Federal Home Loan Bank Of San Francisco 10-Q 7 Nov 14 2014 Q3 Quarterly report Financial data

Document_and_Entity_Informatio

Document and Entity Information Document	9 Months Ended
	Sep. 30, 2014	Oct. 31, 2014
Document and Entity Information [Line Items]	'	'
Entity Registrant Name	'FEDERAL HOME LOAN BANK OF SAN FRANCISCO	'
Entity Central Index Key	'0001316944	'
Document Type	'10-Q	'
Document Period End Date	30-Sep-14	'
Amendment Flag	'false	'
Document Fiscal Year Focus	'2014	'
Document Fiscal Period Focus	'Q3	'
Current Fiscal Year End Date	'--12-31	'
Entity Well-known Seasoned Issuer	'No	'
Entity Voluntary Filers	'No	'
Entity Current Reporting Status	'Yes	'
Entity Filer Category	'Non-accelerated Filer	'
Entity Common Stock, Shares Outstanding	'	44,159,369

Statements_of_Condition

Statements of Condition (USD $)	Sep. 30, 2014		Dec. 31, 2013
In Millions, unless otherwise specified
Assets:	'		'
Cash and due from banks	$8,002		$4,906
Securities purchased under agreements to resell	500		0
Federal funds sold	6,948		7,498
Trading securities	3,625	[1]	3,208	[1]
Available-for-sale securities	6,624	[1]	7,047	[1]
Held-to-maturity securities (fair values were $15,519 and $17,352, respectively)	15,467	[2],[3]	17,507	[2],[3]
Advances (includes $5,149 and $7,069 at fair value under the fair value option, respectively)	40,615		44,395
Mortgage loans held for portfolio, net of allowance for credit losses of $2 and $2, respectively	754		905
Accrued interest receivable	71		81
Premises, software, and equipment, net	27		25
Derivative assets, Net	69		116
Other assets	87		86
Total Assets	82,789		85,774
Liabilities:	'		'
Deposits	202		193
Consolidated obligations:	'		'
Bonds (includes $7,145 and $10,115 at fair value under the fair value option, respectively)	50,871		53,207
Discount Notes	24,431		24,194
Total consolidated obligations	75,302		77,401
Mandatorily redeemable capital stock	1,076		2,071
Accrued interest payable	138		95
Affordable Housing Program payable	153		151
Derivative liabilities, Net	27		47
Other liabilities	109		107
Total Liabilities	77,007		80,065
Commitments and Contingencies (Note 17)	'		'
Capital:	'		'
Capital stock-Class B-Putable ($100 par value) issued and outstanding: 33 shares and 35 shares, respectively	3,310		3,460
Unrestricted retained earnings	303		317
Restricted retained earnings	2,073		2,077
Total Retained Earnings	2,376		2,394
Accumulated Other Comprehensive Income (Loss)	96		-145
Total Capital	5,782		5,709
Total Liabilities and Capital	$82,789		$85,774
[1]	At September 30, 2014, and December 31, 2013, none of these securities were pledged as collateral that may be repledged.
[2]	Amortized cost includes unpaid principal balance, unamortized premiums and discounts, and previous OTTI recognized in earnings. The carrying value of HTM securities represents amortized cost after adjustment for non-credit-related OTTI recognized in AOCI.
[3]	At September 30, 2014, $2 of these securities were pledged as collateral that may be repledged. At December 31, 2013, none of these securities were pledged as collateral that may be repledged.

Statements_of_Condition_Parent

Statements of Condition (Parenthetical) (USD $)	Sep. 30, 2014		Dec. 31, 2013
In Millions, except Per Share data, unless otherwise specified
Assets:	'		'
Fair Value of Held-to-maturity securities	$15,519		$17,352
Fair Value of Advances Under the Fair Value Option	5,149	[1]	7,069
Allowance for credit losses on mortgage loans	2		2
Statement of Condition Footnotes:	'		'
Available-for-sale securities pledged as collateral that may be repledged	0		0
Trading securities pledged as collateral that may be repledged	0		0
Held-to-maturity securities pledged as collateral that may be repledged	2		0
Common Class B [Member]	'		'
Capital:	'		'
Common stock, par value	$100		$100
Common stock, shares issued	33		35
Common stock, shares outstanding	33		35
Consolidated obligation bonds [Member]	'		'
Liabilities:	'		'
Fair Value of Bonds Under the Fair Value Option	$7,145		$10,115
[1]	Includes $5,149 and $7,069 of advances recorded under the fair value option at September 30, 2014, and December 31, 2013, respectively. There were no advances recorded at fair value at September 30, 2014, or December 31, 2013, where the exposure to overall changes in fair value was hedged in accordance with the accounting for derivative instruments and hedging activities.

Statements_of_Income

Statements of Income (USD $)	3 Months Ended				9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2014		Sep. 30, 2013		Sep. 30, 2014		Sep. 30, 2013
Interest Income:	'		'		'		'
Advances	$74		$84		$229		$260
Prepayment fees on advances, net	1		0		5		2
Securities purchased under agreements to resell	0		0		0		1
Federal funds sold	4		4		9		12
Trading securities	2		1		5		5
AFS securities	67		69		210		206
HTM securities	89		97		278		293
Mortgage loans held for portfolio	10		12		32		38
Total Interest Income	247		267		768		817
Interest Expense:	'		'		'		'
Bonds	84		102		247		342
Discount notes	4		4		16		11
Mandatorily redeemable capital stock	26	[1]	47	[1]	99	[1]	109	[1]
Total Interest Expense	114		153		362		462
Net Interest Income	133		114		406		355
Provision for/(reversal) of credit losses on mortgage loans	-1		0		0		0
Net Interest Income After Mortgage Loan Loss Provision	134		114		406		355
Other Income/(Loss):	'		'		'		'
Net gain (loss) on trading securities	-1		-2		-1		1
Total other-than-temporary impairment (OTTI) loss	-1		-5		-5		-13
Net amount of OTTI loss reclassified to/(from) accumulated other comprehensive income/(loss)	0		2		2		7
Net OTTI loss, credit-related	-1		-3		-3		-6
Net gain/(loss) on advances and consolidated obligation bonds held under fair value option	-13		-17		-82		-6
Net gain/(loss) on derivatives and hedging activities	0		-2		-34		16
Other	3		2		6		5
Total Other Income/(Loss)	-12		-22		-114		10
Other Expense:	'		'		'		'
Compensation and benefits	15		16		47		48
Other operating expense	16		14		47		36
Federal Housing Finance Agency	1		1		5		4
Office of Finance	2		1		4		4
Other	0		0		0		1
Total Other Expense	34		32		103		93
Income/(Loss) Before Assessments	88		60		189		272
Affordable Housing Program Assessment	12		11		29		38
Net Income/(Loss)	$76		$49		$160		$234
[1]	The Bank excludes interest expense on mandatorily redeemable capital stock from adjusted net interest income in its analysis of financial performance for its two operating segments

Statements_of_Comprehensive_In

Statements of Comprehensive Income (USD $)	3 Months Ended		9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2014	Sep. 30, 2013	Sep. 30, 2014	Sep. 30, 2013
Net Income/(Loss)	$76	$49	$160	$234
Other Comprehensive Income/(Loss):	'	'	'	'
Net Change in Pension and Postretirement Benefits	1	-2	1	-1
Net non-credit-related OTTI loss on available-for-sale securities:	'	'	'	'
Non-credit related OTTI loss transferred from HTM securities	0	-1	0	-4
Net change in fair value of other-than-temporarily impaired securities	77	82	237	522
Reclassification of non-credit related OTTI recognized into AOCI	0	-1	-2	-3
Total net non-credit-related OTTI gain/(loss) on available-for-sale securities	77	80	235	515
Net non-credit-related OTTI loss on held-to-maturity securities:	'	'	'	'
Non-credit-related OTTI loss	0	-1	0	-4
Accretion of Noncredit Related OTTI Loss	2	1	5	5
Non-credit-related OTTI loss transferred from HTM to AFS securities	0	1	0	4
Total net non-credit-related OTTI gain/(loss) on held-to-maturity securities	2	1	5	5
Total other comprehensive income/(loss)	80	79	241	519
Total Comprehensive Income (Loss)	$156	$128	$401	$753

Statements_of_Capital_Accounts

Statements of Capital Accounts (USD $)	Total	Retained Earnings [Member]	Restricted [Member]	Unrestricted [Member]	Accumulated Other Comprehensive Income/(Loss) [Member]	Common Class B [Member]
In Millions, unless otherwise specified						Common Stock [Member]
Balance at Dec. 31, 2012	$5,613	$2,247	$2,001	$246	($794)	$4,160
Balance, Shares at Dec. 31, 2012	'	'	'	'	'	42
Increase (Decrease) in Stockholders' Equity [Roll Forward]	'	'	'	'	'	'
Issuance of capital stock, shares	'	'	'	'	'	2
Issuance of capital stock, value	298	'	'	'	'	298
Repurchase of capital stock, shares	'	'	'	'	'	-9
Repurchase of capital stock, value	-929	'	'	'	'	-929
Net Shares Reclassified from/(to) Mandatorily Redeemable Capital Stock, Shares	'	'	'	'	'	0
Capital stock reclassified from/(to) mandatorily redeemable capital stock, net, value	-3	'	'	'	'	-3
Comprehensive Income (Loss)	753	234	55	179	519	'
Cash dividends paid on capital stock	-109	-109	'	-109	'	'
Balance at Sep. 30, 2013	5,623	2,372	2,056	316	-275	3,526
Balance, Shares at Sep. 30, 2013	'	'	'	'	'	35
Balance at Jun. 30, 2013	'	'	'	'	'	'
Increase (Decrease) in Stockholders' Equity [Roll Forward]	'	'	'	'	'	'
Capital stock reclassified from/(to) mandatorily redeemable capital stock, net, value	-2	'	'	'	'	'
Comprehensive Income (Loss)	128	'	'	'	'	'
Cash dividends paid on capital stock	'	'	'	-49	'	'
Balance at Sep. 30, 2013	5,623	'	'	316	'	'
Balance at Dec. 31, 2013	5,709	2,394	2,077	317	-145	3,460
Balance, Shares at Dec. 31, 2013	'	'	'	'	'	35
Increase (Decrease) in Stockholders' Equity [Roll Forward]	'	'	'	'	'	'
Issuance of capital stock, shares	'	'	'	'	'	6
Issuance of capital stock, value	624	'	'	'	'	624
Repurchase of capital stock, shares	'	'	'	'	'	-8
Repurchase of capital stock, value	-771	'	'	'	'	-771
Net Shares Reclassified from/(to) Mandatorily Redeemable Capital Stock, Shares	'	'	'	'	'	0
Capital stock reclassified from/(to) mandatorily redeemable capital stock, net, value	-3	'	'	'	'	-3
Comprehensive Income (Loss)	401	160	-4	164	241	'
Cash dividends paid on capital stock	-178	-178	'	-178	'	'
Balance at Sep. 30, 2014	5,782	2,376	2,073	303	96	3,310
Balance, Shares at Sep. 30, 2014	'	'	'	'	'	33
Balance at Jun. 30, 2014	'	'	'	'	'	'
Increase (Decrease) in Stockholders' Equity [Roll Forward]	'	'	'	'	'	'
Capital stock reclassified from/(to) mandatorily redeemable capital stock, net, value	-1	'	'	'	'	'
Comprehensive Income (Loss)	156	'	'	'	'	'
Cash dividends paid on capital stock	'	'	'	-61	'	'
Balance at Sep. 30, 2014	$5,782	'	'	$303	'	'

Statements_of_Capital_Accounts1

Statements of Capital Accounts (Parenthetical)	3 Months Ended		9 Months Ended
	Sep. 30, 2014	Sep. 30, 2013	Sep. 30, 2014	Sep. 30, 2013
Annualized Dividend Rate on Capital Stock	7.35%	5.14%	6.91%	3.52%

Statements_of_Cash_Flows

Statements of Cash Flows (USD $)	9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2014	Sep. 30, 2013
Cash Flows from Operating Activities:	'	'
Net Income/(Loss)	$160	$234
Adjustments to reconcile net income/(loss) to net cash provided by operating activities:	'	'
Depreciation and amortization	-64	-51
Change in net fair value adjustment on trading securities	1	-1
Change in net fair value adjustment on advances and consolidated obligation bonds held under fair value option	82	6
Change in net derivatives and hedging activities	-124	-61
Net OTTI loss, credit-related	3	6
Net change in:	'	'
Accrued interest receivable	15	21
Other assets	0	-1
Accrued interest payable	47	14
Other liabilities	4	16
Total adjustments	-36	-51
Net cash provided by/(used in) operating activities	124	183
Cash Flows from Investing Activities:	'	'
Interest-bearing deposits	-228	-66
Securities purchased under agreements to resell	-500	1,500
Federal funds sold	550	3,037
Premises, software, and equipment	-8	-6
Trading securities:	'	'
Proceeds from maturities of long-term	331	235
Purchases of long-term	-750	-525
Available-for-sale securities:	'	'
Proceeds from maturities of long-term	703	1,001
Held-to-maturity securities:	'	'
Net (increase)/decrease in short-term	369	-1,543
Proceeds from maturities of long-term	1,878	3,264
Purchases of long-term	-207	-3,506
Advances:	'	'
Principal collected	567,859	367,726
Made to members	-564,152	-368,483
Mortgage loans held for portfolio:	'	'
Principal collected	154	317
Purchases	-3	0
Proceeds from Sale of Foreclosed Assets	3	3
Net cash provided by/(used in) investing activities	5,999	2,954
Cash Flows from Financing Activities:	'	'
Deposits	288	347
Net (payments)/proceeds on derivatives contracts with financing elements	6	59
Net proceeds from issuance of consolidated obligations:	'	'
Bonds	28,729	19,103
Discount notes	83,632	91,095
Bonds transferred from another Federal Home Loan Bank	0	122
Payments for matured and retired consolidated obligations:	'	'
Bonds	-30,966	-32,922
Discount notes	-83,393	-74,487
Proceeds from issuance of capital stock	624	298
Payments for repurchase/redemption of mandatorily redeemable capital stock	-998	-1,758
Payments for repurchase of capital stock	-771	-929
Cash dividends paid	-178	-109
Net cash provided by/(used in) financing activities	-3,027	819
Net increase/(decrease) in cash and due from banks	3,096	3,956
Cash and due from banks at beginning of the period	4,906	104
Cash and due from banks at end of period	8,002	4,060
Supplemental Disclosures:	'	'
Interest paid	357	387
Affordable Housing Program payments	27	26
Supplemental Disclosures of Noncash Investing Activities:	'	'
Transfers of mortgage loans to real estate owned	2	3
Transfers of OTTI held-to-maturity securities to available-for-sale securities	$0	$56

Basis_of_Presentation

Basis of Presentation	9 Months Ended
	Sep. 30, 2014
Accounting Policies [Abstract]	'
Basis of Presentation and Summary of Significant Accounting Policies	'
	Basis of Presentation
	The information about the Federal Home Loan Bank of San Francisco (Bank) included in these unaudited financial statements reflects all adjustments that, in the opinion of the Bank, are necessary for a fair statement of results for the periods presented. These adjustments are of a normal recurring nature, unless otherwise disclosed. The results of operations in these interim statements are not necessarily indicative of the results to be expected for any subsequent period or for the entire year ending December 31, 2014. These unaudited financial statements should be read in conjunction with the Bank’s Annual Report on Form 10-K for the year ended December 31, 2013 (2013 Form 10‑K).
	Use of Estimates. The preparation of financial statements in accordance with accounting principles generally accepted in the United States of America (U.S. GAAP) requires management to make a number of judgments, estimates, and assumptions that may affect the reported amounts of assets and liabilities, the disclosure of contingent assets and liabilities, and the reported amounts of income, expenses, gains, and losses during the reporting period. The most significant of these estimates include estimating the allowance for credit losses on the advances and mortgage loan portfolios; accounting for derivatives; estimating fair values of investments classified as trading and available-for-sale, derivatives and associated hedged items carried at fair value in accordance with the accounting for derivative instruments and associated hedging activities, and financial instruments carried at fair value under the fair value option, and accounting for OTTI for investment securities; and estimating the prepayment speeds on mortgage-backed securities (MBS) and mortgage loans for the accounting of amortization of premiums and accretion of discounts on MBS and mortgage loans. Actual results could differ significantly from these estimates.
	Financial Instruments Meeting Netting Requirements. The Bank presents certain financial instruments, including derivative instruments and securities purchased under agreements to resell, on a net basis when they have a legal right of offset and all other requirements for netting are met (collectively referred to as the netting requirements). The Bank has elected to offset its derivative asset and liability positions, as well as cash collateral received or pledged, when the netting requirements are met. The Bank did not have any offsetting liabilities related to its securities purchased under agreements to resell for the periods presented.
	The net exposure for these financial instruments can change on a daily basis; therefore, there may be a delay between the time this exposure change is identified and additional collateral is requested, and the time this collateral is received or pledged. Likewise, there may be a delay for excess collateral to be returned. For derivative instruments that meet the netting requirements, any excess cash collateral received or pledged is recognized as a derivative liability or derivative asset. Additional information regarding these agreements is provided in Note 15 – Derivatives and Hedging Activities. Based on the fair value of the related collateral held, the securities purchased under agreements to resell were fully collateralized for the periods presented.
	Variable Interest Entities. The Bank’s investments in variable interest entities (VIEs) are limited to private-label residential mortgage-backed securities (PLRMBS). On an ongoing basis, the Bank performs a quarterly evaluation
	to determine whether it is the primary beneficiary in any VIE. The Bank evaluated its investments in VIEs as of September 30, 2014, to determine whether it is a primary beneficiary of any of these investments. The primary beneficiary is required to consolidate a VIE. The Bank determined that consolidation accounting is not required because the Bank is not the primary beneficiary of these VIEs for the periods presented. The Bank does not have the power to significantly affect the economic performance of any of these investments because it does not act as a key decision maker nor does it have the unilateral ability to replace a key decision maker. In addition, the Bank does not design, sponsor, transfer, service, or provide credit or liquidity support in any of its investments in VIEs. The Bank’s maximum loss exposure for these investments is limited to the carrying value.
	Descriptions of the Bank’s significant accounting policies are included in “Item 8. Financial Statements and Supplementary Data – Note 1 – Summary of Significant Accounting Policies” in the Bank’s 2013 Form 10-K. Other changes to these policies as of September 30, 2014, are discussed in Note 2 – Recently Issued and Adopted Accounting Guidance.

Recently_Issued_and_Adopted_Ac

Recently Issued and Adopted Accounting Guidance	9 Months Ended
	Sep. 30, 2014
New Accounting Pronouncements and Changes in Accounting Principles [Abstract]	'
Recently Issued and Adopted Accounting Guidance	'
	Recently Issued and Adopted Accounting Guidance
	Disclosure of Uncertainties about an Entity’s Ability to Continue as a Going Concern. On August 27, 2014, the Financial Accounting Standards Board (FASB) issued guidance about management’s responsibility to evaluate whether there is substantial doubt about an entity’s ability to continue as a going concern and to provide related footnote disclosures. This guidance requires management to perform interim and annual assessments of an entity’s ability to continue as a going concern within one year after the date the financial statements are issued or within one year after the financial statements are available to be issued, when applicable. Substantial doubt exists if it is probable that the entity will be unable to meet its obligations for the assessed period. This guidance becomes effective for the Bank for the interim and annual periods ending after December 15, 2016, and early application is permitted. This guidance is not expected to affect the Bank’s financial condition, results of operations, and cash flows.
	Classification of Certain Government-Guaranteed Mortgage Loans upon Foreclosure. On August 8, 2014, the FASB issued amended guidance relating to the classification and measurement of certain government-guaranteed mortgage loans upon foreclosure. The amendments in this guidance require that a mortgage loan be derecognized and that a separate other receivable be recognized upon foreclosure if certain conditions are met. This guidance becomes effective for the Bank for the interim and annual periods beginning after December 15, 2014, and may be adopted using either the modified retrospective transition method or the prospective transition method. The Bank is in the process of evaluating the effect of this guidance on the Bank’s financial condition, results of operations, and cash flows, but it is not expected to be material.
	Repurchase-to-Maturity Transactions, Repurchase Financings, and Disclosures. On June 12, 2014, the FASB issued amended guidance for repurchase-to-maturity transactions and repurchase agreements executed as repurchase financings. Specifically, this guidance requires entities to account for (1) repurchase-to-maturity transactions as secured borrowings rather than as sales with forward repurchase agreements; and (2) repurchase agreements executed contemporaneously with the initial transfer of the underlying financial asset with the same counterparty as separate transactions only. In addition, this guidance requires a transferor to disclose additional information about certain transactions, including those in which it retains substantially all of the exposure to the economic returns of the underlying transferred asset over the transaction’s term. This guidance becomes effective for the Bank for the first interim or annual period beginning after December 15, 2014. The changes in accounting for transactions outstanding on the effective date are required to be presented on a cumulative-effect basis. The Bank is in the process of evaluating the effect of this guidance on the Bank’s financial condition, results of operations, and cash flows, but it is not expected to be material.
	Revenue from Contracts with Customers. On May 28, 2014, the FASB issued its guidance on revenue from contracts with customers. This guidance outlines a comprehensive model for entities to use in accounting for revenue arising from contracts with customers and supersedes most current revenue recognition guidance. In addition, this guidance amends the existing requirements for the recognition of a gain or loss on the transfer of non-financial assets that are not in a contract with a customer. This guidance applies to all contracts with customers except those that are within the scope of certain other standards, such as financial instruments, certain guarantees, insurance contracts, or lease contracts.
	This guidance becomes effective for the interim and annual reporting periods beginning after December 15, 2016, and early application is not permitted. The guidance provides the entities with the option of using the following two methods upon adoption: a full retrospective method, applied retrospectively to each prior reporting period presented; or a transition method, with the cumulative effect of retrospectively applying this guidance recognized at the date of initial application. The Bank is in the process of evaluating the effect of this guidance on the Bank’s financial condition, results of operations, and cash flows, but it is not expected to be material.
	Reclassification of Residential Real Estate Collateralized Consumer Mortgage Loans upon Foreclosure. On January 17, 2014, the FASB issued guidance clarifying when consumer mortgage loans collateralized by real estate should be reclassified to real estate owned (REO). Specifically, these collateralized mortgage loans should be reclassified to REO when either the creditor obtains legal title to the residential real estate property upon completion of a foreclosure or the borrower conveys all interest in the residential real estate property to the creditor to satisfy the loan through completion of a deed in lieu of foreclosure or through a similar legal agreement. The guidance is effective for interim and annual periods beginning on or after December 15, 2014, and may be adopted under either the modified retrospective transition method or the prospective transition method. The Bank is in the process of evaluating the effect of this guidance on the Bank’s financial condition, results of operations, and cash flows, but it is not expected to be material.
	Joint and Several Liability Arrangements. On February 28, 2013, the FASB issued guidance for the recognition, measurement, and disclosure of obligations resulting from joint and several liability arrangements for which the total amount of the obligation within the scope of the guidance is fixed at the reporting date. The guidance requires an entity to measure these obligations as the sum of (1) the amount the reporting entity agreed to pay on the basis of its arrangement among its co-obligors and (2) any additional amount the reporting entity expects to pay on behalf of its co-obligors. In addition, the guidance requires an entity to disclose the nature and amount of the obligations as well as other information about the obligations. The guidance became effective for interim and annual periods beginning on January 1, 2014, and was applied retrospectively to obligations with joint and several liabilities existing at January 1, 2014. The adoption of this guidance did not affect the Bank’s financial condition, results of operations, or cash flows.
	Recently Issued Regulatory Guidance
	Framework for Adversely Classifying Loans, Other Real Estate Owned, and Other Assets and Listing Assets for Special Mention. On April 9, 2012, the Federal Housing Finance Agency (Finance Agency) issued Advisory Bulletin 2012-02, Framework for Adversely Classifying Loans, Other Real Estate Owned, and Other Assets and Listing Assets for Special Mention (AB 2012-02). The guidance establishes a standard and uniform methodology for classifying loans, other real estate owned, and certain other assets (excluding investment securities) and prescribes the timing of asset charge-offs based on these classifications. The guidance is generally consistent with the Uniform Retail Credit Classification and Account Management Policy issued by the federal banking regulators in June 2000. The Bank implemented the asset classification provisions as of January 1, 2014, and this adoption did not have any impact on the Bank’s financial condition, results of operations, or cash flows. The charge-off provisions are to be implemented no later than January 1, 2015, and the adoption of those provisions is not expected to have a significant impact on the Bank’s financial condition, results of operations, or cash flows.

