DERIVATIVE INSTRUMENTS AND HEDGING ACTIVITIES (Tables)

9 Months Ended

Jun. 29, 2012

Fair Values Of Derivative Instruments Reported On The Condensed Consolidated Balance Sheet

The fair values of derivative instruments reported on the Company’s Condensed Consolidated Balance Sheets were as follows:

	Asset Derivatives					Liability Derivatives
	Balance Sheet	June 29, 2012		September 30, 2011		Balance Sheet	June 29, 2012		September 30, 2011
(In millions)	Location	Fair Value		Fair Value		Location	Fair Value		Fair Value
Derivatives designated as hedging instruments:
Foreign exchange forward contracts	Prepaid expenses and other current assets	$	0.4	$	0.0	Accrued liabilities	$	0.0	$	0.0
Derivatives not designated as hedging instruments:
Foreign exchange forward contracts	Prepaid expenses and other current assets		0.2		0.0	Accrued liabilities		0.0		0.0
Total derivatives		$	0.6	$	0.0		$	0.0	$	0.0

Outstanding Foreign Currency Forward Contracts That Were Entered Into To Hedge Forecasted Revenues

The Company had the following outstanding foreign currency forward contracts that were entered into to hedge forecasted revenues:

	Notional Value Sold
(In millions)	June 29, 2012
Japanese yen	$	11.2

Effective Portion Of The Foreign Currency Forward Contracts Designated As Cash Flow Hedges

The following table presents the amounts, before tax, recognized in “Accumulated other comprehensive income (loss)” on the Condensed Consolidated Balance Sheets and in the Condensed Consolidated Statements of Earnings that are related to the effective portion of the foreign currency forward contracts designated as cash flow hedges:

	Gain (Loss) Recognized in Other Comprehensive Income (Effective Portion)										Location of Gain (Loss) Reclassified from Accumulated Other Comprehensive Income into Net Earnings (Effective Portion)	Gain (Loss) Reclassified from Accumulated Other Comprehensive Income into Net Earnings (Effective Portion)
	Three Months Ended					Nine Months Ended						Three Months Ended				Nine Months Ended
(In millions)	June 29, 2012			July 1, 2011		June 29, 2012		July 1, 2011				June 29, 2012		July 1, 2011		June 29, 2012		July 1, 2011
Foreign exchange contracts	$	(0.5	)	$	0.0	$	0.7	$	(0.5	)	Revenues	$	0.2	$	0.0	$	0.3	$	(1.0	)

Outstanding Foreign Currency Forward Contracts That Were Entered Into To Hedge Balance Sheet Exposures

The Company had the following outstanding foreign currency forward contracts that were either (i) entered into to hedge balance sheet exposures from its various foreign subsidiaries and business units or (ii) originally designated as cash flow hedges (primarily in Japanese yen) and were subsequently de-designated when the forecasted revenues were recognized:

	At June 29, 2012
(In millions)	Notional Value Sold		Notional Value Purchased
Australian dollar	$	29.8	$	0.0
British pound		0.0		7.8
Canadian dollar		0.0		6.0
Danish krona		0.0		0.7
Euro		184.4		0.0
Indian rupee		4.4		0.0
Japanese yen		58.2		0.0
Norwegian krone		8.0		0.0
Swedish krona		2.2		0.0
Swiss franc		0.0		40.7
Totals	$	287.0	$	55.2

Gains (Losses) Related To The Foreign Currency Forward Exchange Contracts That Are Not Designated As Hedging Instruments

The following table presents the gains (losses) recognized in the Condensed Consolidated Statements of Earnings related to the foreign currency forward exchange contracts that are not designated as hedging instruments under ASC 815.

Location of Gain or (Loss) Recognized in Income on Derivative	Amount of Gain or (Loss) Recognized in Net Earnings  on Derivative					Amount of Gain or (Loss) Recognized in Net Earnings  on Derivative
	Three Months Ended					Nine Months Ended
(In millions)	June 29, 2012		July 1, 2011			June 29, 2012		July 1, 2011
Selling, general and administrative expenses	$	6.6	$	(4.1	)	$	8.7	$	(7.1	)