Derivatives and Hedging Activities (Tables)

3 Months Ended

Jul. 27, 2012

Schedule Of Notional Value Of Outstanding Foreign Currency Forward Contracts

The notional value of our outstanding foreign currency forward purchase contracts that were entered into to hedge forecasted foreign denominated sales and our foreign currency denominated monetary asset and liability exposures consisted of the following (in millions):

	July 27, 2012		April 27, 2012
Cash Flow Hedges
Euro	$	103.5	$	96.9
British Pound Sterling		29.3		29.8
Balance Sheet Contracts
Euro		188.0		267.4
British Pound Sterling		55.4		86.4
Australian Dollar		73.9		38.5
Canadian Dollar		20.7		54.3
Israeli Shekel		23.2		17.2
Other		59.2		51.3

Schedule of Derivative Instruments Designated as Cash Flow Hedges

The effect of derivative instruments designated as cash flow hedges recognized in net revenues on our condensed consolidated statements of operations was as follows (in millions):

	Three Months Ended July 27, 2012				Three Months Ended July 29, 2011
Derivatives in Cash Flow Hedging Relationships	Gain Recognized in AOCI		Gain Reclassified  from AOCI into Income		Gain Recognized in AOCI		Gain Reclassified  from AOCI into Income
Foreign exchange forward purchase contracts	$	6.4	$	4.5	$	4.4	$	1.8

Schedule of Derivative Instruments Not Designated as Cash Flow Hedges

The effect of derivative instruments not designated as hedges recognized in other expense, net on our condensed consolidated statements of operations was as follows (in millions):

	Three Months Ended
	July 27, 2012		July 29, 2011
Derivatives Not Designated as Hedging Instruments	Gain Recognized into Income
Foreign exchange forward contracts	$	15.9	$	6.0