Trading_Securities

Trading Securities	9 Months Ended
	Sep. 30, 2014
Trading Securities [Abstract]	'
Trading Securities	'
	Trading Securities
	The estimated fair value of trading securities as of September 30, 2014, and December 31, 2013, was as follows:
		September 30, 2014		December 31, 2013
	Government-sponsored enterprises (GSEs) – Federal Farm Credit Bank (FFCB) bonds	$	3,613	$	3,194
	MBS – Other U.S. obligations – Ginnie Mae	12		14
	Total	$	3,625	$	3,208
	Redemption Terms. The estimated fair value of non-MBS by contractual maturity (based on contractual final principal payment) and of MBS as of September 30, 2014, and December 31, 2013, is shown below. Expected maturities of MBS will differ from contractual maturities because borrowers generally have the right to prepay the underlying obligations without prepayment fees.
	Year of Contractual Maturity	September 30, 2014		December 31, 2013
	Trading securities other than MBS:
	Due in 1 year or less	$	2,113	$	580
	Due after 1 year through 5 years	1,500		2,614
	Subtotal	3,613		3,194
	MBS – Other U.S. obligations – Ginnie Mae	12		14
	Total	$	3,625	$	3,208
	Interest Rate Payment Terms. Interest rate payment terms for trading securities at September 30, 2014, and December 31, 2013, are detailed in the following table:
		September 30, 2014		December 31, 2013
	Estimated fair value of trading securities other than MBS:
	Adjustable rate	$	3,613	$	3,194
	Estimated fair value of trading MBS:
	Passthrough securities – Adjustable rate	12		14
	Total	$	3,625	$	3,208
	The net unrealized gain/(loss) on trading securities was $(1) and $(2) for the three months ended September 30, 2014 and 2013, respectively. The net unrealized gain/(loss) on trading securities was $(1) and $1 for the nine months ended September 30, 2014 and 2013, respectively. These amounts represent the changes in the fair value of the securities during the reported periods.

AvailableforSale_Securities

Available-for-Sale Securities	9 Months Ended
	Sep. 30, 2014
Available-for-sale Securities [Abstract]	'
Available-for-Sale Securities	'
	Available-for-Sale Securities
	Available-for-sale (AFS) securities by major security type as of September 30, 2014, and December 31, 2013, were as follows:
	September 30, 2014
		Amortized		OTTI			Gross		Gross			Estimated Fair Value
		Cost(1)		Recognized in			Unrealized		Unrealized
				AOCI			Gains		Losses
	PLRMBS:
	Prime	$	584	$	(1	)	$	41	$	—		$	624
	Alt-A, option ARM	1,051		(47		)	85		—			1,089
	Alt-A, other	4,865		(143		)	189		—			4,911
	Total	$	6,500	$	(191	)	$	315	$	—		$	6,624
	December 31, 2013
		Amortized		OTTI			Gross		Gross			Estimated Fair Value
		Cost(1)		Recognized in			Unrealized		Unrealized
				AOCI			Gains		Losses
	PLRMBS:
	Prime	$	661	$	(11	)	27		$	—		$	677
	Alt-A, option ARM	1,122		(74		)	51		—			1,099
	Alt-A, other	5,376		(239		)	142		(8		)	5,271
	Total	$	7,159	$	(324	)	$	220	$	(8	)	$	7,047
	-1	Amortized cost includes unpaid principal balance, unamortized premiums and discounts, and previous OTTI recognized in earnings.
	Expected maturities of PLRMBS will differ from contractual maturities because borrowers generally have the right to prepay the underlying obligations without prepayment fees.
	At September 30, 2014, the amortized cost of the Bank’s PLRMBS classified as AFS included credit-related OTTI of $1,209. At December 31, 2013, the amortized cost of the Bank’s PLRMBS classified as AFS included credit-related OTTI of $1,312.
	The following table summarizes the AFS securities with unrealized losses as of September 30, 2014, and December 31, 2013. The unrealized losses are aggregated by major security type and the length of time that individual securities have been in a continuous unrealized loss position. Total unrealized losses in the following table will not agree to total gross unrealized losses in the table above. The unrealized losses in the following table also include non-credit-related OTTI losses recognized in AOCI. For OTTI analysis of AFS securities, see Note 6 – Other-Than-Temporary Impairment Analysis.
	September 30, 2014
		Less Than 12 Months					12 Months or More					Total
		Estimated		Unrealized			Estimated		Unrealized			Estimated		Unrealized
		Fair Value		Losses			Fair Value		Losses			Fair Value		Losses
	PLRMBS:
	Prime	$	9	$	—		$	37	$	1		$	46	$	1
	Alt-A, option ARM	—		—			629		47			629		47
	Alt-A, other	345		9			1,796		134			2,141		143
	Total	$	354	$	9		$	2,462	$	182		$	2,816	$	191
	December 31, 2013
		Less Than 12 Months					12 Months or More					Total
		Estimated		Unrealized			Estimated		Unrealized			Estimated		Unrealized
		Fair Value		Losses			Fair Value		Losses			Fair Value		Losses
	PLRMBS:
	Prime	$	28	$	—		$	287	$	11		$	315	$	11
	Alt-A, option ARM	—		—			674		74			674		74
	Alt-A, other	677		10			2,351		237			3,028		247
	Total	$	705	$	10		$	3,312	$	322		$	4,017	$	332
	As indicated in the tables above, as of September 30, 2014, the Bank’s investments classified as AFS had unrealized losses related to PLRMBS, which were primarily due to illiquidity in the PLRMBS market, uncertainty about the future condition of the housing and mortgage markets and the economy, and market expectations of the credit performance of loan collateral underlying these securities, which caused these assets to be valued at discounts to their acquisition cost.
	Interest Rate Payment Terms. Interest rate payment terms for AFS securities at September 30, 2014, and December 31, 2013, are shown in the following table:
		September 30, 2014		December 31, 2013
	Amortized cost of AFS PLRMBS:
	Collateralized mortgage obligations:
	Fixed rate	$	2,026	$	2,450
	Adjustable rate	4,474		4,709
	Total	$	6,500	$	7,159
	Certain MBS classified as fixed rate collateralized mortgage obligations have an initial fixed interest rate that subsequently converts to an adjustable interest rate on a specified date as follows:
		September 30, 2014		December 31, 2013
	Collateralized mortgage obligations:
	Converts in 1 year or less	$	28	$	191
	Converts after 1 year through 5 years	310		364
	Total	$	338	$	555
	See Note 6 – Other-Than-Temporary Impairment Analysis for information on the transfers of securities between the AFS portfolio and the held-to-maturity (HTM) portfolio.

HeldtoMaturity_Securities

Held-to-Maturity Securities	9 Months Ended
	Sep. 30, 2014
Held-to-maturity Securities, Unclassified [Abstract]	'
Held-to-maturity Securities	'
	Held-to-Maturity Securities
	The Bank classifies the following securities as HTM because the Bank has the positive intent and ability to hold these securities to maturity:
	September 30, 2014
		Amortized		OTTI			Carrying		Gross		Gross			Estimated
		Cost(1)		Recognized			Value(1)		Unrecognized		Unrecognized			Fair Value
				in AOCI(1)					Holding		Holding
									Gains(2)		Losses(2)
	Certificates of deposit	$	1,291	$	—		$	1,291	$	—	$	—		$	1,291
	Housing finance agency bonds:
	California Housing Finance Agency (CalHFA) bonds	345		—			345		—		(47		)	298
	Subtotal	1,636		—			1,636		—		(47		)	1,589
	MBS:
	Other U.S. obligations – Ginnie Mae	1,569		—			1,569		6		(11		)	1,564
	GSEs:
	Freddie Mac	4,698		—			4,698		58		(35		)	4,721
	Fannie Mae	5,593		—			5,593		115		(15		)	5,693
	Subtotal GSEs	10,291		—			10,291		173		(50		)	10,414
	PLRMBS:
	Prime	1,186		—			1,186		2		(23		)	1,165
	Alt-A, option ARM	14		—			14		—		(1		)	13
	Alt-A, other	793		(22		)	771		20		(17		)	774
	Subtotal PLRMBS	1,993		(22		)	1,971		22		(41		)	1,952
	Total MBS	13,853		(22		)	13,831		201		(102		)	13,930
	Total	$	15,489	$	(22	)	$	15,467	$	201	$	(149	)	$	15,519
	December 31, 2013
		Amortized		OTTI			Carrying		Gross		Gross			Estimated
		Cost(1)		Recognized			Value(1)		Unrecognized		Unrecognized			Fair Value
				in AOCI(1)					Holding		Holding
									Gains(2)		Losses(2)
	Certificates of deposit	$	1,660	$	—		$	1,660	$	—	$	—		$	1,660
	Housing finance agency bonds:
	CalHFA bonds	416		—			416		—		(100		)	316
	Subtotal	2,076		—			2,076		—		(100		)	1,976
	MBS:
	Other U.S. obligations – Ginnie Mae	1,575		—			1,575		3		(45		)	1,533
	GSEs:
	Freddie Mac	5,250		—			5,250		53		(90		)	5,213
	Fannie Mae	6,331		—			6,331		109		(45		)	6,395
	Subtotal GSEs	11,581		—			11,581		162		(135		)	11,608
	PLRMBS:
	Prime	1,380		—			1,380		1		(37		)	1,344
	Alt-A, option ARM	16		—			16		—		(2		)	14
	Alt-A, other	906		(27		)	879		24		(26		)	877
	Subtotal PLRMBS	2,302		(27		)	2,275		25		(65		)	2,235
	Total MBS	15,458		(27		)	15,431		190		(245		)	15,376
	Total	$	17,534	$	(27	)	$	17,507	$	190	$	(345	)	$	17,352
	-1	Amortized cost includes unpaid principal balance, unamortized premiums and discounts, and previous OTTI recognized in earnings. The carrying value of HTM securities represents amortized cost after adjustment for non-credit-related OTTI recognized in AOCI.
	-2	Gross unrecognized holding gains/(losses) represent the difference between estimated fair value and carrying value.
	At September 30, 2014, the amortized cost of the Bank’s MBS classified as HTM included premiums of $56, discounts of $60, and credit-related OTTI of $7. At December 31, 2013, the amortized cost of the Bank’s MBS classified as HTM included premiums of $71, discounts of $70, and credit-related OTTI of $6.
	The following tables summarize the HTM securities with unrealized losses as of September 30, 2014, and December 31, 2013. The unrealized losses are aggregated by major security type and the length of time that individual securities have been in a continuous unrealized loss position. Total unrealized losses in the following table will not agree to the total gross unrecognized holding losses in the table above. The unrealized losses in the following table also include non-credit-related OTTI losses recognized in AOCI. For OTTI analysis of HTM securities, see Note 6 – Other-Than-Temporary Impairment Analysis.
	September 30, 2014
		Less Than 12 Months					12 Months or More				Total
		Estimated		Unrealized			Estimated		Unrealized		Estimated			Unrealized
		Fair Value		Losses			Fair Value		Losses		Fair Value			Losses
	Certificates of deposit	$	250	$	—		$	—	$	—	$	250		$	—
	Housing finance agency bonds:
	CalHFA bonds	—		—			282		47		282			47
	MBS:
	Other U.S. obligations – Ginnie Mae	926		6			276		5		1,202			11
	GSEs:
	Freddie Mac	992		9			1,340		26		2,332			35
	Fannie Mae	839		6			489		9		1,328			15
	Subtotal GSEs	1,831		15			1,829		35		3,660			50
PLRMBS:
Prime	158		1			705		22		863			23
Alt-A, option ARM	—		—			13		1		13			1
Alt-A, other	83		1			662		38		745			39
Subtotal PLRMBS	241		2			1,380		61		1,621			63
Total MBS	2,998		23			3,485		101		6,483			124
Total	$	3,248	$	23		$	3,767	$	148	$	7,015		$	171
December 31, 2013
	Less Than 12 Months					12 Months or More				Total
	Estimated		Unrealized			Estimated		Unrealized		Estimated			Unrealized
	Fair Value		Losses			Fair Value		Losses		Fair Value			Losses
Housing finance agency bonds:
CalHFA bonds	$	—	$	—		$	316	$	100	$	316		$	100
MBS:
Other U.S. obligations – Ginnie Mae	1,187		45			2		—		1,189			45
GSEs:
Freddie Mac	2,918		89			66		1		2,984			90
Fannie Mae	2,069		40			126		5		2,195			45
Subtotal GSEs	4,987		129			192		6		5,179			135
PLRMBS:
Prime	481		5			693		32		1,174			37
Alt-A, option ARM	—		—			14		2		14			2
Alt-A, other	159		2			688		51		847			53
Subtotal PLRMBS	640		7			1,395		85		2,035			92
Total MBS	6,814		181			1,589		91		8,403			272
Total	$	6,814	$	181		$	1,905	$	191	$	8,719		$	372
As indicated in the tables above, the Bank’s investments classified as HTM had unrealized losses primarily related to CalHFA bonds and MBS. The Bank also had unrealized losses associated with certificates of deposit that were de minimis, which were caused by movements in interest rates and not a deterioration of the issuers’ creditworthiness. The unrealized losses associated with the CalHFA bonds were mainly due to an illiquid market, credit concerns regarding the underlying mortgage collateral, and credit concerns regarding the monoline insurance providers, causing these investments to be valued at a discount to their acquisition cost. For its agency MBS, the Bank expects to recover the entire amortized cost basis of these securities because the Bank determined that the strength of the issuers’ guarantees through direct obligations or support from the U.S. government is sufficient to protect the Bank from losses. The unrealized losses associated with the PLRMBS were primarily due to illiquidity in the PLRMBS market, uncertainty about the future condition of the housing and mortgage markets and the economy, and market expectations of the credit performance of the loan collateral underlying these securities, which caused these assets to be valued at discounts to their acquisition cost.
Redemption Terms. The amortized cost, carrying value, and estimated fair value of non-MBS securities by contractual maturity (based on contractual final principal payment) and of MBS as of September 30, 2014, and December 31, 2013, are shown below. Expected maturities of MBS will differ from contractual maturities because borrowers generally have the right to prepay the underlying obligations without prepayment fees.
September 30, 2014
Year of Contractual Maturity	Amortized		Carrying			Estimated
	Cost(1)		Value(1)			Fair Value
HTM securities other than MBS:
Due in 1 year or less	$	1,291	$	1,291		$	1,291
Due after 5 years through 10 years	79		79			70
Due after 10 years	266		266			228
Subtotal	1,636		1,636			1,589
MBS:
Other U.S. obligations – Ginnie Mae	1,569		1,569			1,564
GSEs:
Freddie Mac	4,698		4,698			4,721
Fannie Mae	5,593		5,593			5,693
Subtotal GSEs	10,291		10,291			10,414
PLRMBS:
Prime	1,186		1,186			1,165
Alt-A, option ARM	14		14			13
Alt-A, other	793		771			774
Subtotal PLRMBS	1,993		1,971			1,952
Total MBS	13,853		13,831			13,930
Total	$	15,489	$	15,467		$	15,519
December 31, 2013
Year of Contractual Maturity	Amortized		Carrying			Estimated
	Cost(1)		Value(1)			Fair Value
HTM securities other than MBS:
Due in 1 year or less	$	1,660	$	1,660		$	1,660
Due after 5 years through 10 years	62		62			49
Due after 10 years	354		354			267
Subtotal	2,076		2,076			1,976
MBS:
Other U.S. obligations – Ginnie Mae	1,575		1,575			1,533
GSEs:
Freddie Mac	5,250		5,250			5,213
Fannie Mae	6,331		6,331			6,395
Subtotal GSEs	11,581		11,581			11,608
PLRMBS:
Prime	1,380		1,380			1,344
Alt-A, option ARM	16		16			14
Alt-A, other	906		879			877
Subtotal PLRMBS	2,302		2,275			2,235
Total MBS	15,458		15,431			15,376
Total	$	17,534	$	17,507		$	17,352
-1	Amortized cost includes unpaid principal balance, unamortized premiums and discounts, and previous OTTI recognized in earnings. The carrying value of HTM securities represents amortized cost after adjustment for non-credit-related OTTI recognized in AOCI.
Interest Rate Payment Terms. Interest rate payment terms for HTM securities at September 30, 2014, and December 31, 2013, are detailed in the following table:
	September 30, 2014		December 31, 2013
Amortized cost of HTM securities other than MBS:
Fixed rate	$	1,291	$	1,660
Adjustable rate	345		416
Subtotal	1,636		2,076
Amortized cost of HTM MBS:
Passthrough securities:
Fixed rate	333		461
Adjustable rate	410		430
Collateralized mortgage obligations:
Fixed rate	9,680		10,820
Adjustable rate	3,430		3,747
Subtotal	13,853		15,458
Total	$	15,489	$	17,534
Certain MBS classified as fixed rate passthrough securities and fixed rate collateralized mortgage obligations have an initial fixed interest rate that subsequently converts to an adjustable interest rate on a specified date as follows:
	September 30, 2014		December 31, 2013
Passthrough securities:
Converts in 1 year or less	$	44	$	62
Converts after 1 year through 5 years	218		316
Converts after 5 years through 10 years	62		72
Total	$	324	$	450
Collateralized mortgage obligations:
Converts in 1 year or less	$	78	$	185
Converts after 1 year through 5 years	34		133
Total	$	112	$	318
See Note 6 – Other-Than-Temporary Impairment Analysis for information on the transfers of securities between the AFS portfolio and the HTM portfolio.

OtherThanTemporary_Impairment_

Other-Than-Temporary Impairment Analysis	9 Months Ended
	Sep. 30, 2014
Other-Than-Temporary Impairment Analysis [Abstract]	'
Other-than-Temporary Impairment Analysis	'
	Other-Than-Temporary Impairment Analysis
	On a quarterly basis, the Bank evaluates its individual AFS and HTM investment securities in an unrealized loss position for OTTI. As part of this evaluation, the Bank considers whether it intends to sell each debt security and whether it is more likely than not that it will be required to sell the debt security before its anticipated recovery of the amortized cost basis. If either of these conditions is met, the Bank recognizes an OTTI charge to earnings equal to the entire difference between the security’s amortized cost basis and its fair value at the statement of condition date. For securities in an unrealized loss position that meet neither of these conditions, the Bank considers whether it expects to recover the entire amortized cost basis of the security by comparing its best estimate of the present value of the cash flows expected to be collected from the security with the amortized cost basis of the security. If the Bank’s best estimate of the present value of the cash flows expected to be collected is less than the amortized cost basis, the difference is considered the credit loss.
	PLRMBS. A significant input to the Bank’s cash flow analysis of its PLRMBS is the forecast of future housing price changes. The FHLBanks’ OTTI Governance Committee developed a short-term housing price forecast with projected changes ranging from a decrease of 3.0% to an increase of 9.0% over the 12-month period beginning July 1, 2014. For the vast majority of markets, the projected short-term housing price changes range from 0.0% to an increase of 6.0%. Thereafter, a unique path is projected for each geographic area based on an internally developed framework derived from historical data.
	For all the PLRMBS in its AFS and HTM portfolios, the Bank does not intend to sell any security and it is not more likely than not that the Bank will be required to sell any security before its anticipated recovery of the remaining amortized cost basis.
	For securities determined to be other-than-temporarily impaired as of September 30, 2014 (securities for which the Bank determined that it does not expect to recover the entire amortized cost basis), the following table presents a summary of the significant inputs used in measuring the amount of credit loss recognized in earnings in the third quarter of 2014, and the related current credit enhancement for the Bank.
	September 30, 2014
		Significant Inputs for Other-Than-Temporarily Impaired PLRMBS					Current
		Prepayment Rates		Default Rates	Loss Severities		Credit Enhancement
	Year of Securitization	Weighted Average %		Weighted Average %	Weighted Average %		Weighted Average %
	Prime
	2007	12.7		4.3	31.3		19.2
	2006	16.9		11.3	38.8		2.8
	Total Prime	12.8		4.4	31.5		18.8
	Alt-A, option ARM
	2005	7.8		34.3	43.7		2.3
	Total Alt-A, option ARM	7.8		34.3	43.7		2.3
	Alt-A, other
	2007	12.5		27.1	37.5		14.7
	2004 and earlier	15.8		9.1	32		13.5
	Total Alt-A, other	14.4		16.6	34.3		14
	Total	13.8		17	34.8		13.5
	Credit enhancement is defined as the percentage of subordinated tranches, excess spread, and over-collateralization, if any, in a security structure that will generally absorb losses before the Bank will experience a loss on the security. The calculated averages represent the dollar-weighted averages of all the PLRMBS investments in each category shown. The classification (Prime; Alt-A, option ARM; and Alt-A, other) is based on the model used to run the estimated cash flows for the CUSIP, which may not necessarily be the same as the classification at the time of origination.
	The following table presents the credit-related OTTI, which is recognized in earnings, for the three and nine months ended September 30, 2014 and 2013.
		Three Months Ended September 30,						Nine Months Ended September 30,
		2014			2013			2014			2013
	Balance, beginning of the period	$	1,347		$	1,395		$	1,378		$	1,397
	Additional charges on securities for which OTTI was previously recognized(1)	1			3			3			6
	Accretion of yield adjustments resulting from improvement of expected cash flows that are recognized over the remaining life of the securities	(16		)	(8		)	(49		)	(13		)
	Balance, end of the period	$	1,332		$	1,390		$	1,332		$	1,390
	-1	For the three months ended September 30, 2014 and 2013, “securities for which OTTI was previously recognized” represents all securities that were also other-than-temporarily impaired prior to July 1, 2014 and 2013, respectively. For the nine months ended September 30, 2014 and 2013, “securities for which OTTI was previously recognized” represents all securities that were also other-than-temporarily impaired prior to January 1, 2014 and 2013, respectively.
	Changes in circumstances may cause the Bank to change its intent to hold a certain security to maturity without calling into question its intent to hold other debt securities to maturity in the future. The sale or transfer of an HTM security because of certain changes in circumstances, such as evidence of significant deterioration in the issuers’ creditworthiness, is not considered to be inconsistent with its original classification. In addition, other events that are isolated, nonrecurring, or unusual for the Bank that could not have been reasonably anticipated may cause the Bank to sell or transfer an HTM security without necessarily calling into question its intent to hold other debt securities to maturity.
	The Bank did not transfer any PLRMBS from its HTM portfolio to its AFS portfolio during the three and nine months ended September 30, 2014. The following table summarizes the PLRMBS transferred from the Bank’s HTM portfolio to its AFS portfolio during the three and nine months ended September 30, 2013. The amounts shown represent the values when the securities were transferred from the HTM portfolio to the AFS portfolio.
		Three Months Ended September 30, 2013												Nine Months Ended September 30, 2013
		Amortized			OTTI			Gross			Estimated			Amortized		OTTI			Gross		Estimated
		Cost			Recognized			Unrecognized			Fair Value			Cost		Recognized			Unrecognized		Fair Value
					in AOCI			Holding								in AOCI			Holding
								Gains											Gains
	Other-than-temporarily impaired PLRMBS backed by loans classified at origination as:
	Alt-A, option ARM	$	—		$	—		$	—		$	—		$	22	$	(3	)	$	—	$	19
	Alt-A, other	37			(1		)	—			36			38		(1		)	—		37
	Total	$	37		$	(1	)	$	—		$	36		$	60	$	(4	)	$	—	$	56
	The following tables present the Bank’s AFS and HTM PLRMBS that incurred OTTI losses anytime during the life of the securities at September 30, 2014, and December 31, 2013, by loan collateral type:
	September 30, 2014
		Available-for-Sale Securities									Held-to-Maturity Securities
		Unpaid			Amortized			Estimated			Unpaid			Amortized		Carrying			Estimated
		Principal			Cost			Fair Value			Principal			Cost		Value			Fair Value
		Balance									Balance
	Other-than-temporarily impaired PLRMBS backed by loans classified at origination as:
	Prime	$	705		$	584		$	624		$	—		$	—	$	—		$	—
	Alt-A, option ARM	1,420			1,051			1,089			—			—		—			—
	Alt-A, other	5,575			4,865			4,911			137			134		112			132
	Total	$	7,700		$	6,500		$	6,624		$	137		$	134	$	112		$	132
	December 31, 2013
		Available-for-Sale Securities									Held-to-Maturity Securities
		Unpaid			Amortized			Estimated			Unpaid			Amortized		Carrying			Estimated
		Principal			Cost			Fair Value			Principal			Cost		Value			Fair Value
		Balance									Balance
	Other-than-temporarily impaired PLRMBS backed by loans classified at origination as:
	Prime	$	795		$	661		$	677		$	—		$	—	$	—		$	—
	Alt-A, option ARM	1,516			1,122			1,099			—			—		—			—
	Alt-A, other	6,151			5,376			5,271			150			147		120			144
	Total	$	8,462		$	7,159		$	7,047		$	150		$	147	$	120		$	144
	For the Bank’s PLRMBS that were not other-than-temporarily impaired as of September 30, 2014, the Bank has experienced net unrealized losses primarily because of illiquidity in the PLRMBS market, uncertainty about the future condition of the housing and mortgage markets and the economy, and market expectations of the credit performance of loan collateral underlying these securities, which caused these assets to be valued at discounts to their acquisition cost. The Bank does not intend to sell these securities, it is not more likely than not that the Bank will be required to sell these securities before its anticipated recovery of the remaining amortized cost basis, and the Bank expects to recover the entire amortized cost basis of these securities. As a result, the Bank determined that, as of September 30, 2014, all of the gross unrealized losses on these PLRMBS are temporary. These securities were included in the securities that the Bank reviewed and analyzed for OTTI as discussed above, and the analyses performed indicated that these securities were not other-than-temporarily impaired.
All Other Available-for-Sale and Held-to-Maturity Investments. The Bank determined that, as of September 30, 2014, the de minimis gross unrealized losses on its certificates of deposit were temporary because the gross unrealized losses were caused by movements in interest rates and not by the deterioration of the issuers’ creditworthiness.
For the Bank’s investments in housing finance agency bonds, which were issued by CalHFA, the gross unrealized losses were mainly due to an illiquid market, credit concerns regarding the underlying mortgage collateral, and credit concerns regarding the monoline insurance providers, causing these investments to be valued at a discount to their acquisition cost. The Bank independently modeled cash flows for the underlying collateral, using assumptions for default rates and loss severity that a market participant would deem reasonable, and concluded that the available credit support within the CalHFA structure more than offset the projected underlying collateral losses. The Bank determined that, as of September 30, 2014, all of the gross unrealized losses on the bonds are temporary because the underlying collateral and credit enhancements were sufficient to protect the Bank from losses. As a result, the Bank expects to recover the entire amortized cost basis of these securities.
For its agency MBS, the Bank expects to recover the entire amortized cost basis of these securities because the Bank determined that the strength of the issuers’ guarantees through direct obligations or support from the U.S. government is sufficient to protect the Bank from losses. As a result, the Bank determined that, as of September 30, 2014, all of the gross unrealized losses on its agency MBS are temporary.

