Derivative Instruments and Hedging Activities (Tables)

3 Months Ended

Dec. 31, 2011

Derivative Instruments and Hedging Activities Disclosure [Abstract]

Schedule of outstanding notional contract and fair value amount of hedge contracts

The outstanding notional contract and fair value amounts of hedge contracts, with maximum maturity of two months, are as follows (in thousands):

	U.S. Notional Contract Value						U.S. Notional Fair Value
	December 31, 2011			October 1, 2011			December 31, 2011			October 1, 2011
Euro currency hedge contracts
Purchase	$	47,843		$	42,488		$	47,344		$	42,103
Sell	—			—			—			—
Net	$	47,843		$	42,488		$	47,344		$	42,103
Other foreign currency hedge contracts
Purchase	$	—		$	2,351		$	—		$	2,355
Sell	(47,535		)	(16,783		)	(47,663		)	(16,221		)
Net	$	(47,535	)	$	(14,432	)	$	(47,663	)	$	(13,866	)

Schedule of location and amount of non-designated derivative instruments

The amount of non-designated derivative instruments’ gain (loss) in the Condensed Consolidated Statements of Operations for the three months endedDecember 31, 2011 and January 1, 2011 is as follows (in thousands):

	Amount of Gain or (Loss) Recognized in
	Income on Derivatives
	Three Months Ended
	December 31, 2011
Derivatives not designated as hedging instruments
Foreign exchange contracts	$	1,982

	Amount of Gain or (Loss) Recognized in
	Income on Derivatives
	Three Months Ended
	January 1, 2011
Derivatives not designated as hedging instruments
Foreign exchange contracts	$	1,104