Derivative Financial Instruments (Tables)

9 Months Ended

Jun. 29, 2013

Derivative Instruments and Hedging Activities Disclosure [Abstract]

Notional Amounts of Outstanding Forward Contracts

As of June 29, 2013 and September 30, 2012, we had outstanding forward contracts with notional amounts equivalent to the following:



Currency Hedged	June 29, 2013		September 30, 2012
	(in thousands)
Canadian Dollar / U.S. Dollar	$	44,228	$	54,133
Euro / U.S. Dollar	46,356		53,716
Chinese Renminbi / U.S. Dollar	3,434		3,666
Japanese Yen / U.S. Dollar	8,834		13,415
Japanese Yen / Euro	3,034		—
Israeli New Sheqel / U.S. Dollar	2,233		—
All other	8,883		8,973
Total	$	117,002	$	133,903

Net Gains and Losses on Foreign Currency Exposures

Net gains and losses on foreign currency exposures for the three and nine month periods ended June 29, 2013 and June 30, 2012 were as follows:



	Three months ended						Nine months ended
	June 29, 2013			June 30, 2012			June 29, 2013			June 30, 2012
	(in thousands)
Net losses on foreign currency exposures	$	749		$	572		$	1,737		$	5,142
Net realized and unrealized (gain) loss on forward contracts (excluding the underlying foreign currency exposure being hedged)	$	(1,443	)	$	(1,570	)	$	(5,039	)	$	816

- Definition

Tabular disclosure of the location and amount of gains and losses reported in the statement of financial performance, or when applicable, the statement of financial position. For example, (a) gains and losses recognized in the income statement on derivative instruments designated and qualifying as hedging instruments in fair value hedges and related hedged items designated and qualifying in fair value hedges and (b) gains and losses initially recognized in other comprehensive income on derivative instruments designated and qualifying as cash flow hedges.

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