Advances

Advances	9 Months Ended
	Sep. 30, 2014
Advances [Abstract]	'
Advances	'
	Advances
	The Bank offers a wide range of fixed and adjustable rate advance products with different maturities, interest rates, payment characteristics, and option features. Fixed rate advances generally have maturities ranging from one day to 30 years. Adjustable rate advances generally have maturities ranging from less than 30 days to 10 years, with the interest rates resetting periodically at a fixed spread to LIBOR or to another specified index.
	Redemption Terms. The Bank had advances outstanding, excluding overdrawn demand deposit accounts, at interest rates ranging from 0.07% to 8.57% at September 30, 2014, and 0.06% to 8.57% at December 31, 2013, as summarized below.
		September 30, 2014					December 31, 2013
	Contractual Maturity	Amount		Weighted			Amount				Weighted
		Outstanding		Average			Outstanding				Average
				Interest Rate							Interest Rate
	Within 1 year	$	23,014	0.57	%		$	22,556			0.5	%
	After 1 year through 2 years	4,032		1.49			6,838				1.48
	After 2 years through 3 years	6,010		1.04			6,754				1.24
	After 3 years through 4 years	3,390		1.28			3,208				1.43
	After 4 years through 5 years	2,228		1.91			2,825				1.79
	After 5 years	1,806		2.79			2,006				2.41
	Total par value	40,480		0.96	%		44,187				1	%
	Valuation adjustments for hedging activities	49					95
	Valuation adjustments under fair value option	86					113
	Total	$	40,615				$	44,395
	Many of the Bank’s advances are prepayable at the borrower’s option. However, when advances are prepaid, the borrower is generally charged a prepayment fee intended to make the Bank financially indifferent to the prepayment. In addition, for certain advances with partial prepayment symmetry, the Bank may charge the borrower a prepayment fee or pay the borrower a prepayment credit depending on certain circumstances, such as movements in interest rates, when the advance is prepaid. The Bank had advances with partial prepayment symmetry outstanding totaling $4,913 at September 30, 2014, and $6,833 at December 31, 2013. Some advances may be repaid on pertinent call dates without prepayment fees (callable advances). The Bank had callable advances outstanding totaling $333 at September 30, 2014, and $235 at December 31, 2013.
	The Bank’s advances at September 30, 2014, and December 31, 2013, included $140 and $182, respectively, of putable advances. At the Bank’s discretion, the Bank may terminate these advances on predetermined exercise dates and offer replacement funding at prevailing market rates, subject to certain conditions. The Bank would typically exercise such termination rights when interest rates increase.
	The following table summarizes advances at September 30, 2014, and December 31, 2013, by the earlier of the year of contractual maturity or next call date for callable advances and by the earlier of the year of contractual maturity or next put date for putable advances.
		Earlier of Contractual						Earlier of Contractual
		Maturity or Next Call Date						Maturity or Next Put Date
		September 30, 2014		December 31, 2013				September 30, 2014				December 31, 2013
	Within 1 year	$	23,147	$	22,609			$	23,154			$	22,696
	After 1 year through 2 years	4,087		6,843				4,032				6,838
	After 2 years through 3 years	6,077		6,850				5,910				6,754
	After 3 years through 4 years	3,464		3,208				3,350				3,108
	After 4 years through 5 years	2,232		2,901				2,228				2,785
	After 5 years	1,473		1,776				1,806				2,006
	Total par value	$	40,480	$	44,187			$	40,480			$	44,187
	Credit and Concentration Risk. The following tables present the concentration in advances to the top five borrowers and their affiliates at September 30, 2014 and 2013. The tables also present the interest income from these advances before the impact of interest rate exchange agreements associated with these advances for the three and nine months ended September 30, 2014 and 2013.
		September 30, 2014					Three Months Ended September 30, 2014							Nine Months Ended September 30, 2014
	Name of Borrower	Advances		Percentage of			Interest				Percentage of			Interest		Percentage of
		Outstanding(1)		Total			Income from				Total Interest			Income from		Total Interest
				Advances			Advances(2)				Income from			Advances(2)		Income from
				Outstanding							Advances					Advances
	Bank of America California, N.A.	$	6,500	16	%		$	4			4	%		$	15	4	%
	First Republic Bank	5,275		13			22				21			65		20
	Bank of the West	4,714		12			7				7			23		7
	JPMorgan Chase & Co.:
	JPMorgan Bank & Trust Company, National Association	3,000		7			12				11			43		13
	JPMorgan Chase Bank, National Association(3)	822		2			2				2			6		2
	Subtotal JPMorgan Chase & Co.	3,822		9			14				13			49		15
	OneWest Bank, N.A.	3,414		8			6				5			17		5
	Subtotal	23,725		58			53				50			169		51
	Others	16,755		42			52				50			161		49
	Total	$	40,480	100	%		$	105			100	%		$	330	100	%
		September 30, 2013					Three Months Ended September 30, 2013							Nine Months Ended September 30, 2013
	Name of Borrower	Advances		Percentage of			Interest				Percentage of			Interest		Percentage of
		Outstanding(1)		Total			Income from				Total Interest			Income from		Total Interest
				Advances			Advances(2)				Income from			Advances(2)		Income from
				Outstanding							Advances					Advances
	JPMorgan Chase & Co.:
	JPMorgan Bank & Trust Company, National Association	$	8,225	19	%		$	18			15	%		$	60	17	%
	JPMorgan Chase Bank, National Association(3)	837		2			2				2			6		2
	Subtotal JPMorgan Chase & Co.	9,062		21			20				17			66		19
	Bank of America California, N.A.	6,250		14			4				3			10		3
	First Republic Bank	5,150		12			19				16			50		14
	Bank of the West	4,282		10			8				7			22		6
	Citibank, N.A.(3)	4,001		9			3				2			11		3
	Subtotal	28,745		66			54				45			159		45
	Others	15,193		34			64				55			200		55
	Total	$	43,938	100	%		$	118			100	%		$	359	100	%
-1	Borrower advance amounts and total advance amounts are at par value, and total advance amounts will not agree to carrying value amounts shown in the Statements of Condition. The differences between the par and carrying value amounts primarily relate to unrealized gains or losses associated with hedged advances resulting from valuation adjustments related to hedging activities and valuation adjustments under the fair value option.
-2	Interest income amounts exclude the interest effect of interest rate exchange agreements with derivative counterparties; as a result, the total interest income amounts will not agree to the Statements of Income. The amount of interest income from advances can vary depending on the amount outstanding, terms to maturity, interest rates, and repricing characteristics.
-3	Nonmember institution.
The Bank held a security interest in collateral from each of the top five advances borrowers and their affiliates sufficient to support their respective advances outstanding, and the Bank does not expect to incur any credit losses on these advances.
For information related to the Bank’s credit risk on advances and allowance methodology for credit losses, see Note 9 – Allowance for Credit Losses.
Interest Rate Payment Terms. Interest rate payment terms for advances at September 30, 2014, and December 31, 2013, are detailed below:
	September 30, 2014		December 31, 2013
Par value of advances:
Fixed rate:
Due within 1 year	$	17,136	$	17,998
Due after 1 year	12,294		16,453
Total fixed rate	29,430		34,451
Adjustable rate:
Due within 1 year	5,878		4,558
Due after 1 year	5,172		5,178
Total adjustable rate	11,050		9,736
Total par value	$	40,480	$	44,187
The Bank may use derivatives to adjust the repricing and/or options characteristics of advances to more closely match the characteristics of the Bank’s funding liabilities. In general, whenever a member executes a fixed rate advance or a variable rate advance with embedded options, the Bank will simultaneously execute an interest rate exchange agreement with terms that offset the terms and embedded options, if any, in the advance. The combination of the advance and the interest rate exchange agreement effectively creates a variable rate asset. This type of hedge is treated as a fair value hedge. In addition, for certain advances for which the Bank has elected the fair value option, the Bank will simultaneously execute an interest rate exchange agreement with terms that economically offset the terms of the advance. However, this type of hedge is treated as an economic hedge because these combinations generally do not meet the requirements for fair value hedge accounting treatment. For more information, see Note 15 – Derivatives and Hedging Activities and Note 16 – Fair Value.
The Bank did not have any advances with embedded features that met the requirements to separate the embedded feature from the host contract and designate the embedded feature as a stand-alone derivative at September 30, 2014, and December 31, 2013.
Prepayment Fees, Net. The Bank charges borrowers prepayment fees or pays borrowers prepayment credits when the principal on certain advances is paid prior to original maturity. The Bank records prepayment fees net of any associated fair value adjustments related to prepaid advances that were hedged. The net amount of prepayment fees is reflected as interest income in the Statements of Income, as follows:
	Three Months Ended						Nine Months Ended
	September 30, 2014		September 30, 2013				September 30, 2014				September 30, 2013
Prepayment fees received	$	1	$	2			$	15			$	8
Fair value adjustments	—		(2		)		(10		)		(6		)
Net	$	1	$	—			$	5			$	2
Advance principal prepaid	$	911	$	56			$	1,616			$	255

Mortgage_Loans_Held_for_Portfo

Mortgage Loans Held for Portfolio	9 Months Ended
	Sep. 30, 2014
Mortgage Loans on Real Estate [Abstract]	'
Mortgage Loans Held for Portfolio	'
	Mortgage Loans Held for Portfolio
	Under the Mortgage Partnership Finance® (MPF®) Program, the Bank purchases conventional conforming fixed rate mortgage loans and FHA/VA-insured mortgage loans from members for the Bank’s own portfolio under the Original MPF and MPF Government products. In addition, the Bank facilitates the purchase of fixed rate mortgage loans from members for concurrent sale to Fannie Mae under the MPF Xtra® product. (“Mortgage Partnership Finance,” “MPF,” and “MPF Xtra” are registered trademarks of the FHLBank of Chicago.) The Bank has approved three participating financial institutions since renewing its participation in the MPF Program in the fourth quarter of 2013.
	From May 2002 through October 2006, the Bank purchased conventional conforming fixed rate residential mortgage loans from its participating members under the Original MPF and MPF Plus products. Participating members originated or purchased the mortgage loans, credit-enhanced them and sold them to the Bank, and generally retained the servicing of the loans.
	The following table presents information as of September 30, 2014, and December 31, 2013, on mortgage loans, all of which are secured by one- to four-unit residential properties and single-unit second homes.
		September 30, 2014			December 31, 2013
	Fixed rate medium-term mortgage loans	$	177		$	238
	Fixed rate long-term mortgage loans	583			675
	Subtotal	760			913
	Unamortized premiums	8			10
	Unamortized discounts	(12		)	(16		)
	Mortgage loans held for portfolio	756			907
	Less: Allowance for credit losses	(2		)	(2		)
	Total mortgage loans held for portfolio, net	$	754		$	905
	Medium-term loans have original contractual terms of 15 years or less, and long-term loans have contractual terms of more than 15 years.
	Concentration Risk. The Bank had the following concentration in MPF loans with institutions whose outstanding total of mortgage loans sold to the Bank represented 10% or more of the Bank’s total outstanding mortgage loans at September 30, 2014, and December 31, 2013.
	September 30, 2014
	Name of Institution	Mortgage			Percentage of			Number of	Percentage of
		Loan Balances			Total			Mortgage Loans	Total Number
		Outstanding			Mortgage			Outstanding	of Mortgage
					Loan Balances				Loans
					Outstanding				Outstanding
	JPMorgan Chase Bank, National Association(1)	$	605		80	%		6,534	69	%
	OneWest Bank, N.A.	92			12			2,209	23
	Subtotal	697			92			8,743	92
	Others	63			8			761	8
	Total	$	760		100	%		9,504	100	%
	December 31, 2013
	Name of Institution	Mortgage			Percentage of			Number of	Percentage of
		Loan Balances			Total			Mortgage Loans	Total Number
		Outstanding			Mortgage			Outstanding	of Mortgage
					Loan Balances				Loans
					Outstanding				Outstanding
	JPMorgan Chase Bank, National Association(1)	$	715		78	%		7,355	69	%
	OneWest Bank, FSB	120			13			2,510	23
	Subtotal	835			91			9,865	92
	Others	78			9			883	8
	Total	$	913		100	%		10,748	100	%
	-1	Nonmember institution.
	For information related to the Bank’s credit risk on mortgage loans and allowance methodology for credit losses, see Note 9 – Allowance for Credit Losses.

Allowance_for_Credit_Losses

Allowance for Credit Losses	9 Months Ended
	Sep. 30, 2014
Allowance for Credit Losses [Abstract]	'
Allowance for Credit Losses	'
	Allowance for Credit Losses
	The Bank has established an allowance methodology for each of its portfolio segments: credit products, mortgage loans held for portfolio, term securities purchased under agreements to resell, and term Federal funds sold. For more information on these portfolio segments, see “Item 8. Financial Statements and Supplementary Data – Note 10 – Allowance for Credit Losses” in the Bank’s 2013 Form 10-K.
	Credit Products. The Bank manages its credit exposure related to credit products through an integrated approach that generally provides for a credit limit to be established for each borrower, includes an ongoing review of each borrower’s financial condition, and is coupled with conservative collateral and lending policies to limit the risk of loss while taking into account borrowers’ needs for a reliable funding source. At September 30, 2014, and December 31, 2013, none of the Bank’s credit products were past due, on nonaccrual status, or considered impaired. There were no troubled debt restructurings related to credit products during the nine months ended September 30, 2014, or during 2013.
	Based on the collateral pledged as security for advances, the Bank’s credit analyses of borrowers’ financial condition, and the Bank’s credit extension and collateral policies as of September 30, 2014, the Bank expects to collect all amounts due according to the contractual terms. Therefore, no allowance for losses on credit products was deemed necessary by the Bank. The Bank has never experienced any credit losses on its credit products.
	No member institutions were placed into receivership during the first nine months of 2014 or from October 1 to October 31, 2014.
	Mortgage Loans Held for Portfolio. The following table presents information on delinquent mortgage loans as of September 30, 2014, and December 31, 2013.
		September 30, 2014			December 31, 2013
		Recorded			Recorded
		Investment(1)			Investment(1)
	30 – 59 days delinquent	$	12		$	14
	60 – 89 days delinquent	4			7
	90 days or more delinquent	24			27
	Total past due	40			48
	Total current loans	719			863
	Total mortgage loans	$	759		$	911
	In process of foreclosure, included above(2)	$	11		$	17
	Nonaccrual loans	$	24		$	27
	Serious delinquencies as a percentage of total mortgage loans outstanding(3)	3.15		%	3		%
	-1	The recorded investment in a loan is the unpaid principal balance of the loan, adjusted for accrued interest, net deferred loan fees or costs, unamortized premiums or discounts, and direct write-downs. The recorded investment is not net of any valuation allowance.
	-2	Includes loans for which the servicer has reported a decision to foreclose or to pursue a similar alternative, such as deed-in-lieu. Loans in process of foreclosure are included in past due or current loans depending on their delinquency status.
	-3	Represents loans that are 90 days or more past due or in the process of foreclosure as a percentage of the recorded investment of total mortgage loans outstanding. The ratio increased primarily because of the decline in the recorded investment of the Bank’s mortgage loans.
	The allowance for credit losses on the mortgage loan portfolio was as follows:
		Three Months Ended						Nine Months Ended
		September 30, 2014			September 30, 2013			September 30, 2014		September 30, 2013
	Balance, beginning of the period	$	2		$	3		$	2	$	3
	(Charge-offs)/recoveries	1			(1		)	—		(1		)
	Provision for/(reversal of) credit losses	(1		)	—			—		—
	Balance, end of the period	$	2		$	2		$	2	$	2
	The allowance for credit losses and recorded investment by impairment methodology for individually and collectively evaluated impaired loans are as follows:
		September 30, 2014			December 31, 2013
	Allowance for credit losses, end of period:
	Individually evaluated for impairment	$	2		$	2
	Recorded investment, end of period:
	Individually evaluated for impairment	$	22		$	27
	Collectively evaluated for impairment	737			884
	Total recorded investment	$	759		$	911
	The recorded investment, unpaid principal balance, and related allowance of impaired loans individually evaluated for impairment are as follows:
		September 30, 2014								December 31, 2013
		Recorded Investment			Unpaid Principal Balance			Related Allowance		Recorded Investment			Unpaid Principal Balance		Related Allowance
	With no related allowance	$	16		$	16		$	—	$	20		$	20	$	—
	With an allowance	6			6			2		7			7		2
	Total	$	22		$	22		$	2	$	27		$	27	$	2
	The average recorded investment on impaired loans individually evaluated for impairment is as follows:
		Three Months Ended						Nine Months Ended
		September 30, 2014			September 30, 2013			September 30, 2014		September 30, 2013
	With no related allowance	$	17		$	19		$	18	$	19
	With an allowance	7			10			7		11
	Total	$	24		$	29		$	25	$	30
	The Bank and any participating financial institution share in the credit risk of the loans sold by that institution as specified in a master agreement. Loans purchased under the MPF Program generally had a credit risk exposure at the time of purchase equivalent to AA-rated assets taking into consideration the credit risk sharing structure mandated by the Finance Agency’s acquired member assets (AMA) regulation. The Bank holds additional risk-based capital when it determines that purchased loans do not have a credit risk exposure equivalent to AA-rated assets. The MPF Program structures potential credit losses on conventional MPF loans into layers with respect to each pool of loans purchased by the Bank under a single master commitment for the member selling the loans, as follows:
	1	The first layer of protection against loss is the liquidation value of the real property securing the loan.
	2	The next layer of protection comes from the primary mortgage insurance that is required for loans with a loan-to-value ratio greater than 80%, if still in place.
	3	Losses that exceed the liquidation value of the real property and any primary mortgage insurance, up to an agreed-upon amount called the first loss account for each master commitment, are incurred by the Bank.
	4	Losses in excess of the first loss account for each master commitment, up to an agreed-upon amount called the credit enhancement amount, are covered by the participating institution’s credit enhancement obligation at the time losses are incurred.
	5	Losses in excess of the first loss account and the participating institution’s remaining credit enhancement for the master commitment, if any, are incurred by the Bank.
	The Bank calculates its estimated allowance for credit losses on mortgage loans acquired under the Original MPF and MPF Plus products as described below.
	Allowance for Credit Losses on MPF Loans – The Bank evaluates the allowance for credit losses on MPF mortgage loans based on two components. The first component applies to each individual loan that is specifically identified as impaired. The Bank evaluates the exposure on these loans by considering the first layer of loss protection (the liquidation value of the real property securing the loan) and the availability and collectability of credit enhancements under the terms of each master commitment and records a provision for credit losses. For this component, the Bank established an allowance for credit losses for Original MPF loans totaling de minimis amounts as of September 30, 2014, and December 31, 2013, and for MPF Plus loans totaling $2 as of September 30, 2014, and $2 as of December 31, 2013.
	The second component applies to loans that are not specifically identified as impaired and is based on the Bank’s estimate of probable credit losses on those loans as of the financial statement date. The Bank evaluates the credit loss exposure on a loan pool basis considering various observable data, such as delinquency statistics, past performance, current performance, loan portfolio characteristics, collateral valuations, industry data, and prevailing economic conditions. The Bank also considers the availability and collectability of credit enhancements from institutions or from mortgage insurers under the terms of each master commitment. For this component, the Bank established an allowance for credit losses for Original MPF loans totaling de minimis amounts as of September 30, 2014, and December 31, 2013, and for MPF Plus loans totaling de minimis amounts as of September 30, 2014, and December 31, 2013.
	Troubled Debt Restructurings – Troubled debt restructuring (TDR) is considered to have occurred when a concession is granted to the debtor for economic or legal reasons related to the debtor’s financial difficulties and that concession would not have been considered otherwise. An MPF loan considered a TDR is individually evaluated for impairment when determining its related allowance for credit losses. Credit loss is measured by factoring in expected cash flow shortfalls incurred as of the reporting date as well as the economic loss attributable to delaying the original contractual principal and interest due dates, if applicable.
	The Bank’s TDRs of MPF loans primarily involve modifying the borrower’s monthly payment for a period of up to 36 months to reflect a housing expense ratio that is no more than 31% of the borrower’s qualifying monthly income. The outstanding principal balance is re-amortized to reflect a principal and interest payment for a term not to exceed 40 years from the original note date and a housing expense ratio not to exceed 31%. This would result in a balloon payment at the original maturity date of the loan because the maturity date and number of remaining monthly payments are not adjusted. If the 31% ratio is still not achieved through re-amortization, the interest rate is reduced in 0.125% increments below the original note rate, to a floor rate of 3.00%, resulting in reduced principal and interest payments, for the temporary payment modification period of up to 36 months, until the 31% housing expense ratio is met.
	The recorded investment of the Bank's nonperforming MPF loans classified as TDRs totaled $2.0 as of September 30, 2014, and $0.8 as of December 31, 2013. During the nine months ended September 30, 2014 and 2013, the amount of the difference between the pre- and post-modification recorded investment in TDRs that occurred during the year was de minimis. None of the MPF loans classified as TDRs within the previous 12 months experienced a payment default.
	Term Securities Purchased Under Agreements to Resell. Securities purchased under agreements to resell are considered collateralized financing arrangements and effectively represent short-term loans with counterparties that are considered by the Bank to be of investment quality, which are classified as assets in the Statements of Condition. Securities purchased under agreements to resell are held in safekeeping in the name of the Bank by third-party custodians approved by the Bank. In accordance with the terms of these loans, if the market value of the underlying securities decreases below the market value required as collateral, the counterparty must place an equivalent amount of additional securities as collateral or remit an equivalent amount of cash. If an agreement to resell is deemed to be impaired, the difference between the fair value of the collateral and the amortized cost of the agreement is charged to earnings. The Bank did not have any term securities purchased under agreements to resell at September 30, 2014, and December 31, 2013.
	Term Federal Funds Sold. The Bank invests in Federal funds sold with counterparties that are considered by the Bank to be of investment quality, and these investments are evaluated for purposes of an allowance for credit losses only if the investment is not paid when due. All investments in Federal funds sold as of September 30, 2014, and December 31, 2013, were repaid or are expected to be repaid according to the contractual terms.

Deposits

Deposits	9 Months Ended
	Sep. 30, 2014
Deposits [Abstract]	'
Deposits	'
	Deposits
	The Bank maintains demand deposit accounts that are directly related to the extension of credit to members and offers short-term deposit programs to members and qualifying nonmembers. In addition, a member that services mortgage loans may deposit in the Bank funds collected in connection with the mortgage loans, pending disbursement of these funds to the owners of the mortgage loans. The Bank classifies these types of deposits as non-interest-bearing deposits.
	Deposits as of September 30, 2014, and December 31, 2013, were as follows:
		September 30, 2014		December 31, 2013
	Interest-bearing deposits:
	Demand and overnight	$	201	$	190
	Term	—		1
	Other	—		1
	Total interest-bearing deposits	201		192
	Non-interest-bearing deposits	1		1
	Total	$	202	$	193
	Interest Rate Payment Terms. Deposits classified as demand, overnight, and other pay interest based on a daily interest rate. Term deposits pay interest based on a fixed rate determined at the issuance of the deposit. Interest rate payment terms for deposits at September 30, 2014, and December 31, 2013, are detailed in the following table:
		September 30, 2014				December 31, 2013
		Amount		Weighted		Amount		Weighted
		Outstanding		Average		Outstanding		Average
				Interest Rate				Interest Rate
	Interest-bearing deposits:
	Fixed rate	$	—	—	%	$	1	0.01	%
	Adjustable rate	201		0.01		191		0.01
	Total interest-bearing deposits	201		0.01		192		0.01
	Non-interest-bearing deposits	1		—		1		—
	Total	$	202	0.01	%	$	193	0.01	%
	The aggregate amount of time deposits with a denomination of $0.1 or more was zero at September 30, 2014. The aggregate amount of time deposits with a denomination of $0.1 or more was $1 at December 31, 2013, and these time deposits were scheduled to mature within three months.

