The period of time for which the entity's internal policy allows for managing derivatives.

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The percent of the aggregate notional amount of foreign currency contracts outstanding which are represented by the currencies in the table of outstanding foreign currency forward contracts.

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Amount of the hedged item as of the balance sheet date related to the derivative. For example, the hedged balance on a debt instrument.

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

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Fixed interest rate related to the interest rate derivative.

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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.

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Description of where the net gain (loss) on interest rate derivatives designated as fair value hedges are reported in the statement of income or other statement of financial performance.

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The estimated net amount of unrealized gains or losses on foreign currency cash flow hedges at the reporting date expected to be reclassified to earnings within the next 12 months.

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Amount of unrealized gain (loss) included in earnings for the period related to the fair value of the hedged item in an interest rate fair value hedge, which was offset by the gain (loss) on the hedging instrument to the extent that the fair value hedge is determined to be effective.

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Amount of unrealized gain (loss) related to the fair value of interest rate derivatives designated as fair value hedging instruments. Recognized in earnings and offsets the gain (loss) on the hedged item to the extent that the fair value hedge is determined to be effective.

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Aggregate notional amount of price risk derivatives for instruments with notional amounts expressed in nonmonetary units.

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Aggregate notional amount of foreign currency exchange rate derivatives. Notional amount refers to the number of currency units specified in the foreign currency derivative contract.

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Aggregate notional amount of price risk derivatives, which relates to the monetary amount specified in the price risk derivative instruments. Excludes notional amounts on derivatives expressed in nonmonetary units.

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The estimated net amount of unrealized gains or losses on price risk cash flow hedges as of the balance sheet date expected to be reclassified to earnings within the next twelve months.

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DERIVATIVES (Details) In Millions, unless otherwise specified																									9 Months Ended		9 Months Ended	3 Months Ended		9 Months Ended
	Sep. 25, 2011 Foreign currency forward contracts United States Dollar (USD) USD ($)	Dec. 31, 2010 Foreign currency forward contracts United States Dollar (USD) USD ($)	Sep. 25, 2011 Foreign currency forward contracts British Pound Sterling (GBP) GBP (£)	Dec. 31, 2010 Foreign currency forward contracts British Pound Sterling (GBP) GBP (£)	Sep. 25, 2011 Foreign currency forward contracts Euro (EUR) EUR (€)	Dec. 31, 2010 Foreign currency forward contracts Euro (EUR) EUR (€)	Sep. 25, 2011 Foreign currency forward contracts Singapore Dollar (SGD) SGD	Dec. 31, 2010 Foreign currency forward contracts Singapore Dollar (SGD) SGD	Sep. 25, 2011 Foreign currency forward contracts Indian Rupee (INR) INR	Dec. 31, 2010 Foreign currency forward contracts Indian Rupee (INR) INR	Sep. 25, 2011 Foreign currency forward contracts Japanese Yen (JPY) JPY (¥)	Dec. 31, 2010 Foreign currency forward contracts Japanese Yen (JPY) JPY (¥)	Sep. 25, 2011 Foreign currency forward contracts Canadian Dollar (CAD) CAD	Dec. 31, 2010 Foreign currency forward contracts Canadian Dollar (CAD) CAD	Sep. 25, 2011 Foreign currency forward contracts South Korea Won (KRW) KRW	Dec. 31, 2010 Foreign currency forward contracts South Korea Won (KRW) KRW	Sep. 25, 2011 Foreign currency forward contracts Chinese Renmimbi (CNY) CNY	Dec. 31, 2010 Foreign currency forward contracts Chinese Renmimbi (CNY) CNY	Sep. 25, 2011 Commodity swap contracts Copper (in metric tons) USD ($) Tonne	Dec. 31, 2010 Commodity swap contracts Copper (in metric tons) USD ($) Tonne	Sep. 25, 2011 Commodity swap contracts Platinum (in troy ounces) USD ($) TroyOunce	Dec. 31, 2010 Commodity swap contracts Platinum (in troy ounces) USD ($) TroyOunce	Sep. 25, 2011 Commodity swap contracts Palladium (in troy ounces) USD ($) TroyOunce	Dec. 31, 2010 Commodity swap contracts Palladium (in troy ounces) USD ($) TroyOunce	Sep. 25, 2011 Foreign currency forward contracts USD ($) Year	Dec. 31, 2010 Foreign currency forward contracts	Sep. 25, 2011 Commodity swap contracts USD ($) Year	Sep. 25, 2011 Interest rate contracts USD ($)	Sep. 26, 2010 Interest rate contracts USD ($)	Sep. 25, 2011 Interest rate contracts USD ($)	Sep. 26, 2010 Interest rate contracts USD ($)
Derivatives
Internal policy for managing derivative cash flows, time period (in years)																									1		3
Reclassification of unrealized net loss from AOCL to income																									$ 7
Reclassification of unrealized net loss from AOCL to income																											9
Notional Percent of Foreign Currency Derivatives (as a percent)																									97.00%	97.00%
Notional amount for foreign currency forward contracts	162	142	365	87	54	46	19	17	2,183	1,275	3,696	3,722	41	39	36,112	28,028	39	60
Notional amount for commodities																			74	55	61	11	5	1
Non-monetary notional amount (in units)																			8,183	7,560	34,058	9,157	6,509	1,763
Amount of hedged item																												250		250
Fixed rate on debt issue, due in 2028 (as a percent)																												7.125%		7.125%
Basis of variable rate																														LIBOR spread
Gain/(Loss) on Swaps																												30	14	40	36
Gain/(Loss) on Borrowings																												$ (30)	$ (14)	$ (40)	$ (36)
Income Statement Classification																														Interest expense