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DERIVATIVES AND HEDGING ACTIVITIES (Tables)
 3 Months Ended
Dec. 28, 2019
Derivative Instruments and Hedging Activities Disclosure [Abstract]  
Schedule of Notional Amounts of Outstanding Derivative Positions [Table Text Block]
The following table summarizes the Company's interest rate swap agreements:
Aggregate Notional Amount
(in millions)
Start Date
End Date
Related Term Loans
Conversion of Related Variable Rate Debt to
Fixed Rate of:
$750
3/31/2016
6/30/2020
Tranche E
5.3% (2.8% plus the 2.5% margin percentage)
$500
6/29/2018
3/31/2025
Tranche E
5.5% (3.0% plus the 2.5% margin percentage)
$750
6/30/2020
6/30/2022
Tranche E
5.0% (2.5% plus the 2.5% margin percentage)
$1,500
6/30/2022
3/31/2025
Tranche E
5.6% (3.1% plus the 2.5% margin percentage)
$1,000
6/28/2019
6/30/2021
Tranche F
4.3% (1.8% plus the 2.5% margin percentage)
$1,400
6/30/2021
3/31/2023
Tranche F
5.5% (3.0% plus the 2.5% margin percentage)
$500
12/30/2016
12/31/2021
Tranche G
4.4% (1.9% plus the 2.5% margin percentage)
$400
9/30/2017
9/30/2022
Tranche G
4.4% (1.9% plus the 2.5% margin percentage)
$900
12/31/2021
6/28/2024
Tranche G
5.6% (3.1% plus the 2.5% margin percentage)
$400
9/30/2022
6/28/2024
Tranche G
5.5% (3.0% plus the 2.5% margin percentage)

The following table summarizes the Company's interest rate cap agreements:
Aggregate Notional Amount
(in millions)
Start Date
End Date
Related Term Loans
Offsets Variable Rate Debt Attributable to
Fluctuations Above:
$750
9/30/2015
6/30/2020
Tranche E
Three month LIBO rate of 2.5%
$750
6/30/2020
6/30/2022
Tranche E
Three month LIBO rate of 2.5%
$400
6/30/2016
6/30/2021
Tranche F
Three month LIBO rate of 2.0%
$400
12/30/2016
12/31/2021
Tranche G
Three month LIBO rate of 2.5%
Schedule of Interest Rate Derivatives
 
 
December 28, 2019
 
September 30, 2019
 
 
Asset
 
Liability
 
Asset
 
Liability
Interest rate cap agreements
 
$
1

 
$
—

 
$
1

 
$
—

Interest rate swap agreements (1)
 
—

 
(183
)
 
—

 
(216
)
Net derivatives as classified in the balance sheet (2)
 
$
1

 
$
(183
)
 
$
1

 
$
(216
)
                                     
(1) 
The decrease in the interest rate swap liability is primarily attributable to a upward trend in the LIBO rate during the first quarter of fiscal 2020.
(2) 
Refer to Note 11, "Fair Value Measurements," for the condensed consolidated balance sheet classification of our interest rate swap and cap agreements.