Consolidated_Obligations

Consolidated Obligations	9 Months Ended
	Sep. 30, 2014
Debt Disclosure [Abstract]	'
Consolidated Obligations	'
	Consolidated Obligations
	Consolidated obligations, consisting of consolidated obligation bonds and discount notes, are jointly issued by the FHLBanks through the Office of Finance, which serves as the FHLBanks’ agent. As provided by the FHLBank Act or by regulations governing the operations of the FHLBanks, all FHLBanks have joint and several liability for all FHLBank consolidated obligations. For a discussion of the joint and several liability regulation, see “Item 8. Financial Statements and Supplementary Data – Note 21 – Commitments and Contingencies” in the Bank’s 2013 Form 10-K. In connection with each issuance of consolidated obligations, each FHLBank specifies the type, term, and amount of debt it requests to have issued on its behalf. The Office of Finance tracks the amount of debt issued on behalf of each FHLBank. In addition, the Bank separately tracks and records as a liability its specific portion of the consolidated obligations issued and is the primary obligor for that portion of the consolidated obligations issued. The Finance Agency and the U.S. Secretary of the Treasury have oversight over the issuance of FHLBank debt through the Office of Finance.
	Redemption Terms. The following is a summary of the Bank’s participation in consolidated obligation bonds at September 30, 2014, and December 31, 2013.
		September 30, 2014					December 31, 2013
	Contractual Maturity	Amount			Weighted		Amount			Weighted
		Outstanding			Average		Outstanding			Average
					Interest Rate					Interest Rate
	Within 1 year	$	22,852		0.33	%	$	26,161		0.4	%
	After 1 year through 2 years	7,218			1.09		7,101			0.8
	After 2 years through 3 years	7,830			2.85		7,740			2.94
	After 3 years through 4 years	2,905			1.79		1,963			2.5
	After 4 years through 5 years	3,178			1.69		2,420			1.49
	After 5 years	6,533			2.04		7,384			1.99
	Total par value	50,516			1.22	%	52,769			1.17	%
	Unamortized premiums	70					78
	Unamortized discounts	(15		)			(16		)
	Valuation adjustments for hedging activities	341					491
	Fair value option valuation adjustments	(41		)			(115		)
	Total	$	50,871				$	53,207
	The Bank’s participation in consolidated obligation bonds outstanding includes callable bonds of $14,730 at September 30, 2014, and $13,042 at December 31, 2013. When a callable bond for which the Bank is the primary obligor is issued, the Bank may simultaneously enter into an interest rate swap (in which the Bank pays a variable rate and receives a fixed rate) with a call feature that mirrors the call option embedded in the bond (a sold callable swap). The Bank had notional amounts of interest rate exchange agreements hedging callable bonds of $10,518 at September 30, 2014, and $9,997 at December 31, 2013. The combined sold callable swaps and callable bonds enable the Bank to meet its funding needs at costs not otherwise directly attainable solely through the issuance of non-callable debt, while effectively converting the Bank’s net payment to an adjustable rate.
	The Bank’s participation in consolidated obligation bonds was as follows:
		September 30, 2014			December 31, 2013
	Par value of consolidated obligation bonds:
	Non-callable	$	35,786		$	39,727
	Callable	14,730			13,042
	Total par value	$	50,516		$	52,769
	The following is a summary of the Bank’s participation in consolidated obligation bonds outstanding at September 30, 2014, and December 31, 2013, by the earlier of the year of contractual maturity or next call date.
	Earlier of Contractual	September 30, 2014			December 31, 2013
	Maturity or Next Call Date
	Within 1 year	$	35,672		$	36,093
	After 1 year through 2 years	6,929			6,046
	After 2 years through 3 years	5,614			7,550
	After 3 years through 4 years	1,260			1,478
	After 4 years through 5 years	470			830
	After 5 years	571			772
	Total par value	$	50,516		$	52,769
	Consolidated obligation discount notes are consolidated obligations issued to raise short-term funds. These notes are issued at less than their face value and redeemed at par value when they mature. The Bank’s participation in consolidated obligation discount notes, all of which are due within one year, was as follows:
		September 30, 2014					December 31, 2013
		Amount			Weighted		Amount			Weighted
		Outstanding			Average		Outstanding			Average
					Interest Rate					Interest Rate
	Par value	$	24,434		0.07	%	$	24,199		0.1	%
	Unamortized discounts	(3		)			(5		)
	Total	$	24,431				$	24,194
	Interest Rate Payment Terms. Interest rate payment terms for consolidated obligations at September 30, 2014, and December 31, 2013, are detailed in the following table. For information on the general terms and types of consolidated obligations outstanding, see “Item 8. Financial Statements and Supplementary Data – Note 12 – Consolidated Obligations” in the Bank’s 2013 Form 10-K.
		September 30, 2014			December 31, 2013
	Par value of consolidated obligations:
	Bonds:
	Fixed rate	$	40,729		$	38,489
	Adjustable rate	5,590			11,218
	Step-up	3,345			2,460
	Step-down	450			340
	Fixed rate that converts to adjustable rate	402			262
	Total bonds, par value	50,516			52,769
	Discount notes, par value	24,434			24,199
	Total consolidated obligations, par value	$	74,950		$	76,968
	The Bank did not have any bonds with embedded features that met the requirements to separate the embedded feature from the host contract and designate the embedded feature as a stand-alone derivative at September 30, 2014, or December 31, 2013. In general, the Bank has elected to account for bonds with embedded features under the fair value option, and these bonds are carried at fair value on the Statements of Condition. For more information, see Note 16 – Fair Value.

Accumulated_Other_Comprehensiv

Accumulated Other Comprehensive Income (Loss)	9 Months Ended
	Sep. 30, 2014
Accumulated Other Comprehensive Income (Loss), Net of Tax [Abstract]	'
Accumulated Other Comprehensive Income/(Loss)	'
	Accumulated Other Comprehensive Income/(Loss)
	The following table summarizes the changes in AOCI for the three months ended September 30, 2014 and 2013:
		Net Non-Credit-Related OTTI Loss on AFS Securities			Net Non-Credit-Related OTTI Loss on HTM Securities			Pension and Postretirement Benefits			Total
											AOCI
	Balance, June 30, 2013	$	(313	)	$	(30	)	$	(11	)	$	(354	)
	Other comprehensive income/(loss) before reclassifications:
	Net change in pension and postretirement benefits							(2		)	(2		)
	Non-credit-related OTTI loss	—			(1		)				(1		)
	Non-credit-related OTTI loss transferred	(1		)	1						—
	Net change in fair value	82									82
	Accretion of non-credit-related OTTI loss	—			1						1
	Reclassification from other comprehensive income/(loss) to net income/(loss):
	Non-credit-related OTTI to credit-related OTTI	(1		)	—						(1		)
	Net current period other comprehensive income/(loss)	80			1			(2		)	79
	Balance, September 30, 2013	$	(233	)	$	(29	)	$	(13	)	$	(275	)
	Balance, June 30, 2014	$	47		$	(24	)	$	(7	)	$	16
	Other comprehensive income/(loss) before reclassifications:
	Net change in pension and postretirement benefits							1			1
	Net change in fair value	77			—						77
	Accretion of non-credit-related OTTI loss	—			2						2
	Net current period other comprehensive income/(loss)	77			2			1			80
	Balance, September 30, 2014	$	124		$	(22	)	$	(6	)	$	96
	The following table summarizes the changes in AOCI for the nine months ended September 30, 2014 and 2013:
		Net Non-Credit-Related OTTI Loss on AFS Securities			Net Non-Credit-Related OTTI Loss on HTM Securities			Pension and Postretirement Benefits			Total
											AOCI
	Balance, December 31, 2012	$	(748	)	$	(34	)	$	(12	)	$	(794	)
	Other comprehensive income/(loss) before reclassifications:
	Net change in pension and postretirement benefits							(1		)	(1		)
	Non-credit-related OTTI loss	—			(4		)				(4		)
	Non-credit-related OTTI loss transferred	(4		)	4						—
	Net change in fair value	522									522
	Accretion of non-credit-related OTTI loss	—			5						5
	Reclassification from other comprehensive income/(loss) to net income/(loss):
	Non-credit-related OTTI to credit-related OTTI	(3		)	—						(3		)
	Net current period other comprehensive income/(loss)	515			5			(1		)	519
	Balance, September 30, 2013	$	(233	)	$	(29	)	$	(13	)	$	(275	)
	Balance, December 31, 2013	$	(111	)	$	(27	)	$	(7	)	$	(145	)
	Other comprehensive income/(loss) before reclassifications:
	Net change in pension and postretirement benefits							1			1
	Net change in fair value	237									237
	Accretion of non-credit-related OTTI loss	—			5						5
	Reclassification from other comprehensive income/(loss) to net income/(loss):
	Non-credit-related OTTI to credit-related OTTI	(2		)	—						(2		)
	Net current period other comprehensive income/(loss)	235			5			1			241
	Balance, September 30, 2014	$	124		$	(22	)	$	(6	)	$	96

Capital

Capital	9 Months Ended
	Sep. 30, 2014
Capital [Abstract]	'
Capital	'
	Capital
	Capital Requirements. Under the Housing Act, the Director of the Finance Agency is responsible for setting the risk-based capital standards for the FHLBanks. The FHLBank Act and regulations governing the operations of the FHLBanks require that the Bank’s minimum capital stock requirement for shareholders must be sufficient to enable the Bank to meet its regulatory requirements for total capital, leverage capital, and risk-based capital. The Bank must maintain: (i) total regulatory capital in an amount equal to at least 4% of its total assets, (ii) leverage capital in an amount equal to at least 5% of its total assets, and (iii) permanent capital in an amount that is greater than or equal to its risk-based capital requirement. Because the Bank issues only Class B stock, regulatory capital and permanent capital for the Bank are both composed of retained earnings and Class B stock, including mandatorily redeemable capital stock (which is classified as a liability for financial reporting purposes). Regulatory capital and permanent capital do not include AOCI. Leverage capital is defined as the sum of permanent capital, weighted by a 1.5 multiplier, plus non-permanent capital.
	The risk-based capital requirement is equal to the sum of the Bank’s credit risk, market risk, and operations risk capital requirements, all of which are calculated in accordance with the rules and regulations of the Finance Agency. The Finance Agency may require an FHLBank to maintain a greater amount of permanent capital than is required by the risk-based capital requirement as defined.
	As of September 30, 2014, and December 31, 2013, the Bank was in compliance with these capital rules and requirements as shown in the following table.
		September 30, 2014								December 31, 2013
		Required				Actual				Required				Actual
	Risk-based capital	$	3,425			$	6,762			$	3,912			$	7,925
	Total regulatory capital	$	3,312			$	6,762			$	3,431			$	7,925
	Total regulatory capital ratio	4		%		8.17		%		4		%		9.24		%
	Leverage capital	$	4,139			$	10,143			$	4,289			$	11,888
	Leverage ratio	5		%		12.25		%		5		%		13.86		%
	Mandatorily Redeemable Capital Stock. The Bank had mandatorily redeemable capital stock totaling $1,076 outstanding to 34 institutions at September 30, 2014, and $2,071 outstanding to 44 institutions at December 31, 2013. The change in mandatorily redeemable capital stock for the three and nine months ended September 30, 2014 and 2013, was as follows:
		Three Months Ended								Nine Months Ended
		September 30, 2014				September 30, 2013				September 30, 2014				September 30, 2013
	Balance at the beginning of the period	$	1,176			$	3,464			$	2,071			$	4,343
	Reclassified from capital during the period	1				2				3				3
	Redemption of mandatorily redeemable capital stock	(3		)		(436		)		(18		)		(437		)
	Repurchase of excess mandatorily redeemable capital stock	(98		)		(442		)		(980		)		(1,321		)
	Balance at the end of the period	$	1,076			$	2,588			$	1,076			$	2,588
	Cash dividends on mandatorily redeemable capital stock were recorded as interest expense in the amount of $26 and $99 for the three and nine months ended September 30, 2014, respectively, and in the amount of $47 and $109 for the three and nine months ended September 30, 2013, respectively.
	The Bank’s mandatorily redeemable capital stock is discussed more fully in “Item 8. Financial Statements and Supplementary Data – Note 16 – Capital” in the Bank’s 2013 Form 10-K.
	The following table presents mandatorily redeemable capital stock amounts by contractual redemption period at September 30, 2014, and December 31, 2013.
	Contractual Redemption Period	September 30, 2014				December 31, 2013
	Within 1 year	$	290			$	571
	After 1 year through 2 years	702				111
	After 2 years through 3 years	2				1,289
	After 3 years through 4 years	9				20
	After 4 years through 5 years	3				3
	Past contractual redemption date because of remaining activity(1)	70				77
	Total	$	1,076			$	2,071
	-1	Represents mandatorily redeemable capital stock that is past the end of the contractual redemption period because of outstanding activity.
	Excess Stock Repurchase, Retained Earnings, and Dividend Framework. The Bank’s Excess Stock Repurchase, Retained Earnings, and Dividend Framework summarizes the Bank’s capital risk management principles, strategy, and objectives, as well as its policies, analysis, and practices with respect to retained earnings, dividend payments, and the repurchase of excess capital stock. The Bank may be restricted from paying dividends if the Bank is not in compliance with any of its minimum capital requirements or if payment would cause the Bank to fail to meet any of its minimum capital requirements. In addition, the Bank may not pay dividends if any principal or interest due on any consolidated obligations has not been paid in full or is not expected to be paid in full, or, under certain circumstances, if the Bank fails to satisfy certain liquidity requirements under applicable Finance Agency regulations.
	The Bank’s Risk Management Policy limits the payment of dividends if the ratio of the Bank’s estimated market value of total capital to par value of capital stock falls below certain levels. If this ratio at the end of any quarter is less than 100% but greater than or equal to 70%, any dividend would be limited to an annualized rate no greater than the daily average of the three-month LIBOR for the applicable quarter (subject to certain conditions), and if this ratio is less than 70%, the Bank would be restricted from paying a dividend. The ratio of the Bank’s estimated market value of total capital to par value of capital stock was 163% as of September 30, 2014.
	In addition, the Bank monitors the condition of its PLRMBS portfolio, the ratio of the estimated market value of the Bank’s capital to the par value of the Bank’s capital stock, its overall financial performance and retained earnings, developments in the mortgage and credit markets, and other relevant information as the basis for determining the payment of dividends and the repurchase of excess capital stock each quarter.
	Retained Earnings - The Bank’s Excess Stock Repurchase, Retained Earnings, and Dividend Framework establishes amounts to be retained in restricted retained earnings, which are not made available in the current dividend period.
	The following table summarizes the activity related to restricted retained earnings for the three and nine months ended September 30, 2014 and 2013:
		Three Months Ended
		September 30, 2014													September 30, 2013
		Restricted Retained Earnings Related to:													Restricted Retained Earnings Related to:
		Valuation Adjustments			Targeted Buildup			Joint Capital Enhancement Agreement			Total				Valuation Adjustments			Targeted Buildup		Joint Capital Enhancement Agreement		Total
	Balance at the beginning of the period	$	49		$	1,800		$	206		$	2,055			$	92		$	1,800	$	164	$	2,056
	Transfers to/(from) restricted retained earnings	3			—			15			18				(10		)	—		10		—
	Balance at the end of the period	$	52		$	1,800		$	221		$	2,073			$	82		$	1,800	$	174	$	2,056
		Nine Months Ended
		September 30, 2014													September 30, 2013
		Restricted Retained Earnings Related to:													Restricted Retained Earnings Related to:
		Valuation Adjustments			Targeted Buildup			Joint Capital Enhancement Agreement			Total				Valuation Adjustments			Targeted Buildup		Joint Capital Enhancement Agreement		Total
	Balance at the beginning of the period	$	88		$	1,800		$	189		$	2,077			$	73		$	1,800	$	128	$	2,001
	Transfers to/(from) restricted retained earnings	(36		)	—			32			(4		)		9			—		46		55
	Balance at the end of the period	$	52		$	1,800		$	221		$	2,073			$	82		$	1,800	$	174	$	2,056
	For more information on these three categories of restricted retained earnings and the Bank’s Excess Stock Repurchase, Retained Earnings, and Dividend Framework, see “Item 8. Financial Statements and Supplementary Data – Note 16 – Capital” in the Bank’s 2013 Form 10-K.
	Dividend Payments – Finance Agency rules state that FHLBanks may declare and pay dividends only from previously retained earnings or current net earnings, and may not declare or pay dividends based on projected or anticipated earnings. There is no requirement that the Board of Directors declare and pay any dividend. A decision by the Board of Directors to declare or not declare a dividend is a discretionary matter and is subject to the requirements and restrictions of the FHLBank Act and applicable requirements under the regulations governing the operations of the FHLBanks.
	In addition, Finance Agency rules do not permit the Bank to pay dividends in the form of capital stock if its excess capital stock exceeds 1% of its total assets. Excess capital stock is defined as the aggregate of the capital stock held by each shareholder in excess of its minimum capital stock requirement, as established by the Bank’s capital plan. As of September 30, 2014, the Bank’s excess capital stock totaled $1,449, or 1.75% of total assets.
	In the third quarter of 2014, the Bank paid dividends at an annualized rate of 7.35%, totaling $87, including $61 in dividends on capital stock and $26 in dividends on mandatorily redeemable capital stock. In the third quarter of 2013, the Bank paid dividends at an annualized rate of 5.14%, totaling $96, including $49 in dividends on capital stock and $47 in dividends on mandatorily redeemable capital stock.
	In the first nine months of 2014, the Bank paid dividends at an annualized rate of 6.91%, totaling $277, including $178 in dividends on capital stock and $99 in dividends on mandatorily redeemable capital stock. In the first nine months of 2013, the Bank paid dividends at an annualized rate of 3.52%, totaling $218, including $109 in dividends on capital stock and $109 in dividends on mandatorily redeemable capital stock.
	For the periods referenced above, the Bank paid dividends in cash. Dividends on capital stock are recognized as dividends on the Statements of Capital Accounts, and dividends on mandatorily redeemable capital stock are recognized as interest expense on the Statements of Income.
	On October 29, 2014, the Bank’s Board of Directors declared a cash dividend on the capital stock outstanding during the third quarter of 2014 at an annualized rate of 7.40%, totaling $83, including $62 in dividends on capital stock and $21 in dividends on mandatorily redeemable capital stock. The Bank recorded the dividend on October 29, 2014, the day it was declared by the Board of Directors. The Bank expects to pay the dividend on or about November 17, 2014. Dividends on mandatorily redeemable capital stock will be recognized as interest expense in the fourth quarter of 2014.
	Excess Capital Stock – The Bank may repurchase some or all of a shareholder’s excess capital stock, including any excess mandatorily redeemable capital stock, at the Bank’s discretion, subject to certain statutory and regulatory requirements. The Bank must give the shareholder 15 days’ written notice; however, the shareholder may waive this notice period. The Bank may also repurchase some or all of a shareholder’s excess capital stock at the shareholder’s request, at the Bank’s discretion, subject to certain statutory and regulatory requirements. A shareholder’s excess capital stock is defined as any capital stock holdings in excess of the shareholder’s minimum capital stock requirement, as established by the Bank’s capital plan.
	On a quarterly basis, the Bank determines whether it will repurchase excess capital stock. The Bank repurchased $750, $750, and $250 in excess capital stock in the first, second, and third quarters of 2014, respectively. The Bank repurchased $750 in excess capital stock in the first, second, and third quarters of 2013.
	During the third quarter of 2014, the five-year redemption period for $3 in mandatorily redeemable capital stock expired, and the Bank redeemed the capital stock at its $100 par value on the relevant scheduled redemption date.
	On October 29, 2014, the Bank announced that it plans to repurchase $250 in excess capital stock on November 18, 2014. The amount of excess capital stock to be repurchased from each shareholder will be based on the total amount of capital stock (including mandatorily redeemable capital stock) outstanding to all shareholders on the repurchase date. The Bank will repurchase an equal percentage of each shareholder’s total capital stock to the extent that the shareholder has sufficient excess capital stock.
	Excess capital stock totaled $1,449 as of September 30, 2014, and $2,446 as of December 31, 2013.
	For more information on excess capital stock, see “Item 8. Financial Statements and Supplementary Data – Note 16 – Capital” in the Bank’s 2013 Form 10-K.
Concentration. The following table presents the concentration in capital stock held by institutions whose capital stock ownership represented 10% or more of the Bank’s outstanding capital stock, including mandatorily redeemable capital stock, as of September 30, 2014, or December 31, 2013.
	September 30, 2014							December 31, 2013
Name of Institution	Capital Stock				Percentage			Capital Stock				Percentage
	Outstanding				of Total			Outstanding				of Total
					Capital Stock							Capital Stock
					Outstanding							Outstanding
Citigroup Inc.:
Citibank, N.A.(1)	$	648			15	%		$	1,279			23	%
Banamex USA	2				—			1				—
Subtotal Citigroup Inc.	650				15			1,280				23
JPMorgan Chase & Co.:
JPMorgan Bank & Trust Company, National Association	301				7			594				11
JPMorgan Chase Bank, National Association(1)	70				1			77				1
Subtotal JPMorgan Chase & Co.	371				8			671				12
Subtotal	1,021				23			1,951				35
Others	3,365				77			3,580				65
Total	$	4,386			100	%		$	5,531			100	%
-1	The capital stock held by these nonmember institutions is classified as mandatorily redeemable capital stock.

Segment_Information

Segment Information	9 Months Ended
	Sep. 30, 2014
Segment Reporting [Abstract]	'
Segment Information	'
	Segment Information
	The Bank uses an analysis of financial performance based on the balances and adjusted net interest income of two operating segments, the advances-related business and the mortgage-related business, as well as other financial information, to review and assess financial performance and to determine the allocation of resources to these two major business segments. For purposes of segment reporting, adjusted net interest income includes income and expense associated with cash flow settlements from economic hedges that are recorded in “Net gain/(loss) on derivatives and hedging activities” in other income and excludes interest expense that is recorded in “Mandatorily redeemable capital stock.” Other key financial information, such as any credit-related OTTI losses on the Bank’s PLRMBS, other expenses, and assessments, is not included in the segment reporting analysis, but is incorporated into the Bank’s overall assessment of financial performance.
	For more information on these operating segments, see “Item 8. Financial Statements and Supplementary Data – Note 18 – Segment Information” in the Bank’s 2013 Form 10-K.
	The following table presents the Bank’s adjusted net interest income by operating segment and reconciles total adjusted net interest income to income before the AHP assessment for the three and nine months ended September 30, 2014 and 2013.
		Advances-		Mortgage-		Adjusted		Amortization			Income/(Expense) on Economic Hedges(3)			Interest		Net Interest Income After Mortgage Loan Loss Provision		Other			Other		Income
		Related		Related		Net		of Basis						Expense on				Income/			Expense		Before AHP
		Business		Business(1)		Interest		Adjustments(2)						Mandatorily				(Loss)					Assessment
						Income								Redeemable
														Capital
														Stock(4)
	Three months ended:
	September 30, 2014	$	46	$	99	$	145	$	(3	)	$	(12	)	$	26	$	134	$	(12	)	$	34	$	88
	September 30, 2013	41		113		154		(11		)	4			47		114		(22		)	32		60
	Nine months ended:
	September 30, 2014	129		314		443		(9		)	(53		)	99		406		(114		)	103		189
	September 30, 2013	129		335		464		(44		)	44			109		355		10			93		272
	-1	Does not include credit-related OTTI losses of $1 and $3 for the three months ended September 30, 2014 and 2013, respectively. Does not include credit-related OTTI losses of $3 and $6 for the nine months ended September 30, 2014 and 2013, respectively.
	-2	Represents amortization of amounts deferred for adjusted net interest income purposes only, in accordance with the Bank’s Excess Stock Repurchase, Retained Earnings, and Dividend Framework.
	-3	The Bank includes income and expense associated with cash flow settlements from economic hedges in adjusted net interest income in its analysis of financial performance for its two operating segments. For financial reporting purposes, the Bank does not include these amounts in net interest income in the Statements of Income, but instead records them in other income in “Net gain/(loss) on derivatives and hedging activities.”
	-4	The Bank excludes interest expense on mandatorily redeemable capital stock from adjusted net interest income in its analysis of financial performance for its two operating segments.
	The following table presents total assets by operating segment at September 30, 2014, and December 31, 2013.
		Advances-		Mortgage-		Total
		Related Business		Related Business		Assets
	September 30, 2014	$	61,495	$	21,294	$	82,789
	December 31, 2013	62,297		23,477		85,774

