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DERIVATIVE INSTRUMENTS: (Details) (USD $) In Millions, unless otherwise specified					3 Months Ended		9 Months Ended
	Sep. 30, 2012	Sep. 30, 2011 Zero cost collar contracts Third quarter lbs	Sep. 30, 2012 Zero cost collar contracts Nine months lbs	Sep. 30, 2011 Zero cost collar contracts Nine months lbs	Sep. 30, 2011 Swap contracts	Sep. 30, 2011 Swap contracts Third quarter lbs	Sep. 30, 2011 Swap contracts Nine months lbs
DERIVATIVE INSTRUMENTS:
Minimum correlation coefficient between average monthly copper prices on LME and COMEX exchanges (as a percent)	99.90%
Copper derivative activity related to copper sales transactions
Pounds		105,800,000	46,300,000	317,500,000		99,200,000	331,200,000
Average LME cap price		4.84	5.18	4.84
Average LME floor price		3.02	3.50	3.02
Weighted average COMEX price						4.08	4.08
Realized gain (loss) on copper derivatives					$ 23.9	$ 20.7	$ (23.7)

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- Definition

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

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- Definition

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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