Financial Instruments (Unaudited) Unsettled Derivatives (Details) (USD $)	Mar. 31, 2013		Dec. 31, 2012		Mar. 31, 2012	Dec. 31, 2011
Derivatives, Fair Value [Line Items]
Paid to brokers associated with margin requirements	$ 10,000,000		$ 7,000,000
Cash and cash equivalents	9,595,000,000		3,705,000,000		4,496,000,000	4,822,000,000
Commodity Contract [Member] | Copper futures and swap contracts [Member] | Derivatives designated as hedging instruments [Member] | Other Current Assets [Member]
Derivatives, Fair Value [Line Items]
Asset position	0	[1],[2]	5,000,000	[1],[2]
Commodity Contract [Member] | Copper futures and swap contracts [Member] | Derivatives designated as hedging instruments [Member] | Accounts payable and accrued liabilities [Member]
Derivatives, Fair Value [Line Items]
Liability position	8,000,000	[2],[3]	1,000,000	[2],[3]
Commodity Contract [Member] | Copper forward contracts [Member] | Derivatives not designated as hedging instruments | Other Current Assets [Member]
Derivatives, Fair Value [Line Items]
Asset position	1,000,000	[1]	0	[1]
Commodity Contract [Member] | Embedded derivatives in provisional sales/purchases contracts [Member] | Derivatives not designated as hedging instruments
Derivatives, Fair Value [Line Items]
Asset position	19,000,000	[4]	36,000,000	[4]
Derivative Asset, Fair Value, Gross Liability	0	[4]	8,000,000	[4]
Derivative Asset, Fair Value, Net	19,000,000	[4]	28,000,000	[4]
Derivative, Fair Value, Net	(60,000,000)		9,000,000
Liability position	79,000,000	[4]	27,000,000	[4]
Derivative Liability, Fair Value, Gross Asset	0	[4]	8,000,000	[4]
Derivative Liability, Fair Value, Net	79,000,000	[3],[4]	19,000,000	[3],[4]
Commodity Contract [Member] | Embedded derivatives in provisional sales/purchases contracts [Member] | Derivatives not designated as hedging instruments | Accounts payable and accrued liabilities [Member]
Derivatives, Fair Value [Line Items]
Derivative, Fair Value, Net	(17,000,000)		(6,000,000)
Commodity Contract [Member] | Embedded derivatives in provisional sales/purchases contracts [Member] | Derivatives not designated as hedging instruments | Trade accounts receivable [Member]
Derivatives, Fair Value [Line Items]
Derivative, Fair Value, Net	(43,000,000)		15,000,000
Money market funds [Member]
Derivatives, Fair Value [Line Items]
Cash and cash equivalents	8,367,000,000		2,991,000,000
Bank Time Deposits [Member]
Derivatives, Fair Value [Line Items]
Cash and cash equivalents	697,000,000		514,000,000
Repurchase Agreements [Member]
Derivatives, Fair Value [Line Items]
Cash and cash equivalents	300,000,000	[5]	0	[5]
Cash Held in Banks [Member]
Derivatives, Fair Value [Line Items]
Cash and cash equivalents	$ 231,000,000		$ 200,000,000

[1] Amounts recorded in other current assets.

[2] FCX paid $10 million to brokers at March 31, 2013, and $7 million at December 31, 2012, for margin requirements (recorded in other current assets).

[3] Amounts recorded in accounts payable and accrued liabilities.

[4] These derivatives are the only derivatives that are offset in the balance sheet in accordance with accounting guidance. Based on the respective contract, embedded derivatives on provisional sales/purchases are netted with the corresponding outstanding receivable/payable balances. At March 31, 2013, the net amounts were in a net liability position of $60 million, of which a credit of $43 million was netted against trade accounts receivable, and a credit of $17 million was included in accounts payable and accrued liabilities. At December 31, 2012, the net amounts were in a net asset position of $9 million, of which a debit of $15 million was included in trade accounts receivable, and a credit of $6 million was included in accounts payable and accrued liabilities.

[5] In the first quarter of 2013, FCX entered into an overnight repurchase agreement with a financial institution. In connection with the agreement, FCX purchases an undivided interest in U.S. government treasury and/or agency securities at market value, and the financial institution agrees to repurchase the securities on demand (the following business day) at the original purchase price plus a designated interest rate. FCX does not participate in the actual return on the underlying securities. Because of its short-term, highly liquid nature, and the insignificant risk of changes in value, FCX considers this financial instrument a cash equivalent.