Derivatives_and_Hedging_Activi

Derivatives and Hedging Activities	9 Months Ended
	Sep. 30, 2014
Derivative Instruments and Hedging Activities Disclosure [Abstract]	'
Derivatives and Hedging Activities	'
	Derivatives and Hedging Activities
	General. The Bank may enter into interest rate swaps (including callable, putable, and basis swaps); swaptions; and cap, floor, corridor, and collar agreements (collectively, interest rate exchange agreements or derivatives). Most of the Bank’s interest rate exchange agreements are executed in conjunction with the origination of advances and the issuance of consolidated obligation bonds to create variable rate structures. The interest rate exchange agreements are generally executed at the same time the advances and bonds are transacted and generally have the same maturity dates as the related advances and bonds. The Bank transacts most of its derivatives with large banks and major broker-dealers. Some of these banks and broker-dealers or their affiliates buy, sell, and distribute consolidated obligations. Over-the-counter derivatives may be either transacted with a counterparty (bilateral derivatives) or cleared after execution through a clearing agent with a derivative clearing organization (cleared derivatives). Once a derivative transaction has been accepted for clearing by a derivative clearing organization (clearinghouse), the derivative transaction is novated and the executing counterparty is replaced with the clearinghouse. The clearinghouse notifies the clearing agent of the required initial and variation margin, and the clearing agent notifies the Bank and transmits the required initial and variation margin from the Bank to the clearinghouse. The Bank is not a derivative dealer and does not trade derivatives for short-term profit.
	Additional uses of interest rate exchange agreements include: (i) offsetting embedded features in assets and liabilities, (ii) hedging anticipated issuance of debt, (iii) matching against consolidated obligation discount notes or bonds to create the equivalent of callable or non-callable fixed rate debt, (iv) modifying the repricing frequency of assets and liabilities, (v) matching against certain advances and consolidated obligations for which the Bank elected the fair value option, and (vi) exactly offsetting other derivatives that may be executed with members (with the Bank serving as an intermediary) or cleared at a derivatives clearing organization. The Bank’s use of interest rate exchange agreements results in one of the following classifications: (i) a fair value hedge of an underlying financial instrument, (ii) an economic hedge of a specific asset or liability, or (iii) an intermediary transaction for members.
	Interest Rate Swaps – An interest rate swap is an agreement between two entities to exchange cash flows in the future. The agreement sets the dates on which the cash flows will be paid and the manner in which the cash flows will be calculated. One of the simplest forms of an interest rate swap involves the promise by one party to pay cash flows equivalent to the interest on a notional principal amount at a predetermined fixed rate for a given period of time. In return for this promise, the party receives cash flows equivalent to the interest on the same notional principal amount at a variable rate for the same period of time. The variable rate received or paid by the Bank in most interest rate exchange agreements is indexed to LIBOR.
	Swaptions – A swaption is an option on a swap that gives the buyer the right to enter into a specified interest rate swap at a certain time in the future. When used as a hedge, for example, a swaption can protect the Bank against future interest rate changes when it is planning to lend or borrow funds in the future.
	Interest Rate Caps and Floors – In a cap agreement, additional cash flow is generated if the price or interest rate of an underlying variable rises above a certain threshold (or cap) price. In a floor agreement, additional cash flow is generated if the price or interest rate of an underlying variable falls below a certain threshold (or floor) price. Caps and floors may be used in conjunction with assets or liabilities. In general, caps and floors are designed as protection against the interest rate on a variable rate asset or liability rising above or falling below a certain level.
	Hedging Activities. The Bank documents all relationships between derivative hedging instruments and hedged items, its risk management objectives and strategies for undertaking various hedge transactions, and its method of assessing effectiveness. This process includes linking all derivatives that are designated as fair value or cash flow hedges to: (i) assets and liabilities on the balance sheet, (ii) firm commitments, or (iii) forecasted transactions. The Bank also formally assesses (both at the hedge’s inception and at least quarterly on an ongoing basis) whether the derivatives that are used in hedging transactions have been effective in offsetting changes in the fair value or cash flows of hedged items attributable to the hedged risk and whether those derivatives may be expected to remain effective in future periods. The Bank typically uses regression analyses or other statistical analyses to assess the effectiveness of its hedges. When it is determined that a derivative has not been or is not expected to be effective as a hedge, the Bank discontinues hedge accounting prospectively.
	The Bank discontinues hedge accounting prospectively when: (i) it determines that the derivative is no longer effective in offsetting changes in the fair value or cash flows of a hedged item (including hedged items such as firm commitments or forecasted transactions); (ii) the derivative and/or the hedged item expires or is sold, terminated, or exercised; (iii) it is no longer probable that the forecasted transaction will occur in the originally expected period; (iv) a hedged firm commitment no longer meets the definition of a firm commitment; (v) it determines that designating the derivative as a hedging instrument is no longer appropriate; or (vi) it decides to use the derivative to offset changes in the fair value of other derivatives or instruments carried at fair value.
	Intermediation – As an additional service to its members, the Bank has in the past entered into offsetting interest rate exchange agreements, acting as an intermediary between offsetting derivative transactions with members and other counterparties. This intermediation allows members indirect access to the derivatives market. Derivatives in which the Bank is an intermediary may also arise when the Bank enters into derivatives to offset the economic effect of other derivatives that are no longer designated to advances, investments, or consolidated obligations. The offsetting derivatives used in intermediary activities do not receive hedge accounting treatment and are separately marked to market through earnings. The net result of the accounting for these derivatives does not significantly affect the operating results of the Bank.
	The notional principal of the interest rate exchange agreements resulting from intermediation was $530 at September 30, 2014, and $330 at December 31, 2013.
	Investments – The Bank may invest in U.S. Treasury and agency obligations, agency MBS, and the taxable portion of highly rated state or local housing finance agency obligations. In the past, the Bank has also invested in PLRMBS rated AAA at the time of acquisition. The interest rate and prepayment risk associated with these investment securities is managed through a combination of debt issuance and derivatives. The Bank may manage prepayment risk and interest rate risk by funding investment securities with consolidated obligations that have call features or by hedging the prepayment risk with a combination of consolidated obligations and callable swaps or swaptions. The Bank may execute callable swaps and purchase swaptions in conjunction with the issuance of certain liabilities to create funding that is economically equivalent to fixed rate callable debt. Although these derivatives are economic hedges against prepayment risk and are designated to individual liabilities, they do not receive either fair value or cash flow hedge accounting treatment. Investment securities may be classified as trading, AFS, or HTM.
	The Bank may also manage the risk arising from changing market prices or cash flows of investment securities classified as trading by entering into interest rate exchange agreements (economic hedges) that offset the changes in fair value or cash flows of the securities. The market value changes of both the trading securities and the associated interest rate exchange agreements are included in other income in the Statements of Income.
	Advances – The Bank offers a wide array of advances structures to meet members’ funding needs. These advances may have maturities up to 30 years with fixed or adjustable rates and may include early termination features or options. The Bank may use derivatives to adjust the repricing and options characteristics of advances to more closely match the characteristics of the Bank’s funding liabilities. In general, whenever a member executes a fixed or variable rate advance with embedded options, the Bank will simultaneously execute an interest rate exchange agreement with terms that offset the terms and embedded options in the advance. The combination of the advance and the interest rate exchange agreement effectively creates a variable rate asset. This type of hedge relationship receives fair value option accounting treatment.
	In addition, for certain advances for which the Bank has elected the fair value option, the Bank will simultaneously execute an interest rate exchange agreement with terms that economically offset the terms of the advance. However, this type of hedge is treated as an economic hedge because these combinations generally do not meet the requirements for fair value hedge accounting treatment.
	Mortgage Loans – The Bank’s investment portfolio includes fixed rate mortgage loans. The prepayment options embedded in mortgage loans can result in extensions or contractions in the expected repayment of these investments, depending on changes in estimated prepayment speeds. The Bank manages the interest rate risk and prepayment risk associated with fixed rate mortgage loans through a combination of debt issuance and derivatives. The Bank uses both callable and non-callable debt to achieve cash flow patterns and market value sensitivities for liabilities similar to those expected on the mortgage loans. Net income could be reduced if the Bank replaces prepaid mortgages with lower-yielding assets and the Bank’s higher funding costs are not reduced accordingly.
	The Bank executes callable swaps and purchases swaptions in conjunction with the issuance of certain consolidated obligations to create funding that is economically equivalent to fixed rate callable bonds. Although these derivatives are economic hedges against the prepayment risk of specific loan pools and are referenced to individual liabilities, they do not receive either fair value or cash flow hedge accounting treatment.
	Consolidated Obligations – Consolidated obligation bonds are structured to meet the Bank’s and/or investors’ needs. Common structures include fixed rate bonds with or without call options and adjustable rate bonds with or without embedded options. In general, when bonds with these structures are issued, the Bank will simultaneously execute an interest rate exchange agreement with terms that offset the terms and embedded options, if any, of the consolidated obligation bond. This combination of the consolidated obligation bond and the interest rate exchange agreement effectively creates an adjustable rate bond. The cost of this funding combination is generally lower than the cost that would be available through the issuance of an adjustable rate bond alone. The Bank will generally elect fair value hedge accounting treatment for these hedging relationships.
	In addition, for certain consolidated obligation bonds for which the Bank has elected the fair value option, the Bank will simultaneously execute an interest rate exchange agreement with terms that economically offset the terms of the consolidated obligation bond. However, this type of hedge is treated as an economic hedge because these combinations generally do not meet the requirements for fair value hedge accounting treatment.
	The Bank did not have any consolidated obligations denominated in currencies other than U.S. dollars outstanding during the nine months ended September 30, 2014, or the year ended December 31, 2013.
	Credit Risk – The Bank is subject to credit risk as a result of the risk of potential nonperformance by counterparties to the derivative agreements. All of the Bank’s agreements governing bilateral derivative transactions contain master netting provisions to help mitigate the credit risk exposure to each counterparty. The Bank manages counterparty credit risk through credit analyses and collateral requirements and by following the requirements of the Bank’s risk management policies and credit guidelines and Finance Agency regulations. The Bank also requires collateral agreements with collateral delivery thresholds on all bilateral derivatives. In addition, collateral related to derivative transactions with member institutions includes collateral pledged to the Bank, as evidenced by the Advances and Security Agreement, and held by the member institution for the benefit of the Bank.
	For cleared derivatives, the clearinghouse is the Bank’s counterparty. The requirement that the Bank post initial and variation margin through the clearing agent, to the clearinghouse, exposes the Bank to institutional credit risk in the event that the clearing agent or the clearinghouse fails to meet its obligations. The use of cleared derivatives, however, mitigates the Bank’s overall credit risk exposure because a central counterparty is substituted for individual counterparties and variation margin is posted daily for changes in the value of cleared derivatives through a clearing agent. The Bank has analyzed the enforceability of offsetting rights applicable to its cleared derivative transactions and determined that the exercise of those offsetting rights by a non-defaulting party under these transactions should be upheld under applicable bankruptcy law and Commodity Futures Trading Commission rules in the event of a clearinghouse or clearing agent insolvency and under applicable clearinghouse rules upon a non-insolvency-based event of default of the clearinghouse or clearing agent. Based on this analysis, the Bank presents a net derivative receivable or payable for all of its transactions through a particular clearing agent with a particular clearinghouse.
	Based on the Bank’s credit analyses and the collateral requirements, the Bank does not expect to incur any credit losses on its derivative transactions.
	The notional amount of an interest rate exchange agreement serves as a factor in determining periodic interest payments or cash flows received and paid. However, the notional amount of derivatives represents neither the actual amounts exchanged nor the overall exposure of the Bank to credit risk and market risk. The risks of derivatives can be measured meaningfully on a portfolio basis by taking into account the counterparties, the types of derivatives, the items being hedged, and any offsets between the derivatives and the items being hedged.
	The Bank’s agreements for bilateral derivative transactions contain provisions that link the Bank’s credit rating from Moody’s and Standard & Poor’s to various rights and obligations. Certain of these derivative agreements provide that, if the Bank’s long-term debt rating falls below A3/A- (and in one agreement, below A2/A), the Bank’s counterparty would have the right, but not the obligation, to terminate all of its outstanding derivative transactions with the Bank; the Bank’s agreements with its clearing agents for cleared derivative transactions have similar provisions with respect to the debt rating of FHLBank System consolidated bonds. If this occurs, the Bank may choose to enter into replacement hedges, either by transferring the existing transactions to another counterparty or entering into new replacement transactions, based on prevailing market rates. In addition, under some of its agreements for bilateral derivative transactions, the amount of collateral that the Bank is required to deliver to a counterparty depends on the Bank’s credit rating. The aggregate fair value of all bilateral derivative instruments with credit-risk-related contingent features that were in a net derivative liability position (before cash collateral and related accrued interest) at September 30, 2014, was $54, for which the Bank had posted collateral with a fair value of $33 in the normal course of business. If the Bank’s credit rating at September 30, 2014, had been Aa/AA (the next lower rating that might require an increase in collateral to be delivered by the Bank) instead of Aaa/AA+ (the Bank’s current rating), then the Bank would have been required to deliver up to a total of $10 of collateral (at fair value) to its derivative counterparties at September 30, 2014.
	The following table summarizes the fair value of derivative instruments including the effect of netting adjustments and cash collateral as of September 30, 2014, and December 31, 2013. For purposes of this disclosure, the derivative values include the fair value of derivatives and related accrued interest.
		September 30, 2014									December 31, 2013
		Notional			Derivative			Derivative			Notional			Derivative			Derivative
		Amount of			Assets			Liabilities			Amount of			Assets			Liabilities
		Derivatives									Derivatives
	Derivatives designated as hedging instruments:
	Interest rate swaps	$	33,682		$	466		$	99		$	31,395		$	572		$	156
	Total	33,682			466			99			31,395			572			156
	Derivatives not designated as hedging instruments:
	Interest rate swaps	33,090			97			131			49,715			146			242
	Interest rate caps, floors, corridors, and/or collars	2,636			11			2			460			2			4
	Total	35,726			108			133			50,175			148			246
	Total derivatives before netting and collateral adjustments	$	69,408		574			232			$	81,570		720			402
	Netting adjustments by counterparty				(177		)	(177		)				(313		)	(313		)
	Cash collateral and related accrued interest				(328		)	(28		)				(291		)	(42		)
	Total collateral and netting adjustments(1)				(505		)	(205		)				(604		)	(355		)
	Total derivative assets and total derivative liabilities				$	69		$	27					$	116		$	47
	-1	Amounts include the netting of derivative assets and liabilities by counterparty, including cash collateral and related accrued interest, where the netting requirements have been met.
	The following table presents the components of net gain/(loss) on derivatives and hedging activities as presented in the Statements of Income for the three and nine months ended September 30, 2014 and 2013.
		Three Months Ended						Nine Months Ended
		September 30, 2014			September 30, 2013			September 30, 2014			September 30, 2013
		Gain/(Loss)			Gain/(Loss)			Gain/(Loss)			Gain/(Loss)
	Derivatives and hedged items in fair value hedging relationships – hedge ineffectiveness by derivative type:
	Interest rate swaps	$	(1	)	$	(1	)	$	(6	)	$	(2	)
	Total net gain/(loss) related to fair value hedge ineffectiveness	(1		)	(1		)	(6		)	(2		)
	Derivatives not designated as hedging instruments:
	Economic hedges:
	Interest rate swaps	18			(6		)	38			(28		)
	Interest rate caps, floors, corridors and/or collars	(5		)	1			(13		)	2
	Net cash flow settlements	(12		)	4			(53		)	44
	Total net gain/(loss) related to derivatives not designated as hedging instruments	1			(1		)	(28		)	18
	Net gain/(loss) on derivatives and hedging activities	$	—		$	(2	)	$	(34	)	$	16
	The following table presents, by type of hedged item, the gains and losses on derivatives and the related hedged items in fair value hedging relationships and the impact of those derivatives on the Bank’s net interest income for the three and nine months ended September 30, 2014 and 2013.
		Three Months Ended
		30-Sep-14												30-Sep-13
	Hedged Item Type	Gain/(Loss)			Gain/(Loss)			Net Fair			Effect of			Gain/(Loss)			Gain/(Loss)			Net Fair			Effect of
		on Derivatives			on Hedged Item			Value Hedge			Derivatives on			on Derivatives			on Hedged Item			Value Hedge			Derivatives on
								Ineffectiveness			Net Interest Income(1)									Ineffectiveness			Net Interest Income(1)
	Advances	$	56		$	(55	)	$	1		$	(32	)	$	(16	)	$	16		$	—		$	(33	)
Consolidated obligation bonds	(77		)	75			(2		)	65			(40		)	39			(1		)	86
Total	$	(21	)	$	20		$	(1	)	$	33		$	(56	)	$	55		$	(1	)	$	53
	Nine Months Ended
	30-Sep-14												30-Sep-13
Hedged Item Type	Gain/(Loss)			Gain/(Loss)			Net Fair			Effect of			Gain/(Loss)			Gain/(Loss)			Net Fair			Effect of
	on Derivatives			on Hedged Item			Value Hedge			Derivatives on			on Derivatives			on Hedged Item			Value Hedge			Derivatives on
							Ineffectiveness			Net Interest Income(1)									Ineffectiveness			Net Interest Income(1)
Advances	$	43		$	(42	)	$	1		$	(98	)	$	143		$	(141	)	$	2		$	(94	)
Consolidated obligation bonds	(153		)	146			(7		)	197			(315		)	311			(4		)	299
Total	$	(110	)	$	104		$	(6	)	$	99		$	(172	)	$	170		$	(2	)	$	205
-1	The net interest on derivatives in fair value hedge relationships is presented in the interest income/expense line item of the respective hedged item.
The Bank may present derivative instruments, related cash collateral received or pledged, and associated accrued interest by clearing agent or by counterparty when the netting requirements have been met.
The following table presents separately the fair value of derivative assets and derivative liabilities that have met the netting requirements, including the related collateral received from or pledged to counterparties as of September 30, 2014, and December 31, 2013.
	September 30, 2014						December 31, 2013
	Derivative			Derivative			Derivative			Derivative
	Assets			Liabilities			Assets			Liabilities
Derivative instruments meeting netting requirements
Gross recognized amount
Bilateral derivatives	$	448		$	212		$	699		$	395
Cleared derivatives	126			20			21			7
Total gross recognized amount	574			232			720			402
Gross amounts of netting adjustments and cash collateral
Bilateral derivatives	(407		)	(185		)	(604		)	(348		)
Cleared derivatives	(98		)	(20		)	—			(7		)
Total gross amount of netting adjustments and cash collateral	(505		)	(205		)	(604		)	(355		)
Total derivative assets and total derivative liabilities
Bilateral derivatives	41			27			95			47
Cleared derivatives	28			—			21			—
Total derivative assets and derivative liabilities presented in the Statements of Condition	69			27			116			47
Non-cash collateral received or pledged not offset
Can be sold or repledged - Bilateral derivatives	38			—			89			—
Net unsecured amount
Bilateral derivatives	3			27			6			47
Cleared derivatives	28			—			21			—
Total net unsecured amount	$	31		$	27		$	27		$	47

