Financial Instruments, Risk Management Activities, and Fair Values (Narrative) (Details) (USD $) In Millions, unless otherwise specified	3 Months Ended	6 Months Ended			3 Months Ended	6 Months Ended				6 Months Ended					6 Months Ended		3 Months Ended	6 Months Ended
	Nov. 25, 2012	Nov. 25, 2012	Nov. 25, 2012 Interest Rate Swap Pay Floating [Member]	May 27, 2012 Interest Rate Swap Pay Floating [Member]	Nov. 25, 2012 Interest Rate Swap Pay Fixed [Member]	Nov. 25, 2012 Interest Rate Swap Pay Fixed [Member]	Nov. 25, 2012 Equity Swaps Pay Floating [Member]	Nov. 25, 2012 Treasury Lock [Member]	May 27, 2012 Treasury Lock [Member]	Nov. 25, 2012 One Billion Fiscal 2007 [Member]	May 25, 2008 One Billion Fiscal 2007 [Member]	May 29, 2011 Five Hundred Million Fiscal 2011 [Member]	May 29, 2011 Three Hundred Million Fiscal 2011 [Member]	Aug. 28, 2011 Three Hundred Million Fiscal 2012 [Member]	Nov. 25, 2012 Five Hundred Million Fiscal 2010 Notes [Member]	Aug. 29, 2010 Five Hundred Million Fiscal 2010 Notes [Member]	Nov. 27, 2011 Five Hundred Million Three Hundred Million Two Hundred Million Forward Starting Swaps [Member]	Nov. 25, 2012 Five Hundred Million Three Hundred Million Two Hundred Million Forward Starting Swaps [Member]	Nov. 27, 2011 One Billion 2012 Note [Member]	Nov. 27, 2011 Two Hundred Million Fiscal 2012 [Member]	Nov. 25, 2012 Two Hundred Million Fiscal 2013 [Member]
Financial Instruments Owned At Fair Value [Abstract]
Marketable Securities Realized Gain Loss	$ 0
Marketable Securities Pledged as Collateral	2.3	2.3
Long Term Debt Fair Value	7,203.5	7,203.5
Long-term debt	6,392.6	6,392.6
Derivative [Line Items]
Derivative Notional Amount			300.0	834.6				200.0	0			500.0		300.0						200.0	200.0
Derivative Average Fixed Interest Rate												3.90%		2.70%						2.40%	2.82%
Debt Interest Rate													1.55%
Cash Settled																	100.4
Unrealized Gain Loss On Interest Rate Cash Flow Hedges Pretax Accumulated Other Comprehensive Income										(9.4)					(15.4)			(89.7)
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					2.7	1.2
Notional Amount Of Equity Swaps							48.3
Commodity Price Risk [Abstract]
Notional Amount Of Commodity Derivatives	129.4	129.4
Notional Amount Of Price Risk Derivatives Agricultural	150.1	150.1
Notional Amount Of Energy Commodity Derivatives	(20.7)	(20.7)
Derivative Contracts Inputs Average Period Of Utilization	18 months	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	943.1	943.1
Foreign Currency Cash Flow Hedge Ineffectiveness Is Immaterial		was less than $1 million
Deferred Net Foreign Currency Transaction Gains (Losses) in AOCI	(95.7)	(95.7)
Amounts recorded in Accumulated Other Comprehensive Loss [Abstract]
Unrealized Losses From Interest Rate Cash Flow Hedges Recorded In AOCI After Tax	(68.6)	(68.6)
Unrealized Losses From Foreign Currency Cash Flow Hedges Recorded in AOCI After Tax	(1.9)	(1.9)
Net Pre-tax Gains And Losses in AOCI Expected To Be Reclassified Into Net Earnings Within The Next 12 Months	(14.7)	(14.7)
Credit Risk Related Contingent Features [Abstract]
Derivative Net Liability Position Aggregate Fair Value	5.5	5.5
Additional Collateral Aggregate Fair Value	5.5	5.5
Credit Risk [Abstract]
Concentration Risk Credit Risk Financial Instrument Maximum Exposure		4.5
Accounts Payable Utilizing Third Party Provider	$ 102.7	$ 102.7