The accounts payable balance for certain suppliers who have access to a third party service that allows them to view our scheduled payments online. The third party service also allows suppliers to finance advances on our scheduled payments at the sole discretion of the supplier and the third party. We have no economic interest in these financing arrangements and no direct relationship with the suppliers, the third party, or any financial institutions concerning this service. All of our accounts payable remain as obligations to our suppliers as stated in our supplier agreements.

No definition available.

Financial Instruments, Risk Management Activities, and Fair Values (Narrative) (Details) (USD $) In Millions, unless otherwise specified	3 Months Ended			3 Months Ended		3 Months Ended					3 Months Ended		3 Months Ended
	Aug. 26, 2012	Aug. 26, 2012 Interest Rate Swap Pay Floating [Member]	May 27, 2012 Interest Rate Swap Pay Floating [Member]	Aug. 26, 2012 Interest Rate Swap Pay Fixed [Member]	Aug. 26, 2012 Equity Swaps Pay Floating [Member]	Aug. 26, 2012 1 Billion Fiscal 2007 Notes [Member]	May 25, 2008 1 Billion Fiscal 2007 Notes [Member]	May 29, 2011 500 Million Fiscal 2011 [Member]	May 29, 2011 300 Million Fiscal 2011 [Member]	Aug. 28, 2011 300 Million Fiscal 2012 [Member]	Aug. 26, 2012 500 Million Fiscal 2010 Notes [Member]	Aug. 29, 2010 500 Million Fiscal 2010 Notes [Member]	Aug. 26, 2012 500 Million, 300 Hundred Million, and 200 Million Forward Starting Swaps [Member]	Nov. 27, 2011 500 Million, 300 Hundred Million, and 200 Million Forward Starting Swaps [Member]	Nov. 27, 2011 1 Billion 2012 Note [Member]	Nov. 27, 2011 200 Million Fiscal 2012 [Member]
Financial Instruments Owned At Fair Value [Abstract]
Marketable Securities Realized Gain Loss	$ 0
Marketable Securities Pledged as Collateral	2.3
Long Term Debt Fair Value	7,682.9
Long-term debt	6,903.1
Derivative [Line Items]
Derivative Notional Amount		834.6	834.6					500.0		300.0						200.0
Derivative Average Fixed Interest Rate								3.90%		2.70%						2.40%
Debt Interest Rate									1.55%
Cash Settled														100.4
Unrealized Gain Loss On Interest Rate Cash Flow Hedges Pretax Accumulated Other Comprehensive Income						(9.9)					(15.5)		(92.1)
Debt Instrument Face Amount							1,000.0		300.0			500.0			1,000.0
Interest Rate Cash Flow Hedge Ineffectiveness Is Immaterial	less than $1 million
Interest Rate Fair Value Hedge Ineffectiveness				(1.5)
Notional Amount Of Equity Swaps					48.9
Commodity Price Risk [Abstract]
Notional Amount Of Commodity Derivatives	204.9
Notional Amount Of Price Risk Derivatives Agricultural	10.5
Notional Amount Of Energy Commodity Derivatives	194.4
Derivative Contracts Inputs Average Period Of Utilization	18 months
Foreign Exchange Risk [Abstract]
Maximum Length Of Time Hedged In Foreign Currency Cash Flow Hedge	18 months
Notional Amount Of Foreign Currency Derivatives	882.9
Foreign Currency Cash Flow Hedge Ineffectiveness Is Immaterial	was less than $1 million
Deferred Net Foreign Currency Transaction Gains (Losses) in AOCI	(95.7)
Amounts recorded in Accumulated Other Comprehensive Loss [Abstract]
Unrealized Losses From Interest Rate Cash Flow Hedges Recorded In AOCI After Tax	(71.6)
Unrealized Losses From Foreign Currency Cash Flow Hedges Recorded in AOCI After Tax	(7.8)
Net Pre-tax Gains And Losses in AOCI Expected To Be Reclassified Into Net Earnings Within The Next 12 Months	(21.2)
Credit Risk Related Contingent Features [Abstract]
Derivative Net Liability Position Aggregate Fair Value	3.7
Additional Collateral Aggregate Fair Value	3.7
Credit Risk [Abstract]
Concentration Risk Credit Risk Financial Instrument Maximum Exposure	16.9
Accounts Payable Utilizing Third Party Provider	$ 90.7