Fair_Value

Fair Value	9 Months Ended
	Sep. 30, 2014
Fair Value Disclosures [Abstract]	'
Fair Value	'
	Fair Value
	The following fair value amounts have been determined by the Bank using available market information and the Bank’s best judgment of appropriate valuation methods. These estimates are based on pertinent information available to the Bank at September 30, 2014, and December 31, 2013. Although the Bank uses its best judgment in estimating the fair value of these financial instruments, there are inherent limitations in any estimation technique or valuation methodology. For example, because an active secondary market does not exist for a portion of the Bank’s financial instruments, in certain cases fair values cannot be precisely quantified or verified and may change as economic and market factors and evaluation of those factors change. The Bank continues to refine its valuation methodologies as markets and products develop and the pricing for certain products becomes more or less transparent. While the Bank believes that its valuation methodologies are appropriate and consistent with those of other market participants, the use of different methodologies or assumptions to determine the fair value of certain financial instruments could result in a materially different estimate of fair value as of the reporting date. Therefore, the fair values are not necessarily indicative of the amounts that would be realized in current market transactions, although they do reflect the Bank’s judgment as to how a market participant would estimate the fair values. The fair value summary table does not represent an estimate of the overall market value of the Bank as a going concern, which would take into account future business opportunities and the net profitability of total assets and liabilities.
	The following tables present the carrying value, the estimated fair value, and the fair value hierarchy level of the Bank’s financial instruments at September 30, 2014, and December 31, 2013.
		September 30, 2014
		Carrying			Estimated Fair Value			Level 1			Level 2			Level 3		Netting Adjustments(1)
		Value
	Assets
	Cash and due from banks	$	8,002		$	8,002		$	8,002		$	—		$	—	$	—
	Securities purchased under agreements to resell	500			500			—			500			—		—
	Federal funds sold	6,948			6,948			—			6,948			—		—
	Trading securities	3,625			3,625			—			3,625			—		—
	AFS securities	6,624			6,624			—			—			6,624		—
	HTM securities	15,467			15,519			—			13,268			2,251		—
	Advances	40,615			40,706			—			40,706			—		—
	Mortgage loans held for portfolio, net of allowance for credit losses on mortgage loans	754			815			—			815			—		—
	Accrued interest receivable	71			71			—			71			—		—
	Derivative assets, net(1)	69			69			—			574			—		(505		)
	Other assets(2)	11			11			11			—			—		—
	Liabilities
	Deposits	202			202			—			202			—		—
	Consolidated obligations:
	Bonds	50,871			50,804			—			50,804			—		—
	Discount notes	24,431			24,432			—			24,432			—		—
	Total consolidated obligations	75,302			75,236			—			75,236			—		—
	Mandatorily redeemable capital stock	1,076			1,076			1,076			—			—		—
	Accrued interest payable	138			138			—			138			—		—
	Derivative liabilities, net(1)	27			27			—			232			—		(205		)
	Other
	Standby letters of credit	12			12			—			12			—		—
	Commitments to issue consolidated obligation bonds(3)	—			1			—			1			—		—
		31-Dec-13
		Carrying			Estimated Fair Value			Level 1			Level 2			Level 3		Netting Adjustments(1)
		Value
	Assets
	Cash and due from banks	$	4,906		$	4,906		$	4,906		$	—		$	—	$	—
	Federal funds sold	7,498			7,498			—			7,498			—		—
	Trading securities	3,208			3,208			—			3,208			—		—
	AFS securities	7,047			7,047			—			—			7,047		—
	HTM securities	17,507			17,352			—			14,802			2,550		—
	Advances	44,395			44,457			—			44,457			—		—
	Mortgage loans held for portfolio, net of allowance for credit losses on mortgage loans	905			956			—			956			—		—
	Accrued interest receivable	81			81			—			81			—		—
	Derivative assets, net(1)	116			116			—			720			—		(604		)
	Other assets(2)	10			10			10			—			—		—
	Liabilities
	Deposits	193			193			—			193			—		—
	Consolidated obligations:
	Bonds	53,207			52,940			—			52,940			—		—
	Discount notes	24,194			24,195			—			24,195			—		—
	Total consolidated obligations	77,401			77,135			—			77,135			—		—
	Mandatorily redeemable capital stock	2,071			2,071			2,071			—			—		—
	Accrued interest payable	95			95			—			95			—		—
	Derivative liabilities, net(1)	47			47			—			402			—		(355		)
	Other
	Standby letters of credit	12			12			—			12			—		—
	Commitments to fund advances(3)	—			(1		)	—			(1		)	—		—
	-1	Amounts include the netting of derivative assets and liabilities by counterparty, including cash collateral and related accrued interest, where the netting requirements have been met.
	-2	Represents publicly traded mutual funds held in a grantor trust.
	-3	Estimated fair values of these commitments are presented as a net gain or (loss). For more information regarding these commitments, see Note 17 – Commitments and Contingencies.
	Fair Value Hierarchy. The fair value hierarchy is used to prioritize the fair value methodologies and valuation techniques as well as the inputs to the valuation techniques used to measure fair value for assets and liabilities carried at fair value on the Statements of Condition. The inputs are evaluated and an overall level for the fair value measurement is determined. This overall level is an indication of market observability of the fair value measurement for the asset or liability. The fair value hierarchy gives the highest priority to unadjusted quoted prices in active markets for identical assets or liabilities (Level 1 measurements) and the lowest priority to unobservable inputs (Level 3 measurements). An entity must disclose the level within the fair value hierarchy in which the measurements are classified for all financial assets and liabilities measured on a recurring or non-recurring basis.
	The application of the fair value hierarchy to the Bank’s financial assets and financial liabilities that are carried at fair value either on a recurring or non-recurring basis is as follows:
	•	Level 1 – Quoted prices (unadjusted) for identical assets or liabilities in an active market that the reporting entity can access on the measurement date.
	•	Level 2 – Inputs other than quoted prices within Level 1 that are observable inputs for the asset or liability, either directly or indirectly. If the asset or liability has a specified (contractual) term, a Level 2 input must be observable for substantially the full term of the asset or liability. Level 2 inputs include the following: (1) quoted prices for similar assets or liabilities in active markets; (2) quoted prices for identical or similar assets or liabilities in markets that are not active; (3) inputs other than quoted prices that are observable for the asset or liability (e.g., interest rates and yield curves that are observable at commonly quoted intervals, and implied volatilities); and (4) inputs that are derived principally from or corroborated by observable market data by correlation or other means.
•	Level 3 – Unobservable inputs for the asset or liability.
A financial instrument’s categorization within the valuation hierarchy is based on the lowest level of input that is significant to the fair value measurement.
The following assets and liabilities, including those for which the Bank has elected the fair value option, are carried at fair value on the Statements of Condition as of September 30, 2014:
•	Trading securities
•	AFS securities
•	Certain advances
•	Derivative assets and liabilities
•	Certain consolidated obligation bonds
•	Certain other assets
For instruments carried at fair value, the Bank reviews the fair value hierarchy classifications on a quarterly basis. Changes in the observability of the valuation inputs may result in a reclassification of certain assets or liabilities. Such reclassifications are reported as transfers in or out as of the beginning of the quarter in which the changes occur. For the periods presented, the Bank did not have any reclassifications for transfers in or out of the fair value hierarchy levels.
Summary of Valuation Methodologies and Primary Inputs.
Cash and Due from Banks – The estimated fair value equals the carrying value.
Federal Funds Sold and Securities Purchased Under Agreements to Resell – The estimated fair value of overnight Federal funds sold and securities purchased under agreements to resell approximates the carrying value. The estimated fair value of term Federal funds sold and term securities purchased under agreements to resell has been determined by calculating the present value of expected cash flows for the instruments and reducing the amount for accrued interest receivable. The discount rates used in these calculations are the replacement rates for comparable instruments with similar terms.
Investment Securities – Certificates of Deposit – The estimated fair values of these investments are determined by calculating the present value of expected cash flows and reducing the amount for accrued interest receivable, using market-observable inputs as of the last business day of the period or using industry standard analytical models and certain actual and estimated market information. The discount rates used in these calculations are the replacement rates for comparable instruments with similar terms.
Investment Securities – MBS – To value its MBS, the Bank obtains prices from four designated third-party pricing vendors when available. The pricing vendors use various proprietary models to price these securities. The inputs to those models are derived from various sources including, but not limited to: benchmark yields, reported trades, dealer estimates, issuer spreads, prices on benchmark securities, bids, offers, and other market-related data. Since many securities do not trade on a daily basis, the pricing vendors use available information as applicable, such as benchmark yield curves, benchmarking of like securities, sector groupings, and matrix pricing, to determine the prices for individual securities. Each pricing vendor has an established challenge process in place for all security valuations, which facilitates resolution of price discrepancies identified by the Bank.
In January 2014, the Bank conducted reviews of the four pricing vendors to update and confirm its understanding of the vendors’ pricing processes, methodologies, and control procedures.
The Bank’s valuation technique for estimating the fair values of its MBS first requires the establishment of a median vendor price for each security. If four vendor prices are received, the average of the middle two prices is the median price; if three prices are received, the middle price is the median price; if two prices are received, the average of the two prices is the median price; and if one price is received, it is the median price (and also the default fair value) subject to additional validation. All vendor prices that are within a specified tolerance threshold of the median price are included in the cluster of vendor prices that are averaged to establish a default fair value. All vendor prices that are outside the threshold (outliers) are subject to further analysis including, but not limited to, comparison to prices provided by an additional third-party valuation service, prices for similar securities and/or dealer estimates, or use of internal model prices, which are deemed to be reflective of all relevant facts and circumstances that a market participant would consider. Such analysis is also applied in those limited instances where no third-party vendor price or only one third-party vendor price is available in order to arrive at an estimated fair value. If an outlier (or some other price identified in the analysis) is determined to be a better estimate of fair value, then the outlier (or the other price, as appropriate) is used as the fair value rather than the default fair value. If, instead, the analysis confirms that an outlier is (or outliers are) not representative of fair value and the default fair value is the best estimate, then the default fair value is used as the fair value.
If all vendor prices received for a security are outside the tolerance threshold level of the median price, then there is no default fair value, and the fair value is determined by an evaluation of all outlier prices (or the other prices, as appropriate) as described above.
As of September 30, 2014, four vendor prices were received for most of the Bank’s MBS, and the fair value estimates for most of those securities were determined by averaging the four vendor prices. Based on the Bank’s reviews of the pricing methods employed by the third-party pricing vendors and the relative lack of dispersion among the vendor prices (or, in those instances in which there were outliers or significant yield variances, the Bank’s additional analyses), the Bank believes that its fair value estimates are reasonable and that the fair value measurements are classified appropriately in the fair value hierarchy. Based on limited market liquidity for PLRMBS, the fair value measurements for these securities were classified as Level 3 within the fair value hierarchy.
As an additional step, the Bank reviewed the fair value estimates of its PLRMBS as of September 30, 2014, for reasonableness using a market-implied yield test. The Bank calculated a market-implied yield for each of its PLRMBS using the estimated fair value derived from the process described above and the security’s projected cash flows from the Bank’s OTTI process and compared the market-implied yield to the yields for comparable securities according to dealers and other third-party sources to the extent comparable market yield data was available. This analysis did not indicate that any adjustments to the fair value estimates were necessary.
Investment Securities – FFCB Bonds and CalHFA Bonds – The Bank estimates the fair values of these securities using the methodology described above for Investment Securities – MBS.
Advances – Because quoted prices are not available for advances, the fair values are measured using model-based valuation techniques (such as calculating the present value of future cash flows and reducing the amount for accrued interest receivable).
The Bank’s primary inputs for measuring the fair value of advances are market-based consolidated obligation yield curve (CO Curve) inputs obtained from the Office of Finance. The CO Curve is then adjusted to reflect the rates on replacement advances with similar terms and collateral. These spread adjustments are not market-observable and are evaluated for significance in the overall fair value measurement and the fair value hierarchy level of the advance. The Bank obtains market-observable inputs from derivative dealers for complex advances. These inputs may include volatility assumptions, which are market-based expectations of future interest rate volatility implied from current market prices for similar options (swaption volatility and volatility skew). The discount rates used in these calculations are the replacement advance rates for advances with similar terms. Pursuant to the Finance Agency’s advances regulation, advances with an original term to maturity or repricing period greater than six months generally require a prepayment fee sufficient to make the Bank financially indifferent to the borrower’s decision to prepay the advances. The Bank determined that no adjustment is required to the fair value measurement of advances for prepayment fees. In addition, the Bank did not adjust its fair value measurement of advances for creditworthiness primarily because advances were fully collateralized.
Mortgage Loans Held for Portfolio – The estimated fair value for seasoned mortgage loans represents modeled prices based on observable market prices for seasoned agency mortgage-backed passthrough securities adjusted for differences in coupon, average loan rate, credit, and cash flow remittance between the Bank’s mortgage loans and the referenced instruments, while the estimated fair value for newly originated mortgage loans represents modeled prices based on MPF commitment rates. Market prices are highly dependent on the underlying prepayment assumptions. Changes in the prepayment speeds often have a material effect on the fair value estimates. These underlying prepayment assumptions are susceptible to material changes in the near term because they are made at a specific point in time.
Accrued Interest Receivable and Payable – The estimated fair value approximates the carrying value of accrued interest receivable and accrued interest payable.
Derivative Assets and Liabilities – In general, derivative instruments transacted and held by the Bank for risk management activities are traded in over-the-counter markets where quoted market prices are not readily available. These derivatives are interest rate-related. For these derivatives, the Bank measures fair value using internally developed discounted cash flow models that use market-observable inputs, such as the overnight index swap (OIS) curve; volatility assumptions, which are market-based expectations of future interest rate volatility implied from current market prices for similar options (swaption volatility and volatility skew) adjusted for counterparty credit risk, as necessary; and prepayment assumptions.
The Bank is subject to credit risk because of the risk of potential nonperformance by its derivative counterparties. To mitigate this risk, the Bank executes bilateral derivative transactions only with highly rated derivative dealers and major banks (derivative dealer counterparties) that meet the Bank’s eligibility criteria. In addition, the Bank has entered into master netting agreements and bilateral security agreements with all active derivative dealer counterparties that provide for delivery of collateral at specified levels to limit the Bank’s net unsecured credit exposure to these counterparties. Under these policies and agreements, the amount of unsecured credit exposure to an individual derivative dealer counterparty is limited to an absolute dollar credit exposure limit according to the counterparty’s credit rating, as determined by rating agency long-term credit ratings of the counterparty’s debt securities or deposits. The Bank clears its cleared derivative transactions only through clearing agents that meet the Bank’s strict eligibility requirements, and the Bank’s credit exposure to the clearinghouse is secured by variation margin received from the clearinghouse. All credit exposure from derivative transactions entered into by the Bank with member counterparties that are not derivative dealers must be fully secured by eligible collateral. The Bank evaluated the potential for the fair value of the instruments to be affected by counterparty credit risk and determined that no adjustments to the overall fair value measurements were required.
The fair values of the derivative assets and liabilities include accrued interest receivable/payable and cash collateral remitted to/received from counterparties. The estimated fair values of the accrued interest receivable/payable and cash collateral approximate their carrying values because of their short-term nature. The fair values of derivatives that met the netting requirements are presented on a net basis. If these netted amounts are positive, they are classified as an asset and, if negative, they are classified as a liability.
Deposits – The fair value of deposits is generally equal to the carrying value of the deposits because the deposits are primarily overnight deposits or due on demand. The Bank determines the fair values of term deposits by calculating the present value of expected future cash flows from the deposits and reducing the amount for accrued interest payable. The discount rates used in these calculations are the cost of deposits with similar terms.
Consolidated Obligations – Because quoted prices in active markets are not generally available for identical liabilities, the Bank measures fair values using internally developed models that use primarily market-observable inputs. The Bank’s primary inputs for measuring the fair value of consolidated obligation bonds are market-based CO Curve inputs obtained from the Office of Finance. The Office of Finance constructs the CO Curve using the Treasury yield curve as a base curve, which may be adjusted by indicative spreads obtained from market-observable sources. These market indications are generally derived from pricing indications from dealers, historical pricing relationships, and market activity for similar liabilities, such as recent GSE trades or secondary market activity. For consolidated obligation bonds with embedded options, the Bank also obtains market-observable quotes and inputs from derivative dealers. These inputs may include volatility assumptions, which are market-based expectations of future interest rate volatility implied from current market prices for similar options (swaption volatility and volatility skew).
Adjustments may be necessary to reflect the Bank’s credit quality or the credit quality of the FHLBank System when valuing consolidated obligation bonds measured at fair value. The Bank monitors its own creditworthiness and the creditworthiness of the other 11 FHLBanks and the FHLBank System to determine whether any adjustments are necessary for creditworthiness in its fair value measurement of consolidated obligation bonds. The credit ratings of the FHLBank System and any changes to the credit ratings are the basis for the Bank to determine whether the fair values of consolidated obligations have been significantly affected during the reporting period by changes in the instrument-specific credit risk.
Mandatorily Redeemable Capital Stock – The estimated fair value of capital stock subject to mandatory redemption is generally at par value as indicated by contemporaneous purchases, redemptions, and repurchases at par value. Fair value includes estimated dividends earned at the time of reclassification from capital to liabilities, until such amount is paid, and any subsequently declared capital stock dividend. The Bank’s capital stock can only be acquired by members at par value and redeemed or repurchased at par value, subject to statutory and regulatory requirements. The Bank’s capital stock is not traded, and no market mechanism exists for the exchange of Bank capital stock outside the cooperative ownership structure.
Commitments – The estimated fair value of standby letters of credit is based on the present value of fees currently charged for similar agreements and is recorded in other liabilities. The estimated fair value of off-balance sheet fixed rate commitments to fund advances and commitments to issue consolidated obligations takes into account the difference between current and committed interest rates.
Subjectivity of Estimates Related to Fair Values of Financial Instruments. Estimates of the fair value of financial assets and liabilities using the methodologies described above are subjective and require judgments regarding significant matters, such as the amount and timing of future cash flows, prepayment speed assumptions, expected interest rate volatility, methods to determine possible distributions of future interest rates used to value options, and the selection of discount rates that appropriately reflect market and credit risks. Changes in these judgments often have a material effect on the fair value estimates.
Fair Value Measurements. The tables below present the fair value of assets and liabilities, which are recorded on a recurring or nonrecurring basis at September 30, 2014, and December 31, 2013, by level within the fair value hierarchy.
September 30, 2014
	Fair Value Measurement Using:									Netting
	Level 1			Level 2			Level 3			Adjustments(1)			Total
Recurring fair value measurements – Assets:
Trading securities:
GSEs – FFCB bonds	$	—		$	3,613		$	—		$	—		$	3,613
MBS:
Other U.S. obligations – Ginnie Mae	—			12			—			—			12
Total trading securities	—			3,625			—			—			3,625
AFS securities:
PLRMBS	—			—			6,624			—			6,624
Total AFS securities	—			—			6,624			—			6,624
Advances(2)	—			5,149			—			—			5,149
Derivative assets, net: interest rate-related	—			574			—			(505		)	69
Other assets	11			—			—			—			11
Total recurring fair value measurements – Assets	$	11		$	9,348		$	6,624		$	(505	)	$	15,478
Recurring fair value measurements – Liabilities:
Consolidated obligation bonds(3)	$	—		$	7,145		$	—		$	—		$	7,145
Derivative liabilities, net: interest rate-related	—			232			—			(205		)	27
Total recurring fair value measurements – Liabilities	$	—		$	7,377		$	—		$	(205	)	$	7,172
Nonrecurring fair value measurements – Assets:
REO	$	—		$	—		$	1					$	1
December 31, 2013
	Fair Value Measurement Using:									Netting
	Level 1			Level 2			Level 3			Adjustments(1)			Total
Recurring fair value measurements – Assets:
Trading securities:
GSEs – FFCB bonds	$	—		$	3,194		$	—		$	—		$	3,194
MBS:
Other U.S. obligations – Ginnie Mae	—			14			—			—			14
Total trading securities	—			3,208			—			—			3,208
AFS securities:
PLRMBS	—			—			7,047			—			7,047
Total AFS securities	—			—			7,047			—			7,047
Advances(2)	—			7,069			—			—			7,069
Derivative assets, net: interest rate-related	—			720			—			(604		)	116
Other assets	10			—			—			—			10
Total recurring fair value measurements – Assets	$	10		$	10,997		$	7,047		$	(604	)	$	17,450
Recurring fair value measurements – Liabilities:
Consolidated obligation bonds(3)	$	—		$	10,115		$	—		$	—		$	10,115
Derivative liabilities, net: interest rate-related	—			402			—			(355		)	47
Total recurring fair value measurements – Liabilities	$	—		$	10,517		$	—		$	(355	)	$	10,162
Nonrecurring fair value measurements – Assets:
REO	$	—		$	—		$	2					$	2
-1	Amounts represent the netting of derivative assets and liabilities by counterparty, including cash collateral, where the netting requirements have been met.
-2	Includes $5,149 and $7,069 of advances recorded under the fair value option at September 30, 2014, and December 31, 2013, respectively. There were no advances recorded at fair value at September 30, 2014, or December 31, 2013, where the exposure to overall changes in fair value was hedged in accordance with the accounting for derivative instruments and hedging activities.
-3	Includes $7,145 and $10,115 of consolidated obligation bonds recorded under the fair value option at September 30, 2014, and December 31, 2013, respectively. There were no consolidated obligation bonds recorded at fair value at September 30, 2014, or December 31, 2013, where the exposure to overall changes in fair value was hedged in accordance with the accounting for derivative instruments and hedging activities.
The following table presents a reconciliation of the Bank’s AFS PLRMBS that are measured at fair value on a recurring basis using significant unobservable inputs (Level 3) for the three and nine months ended September 30, 2014 and 2013.
	Three Months Ended
	September 30, 2014			September 30, 2013
Balance, beginning of the period	$	6,776		$	7,404
Total gain/(loss) realized and unrealized included in:
Interest income	17			7
Net OTTI loss, credit-related	(1		)	(3		)
Unrealized gain/(loss) of other-than-temporarily impaired securities included in AOCI	77			82
Reclassification of non-credit-related OTTI included in net income/(loss)	—			(1		)
Settlements	(245		)	(344		)
Transfers of HTM securities to AFS securities	—			36
Balance, end of the period	$	6,624		$	7,181
Total amount of gain/(loss) for the period included in earnings attributable to the change in unrealized gains/losses relating to assets and liabilities still held at the end of the period	$	15		$	4
	Nine Months Ended
	September 30, 2014			September 30, 2013
Balance, beginning of the period	$	7,047		$	7,604
Total gain/(loss) realized and unrealized included in:
Interest income	47			10
Net OTTI loss, credit-related	(3		)	(6		)
Unrealized gain/(loss) of other-than-temporarily impaired securities included in AOCI	237			522
Reclassification of non-credit-related OTTI included in net income/(loss)	(2		)	(3		)
Settlements	(702		)	(1,002		)
Transfers of HTM securities to AFS securities	—			56
Balance, end of the period	$	6,624		$	7,181
Total amount of gain/(loss) for the period included in earnings attributable to the change in unrealized gains/losses relating to assets and liabilities still held at the end of the period	$	44		$	4
Fair Value Option. The fair value option provides an entity with an irrevocable option to elect fair value as an alternative measurement for selected financial assets, financial liabilities, unrecognized firm commitments, and written loan commitments not previously carried at fair value. It requires an entity to display the fair value of those assets and liabilities for which the entity has chosen to use fair value on the face of the Statements of Condition. Fair value is used for both the initial and subsequent measurement of the designated assets, liabilities, and commitments, with the changes in fair value recognized in net income. Interest income and interest expense on advances and consolidated bonds carried at fair value are recognized solely on the contractual amount of interest due or unpaid. Any transaction fees or costs are immediately recognized in non-interest income or non-interest expense.
For more information on the Bank’s election of the fair value option, see “Item 8. Financial Statements and Supplementary Data – Note 20 – Fair Values” in the Bank’s 2013 Form 10-K.
The Bank has elected the fair value option for certain financial instruments to assist in mitigating potential earnings volatility that can arise from economic hedging relationships in which the carrying value of the hedged item is not adjusted for changes in fair value. The potential earnings volatility associated with using fair value only for the derivative is the Bank’s primary reason for electing the fair value option for financial assets and liabilities that do not qualify for hedge accounting or that have not previously met or may be at risk for not meeting the hedge effectiveness requirements.
The following table summarizes the activity related to financial assets and liabilities for which the Bank elected the fair value option during the three and nine months ended September 30, 2014 and 2013:
	Three Months Ended
	September 30, 2014						September 30, 2013
	Advances			Consolidated			Advances			Consolidated
				Obligation Bonds						Obligation Bonds
Balance, beginning of the period	$	6,341		$	7,080		$	7,436		$	24,286
New transactions elected for fair value option	235			641			103			540
Maturities and terminations	(1,399		)	(568		)	(615		)	(8,860		)
Net gain/(loss) on advances and net (gain)/loss on consolidated obligation bonds held under fair value option	(25		)	(12		)	(9		)	8
Change in accrued interest	(3		)	4			(1		)	(2		)
Balance, end of the period	$	5,149		$	7,145		$	6,914		$	15,972
	Nine Months Ended
	September 30, 2014						September 30, 2013
	Advances			Consolidated			Advances			Consolidated
				Obligation Bonds						Obligation Bonds
Balance, beginning of the period	$	7,069		$	10,115		$	7,390		$	27,884
New transactions elected for fair value option	583			2,819			470			2,600
Maturities and terminations	(2,486		)	(5,863		)	(804		)	(14,375		)
Net gain/(loss) on advances and net (gain)/loss on consolidated obligation bonds held under fair value option	(13		)	69			(141		)	(135		)
Change in accrued interest	(4		)	5			(1		)	(2		)
Balance, end of the period	$	5,149		$	7,145		$	6,914		$	15,972
For instruments for which the fair value option has been elected, the related contractual interest income and contractual interest expense are recorded as part of net interest income on the Statements of Income. The remaining changes in fair value for instruments for which the fair value option has been elected are recorded as net gains/ (losses) on financial instruments held under the fair value option in the Statements of Income. The change in fair value does not include changes in instrument-specific credit risk. For advances and consolidated obligations recorded under the fair value option, the Bank determined that no adjustments to the fair values of these instruments for instrument-specific credit risk were necessary for the three and nine months ended September 30, 2014 and 2013.
The following table presents the difference between the aggregate remaining contractual principal balance outstanding and aggregate fair value of advances and consolidated obligation bonds for which the Bank elected the fair value option at September 30, 2014, and December 31, 2013:
	At September 30, 2014									At December 31, 2013
	Principal Balance			Fair Value			Fair Value			Principal Balance			Fair Value		Fair Value
							Over/(Under)								Over/(Under)
							Principal Balance								Principal Balance
Advances(1)	$	5,063		$	5,149		$	86		$	6,956		$	7,069	$	113
Consolidated obligation bonds	7,186			7,145			(41		)	10,230			10,115		(115		)
-1	At September 30, 2014, and December 31, 2013, none of these advances were 90 days or more past due or had been placed on nonaccrual status.

Commitments_and_Contingencies

Commitments and Contingencies	9 Months Ended
	Sep. 30, 2014
Commitments and Contingencies Disclosure [Abstract]	'
Commitments and Contingencies	'
	Commitments and Contingencies
	As provided by the FHLBank Act or regulations governing the operations of the FHLBanks, all FHLBanks have joint and several liability for all FHLBank consolidated obligations, which are backed only by the financial resources of the FHLBanks. The joint and several liability regulation authorizes the Finance Agency to require any FHLBank to repay all or a portion of the principal or interest on consolidated obligations for which another FHLBank is the primary obligor. The regulations provide a general framework for addressing the possibility that an FHLBank may be unable to repay the consolidated obligations for which it is the primary obligor. The Bank has never been asked or required to repay the principal or interest on any consolidated obligation on behalf of another FHLBank, and as of September 30, 2014, and through the filing date of this report, does not believe that it is probable that it will be asked to do so. The par value of the outstanding consolidated obligations of all 12 FHLBanks was $816,950 at September 30, 2014, and $766,837 at December 31, 2013. The par value of the Bank’s participation in consolidated obligations was $74,950 at September 30, 2014, and $76,968 at December 31, 2013. For more information on the joint and several liability regulation, see “Item 8. Financial Statements and Supplementary Data – Note 21 – Commitments and Contingencies” in the Bank’s 2013 Form 10-K.
	Off-balance sheet commitments as of September 30, 2014, and December 31, 2013, were as follows:
		September 30, 2014						December 31, 2013
		Expire Within		Expire After		Total		Expire Within		Expire After		Total
		One Year		One Year				One Year		One Year
	Standby letters of credit outstanding	$	2,496	$	2,580	$	5,076	$	1,031	$	2,572	$	3,603
	Commitments to fund advances(1)	114		11		125		4		4		8
	Commitments to issue consolidated obligation discount notes, par	350		—		350		—		—		—
	Commitments to issue consolidated obligation bonds, par(2)	373		—		373		1,640		—		1,640
	-1	At September 30, 2014, $102 of the commitments to fund additional advances were hedged with associated interest rate swaps. At December 31, 2013, none of the commitments to fund additional advances were hedged with associated interest rate swaps.
	-2	At September 30, 2014, and December 31, 2013, $373 and $1,640, respectively, of the unsettled consolidated obligation bonds were hedged with associated interest rate swaps.
	Standby letters of credit are generally issued for a fee on behalf of members to support their obligations to third parties. If the Bank is required to make a payment for a beneficiary’s drawing under a letter of credit, the amount is immediately due and payable by the member to the Bank and is charged to the member’s demand deposit account with the Bank. The original terms of these standby letters of credit range from 15 days to 10 years, including a final expiration in 2024. The Bank monitors the creditworthiness of members that have standby letters of credit. In addition, standby letters of credit are fully collateralized. As a result, the Bank determined that it was not necessary to record any allowance for losses on these commitments.
	The value of the Bank’s obligations related to standby letters of credit is recorded in other liabilities and amounted to $12 at September 30, 2014, and $12 at December 31, 2013. Letters of credit are fully collateralized at the time of issuance. Based on the Bank’s credit analyses of members’ financial condition and collateral requirements, the Bank deemed it unnecessary to record any additional liability on the letters of credit outstanding as of September 30, 2014, and December 31, 2013.
	Commitments to fund advances totaled $125 at September 30, 2014, and $8 at December 31, 2013. Advances funded under advance commitments are fully collateralized at the time of funding (see Note 9 – Allowance for Credit Losses). Based on the Bank’s credit analyses of members’ financial condition and collateral requirements, the Bank deemed it unnecessary to record any additional liability on the advance commitments outstanding as of September 30, 2014, and December 31, 2013.
	The Bank executes over-the-counter bilateral interest rate exchange agreements with major banks and derivative entities affiliated with broker-dealers and with its members. The Bank enters into master agreements with netting provisions with all bilateral swap counterparties and into bilateral security agreements with all active derivative dealer counterparties. All member counterparty master agreements, excluding those with derivative dealers, are subject to the terms of the Bank’s Advances and Security Agreement with members, and all member counterparties (except for those that are derivative dealers) must fully collateralize the Bank’s net credit exposure. For cleared derivatives, the clearinghouse is the Bank’s counterparty, and the Bank has clearing agreements with clearing agents that provide for delivery of initial margin to, and exchange of variation margin with, the clearinghouse. See Note 15 – Derivatives and Hedging Activities for additional information about the Bank’s pledged collateral and other credit-risk-related contingent features. As of September 30, 2014, the Bank had pledged total collateral of $380, including securities with a carrying value of $2, all of which may be sold or repledged, and cash collateral of $378 to counterparties and the clearing house that had market risk exposure to the Bank related to derivatives. As of December 31, 2013, the Bank had pledged cash collateral of $149 to counterparties and the clearing house that had market risk exposure to the Bank related to derivatives.
	The Bank may be subject to various pending legal proceedings that may arise in the normal course of business. After consultation with legal counsel, the Bank does not anticipate that the ultimate liability, if any, arising out of these matters will have a material effect on its financial condition or results of operations.

