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DERIVATIVES AND OTHER FINANCIAL INSTRUMENTS (Details 3) (USD $)
In Millions, unless otherwise specified
3 Months Ended 1 Months Ended 3 Months Ended
Mar. 31, 2015
Jul. 31, 2011
Nov. 30, 2010
Mar. 31, 2014
Dec. 31, 2014
May 31, 2014
Interest rate swap fair value hedges            
Money market funds, classified as Level Two $ 310.3us-gaap_MoneyMarketFundsAtCarryingValue       $ 395.4us-gaap_MoneyMarketFundsAtCarryingValue  
Interest Rate Swap [Member]            
Interest rate swap fair value hedges            
Notional Amount of Underlying Debt 500.0us-gaap_DerivativeAmountOfHedgedItem
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
         
Amortization of basis adjustment for terminated interest rate swaps recognized in interest expense 0.4us-gaap_AmortizationOfDeferredHedgeGains
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
         
Commodity Option [Member]            
Interest rate swap fair value hedges            
Notional Amount 3.4invest_DerivativeNotionalAmount
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_CommodityOptionMember
         
Fair value hedges            
Interest rate swap fair value hedges            
Notional Amount           700.0invest_DerivativeNotionalAmount
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= us-gaap_FairValueHedgingMember
Fair value hedges | Interest Rate Swap [Member]            
Interest rate swap fair value hedges            
Notional Amount of Underlying Debt 700.0us-gaap_DerivativeAmountOfHedgedItem
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= us-gaap_FairValueHedgingMember
         
Amortization of basis adjustment for terminated interest rate swaps recognized in interest expense 2.7us-gaap_AmortizationOfDeferredHedgeGains
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= us-gaap_FairValueHedgingMember
         
Fair value hedges | Interest Rate Swap [Member] | Terminated contracts            
Interest rate swap fair value hedges            
Notional Amount   500.0invest_DerivativeNotionalAmount
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= us-gaap_FairValueHedgingMember
/ us-gaap_HedgingDesignationAxis
= mjn_TerminatedContractMember
200.0invest_DerivativeNotionalAmount
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= us-gaap_FairValueHedgingMember
/ us-gaap_HedgingDesignationAxis
= mjn_TerminatedContractMember
     
Cash received   23.5mjn_ProceedsFromTerminationOfHedge
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= us-gaap_FairValueHedgingMember
/ us-gaap_HedgingDesignationAxis
= mjn_TerminatedContractMember
15.6mjn_ProceedsFromTerminationOfHedge
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= us-gaap_FairValueHedgingMember
/ us-gaap_HedgingDesignationAxis
= mjn_TerminatedContractMember
     
Amortization of basis adjustment for terminated interest rate swaps recognized in interest expense 0.5us-gaap_AmortizationOfDeferredHedgeGains
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= us-gaap_FairValueHedgingMember
/ us-gaap_HedgingDesignationAxis
= mjn_TerminatedContractMember
    2.3us-gaap_AmortizationOfDeferredHedgeGains
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= us-gaap_FairValueHedgingMember
/ us-gaap_HedgingDesignationAxis
= mjn_TerminatedContractMember
   
4.90% Notes due 2019            
Interest rate swap fair value hedges            
Stated rate (as a percent) 4.90%us-gaap_DebtInstrumentInterestRateStatedPercentage
/ us-gaap_LongtermDebtTypeAxis
= mjn_Notes490PercentDue2019Member
      4.90%us-gaap_DebtInstrumentInterestRateStatedPercentage
/ us-gaap_LongtermDebtTypeAxis
= mjn_Notes490PercentDue2019Member
 
4.90% Notes due 2019 | Fair value hedges | 4.60% Notes due 2044            
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 $ 7.5us-gaap_FairValueHedgeLiabilitiesAtFairValue
/ us-gaap_DerivativeInstrumentRiskAxis
= mjn_Mjn_Notes460PercentDue2044Domain
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= us-gaap_FairValueHedgingMember
/ us-gaap_LongtermDebtTypeAxis
= mjn_Notes490PercentDue2019Member