Derivative Instruments and Hedging Activities (Tables)

6 Months Ended

Mar. 31, 2012

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
	March 31, 2012			October 1, 2011			March 31, 2012			October 1, 2011
Euro currency hedge contracts
Purchase	$	60,133		$	42,488		$	61,377		$	42,103
Sell	—			—			—			—
Net	$	60,133		$	42,488		$	61,377		$	42,103
Other foreign currency hedge contracts
Purchase	$	—		$	2,351		$	—		$	2,355
Sell	(43,565		)	(16,783		)	(43,647		)	(16,221		)
Net	$	(43,565	)	$	(14,432	)	$	(43,647	)	$	(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 and six months endedMarch 31, 2012 and April 2, 2011 is as follows (in thousands):

	Amount of Gain or (Loss) Recognized in
	Income on Derivatives
	Three Months Ended			Six Months Ended
	March 31, 2012			March 31, 2012
Derivatives not designated as hedging instruments
Foreign exchange contracts	$	(1,571	)	$	411

	Amount of Gain or (Loss) Recognized in
	Income on Derivatives
	Three Months Ended		Six Months Ended
	April 2, 2011		April 2, 2011
Derivatives not designated as hedging instruments
Foreign exchange contracts	$	2,188	$	1,084