| **Derivative Financial Instruments**                                    | 3 Months Ended                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               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| **Derivative Instruments and Hedging Activities Disclosure [Abstract]** |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       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| Derivative Financial Instruments                                        | DERIVATIVE FINANCIAL INSTRUMENTSAs a matter of policy, the Company uses derivatives for risk management purposes and it does not use derivatives for trading or speculative purposes. A key risk management objective is to mitigate foreign exchange rate volatility and the associated impact on earnings. The Company's primary way of meeting this objective is for certain of its subsidiaries to enter into derivative contracts with the same critical terms as those subsidiaries’ forecasted amounts of foreign currency costs.Cash Flow HedgesIn the first quarter of 2015, the Company began to enter into foreign exchange forward contracts to hedge against the effect of exchange rate fluctuations on cash flows denominated in foreign currencies. These transactions are designated as cash flow hedges. The settlement or extension of these derivatives will result in reclassifications from accumulated other comprehensive income to earnings in the period during which the hedged transactions affect earnings and in the same financial statement line item with the earnings effects of the hedged transaction. The Company may dedesignate these cash flow hedge relationships in advance of the occurrence of the forecasted transaction. The portion of gains or losses on the derivative instrument previously accumulated in other comprehensive income for dedesignated hedges remains in accumulated other comprehensive income until the forecasted transaction occurs. Changes in the value of derivative instruments after dedesignation, but before settlement of the forward contract, are recorded in earnings and are included in the Derivatives Not Designated as Hedging Instruments section below. Hedge ineffectiveness and the amount excluded from effectiveness testing recognized in earnings on cash flow hedges were not material for the three months ended April 4, 2015. The Company hedges its exposure to the variability in future cash flows of forecasted transactions for periods of up to 24 months. The dollar equivalent gross notional amount of the Company’s foreign exchange forward contracts designated as cash flow hedges at April 4, 2015 was approximately $1.1 billion.As of April 4, 2015, the Company had a balance of $29 million associated with the after-tax net unrealized gain related to foreign currency forward contracts recorded in accumulated other comprehensive income. Based on exchange rates as of April 4, 2015, the Company expects to reclassify approximately $22 million (after-tax) to earnings over the next 12 months contemporaneously with the earnings effects of the related forecasted transactions (with the impact offset by cash flows from the underlying hedged items). The following table provides the (gains) losses related to derivative instruments designated as cash flow hedges, including the location in the Condensed Consolidated Statements of Earnings and the Condensed Consolidated Statements of Comprehensive Income (in millions): Pre-tax (Gain) Loss       Recognized in Pre-tax (Gain) Loss Recognized   Other in Earnings on Effective Portion Ineffective Portion of (Gain) Loss Comprehensive of Derivative as a Result of  on Derivative and Amount ThreeIncome on Effective Reclassification from Excluded from EffectivenessmonthsPortion of Accumulated Other Testing RecognizedendedDerivative Comprehensive Income in EarningsApril 4, 2015Amount AmountLocation AmountLocationDerivatives in Cash Flow Hedging Relationships       Foreign currency forward contracts$(34) $—Cost of sales $—Cost of salesReclassifications from accumulated other comprehensive income into earnings include accumulated (gains) losses on dedesignated hedges at the time earnings are impacted. Derivatives Not Designated as Hedging InstrumentsDerivatives not designated as hedging instruments include dedesignated foreign currency forward contracts that formerly were designated in cash flow hedging relationships (as referenced in the Cash Flow Hedges section above). In addition, the Company enters into foreign currency forward contracts to economically hedge the foreign currency impact of assets and liabilities (including intercompany assets and liabilities) denominated in nonfunctional currencies. These derivative instruments are not designated in hedging relationships; therefore, fair value gains and losses on these contracts are recorded in earnings. The dollar equivalent gross notional amount of these forward contracts not designated as hedging instruments totaled $190 million as of April 4, 2015. The fair value of the Company's outstanding contracts was immaterial as of April 4, 2015 and January 3, 2015.The following table provides the (gains) losses related to derivative instruments not designated as hedging instruments, including the location in the Condensed Consolidated Statements of Earnings (in millions):  Three months ended April 4, 2015  (Gain) Loss on Derivatives  Recognized in EarningsDerivatives Not Designated as Hedging Instruments AmountLocationForeign currency forward contracts $(9)Other (income) expenseThe net (gains) losses werealmost entirely offset by corresponding net (losses) gains on the foreign currency exposures being managed.Location and Fair Value Amount of Derivative InstrumentsThe following table summarizes the fair value of the Company’s derivative instruments and their locations in the Condensed Consolidated Balance Sheets as of April 4, 2015 (in millions):  AssetsFair Value of Derivative Instruments AmountLocationDerivatives Designated as Hedging Instruments   Foreign currency forward contracts $24Other current assetsForeign currency forward contracts 5Other assetsDerivatives Not Designated as Hedging Instruments   Foreign currency forward contracts 4Other current assetsTotal $33 Additional information with respect to the fair values of derivative instruments is included in Note 9.Credit Risk and Offsetting of Assets and Liabilities of Derivative Instruments Fair values of the Company's derivatives can change significantly from period to period based on, among other factors, market movements and changes in the Company's positions. However, the Company’s risk is limited to the fair value of the instruments. The Company monitors its exposure to counterparty credit risk (the risk that counterparties will default and not make payments to the Company according to the terms of the agreements) by selecting major international banks and financial institutions as counterparties and by entering into master netting arrangements with counterparties when possible. A master netting arrangement may allow each counterparty to net settle amounts owed between a St. Jude Medical entity and the counterparty as a result of multiple, separate derivative transactions. As of April 4, 2015, St. Jude Medical had International Swaps and Derivatives Association agreements with three applicable banks and financial institutions that contain netting provisions.The Company has elected to present the fair values of derivative assets and liabilities within the Company’s Condensed Consolidated Balance Sheets on a gross basis even when derivative transactions are subject to master netting arrangements and may otherwise qualify for net presentation. However, the following table provides information as though the Company had elected to offset the asset and liability balances of derivative instruments, netted in accordance with various criteria in the event of default or termination as stipulated by the terms of the netting arrangements with each of the counterparties as of April 4, 2015 (in millions):   Gross Amounts not Offset in the Condensed Consolidated Balance Sheet that are Subject to Master Netting Agreements    Gross Amount of     Eligible Offsetting    Gross Amount ofRecognized    Derivative AssetsDerivative Liabilities Net  Presented in thePresented in theCashAmount of  Condensed ConsolidatedCondensed ConsolidatedCollateralDerivativeDerivatives as of April 4, 2015 Balance SheetBalance SheetReceivedAssetsDerivatives subject to master netting agreements $9$—$—$9Derivatives not subject to master netting agreements 24  24Total $33$—$—$33For each counterparty, if netted, the Company would offset the asset and liability balances of all derivatives at the end of the reporting period. Derivatives not subject to master netting agreements are not eligible for net presentation. As of April 4, 2015, no cash collateral had been received or pledged related to these derivative instruments. |

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| - Definition
The entire disclosure for derivative instruments and hedging activities including, but not limited to, risk management strategies, non-hedging derivative instruments, assets, liabilities, revenue and expenses, and methodologies and assumptions used in determining the amounts.
+ References
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