Transactions_with_Certain_Memb

Transactions with Certain Members, Certain Nonmembers, and Other FHLBanks	9 Months Ended
	Sep. 30, 2014
Related Party Transactions [Abstract]	'
Transactions with Certain Members, Certain Nonmembers, and Other FHLBanks	'
	Transactions with Certain Members, Certain Nonmembers, and Other FHLBanks
	Transactions with Certain Members and Certain Nonmembers. The following tables set forth information at the dates and for the periods indicated with respect to transactions with: (i) members and nonmembers that held more than 10% of the outstanding shares of the Bank’s capital stock, including mandatorily redeemable capital stock, at any time during the periods indicated, (ii) members that had an officer or director serving on the Bank’s Board of Directors at any time during the periods indicated, and (iii) affiliates of the foregoing members and nonmembers. All transactions with members, the nonmembers described in the preceding sentence, and their respective affiliates are entered into in the normal course of business. The tables include securities transactions where certain members, nonmembers, and their affiliates (as described above) are the issuers or obligors of the securities, but do not include securities purchased, sold or issued through, or otherwise underwritten by, affiliates of certain members and nonmembers. The tables also do not include any AHP or Community Investment Cash Advance (CICA) grants. Securities purchased, sold or issued through, or otherwise underwritten by, and AHP or CICA grants provided to, the affiliates of certain members and nonmembers are in the ordinary course of the Bank’s business.
		September 30, 2014			December 31, 2013
	Assets:
	Investments(1)	$	605		$	1,176
	Advances	4,868			11,268
	Mortgage loans held for portfolio	35			760
	Accrued interest receivable	7			25
	Other assets	19			37
	Derivative assets, net	—			257
	Total Assets	$	5,534		$	13,523
	Liabilities:
	Deposits	$	3		$	260
	Mandatorily redeemable capital stock	648			1,356
	Derivative liabilities, net	18			37
	Total Liabilities	$	669		$	1,653
	Notional amount of derivatives	$	2,878		$	12,256
	Standby letters of credit	21			205
	-1	Investments consist of securities purchased under agreements to resell, Federal funds sold, AFS securities, and HTM securities issued by and/or purchased from the members or nonmembers described in this section or their affiliates.
		Three Months Ended						Nine Months Ended
		September 30, 2014			September 30, 2013			September 30, 2014			September 30, 2013
	Interest Income:
	Investments(1)	$	2		$	7		$	20		$	23
	Advances(2)	8			32			47			107
	Mortgage loans held for portfolio	1			10			10			34
	Total Interest Income	$	11		$	49		$	77		$	164
	Interest Expense:
	Mandatorily redeemable capital stock	$	16		$	42		$	62		$	97
	Consolidated obligations(2)	(2		)	(40		)	(40		)	(128		)
	Total Interest Expense	$	14		$	2		$	22		$	(31	)
	Other Income/(Loss):
	Net gain/(loss) on derivatives and hedging activities	$	20		$	(35	)	$	(285	)	$	(91	)
	Total Other Income/(Loss)	$	20		$	(35	)	$	(285	)	$	(91	)
	-1	Investments consist of securities purchased under agreements to resell, Federal funds sold, AFS securities, and HTM securities issued by and/or purchased from the members or nonmembers described in this section or their affiliates.
	-2	Reflects the effect of associated derivatives with the members or nonmembers described in this section or their affiliates.
	Transactions with Other FHLBanks. Transactions with other FHLBanks are identified on the face of the Bank’s financial statements.

Subsequent_Events

Subsequent Events	9 Months Ended
	Sep. 30, 2014
Subsequent Events [Abstract]	'
Subsequent Events	'
	Subsequent Events
	The Bank evaluated events subsequent to September 30, 2014, until the time of the Form 10-Q filing with the Securities and Exchange Commission, and no material subsequent events were identified.

Basis_of_Presentation_Summary_

Basis of Presentation / Summary of Significant Accounting Policies (Policies)	9 Months Ended
	Sep. 30, 2014
Accounting Policies [Line Items]	'
Dividend Payment Restrictions Schedule, Description	'The Bank’s Excess Stock Repurchase, Retained Earnings, and Dividend Framework summarizes the Bank’s capital risk management principles, strategy, and objectives, as well as its policies, analysis, and practices with respect to retained earnings, dividend payments, and the repurchase of excess capital stock. The Bank may be restricted from paying dividends if the Bank is not in compliance with any of its minimum capital requirements or if payment would cause the Bank to fail to meet any of its minimum capital requirements. In addition, the Bank may not pay dividends if any principal or interest due on any consolidated obligations has not been paid in full or is not expected to be paid in full, or, under certain circumstances, if the Bank fails to satisfy certain liquidity requirements under applicable Finance Agency regulations.The Bank’s Risk Management Policy limits the payment of dividends if the ratio of the Bank’s estimated market value of total capital to par value of capital stock falls below certain levels. If this ratio at the end of any quarter is less than 100% but greater than or equal to 70%, any dividend would be limited to an annualized rate no greater than the daily average of the three-month LIBOR for the applicable quarter (subject to certain conditions), and if this ratio is less than 70%, the Bank would be restricted from paying a dividend.
Use of Estimates, Policy [Policy Text Block]	'
	The preparation of financial statements in accordance with accounting principles generally accepted in the United States of America (U.S. GAAP) requires management to make a number of judgments, estimates, and assumptions that may affect the reported amounts of assets and liabilities, the disclosure of contingent assets and liabilities, and the reported amounts of income, expenses, gains, and losses during the reporting period. The most significant of these estimates include estimating the allowance for credit losses on the advances and mortgage loan portfolios; accounting for derivatives; estimating fair values of investments classified as trading and available-for-sale, derivatives and associated hedged items carried at fair value in accordance with the accounting for derivative instruments and associated hedging activities, and financial instruments carried at fair value under the fair value option, and accounting for OTTI for investment securities; and estimating the prepayment speeds on mortgage-backed securities (MBS) and mortgage loans for the accounting of amortization of premiums and accretion of discounts on MBS and mortgage loans. Actual results could differ significantly from these estimates.
Fair Value of Financial Instruments, Policy [Policy Text Block]	'
	Mandatorily Redeemable Capital Stock – The estimated fair value of capital stock subject to mandatory redemption is generally at par value as indicated by contemporaneous purchases, redemptions, and repurchases at par value. Fair value includes estimated dividends earned at the time of reclassification from capital to liabilities, until such amount is paid, and any subsequently declared capital stock dividend. The Bank’s capital stock can only be acquired by members at par value and redeemed or repurchased at par value, subject to statutory and regulatory requirements. The Bank’s capital stock is not traded, and no market mechanism exists for the exchange of Bank capital stock outside the cooperative ownership structure.
	The fair values of the derivative assets and liabilities include accrued interest receivable/payable and cash collateral remitted to/received from counterparties. The estimated fair values of the accrued interest receivable/payable and cash collateral approximate their carrying values because of their short-term nature. The fair values of derivatives that met the netting requirements are presented on a net basis. If these netted amounts are positive, they are classified as an asset and, if negative, they are classified as a liability.
	Derivative Assets and Liabilities – In general, derivative instruments transacted and held by the Bank for risk management activities are traded in over-the-counter markets where quoted market prices are not readily available. These derivatives are interest rate-related. For these derivatives, the Bank measures fair value using internally developed discounted cash flow models that use market-observable inputs, such as the overnight index swap (OIS) curve; volatility assumptions, which are market-based expectations of future interest rate volatility implied from current market prices for similar options (swaption volatility and volatility skew) adjusted for counterparty credit risk, as necessary; and prepayment assumptions.
	The Bank calculated a market-implied yield for each of its PLRMBS using the estimated fair value derived from the process described above and the security’s projected cash flows from the Bank’s OTTI process and compared the market-implied yield to the yields for comparable securities according to dealers and other third-party sources to the extent comparable market yield data was available. This analysis did not indicate that any adjustments to the fair value estimates were necessary.
	Accrued Interest Receivable and Payable – The estimated fair value approximates the carrying value of accrued interest receivable and accrued interest payable.
	Investment Securities – MBS – To value its MBS, the Bank obtains prices from four designated third-party pricing vendors when available. The pricing vendors use various proprietary models to price these securities. The inputs to those models are derived from various sources including, but not limited to: benchmark yields, reported trades, dealer estimates, issuer spreads, prices on benchmark securities, bids, offers, and other market-related data. Since many securities do not trade on a daily basis, the pricing vendors use available information as applicable, such as benchmark yield curves, benchmarking of like securities, sector groupings, and matrix pricing, to determine the prices for individual securities. Each pricing vendor has an established challenge process in place for all security valuations, which facilitates resolution of price discrepancies identified by the Bank.
	For instruments for which the fair value option has been elected, the related contractual interest income and contractual interest expense are recorded as part of net interest income on the Statements of Income. The remaining changes in fair value for instruments for which the fair value option has been elected are recorded as net gains/ (losses) on financial instruments held under the fair value option in the Statements of Income. The change in fair value does not include changes in instrument-specific credit risk.
	Cash and Due from Banks – The estimated fair value equals the carrying value.
	Federal Funds Sold and Securities Purchased Under Agreements to Resell – The estimated fair value of overnight Federal funds sold and securities purchased under agreements to resell approximates the carrying value. The estimated fair value of term Federal funds sold and term securities purchased under agreements to resell has been determined by calculating the present value of expected cash flows for the instruments and reducing the amount for accrued interest receivable. The discount rates used in these calculations are the replacement rates for comparable instruments with similar terms.
	The fair value hierarchy is used to prioritize the fair value methodologies and valuation techniques as well as the inputs to the valuation techniques used to measure fair value for assets and liabilities carried at fair value on the Statements of Condition. The inputs are evaluated and an overall level for the fair value measurement is determined. This overall level is an indication of market observability of the fair value measurement for the asset or liability. The fair value hierarchy gives the highest priority to unadjusted quoted prices in active markets for identical assets or liabilities (Level 1 measurements) and the lowest priority to unobservable inputs (Level 3 measurements). An entity must disclose the level within the fair value hierarchy in which the measurements are classified for all financial assets and liabilities measured on a recurring or non-recurring basis.
	The application of the fair value hierarchy to the Bank’s financial assets and financial liabilities that are carried at fair value either on a recurring or non-recurring basis is as follows:
	•	Level 1 – Quoted prices (unadjusted) for identical assets or liabilities in an active market that the reporting entity can access on the measurement date.
	•	Level 2 – Inputs other than quoted prices within Level 1 that are observable inputs for the asset or liability, either directly or indirectly. If the asset or liability has a specified (contractual) term, a Level 2 input must be observable for substantially the full term of the asset or liability. Level 2 inputs include the following: (1) quoted prices for similar assets or liabilities in active markets; (2) quoted prices for identical or similar assets or liabilities in markets that are not active; (3) inputs other than quoted prices that are observable for the asset or liability (e.g., interest rates and yield curves that are observable at commonly quoted intervals, and implied volatilities); and (4) inputs that are derived principally from or corroborated by observable market data by correlation or other means.
	•	Level 3 – Unobservable inputs for the asset or liability.
	A financial instrument’s categorization within the valuation hierarchy is based on the lowest level of input that is significant to the fair value measurement.
	The following assets and liabilities, including those for which the Bank has elected the fair value option, are carried at fair value on the Statements of Condition as of September 30, 2014:
	•	Trading securities
	•	AFS securities
	•	Certain advances
	•	Derivative assets and liabilities
	•	Certain consolidated obligation bonds
	•	Certain other assets
	Consolidated Obligations – Because quoted prices in active markets are not generally available for identical liabilities, the Bank measures fair values using internally developed models that use primarily market-observable inputs. The Bank’s primary inputs for measuring the fair value of consolidated obligation bonds are market-based CO Curve inputs obtained from the Office of Finance. The Office of Finance constructs the CO Curve using the Treasury yield curve as a base curve, which may be adjusted by indicative spreads obtained from market-observable sources. These market indications are generally derived from pricing indications from dealers, historical pricing relationships, and market activity for similar liabilities, such as recent GSE trades or secondary market activity. For consolidated obligation bonds with embedded options, the Bank also obtains market-observable quotes and inputs from derivative dealers. These inputs may include volatility assumptions, which are market-based expectations of future interest rate volatility implied from current market prices for similar options (swaption volatility and volatility skew).
	Adjustments may be necessary to reflect the Bank’s credit quality or the credit quality of the FHLBank System when valuing consolidated obligation bonds measured at fair value. The Bank monitors its own creditworthiness and the creditworthiness of the other 11 FHLBanks and the FHLBank System to determine whether any adjustments are necessary for creditworthiness in its fair value measurement of consolidated obligation bonds. The credit ratings of the FHLBank System and any changes to the credit ratings are the basis for the Bank to determine whether the fair values of consolidated obligations have been significantly affected during the reporting period by changes in the instrument-specific credit risk.
	Investment Securities – FFCB Bonds and CalHFA Bonds – The Bank estimates the fair values of these securities using the methodology described above for Investment Securities – MBS.
	Advances – Because quoted prices are not available for advances, the fair values are measured using model-based valuation techniques (such as calculating the present value of future cash flows and reducing the amount for accrued interest receivable).
	The Bank’s primary inputs for measuring the fair value of advances are market-based consolidated obligation yield curve (CO Curve) inputs obtained from the Office of Finance. The CO Curve is then adjusted to reflect the rates on replacement advances with similar terms and collateral. These spread adjustments are not market-observable and are evaluated for significance in the overall fair value measurement and the fair value hierarchy level of the advance. The Bank obtains market-observable inputs from derivative dealers for complex advances. These inputs may include volatility assumptions, which are market-based expectations of future interest rate volatility implied from current market prices for similar options (swaption volatility and volatility skew). The discount rates used in these calculations are the replacement advance rates for advances with similar terms.
	The fair value option provides an entity with an irrevocable option to elect fair value as an alternative measurement for selected financial assets, financial liabilities, unrecognized firm commitments, and written loan commitments not previously carried at fair value. It requires an entity to display the fair value of those assets and liabilities for which the entity has chosen to use fair value on the face of the Statements of Condition. Fair value is used for both the initial and subsequent measurement of the designated assets, liabilities, and commitments, with the changes in fair value recognized in net income. Interest income and interest expense on advances and consolidated bonds carried at fair value are recognized solely on the contractual amount of interest due or unpaid. Any transaction fees or costs are immediately recognized in non-interest income or non-interest expense.
	For more information on the Bank’s election of the fair value option, see “Item 8. Financial Statements and Supplementary Data – Note 20 – Fair Values” in the Bank’s 2013 Form 10-K.
	The Bank has elected the fair value option for certain financial instruments to assist in mitigating potential earnings volatility that can arise from economic hedging relationships in which the carrying value of the hedged item is not adjusted for changes in fair value. The potential earnings volatility associated with using fair value only for the derivative is the Bank’s primary reason for electing the fair value option for financial assets and liabilities that do not qualify for hedge accounting or that have not previously met or may be at risk for not meeting the hedge effectiveness requirements.
	Investment Securities – Certificates of Deposit – The estimated fair values of these investments are determined by calculating the present value of expected cash flows and reducing the amount for accrued interest receivable, using market-observable inputs as of the last business day of the period or using industry standard analytical models and certain actual and estimated market information. The discount rates used in these calculations are the replacement rates for comparable instruments with similar terms.
	Commitments – The estimated fair value of standby letters of credit is based on the present value of fees currently charged for similar agreements and is recorded in other liabilities. The estimated fair value of off-balance sheet fixed rate commitments to fund advances and commitments to issue consolidated obligations takes into account the difference between current and committed interest rates.
	Mortgage Loans Held for Portfolio – The estimated fair value for seasoned mortgage loans represents modeled prices based on observable market prices for seasoned agency mortgage-backed passthrough securities adjusted for differences in coupon, average loan rate, credit, and cash flow remittance between the Bank’s mortgage loans and the referenced instruments, while the estimated fair value for newly originated mortgage loans represents modeled prices based on MPF commitment rates. Market prices are highly dependent on the underlying prepayment assumptions. Changes in the prepayment speeds often have a material effect on the fair value estimates. These underlying prepayment assumptions are susceptible to material changes in the near term because they are made at a specific point in time.
	Deposits – The fair value of deposits is generally equal to the carrying value of the deposits because the deposits are primarily overnight deposits or due on demand. The Bank determines the fair values of term deposits by calculating the present value of expected future cash flows from the deposits and reducing the amount for accrued interest payable. The discount rates used in these calculations are the cost of deposits with similar terms.
Repurchase and Resale Agreements Policy [Policy Text Block]	'
	Securities purchased under agreements to resell are considered collateralized financing arrangements and effectively represent short-term loans with counterparties that are considered by the Bank to be of investment quality, which are classified as assets in the Statements of Condition. Securities purchased under agreements to resell are held in safekeeping in the name of the Bank by third-party custodians approved by the Bank. In accordance with the terms of these loans, if the market value of the underlying securities decreases below the market value required as collateral, the counterparty must place an equivalent amount of additional securities as collateral or remit an equivalent amount of cash.
Investment, Policy [Policy Text Block]	'
	On a quarterly basis, the Bank evaluates its individual AFS and HTM investment securities in an unrealized loss position for OTTI. As part of this evaluation, the Bank considers whether it intends to sell each debt security and whether it is more likely than not that it will be required to sell the debt security before its anticipated recovery of the amortized cost basis. If either of these conditions is met, the Bank recognizes an OTTI charge to earnings equal to the entire difference between the security’s amortized cost basis and its fair value at the statement of condition date. For securities in an unrealized loss position that meet neither of these conditions, the Bank considers whether it expects to recover the entire amortized cost basis of the security by comparing its best estimate of the present value of the cash flows expected to be collected from the security with the amortized cost basis of the security. If the Bank’s best estimate of the present value of the cash flows expected to be collected is less than the amortized cost basis, the difference is considered the credit loss.
Derivatives, Offsetting Fair Value Amounts, Policy [Policy Text Block]	'
	The Bank presents certain financial instruments, including derivative instruments and securities purchased under agreements to resell, on a net basis when they have a legal right of offset and all other requirements for netting are met (collectively referred to as the netting requirements). The Bank has elected to offset its derivative asset and liability positions, as well as cash collateral received or pledged, when the netting requirements are met. The Bank did not have any offsetting liabilities related to its securities purchased under agreements to resell for the periods presented.
	The net exposure for these financial instruments can change on a daily basis; therefore, there may be a delay between the time this exposure change is identified and additional collateral is requested, and the time this collateral is received or pledged. Likewise, there may be a delay for excess collateral to be returned. For derivative instruments that meet the netting requirements, any excess cash collateral received or pledged is recognized as a derivative liability or derivative asset. Additional information regarding these agreements is provided in Note 15 – Derivatives and Hedging Activities. Based on the fair value of the related collateral held, the securities purchased under agreements to resell were fully collateralized for the periods presented.
	The Bank may present derivative instruments, related cash collateral received or pledged, and associated accrued interest by clearing agent or by counterparty when the netting requirements have been met.
Consolidation, Variable Interest Entity, Policy [Policy Text Block]	'
	The Bank’s investments in variable interest entities (VIEs) are limited to private-label residential mortgage-backed securities (PLRMBS). On an ongoing basis, the Bank performs a quarterly evaluation
	to determine whether it is the primary beneficiary in any VIE. The Bank evaluated its investments in VIEs as of September 30, 2014, to determine whether it is a primary beneficiary of any of these investments. The primary beneficiary is required to consolidate a VIE. The Bank determined that consolidation accounting is not required because the Bank is not the primary beneficiary of these VIEs for the periods presented. The Bank does not have the power to significantly affect the economic performance of any of these investments because it does not act as a key decision maker nor does it have the unilateral ability to replace a key decision maker. In addition, the Bank does not design, sponsor, transfer, service, or provide credit or liquidity support in any of its investments in VIEs. The Bank’s maximum loss exposure for these investments is limited to the carrying value.
Loans and Leases Receivable, Allowance for Loan Losses Policy [Policy Text Block]	'
	The Bank evaluates the allowance for credit losses on MPF mortgage loans based on two components. The first component applies to each individual loan that is specifically identified as impaired. The Bank evaluates the exposure on these loans by considering the first layer of loss protection (the liquidation value of the real property securing the loan) and the availability and collectability of credit enhancements under the terms of each master commitment and records a provision for credit losses.
	The Bank has established an allowance methodology for each of its portfolio segments: credit products, mortgage loans held for portfolio, term securities purchased under agreements to resell, and term Federal funds sold. For more information on these portfolio segments, see “Item 8. Financial Statements and Supplementary Data – Note 10 – Allowance for Credit Losses” in the Bank’s 2013 Form 10-K.
	The second component applies to loans that are not specifically identified as impaired and is based on the Bank’s estimate of probable credit losses on those loans as of the financial statement date. The Bank evaluates the credit loss exposure on a loan pool basis considering various observable data, such as delinquency statistics, past performance, current performance, loan portfolio characteristics, collateral valuations, industry data, and prevailing economic conditions. The Bank also considers the availability and collectability of credit enhancements from institutions or from mortgage insurers under the terms of each master commitment.
Derivatives, Policy [Policy Text Block]	'
	The Bank executes callable swaps and purchases swaptions in conjunction with the issuance of certain consolidated obligations to create funding that is economically equivalent to fixed rate callable bonds. Although these derivatives are economic hedges against the prepayment risk of specific loan pools and are referenced to individual liabilities, they do not receive either fair value or cash flow hedge accounting treatment.
	The Bank may invest in U.S. Treasury and agency obligations, agency MBS, and the taxable portion of highly rated state or local housing finance agency obligations. In the past, the Bank has also invested in PLRMBS rated AAA at the time of acquisition. The interest rate and prepayment risk associated with these investment securities is managed through a combination of debt issuance and derivatives. The Bank may manage prepayment risk and interest rate risk by funding investment securities with consolidated obligations that have call features or by hedging the prepayment risk with a combination of consolidated obligations and callable swaps or swaptions. The Bank may execute callable swaps and purchase swaptions in conjunction with the issuance of certain liabilities to create funding that is economically equivalent to fixed rate callable debt. Although these derivatives are economic hedges against prepayment risk and are designated to individual liabilities, they do not receive either fair value or cash flow hedge accounting treatment. Investment securities may be classified as trading, AFS, or HTM.
	In addition, for certain advances for which the Bank has elected the fair value option, the Bank will simultaneously execute an interest rate exchange agreement with terms that economically offset the terms of the advance. However, this type of hedge is treated as an economic hedge because these combinations generally do not meet the requirements for fair value hedge accounting treatment.
	The offsetting derivatives used in intermediary activities do not receive hedge accounting treatment and are separately marked to market through earnings. The net result of the accounting for these derivatives does not significantly affect the operating results of the Bank.
Derivatives, Hedge Discontinuances [Policy Text Block]	'
	The Bank discontinues hedge accounting prospectively when: (i) it determines that the derivative is no longer effective in offsetting changes in the fair value or cash flows of a hedged item (including hedged items such as firm commitments or forecasted transactions); (ii) the derivative and/or the hedged item expires or is sold, terminated, or exercised; (iii) it is no longer probable that the forecasted transaction will occur in the originally expected period; (iv) a hedged firm commitment no longer meets the definition of a firm commitment; (v) it determines that designating the derivative as a hedging instrument is no longer appropriate; or (vi) it decides to use the derivative to offset changes in the fair value of other derivatives or instruments carried at fair value.
Derivatives, Embedded Derivatives [Policy Text Block]	'
	When a callable bond for which the Bank is the primary obligor is issued, the Bank may simultaneously enter into an interest rate swap (in which the Bank pays a variable rate and receives a fixed rate) with a call feature that mirrors the call option embedded in the bond (a sold callable swap).
	The Bank did not have any bonds with embedded features that met the requirements to separate the embedded feature from the host contract and designate the embedded feature as a stand-alone derivative at September 30, 2014, or December 31, 2013. In general, the Bank has elected to account for bonds with embedded features under the fair value option, and these bonds are carried at fair value on the Statements of Condition.
Derivatives, Methods of Accounting, Hedging Derivatives [Policy Text Block]	'
	The Bank may use derivatives to adjust the repricing and/or options characteristics of advances to more closely match the characteristics of the Bank’s funding liabilities. In general, whenever a member executes a fixed rate advance or a variable rate advance with embedded options, the Bank will simultaneously execute an interest rate exchange agreement with terms that offset the terms and embedded options, if any, in the advance. The combination of the advance and the interest rate exchange agreement effectively creates a variable rate asset. This type of hedge is treated as a fair value hedge. In addition, for certain advances for which the Bank has elected the fair value option, the Bank will simultaneously execute an interest rate exchange agreement with terms that economically offset the terms of the advance. However, this type of hedge is treated as an economic hedge because these combinations generally do not meet the requirements for fair value hedge accounting treatment.
	Consolidated obligation bonds are structured to meet the Bank’s and/or investors’ needs. Common structures include fixed rate bonds with or without call options and adjustable rate bonds with or without embedded options. In general, when bonds with these structures are issued, the Bank will simultaneously execute an interest rate exchange agreement with terms that offset the terms and embedded options, if any, of the consolidated obligation bond. This combination of the consolidated obligation bond and the interest rate exchange agreement effectively creates an adjustable rate bond. The cost of this funding combination is generally lower than the cost that would be available through the issuance of an adjustable rate bond alone. The Bank will generally elect fair value hedge accounting treatment for these hedging relationships.
	In addition, for certain consolidated obligation bonds for which the Bank has elected the fair value option, the Bank will simultaneously execute an interest rate exchange agreement with terms that economically offset the terms of the consolidated obligation bond. However, this type of hedge is treated as an economic hedge because these combinations generally do not meet the requirements for fair value hedge accounting treatment.
	The Bank offers a wide array of advances structures to meet members’ funding needs. These advances may have maturities up to 30 years with fixed or adjustable rates and may include early termination features or options. The Bank may use derivatives to adjust the repricing and options characteristics of advances to more closely match the characteristics of the Bank’s funding liabilities. In general, whenever a member executes a fixed or variable rate advance with embedded options, the Bank will simultaneously execute an interest rate exchange agreement with terms that offset the terms and embedded options in the advance. The combination of the advance and the interest rate exchange agreement effectively creates a variable rate asset. This type of hedge relationship receives fair value option accounting treatment.
	The Bank documents all relationships between derivative hedging instruments and hedged items, its risk management objectives and strategies for undertaking various hedge transactions, and its method of assessing effectiveness. This process includes linking all derivatives that are designated as fair value or cash flow hedges to: (i) assets and liabilities on the balance sheet, (ii) firm commitments, or (iii) forecasted transactions. The Bank also formally assesses (both at the hedge’s inception and at least quarterly on an ongoing basis) whether the derivatives that are used in hedging transactions have been effective in offsetting changes in the fair value or cash flows of hedged items attributable to the hedged risk and whether those derivatives may be expected to remain effective in future periods. The Bank typically uses regression analyses or other statistical analyses to assess the effectiveness of its hedges. When it is determined that a derivative has not been or is not expected to be effective as a hedge, the Bank discontinues hedge accounting prospectively.
Finance, Loan and Lease Receivables, Held-for-investment, Allowance and Nonperforming Loans, Allowance Policy [Policy Text Block]	'
	The Bank manages its credit exposure related to credit products through an integrated approach that generally provides for a credit limit to be established for each borrower, includes an ongoing review of each borrower’s financial condition, and is coupled with conservative collateral and lending policies to limit the risk of loss while taking into account borrowers’ needs for a reliable funding source.
Loans and Leases Receivable, Troubled Debt Restructuring Policy [Policy Text Block]	'
	Troubled debt restructuring (TDR) is considered to have occurred when a concession is granted to the debtor for economic or legal reasons related to the debtor’s financial difficulties and that concession would not have been considered otherwise. An MPF loan considered a TDR is individually evaluated for impairment when determining its related allowance for credit losses. Credit loss is measured by factoring in expected cash flow shortfalls incurred as of the reporting date as well as the economic loss attributable to delaying the original contractual principal and interest due dates, if applicable.
Deposits, Policy [Policy Text Block]	'
	The Bank maintains demand deposit accounts that are directly related to the extension of credit to members and offers short-term deposit programs to members and qualifying nonmembers. In addition, a member that services mortgage loans may deposit in the Bank funds collected in connection with the mortgage loans, pending disbursement of these funds to the owners of the mortgage loans. The Bank classifies these types of deposits as non-interest-bearing deposits.
Stockholders' Equity, Policy [Policy Text Block]	'
	The Bank’s Excess Stock Repurchase, Retained Earnings, and Dividend Framework establishes amounts to be retained in restricted retained earnings, which are not made available in the current dividend period.
Segment Reporting, Policy [Policy Text Block]	'
	The Bank uses an analysis of financial performance based on the balances and adjusted net interest income of two operating segments, the advances-related business and the mortgage-related business, as well as other financial information, to review and assess financial performance and to determine the allocation of resources to these two major business segments. For purposes of segment reporting, adjusted net interest income includes income and expense associated with cash flow settlements from economic hedges that are recorded in “Net gain/(loss) on derivatives and hedging activities” in other income and excludes interest expense that is recorded in “Mandatorily redeemable capital stock.” Other key financial information, such as any credit-related OTTI losses on the Bank’s PLRMBS, other expenses, and assessments, is not included in the segment reporting analysis, but is incorporated into the Bank’s overall assessment of financial performance.
Derivative Risk Management Policy [Policy Text Block]	'All of the Bank’s agreements governing bilateral derivative transactions contain master netting provisions to help mitigate the credit risk exposure to each counterparty. The Bank manages counterparty credit risk through credit analyses and collateral requirements and by following the requirements of the Bank’s risk management policies and credit guidelines and Finance Agency regulations. The Bank also requires collateral agreements with collateral delivery thresholds on all bilateral derivatives. In addition, collateral related to derivative transactions with member institutions includes collateral pledged to the Bank, as evidenced by the Advances and Security Agreement, and held by the member institution for the benefit of the Bank.For cleared derivatives, the clearinghouse is the Bank’s counterparty. The requirement that the Bank post initial and variation margin through the clearing agent, to the clearinghouse, exposes the Bank to institutional credit risk in the event that the clearing agent or the clearinghouse fails to meet its obligations. The use of cleared derivatives, however, mitigates the Bank’s overall credit risk exposure because a central counterparty is substituted for individual counterparties and variation margin is posted daily for changes in the value of cleared derivatives through a clearing agent. The Bank has analyzed the enforceability of offsetting rights applicable to its cleared derivative transactions and determined that the exercise of those offsetting rights by a non-defaulting party under these transactions should be upheld under applicable bankruptcy law and Commodity Futures Trading Commission rules in the event of a clearinghouse or clearing agent insolvency and under applicable clearinghouse rules upon a non-insolvency-based event of default of the clearinghouse or clearing agent. Based on this analysis, the Bank presents a net derivative receivable or payable for all of its transactions through a particular clearing agent with a particular clearinghouse.The Bank may enter into interest rate swaps (including callable, putable, and basis swaps); swaptions; and cap, floor, corridor, and collar agreements (collectively, interest rate exchange agreements or derivatives). Most of the Bank’s interest rate exchange agreements are executed in conjunction with the origination of advances and the issuance of consolidated obligation bonds to create variable rate structures. The interest rate exchange agreements are generally executed at the same time the advances and bonds are transacted and generally have the same maturity dates as the related advances and bonds. The Bank transacts most of its derivatives with large banks and major broker-dealers. Some of these banks and broker-dealers or their affiliates buy, sell, and distribute consolidated obligations. Over-the-counter derivatives may be either transacted with a counterparty (bilateral derivatives) or cleared after execution through a clearing agent with a derivative clearing organization (cleared derivatives). Once a derivative transaction has been accepted for clearing by a derivative clearing organization (clearinghouse), the derivative transaction is novated and the executing counterparty is replaced with the clearinghouse. The clearinghouse notifies the clearing agent of the required initial and variation margin, and the clearing agent notifies the Bank and transmits the required initial and variation margin from the Bank to the clearinghouse. The Bank is not a derivative dealer and does not trade derivatives for short-term profit.Additional uses of interest rate exchange agreements include: (i) offsetting embedded features in assets and liabilities, (ii) hedging anticipated issuance of debt, (iii) matching against consolidated obligation discount notes or bonds to create the equivalent of callable or non-callable fixed rate debt, (iv) modifying the repricing frequency of assets and liabilities, (v) matching against certain advances and consolidated obligations for which the Bank elected the fair value option, and (vi) exactly offsetting other derivatives that may be executed with members (with the Bank serving as an intermediary) or cleared at a derivatives clearing organization. The Bank’s use of interest rate exchange agreements results in one of the following classifications: (i) a fair value hedge of an underlying financial instrument, (ii) an economic hedge of a specific asset or liability, or (iii) an intermediary transaction for members.The Bank manages the interest rate risk and prepayment risk associated with fixed rate mortgage loans through a combination of debt issuance and derivatives. The Bank uses both callable and non-callable debt to achieve cash flow patterns and market value sensitivities for liabilities similar to those expected on the mortgage loans.The Bank may also manage the risk arising from changing market prices or cash flows of investment securities classified as trading by entering into interest rate exchange agreements (economic hedges) that offset the changes in fair value or cash flows of the securities. The market value changes of both the trading securities and the associated interest rate exchange agreements are included in other income in the Statements of Income.
Fair Value Transfer, Policy [Policy Text Block]	'
	For instruments carried at fair value, the Bank reviews the fair value hierarchy classifications on a quarterly basis. Changes in the observability of the valuation inputs may result in a reclassification of certain assets or liabilities. Such reclassifications are reported as transfers in or out as of the beginning of the quarter in which the changes occur. For the periods presented, the Bank did not have any reclassifications for transfers in or out of the fair value hierarchy levels.
Federal Home Loan Bank Advances, Prepayment Fees, Policy [Policy Text Block]	'
	The Bank charges borrowers prepayment fees or pays borrowers prepayment credits when the principal on certain advances is paid prior to original maturity. The Bank records prepayment fees net of any associated fair value adjustments related to prepaid advances that were hedged. The net amount of prepayment fees is reflected as interest income in the Statements of Income
Term Federal Funds Sold [Member]	'
Accounting Policies [Line Items]	'
Loans and Leases Receivable, Allowance for Loan Losses Policy [Policy Text Block]	'
	The Bank invests in Federal funds sold with counterparties that are considered by the Bank to be of investment quality, and these investments are evaluated for purposes of an allowance for credit losses only if the investment is not paid when due.
Term Securities Purchased Under Agreements To Resell [Member]	'
Accounting Policies [Line Items]	'
Loans and Leases Receivable, Allowance for Loan Losses Policy [Policy Text Block]	'
	If an agreement to resell is deemed to be impaired, the difference between the fair value of the collateral and the amortized cost of the agreement is charged to earnings.
PLRMBS [Member]	'
Accounting Policies [Line Items]	'
Investment, Policy [Policy Text Block]	'
	Changes in circumstances may cause the Bank to change its intent to hold a certain security to maturity without calling into question its intent to hold other debt securities to maturity in the future. The sale or transfer of an HTM security because of certain changes in circumstances, such as evidence of significant deterioration in the issuers’ creditworthiness, is not considered to be inconsistent with its original classification. In addition, other events that are isolated, nonrecurring, or unusual for the Bank that could not have been reasonably anticipated may cause the Bank to sell or transfer an HTM security without necessarily calling into question its intent to hold other debt securities to maturity.
	For all the PLRMBS in its AFS and HTM portfolios, the Bank does not intend to sell any security and it is not more likely than not that the Bank will be required to sell any security before its anticipated recovery of the remaining amortized cost basis.

