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

Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher SEC

-Name Regulation S-X (SX)

-Number 210

-Article 12

-Section 13

-Sentence Column A

-Footnote 1

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Effective interest rate on a debt instrument achieved through the use of an interest rate swap derivative.

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- Definition

Maximum length of time over which the entity is hedging its exposure to the variability in future cash flows associated with monetary assets and liabilities, but for which the entity has not designated the hedges as hedges for accounting purposes.

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Amount of net unrealized gain (loss) related to the change in fair value of foreign currency exchange rate derivatives designated as cash flow hedging instruments. Recorded in accumulated other comprehensive income to the extent that the cash flow hedge is determined to be effective

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A disclosure of an assertion that the amount of cash flow hedge ineffectiveness is immaterial.

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-Publisher FASB

-Name Statement of Financial Accounting Standard (FAS)

-Number 133

-Paragraph 45

-Subparagraph b(1)

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Fixed interest rate related to the interest rate derivative.

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- Definition

Date the derivative contract matures, in CCYY-MM-DD format.

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Amount of gain (loss) recognized in earnings in the period from the increase (decrease) in fair value of foreign currency derivatives not designated as hedging instruments.

+ References

Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 815

-SubTopic 10

-Section 50

-Paragraph 4A

-Subparagraph (b)

-URI http://asc.fasb.org/extlink&oid=7476318&loc=SL5618551-113959

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- Definition

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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Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 815

-SubTopic 30

-Section 50

-Paragraph 1

-Subparagraph (c)

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

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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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-Name Accounting Standards Codification

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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 Financial Instruments (Details) (USD $) In Millions, unless otherwise specified	3 Months Ended		9 Months Ended
	Jun. 30, 2012	Jul. 02, 2011	Jun. 30, 2012	Jul. 02, 2011
Designated as Hedging Instrument [Member]
Derivative [Line Items]
Maximum Length of Time Hedged in Foreign Currency Cash Flow Hedge			twelve months
Cash Flow Hedge Ineffectiveness is Immaterial			not material	not material
Unrealized Gain / (Loss) on Foreign Currency Cash Flow Hedges Is Immaterial (AOCI)			not material
Not Designated as Hedging Instrument [Member]
Derivative [Line Items]
Maximum Time For Nondesignated Foreign Currency Hedges			two months
Gain (Loss) on Foreign Currency Derivative Instruments Not Designated as Hedging Instruments	$ 3.3	$ (1.7)	$ 7.9	$ 1.7
Debt due 2014 [Member] \| Interest Rate Swap [Member]
Derivative [Line Items]
Notional Amount of Interest Rate Derivatives	257		257
Derivative, Maturity Date			Jun. 15, 2014
Type of Interest Rate Paid on Swap			three-month LIBOR
Effective Interest Rate	8.344%		8.344%
Unrealized Gain (Loss) on Interest Rate Cash Flow Hedges, Pretax, Accumulated Other Comprehensive Income (Loss)			(24.0)
Interest Rate Cash Flow Hedge Gain (Loss) to be Reclassified During Next 12 Months, Net	(12.5)		(12.5)
Debt Due 2019 [Member] \| Interest Rate Swap [Member]
Derivative [Line Items]
Notional Amount of Interest Rate Derivatives	500		500
Derivative, Maturity Date			May 15, 2019
Type of Interest Rate Paid on Swap			three-month LIBOR plus a spread
Receives Fixed Interest Rate	7.00%		7.00%
Fair Value, Inputs, Level 2 [Member] \| Debt due 2014 [Member] \| Interest Rate Swap [Member]
Derivative [Line Items]
Interest Rate Cash Flow Hedge Liability at Fair Value	25.3		25.3
Fair Value, Inputs, Level 2 [Member] \| Debt Due 2019 [Member] \| Interest Rate Swap [Member]
Derivative [Line Items]
Interest Rate Fair Value Hedge Liability at Fair Value	$ 32.6		$ 32.6