.0invest_DerivativeNotionalAmount
/ us-gaap_DerivativeInstrumentRiskAxis
= mjn_Mjn_Notes460PercentDue2044Domain
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= us-gaap_FairValueHedgingMember
/ us-gaap_LongtermDebtTypeAxis
= mjn_Notes490PercentDue2019Member
Stated rate (as a percent) 4.90%us-gaap_DebtInstrumentInterestRateStatedPercentage
/ us-gaap_DerivativeInstrumentRiskAxis
= mjn_Mjn_Notes460PercentDue2044Domain
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= us-gaap_FairValueHedgingMember
/ us-gaap_LongtermDebtTypeAxis
= mjn_Notes490PercentDue2019Member
       
variableratepaid 3.14%mjn_Variableratepaid
/ us-gaap_DerivativeInstrumentRiskAxis
= mjn_Mjn_Notes460PercentDue2044Domain
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= us-gaap_FairValueHedgingMember
/ us-gaap_LongtermDebtTypeAxis
= mjn_Notes490PercentDue2019Member
       
Fair Value Hedge Liabilities $ (0.9)us-gaap_FairValueHedgeLiabilitiesAtFairValue
/ us-gaap_DerivativeInstrumentRiskAxis
= mjn_Mjn_Notes460PercentDue2044Domain
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= us-gaap_FairValueHedgingMember
/ us-gaap_LongtermDebtTypeAxis
= mjn_Notes490PercentDue2019Member