When the derivative or group of derivatives presented is a swap, the type of interest rate (fixed, variable, stepped, etc.) paid on the swap.

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Fixed interest rate related to the interest rate derivative.

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The date the derivative matures.

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The estimated net amount of unrealized gains or losses on interest rate cash flow hedges as of the balance sheet date expected to be reclassified to earnings within the next twelve months.

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Fair value as of the balance sheet date of all derivative liabilities designated as interest rate fair value hedging instruments.

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Maximum length of time over which the entity is hedging its exposure to the variability in future cash flows for forecasted transactions, excluding those forecasted transactions related to the payment of variable interest on existing financial instruments.

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Aggregate notional amount of interest rate derivatives, which relates to the currency amount specified in the interest rate derivative instruments.

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Carrying value as of the balance sheet date of Notes with the highest claim on the assets of the issuer in case of bankruptcy or liquidation (with maturities initially due after one year or beyond the operating cycle if longer), excluding current portion. Senior note holders are paid off in full before any payments are made to junior note holders.

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Amount of unrealized gain (loss) related to the increase or decrease in fair value of interest rate derivatives designated as cash flow hedging instruments, which was recorded in accumulated other comprehensive income to the extent that the cash flow hedge was determined to be effective.

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Note 4 Derivative (Details) (USD $) In Thousands, unless otherwise specified			9 Months Ended				3 Months Ended	9 Months Ended	3 Months Ended		9 Months Ended
	Jul. 02, 2011 Debt due 2014 [Member]	Oct. 02, 2010 Debt due 2014 [Member]	Jul. 02, 2011 Debt due 2014 [Member] Interest Rate Swap [Member]	Jul. 02, 2011 Fair Value, Inputs, Level 2 [Member] Debt Due 2019 [Member] Interest Rate Swap [Member]	Jul. 02, 2011 Debt Due 2019 [Member]	Oct. 02, 2010 Debt Due 2019 [Member]	Jul. 02, 2011 Debt Due 2019 [Member] Interest Rate Swap [Member]	Jul. 02, 2011 Derivatives designated as hedging instruments [Member]	Jul. 02, 2011 Not Designated as Hedging Instrument [Member]	Jul. 03, 2010 Not Designated as Hedging Instrument [Member]	Jul. 02, 2011 Not Designated as Hedging Instrument [Member]	Jul. 03, 2010 Not Designated as Hedging Instrument [Member]
Derivative [Line Items]
Senior Notes, Noncurrent	$ 257,410	$ 257,410			$ 500,000	$ 0
Notional Amount of Interest Rate Derivatives			257,000				500,000
Derivative, Maturity Date			Jun. 15, 2014				May 15, 2019
Receives Fixed Interest Rate							7.00%
Derivative, Type of Interest Rate Paid on Swap			three-month LIBOR				three-month LIBOR plus a spread
Effective Interest Rate			8.344%
Unrealized Gain (Loss) on Interest Rate Cash Flow Hedges, Pretax, Accumulated Other Comprehensive Income (Loss)			(31,455)
Cash Flow Hedge Ineffectiveness is Immaterial								not material
Unrealized Gain (Loss) On Foreign Currency Derivatives, Net								not material
Interest Rate Cash Flow Hedge Gain (Loss) to be Reclassified During Next 12 Months, Net			(13,017)
Maximum Length of Time Hedged in Foreign Currency Cash Flow Hedge								twelve months
Maximum Length of Time Hedged in Nondesignated Foreign Currency Hedges											two months
Gain (Loss) on Foreign Currency Derivative Instruments Not Designated as Hedging Instruments									(1,700)	14,000	1,700	27,300
Interest Rate Fair Value Hedge Liability at Fair Value				$ 5,527