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Derivative Financial Instruments (Tables)

12 Months Ended

Sep. 30, 2013

Derivative Financial Instruments

Notional principle, fixed rates and related expiration dates of outstanding interest rate swap agreements

As of September 30, 2013 and 2012, the notional principal, fixed rates and related expiration dates of the Company's outstanding interest rate swap agreements are as follows:

Notional Amount (in millions)			Fixed Rate			Expiration Date
	$250.0			0.95	%	September 2015
	200.0			0.68	%	December 2014
	150.0			0.55	%	December 2013

Fair values of outstanding derivative instruments

The fair values of our outstanding derivative instruments were as follows (in millions):

				Fair Value of Derivative Instruments as of September 30,
		Balance Sheet Location		2013			2012
Derivative assets
Derivatives designated as hedging instruments:
Foreign currency options		Prepaid expenses and other current assets		$	0.1		$	0.1
Derivatives not designated as hedging instruments:
Option contracts		Prepaid expenses and other current assets			—			0.1
Foreign currency forward contracts		Prepaid expenses and other current assets			1.6			0.4
Total				$	1.7		$	0.6
Derivative liabilities
Derivatives designated as hedging instruments:
Interest rate swap agreements		Accrued expenses and other current liabilities		$	2.6		$	2.9
Interest rate swap agreements		Other long-term liabilities			1.1			3.2
Derivatives not designated as hedging instruments:
Foreign currency forward contracts		Accrued expenses and other current liabilities			1.5			0.6
Total				$	5.2		$	6.7

Summary of effect of derivative instruments in cash flow hedging relationships on income and other comprehensive income

The effect of derivative instruments in cash flow hedging relationships on income and other comprehensive income is summarized below (in millions):

		Increase in Losses Recognized in Accumulated Other Comprehensive Loss on Derivatives Before Tax Effect (Effective Portion) Year Ended September 30,
		2013			2012			2011
Derivatives in cash flow hedging relationship:
Interest rate swap agreements		$	(0.5	)	$	(8.4	)	$	—

				Losses Reclassified from Accumulated Other Comprehensive Loss into Income (Effective Portion) Year Ended September 30,
		Location		2013			2012			2011
Derivatives in cash flow hedging relationship:
Interest rate swap agreements		Interest expense		$	(3.1	)	$	(2.2	)	$	—

				Losses Recognized in Income on Derivatives (Amount Excluded from Effectiveness Testing and Ineffective Portion)(1) Year Ended September 30,
		Location		2013			2012			2011
Derivatives in cash flow hedging relationship:
Foreign currency options		Cost of revenue		$	(0.1	)	$	(0.1	)	$	—

(1)

Losses related to the ineffective portion of the hedges were not material in all periods presented.

Summary of effect of derivative instruments not designated as hedging instruments on income

The effect of derivative instruments not designated as hedging instruments on income is summarized below (in millions):

				Gains / (Losses) Recognized in Income on Derivatives (Amount Excluded from Effectiveness Testing and Ineffective Portion)(1) Year Ended September 30,
		Location		2013			2012			2011
Derivatives not designated as hedging instruments:
Foreign currency forward contracts		General and administrative expenses		$	(4.7	)	$	4.2		$	—
Foreign currency forward contracts		Cost of revenue			—			0.1			—
Option contracts		Cost of revenue			(0.3	)		(0.1	)		—
				$	(5.0	)	$	4.2		$	—

(1)

Losses related to the ineffective portion of the hedges were not material in all periods presented.

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- Definition

Tabular disclosure of the notional amounts, fixed rates and related expiration dates of outstanding derivative positions.

+ References

No definition available.

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Tabular disclosure for cash flow hedging instruments of (a) the location and amount of gains and losses reported in the statement of financial performance and (b) the location and fair value amounts of the instruments reported in the statement of financial position.

+ References

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-Publisher FASB

-Name Accounting Standards Codification

-Topic 815

-SubTopic 10

-Section 50

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Tabular disclosure of the location and fair value amounts of derivative instruments (and nonderivative instruments that are designated and qualify as hedging instruments) reported in the statement of financial position.

+ References

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

-Publisher FASB

-Name Statement of Financial Accounting Standard (FAS)

-Number 133

-Paragraph 205G

-LegacyDoc This reference is SUPERSEDED by the Accounting Standards Codification effective for interim and annual periods ending after September 15, 2009. This reference is included to help users transition from the previous accounting hierarchy and will be removed from future versions of this taxonomy.



Reference 2: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 815

-SubTopic 10

-Section 50

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-URI http://asc.fasb.org/extlink&oid=7476318&loc=SL5624163-113959



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-Publisher FASB

-Name Statement of Financial Accounting Standard (FAS)

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Tabular disclosure for other derivative instruments not designated as hedging instruments of (a) the location and amount of gains and losses reported in the statement of financial performance and (b) the location and fair value amounts of the instruments reported in the statement of financial position.

+ References

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

-Publisher FASB

-Name Accounting Standards Codification

-Topic 815

-SubTopic 10

-Section 50

-Paragraph 4C

-Subparagraph (e)

-URI http://asc.fasb.org/extlink&oid=7476318&loc=SL5624171-113959

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