Financial Instruments, Risk Management Activities, and Fair Values (Schedule of unallocated corporate items) (Details) (USD $) In Millions, unless otherwise specified	12 Months Ended
May 26, 2013	May 27, 2012	May 29, 2011
Commodity Price Risk [Abstract]
Net gain (loss) on mark-to-market valuation of commodity positions	$ (7.6)	$ (122.5)	$ 160.3
Net (gain) loss on commodity positions reclassified from unallocated corporate items to segment operating profit	13.7	35.7	(93.6)
Net mark-to-market revaluation of certain grain inventories	(1.7)	(17.4)	28.5
Net mark to market valuation of certain commodity positions recognized in unallocated corporate items	$ 4.4	$ (104.2)	$ 95.2

The amount of (gain) loss from commodity positions that was reclassified from unallocated corporate items to segment operating profit.

No definition available.

+ Details

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- Definition

Changes in the values of commodity derivatives that is recorded in unallocated corporate items.

+ References

No definition available.

+ Details

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- Definition

Amount of gain (loss) recognized in earnings in the period from the increase (decrease) in fair value of price risk derivatives not designated as hedging instruments.

+ References

Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 815

-SubTopic 10

-Section 50

-Paragraph 4C

-Subparagraph (e)

-URI http://asc.fasb.org/extlink&oid=7476318&loc=SL5624171-113959

Reference 2: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Statement of Financial Accounting Standard (FAS)

-Number 133

-Paragraph 44

-LegacyDoc This reference is SUPERSEDED by the Accounting Standards Codification effective for interim and annual periods ending after September 15, 2009. This reference is included to help users transition from the previous accounting hierarchy and will be removed from future versions of this taxonomy.

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- Definition

Amount of unrealized gain (loss) recognized in earnings related to the fair value of the hedged item in a price risk fair value hedge, offset by the gain (loss) on the hedging instrument to the extent that the fair value hedge is determined to be effective.

+ References

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