DERIVATIVE INSTRUMENTS: (Details) (USD $)	3 Months Ended	6 Months Ended
Jun. 30, 2011	Jun. 30, 2011
DERIVATIVE INSTRUMENTS:
Minimum correlation coefficient between average monthly copper prices on LME and COMEX exchanges	99.90%	99.90%
Copper derivative activity related to copper sales transactions
Accumulated unrealized loss recognized in other comprehensive income net of income taxes	$ 23,313,000	$ 89,040,000
Zero cost collar contracts \| Second quarter 2011
Copper derivative activity related to copper sales transactions
Pounds (in millions)	105,800,000	105,800,000
Average LME cap price	4.84	4.84
Average LME floor price	3.02	3.02
Zero cost collar contracts \| Six months 2011
Copper derivative activity related to copper sales transactions
Pounds (in millions)	211,600,000	211,600,000
Average LME cap price	4.84	4.84
Average LME floor price	3.02	3.02
Zero cost collar contracts \| Second half of 2011
Copper derivative activity related to copper sales transactions
Pounds (in millions)	211,600,000	211,600,000
Average LME cap price	4.84	4.84
Average LME floor price	3.02	3.02
Estimated percentage of copper sales covered (as a percent)		30.00%
Accumulated unrealized loss recognized in other comprehensive income net of income taxes		8,500,000
Accumulated unrealized loss recognized in other comprehensive income, income tax		5,400,000
Zero cost collar contracts \| 1st Quarter 2012
Copper derivative activity related to copper sales transactions
Pounds (in millions)	46,300,000	46,300,000
Average LME cap price	5.18	5.18
Average LME floor price	3.50	3.50
Estimated percentage of copper sales covered (as a percent)		13.00%
Swap contracts \| Second quarter 2011
Copper derivative activity related to copper sales transactions
Pounds (in millions)	112,400,000	112,400,000
Weighted average COMEX price	4.08	4.08
Swap contracts \| Six months 2011
Copper derivative activity related to copper sales transactions
Pounds (in millions)	232,000,000	232,000,000
Weighted average COMEX price	4.08	4.08
Swap contracts \| Second half of 2011
Copper derivative activity related to copper sales transactions
Pounds (in millions)	224,900,000	224,900,000
Weighted average COMEX price	4.08	4.08
Estimated percentage of copper sales covered (as a percent)		32.00%
Accumulated unrealized loss recognized in other comprehensive income net of income taxes		28,000,000
Accumulated unrealized loss recognized in other comprehensive income, income tax		17,600,000
Second quarter 2011
Copper derivative activity related to copper sales transactions
Realized (loss) gain on copper derivatives	8,600,000
Six months 2011
Copper derivative activity related to copper sales transactions
Realized (loss) gain on copper derivatives		$ 44,300,000

Represents the percentage of the hedged activity which is covered by derivative contracts.

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The average cap rate on a group of price risk derivatives such as caps or collars. A payment or receipt is triggered if the market rate exceeds the cap rate on the contract.

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The average floor rate on a group of price risk derivatives such as floors or collars. A payment or receipt is triggered if the market rate falls below the floor rate on the contract.

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Line items represent financial concepts included in a table. These concepts are used to disclose reportable information associated with domain members defined in one or many axes to the table.

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Average fixed price related to the group of price risk swap derivatives.

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The aggregate net gain (loss) on price risk derivatives included in earnings in the period.

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The correlation coefficient between the hypothetical instrument and the hedged item used in determination of the effectiveness of a hedging relationship.

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Aggregate notional amount of price risk derivatives for instruments with notional amounts expressed in nonmonetary units.

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Net of tax effect change in accumulated gains and losses from derivative instruments designated and qualifying as the effective portion of cash flow hedges after taxes. A cash flow hedge is a hedge of the exposure to variability in the cash flows of a recognized asset or liability or a forecasted transaction that is attributable to a particular risk. The change includes an entity's share of an equity investee's increase or decrease in deferred hedging gains or losses. While for technical reasons this element has no balance attribute, the default assumption is a credit balance consistent with its label.

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Tax effect on the change in accumulated gains and losses from derivative instruments designated and qualifying as the effective portion of cash flow hedges. Includes an entity's share of an equity investee's Increase or Decrease in deferred hedging gains or losses.

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