Trading_Securities_Tables

Trading Securities (Tables)	9 Months Ended
	Sep. 30, 2014
Schedule of Trading Securities and Other Trading Assets [Line Items]	'
Trading Securities (and Certain Trading Assets) [Table Text Block]	'
	The estimated fair value of trading securities as of September 30, 2014, and December 31, 2013, was as follows:
		September 30, 2014		December 31, 2013
	Government-sponsored enterprises (GSEs) – Federal Farm Credit Bank (FFCB) bonds	$	3,613	$	3,194
	MBS – Other U.S. obligations – Ginnie Mae	12		14
	Total	$	3,625	$	3,208
Categories of Investments, Marketable Securities, Trading Securities [Member]	'
Schedule of Trading Securities and Other Trading Assets [Line Items]	'
Investments Classified by Contractual Maturity Date [Table Text Block]	'
	The estimated fair value of non-MBS by contractual maturity (based on contractual final principal payment) and of MBS as of September 30, 2014, and December 31, 2013, is shown below. Expected maturities of MBS will differ from contractual maturities because borrowers generally have the right to prepay the underlying obligations without prepayment fees.
	Year of Contractual Maturity	September 30, 2014		December 31, 2013
	Trading securities other than MBS:
	Due in 1 year or less	$	2,113	$	580
	Due after 1 year through 5 years	1,500		2,614
	Subtotal	3,613		3,194
	MBS – Other U.S. obligations – Ginnie Mae	12		14
	Total	$	3,625	$	3,208
Schedule of Interest Rate Payment Terms For Investments [Table Text Block]	'
	Interest rate payment terms for trading securities at September 30, 2014, and December 31, 2013, are detailed in the following table:
		September 30, 2014		December 31, 2013
	Estimated fair value of trading securities other than MBS:
	Adjustable rate	$	3,613	$	3,194
	Estimated fair value of trading MBS:
	Passthrough securities – Adjustable rate	12		14
	Total	$	3,625	$	3,208

AvailableforSale_Securities_Ta

Available-for-Sale Securities (Tables)	9 Months Ended
	Sep. 30, 2014
Schedule of Available-for-sale Securities [Line Items]	'
Available-for-sale Securities [Table Text Block]	'
	Available-for-sale (AFS) securities by major security type as of September 30, 2014, and December 31, 2013, were as follows:
	September 30, 2014
		Amortized		OTTI			Gross		Gross			Estimated Fair Value
		Cost(1)		Recognized in			Unrealized		Unrealized
				AOCI			Gains		Losses
	PLRMBS:
	Prime	$	584	$	(1	)	$	41	$	—		$	624
	Alt-A, option ARM	1,051		(47		)	85		—			1,089
	Alt-A, other	4,865		(143		)	189		—			4,911
	Total	$	6,500	$	(191	)	$	315	$	—		$	6,624
	December 31, 2013
		Amortized		OTTI			Gross		Gross			Estimated Fair Value
		Cost(1)		Recognized in			Unrealized		Unrealized
				AOCI			Gains		Losses
	PLRMBS:
	Prime	$	661	$	(11	)	27		$	—		$	677
	Alt-A, option ARM	1,122		(74		)	51		—			1,099
	Alt-A, other	5,376		(239		)	142		(8		)	5,271
	Total	$	7,159	$	(324	)	$	220	$	(8	)	$	7,047
	-1	Amortized cost includes unpaid principal balance, unamortized premiums and discounts, and previous OTTI recognized in earnings.
Available-for-sale Securities [Member]	'
Schedule of Available-for-sale Securities [Line Items]	'
Schedule of Unrealized Loss on Investments [Table Text Block]	'
	The following table summarizes the AFS securities with unrealized losses as of September 30, 2014, and December 31, 2013. The unrealized losses are aggregated by major security type and the length of time that individual securities have been in a continuous unrealized loss position. Total unrealized losses in the following table will not agree to total gross unrealized losses in the table above. The unrealized losses in the following table also include non-credit-related OTTI losses recognized in AOCI. For OTTI analysis of AFS securities, see Note 6 – Other-Than-Temporary Impairment Analysis.
	September 30, 2014
		Less Than 12 Months					12 Months or More					Total
		Estimated		Unrealized			Estimated		Unrealized			Estimated		Unrealized
		Fair Value		Losses			Fair Value		Losses			Fair Value		Losses
	PLRMBS:
	Prime	$	9	$	—		$	37	$	1		$	46	$	1
	Alt-A, option ARM	—		—			629		47			629		47
	Alt-A, other	345		9			1,796		134			2,141		143
	Total	$	354	$	9		$	2,462	$	182		$	2,816	$	191
	December 31, 2013
		Less Than 12 Months					12 Months or More					Total
		Estimated		Unrealized			Estimated		Unrealized			Estimated		Unrealized
		Fair Value		Losses			Fair Value		Losses			Fair Value		Losses
	PLRMBS:
	Prime	$	28	$	—		$	287	$	11		$	315	$	11
	Alt-A, option ARM	—		—			674		74			674		74
	Alt-A, other	677		10			2,351		237			3,028		247
	Total	$	705	$	10		$	3,312	$	322		$	4,017	$	332
Schedule of Interest Rate Payment Terms For Investments [Table Text Block]	'
	Interest rate payment terms for AFS securities at September 30, 2014, and December 31, 2013, are shown in the following table:
		September 30, 2014		December 31, 2013
	Amortized cost of AFS PLRMBS:
	Collateralized mortgage obligations:
	Fixed rate	$	2,026	$	2,450
	Adjustable rate	4,474		4,709
	Total	$	6,500	$	7,159
Schedule of Investments With Converted Interest Rate [Table Text Block]	'
	Certain MBS classified as fixed rate collateralized mortgage obligations have an initial fixed interest rate that subsequently converts to an adjustable interest rate on a specified date as follows:
		September 30, 2014		December 31, 2013
	Collateralized mortgage obligations:
	Converts in 1 year or less	$	28	$	191
	Converts after 1 year through 5 years	310		364
	Total	$	338	$	555

HeldtoMaturity_Securities_Tabl

Held-to-Maturity Securities (Tables)	9 Months Ended
	Sep. 30, 2014
Schedule of Held-to-maturity Securities [Line Items]	'
Held-to-maturity Securities [Table Text Block]	'
	The Bank classifies the following securities as HTM because the Bank has the positive intent and ability to hold these securities to maturity:
	September 30, 2014
		Amortized		OTTI			Carrying		Gross		Gross			Estimated
		Cost(1)		Recognized			Value(1)		Unrecognized		Unrecognized			Fair Value
				in AOCI(1)					Holding		Holding
									Gains(2)		Losses(2)
	Certificates of deposit	$	1,291	$	—		$	1,291	$	—	$	—		$	1,291
	Housing finance agency bonds:
	California Housing Finance Agency (CalHFA) bonds	345		—			345		—		(47		)	298
	Subtotal	1,636		—			1,636		—		(47		)	1,589
	MBS:
	Other U.S. obligations – Ginnie Mae	1,569		—			1,569		6		(11		)	1,564
	GSEs:
	Freddie Mac	4,698		—			4,698		58		(35		)	4,721
	Fannie Mae	5,593		—			5,593		115		(15		)	5,693
	Subtotal GSEs	10,291		—			10,291		173		(50		)	10,414
	PLRMBS:
	Prime	1,186		—			1,186		2		(23		)	1,165
	Alt-A, option ARM	14		—			14		—		(1		)	13
	Alt-A, other	793		(22		)	771		20		(17		)	774
	Subtotal PLRMBS	1,993		(22		)	1,971		22		(41		)	1,952
	Total MBS	13,853		(22		)	13,831		201		(102		)	13,930
	Total	$	15,489	$	(22	)	$	15,467	$	201	$	(149	)	$	15,519
	December 31, 2013
		Amortized		OTTI			Carrying		Gross		Gross			Estimated
		Cost(1)		Recognized			Value(1)		Unrecognized		Unrecognized			Fair Value
				in AOCI(1)					Holding		Holding
									Gains(2)		Losses(2)
	Certificates of deposit	$	1,660	$	—		$	1,660	$	—	$	—		$	1,660
	Housing finance agency bonds:
	CalHFA bonds	416		—			416		—		(100		)	316
	Subtotal	2,076		—			2,076		—		(100		)	1,976
	MBS:
	Other U.S. obligations – Ginnie Mae	1,575		—			1,575		3		(45		)	1,533
	GSEs:
	Freddie Mac	5,250		—			5,250		53		(90		)	5,213
	Fannie Mae	6,331		—			6,331		109		(45		)	6,395
	Subtotal GSEs	11,581		—			11,581		162		(135		)	11,608
	PLRMBS:
	Prime	1,380		—			1,380		1		(37		)	1,344
	Alt-A, option ARM	16		—			16		—		(2		)	14
	Alt-A, other	906		(27		)	879		24		(26		)	877
	Subtotal PLRMBS	2,302		(27		)	2,275		25		(65		)	2,235
	Total MBS	15,458		(27		)	15,431		190		(245		)	15,376
	Total	$	17,534	$	(27	)	$	17,507	$	190	$	(345	)	$	17,352
	-1	Amortized cost includes unpaid principal balance, unamortized premiums and discounts, and previous OTTI recognized in earnings. The carrying value of HTM securities represents amortized cost after adjustment for non-credit-related OTTI recognized in AOCI.
	-2	Gross unrecognized holding gains/(losses) represent the difference between estimated fair value and carrying value.
Held-to-maturity Securities [Member]	'
Schedule of Held-to-maturity Securities [Line Items]	'
Schedule of Unrealized Loss on Investments [Table Text Block]	'
	The following tables summarize the HTM securities with unrealized losses as of September 30, 2014, and December 31, 2013. The unrealized losses are aggregated by major security type and the length of time that individual securities have been in a continuous unrealized loss position. Total unrealized losses in the following table will not agree to the total gross unrecognized holding losses in the table above. The unrealized losses in the following table also include non-credit-related OTTI losses recognized in AOCI. For OTTI analysis of HTM securities, see Note 6 – Other-Than-Temporary Impairment Analysis.
	September 30, 2014
		Less Than 12 Months					12 Months or More				Total
		Estimated		Unrealized			Estimated		Unrealized		Estimated			Unrealized
		Fair Value		Losses			Fair Value		Losses		Fair Value			Losses
	Certificates of deposit	$	250	$	—		$	—	$	—	$	250		$	—
	Housing finance agency bonds:
	CalHFA bonds	—		—			282		47		282			47
	MBS:
	Other U.S. obligations – Ginnie Mae	926		6			276		5		1,202			11
	GSEs:
	Freddie Mac	992		9			1,340		26		2,332			35
	Fannie Mae	839		6			489		9		1,328			15
	Subtotal GSEs	1,831		15			1,829		35		3,660			50
	PLRMBS:
	Prime	158		1			705		22		863			23
	Alt-A, option ARM	—		—			13		1		13			1
	Alt-A, other	83		1			662		38		745			39
	Subtotal PLRMBS	241		2			1,380		61		1,621			63
	Total MBS	2,998		23			3,485		101		6,483			124
	Total	$	3,248	$	23		$	3,767	$	148	$	7,015		$	171
	December 31, 2013
		Less Than 12 Months					12 Months or More				Total
		Estimated		Unrealized			Estimated		Unrealized		Estimated			Unrealized
		Fair Value		Losses			Fair Value		Losses		Fair Value			Losses
	Housing finance agency bonds:
	CalHFA bonds	$	—	$	—		$	316	$	100	$	316		$	100
	MBS:
	Other U.S. obligations – Ginnie Mae	1,187		45			2		—		1,189			45
	GSEs:
	Freddie Mac	2,918		89			66		1		2,984			90
	Fannie Mae	2,069		40			126		5		2,195			45
	Subtotal GSEs	4,987		129			192		6		5,179			135
	PLRMBS:
	Prime	481		5			693		32		1,174			37
	Alt-A, option ARM	—		—			14		2		14			2
	Alt-A, other	159		2			688		51		847			53
	Subtotal PLRMBS	640		7			1,395		85		2,035			92
	Total MBS	6,814		181			1,589		91		8,403			272
	Total	$	6,814	$	181		$	1,905	$	191	$	8,719		$	372
Investments Classified by Contractual Maturity Date [Table Text Block]	'
	The amortized cost, carrying value, and estimated fair value of non-MBS securities by contractual maturity (based on contractual final principal payment) and of MBS as of September 30, 2014, and December 31, 2013, are shown below. Expected maturities of MBS will differ from contractual maturities because borrowers generally have the right to prepay the underlying obligations without prepayment fees.
	September 30, 2014
	Year of Contractual Maturity	Amortized		Carrying			Estimated
		Cost(1)		Value(1)			Fair Value
	HTM securities other than MBS:
	Due in 1 year or less	$	1,291	$	1,291		$	1,291
	Due after 5 years through 10 years	79		79			70
	Due after 10 years	266		266			228
	Subtotal	1,636		1,636			1,589
	MBS:
	Other U.S. obligations – Ginnie Mae	1,569		1,569			1,564
	GSEs:
	Freddie Mac	4,698		4,698			4,721
	Fannie Mae	5,593		5,593			5,693
	Subtotal GSEs	10,291		10,291			10,414
	PLRMBS:
	Prime	1,186		1,186			1,165
	Alt-A, option ARM	14		14			13
	Alt-A, other	793		771			774
	Subtotal PLRMBS	1,993		1,971			1,952
	Total MBS	13,853		13,831			13,930
	Total	$	15,489	$	15,467		$	15,519
	December 31, 2013
	Year of Contractual Maturity	Amortized		Carrying			Estimated
		Cost(1)		Value(1)			Fair Value
	HTM securities other than MBS:
	Due in 1 year or less	$	1,660	$	1,660		$	1,660
	Due after 5 years through 10 years	62		62			49
	Due after 10 years	354		354			267
	Subtotal	2,076		2,076			1,976
	MBS:
	Other U.S. obligations – Ginnie Mae	1,575		1,575			1,533
	GSEs:
	Freddie Mac	5,250		5,250			5,213
	Fannie Mae	6,331		6,331			6,395
	Subtotal GSEs	11,581		11,581			11,608
	PLRMBS:
	Prime	1,380		1,380			1,344
	Alt-A, option ARM	16		16			14
	Alt-A, other	906		879			877
	Subtotal PLRMBS	2,302		2,275			2,235
	Total MBS	15,458		15,431			15,376
	Total	$	17,534	$	17,507		$	17,352
	-1	Amortized cost includes unpaid principal balance, unamortized premiums and discounts, and previous OTTI recognized in earnings. The carrying value of HTM securities represents amortized cost after adjustment for non-credit-related OTTI recognized in AOCI.
Schedule of Interest Rate Payment Terms For Investments [Table Text Block]	'
	Interest rate payment terms for HTM securities at September 30, 2014, and December 31, 2013, are detailed in the following table:
		September 30, 2014		December 31, 2013
	Amortized cost of HTM securities other than MBS:
	Fixed rate	$	1,291	$	1,660
	Adjustable rate	345		416
	Subtotal	1,636		2,076
	Amortized cost of HTM MBS:
	Passthrough securities:
	Fixed rate	333		461
	Adjustable rate	410		430
	Collateralized mortgage obligations:
	Fixed rate	9,680		10,820
	Adjustable rate	3,430		3,747
	Subtotal	13,853		15,458
	Total	$	15,489	$	17,534
Schedule of Investments With Converted Interest Rate [Table Text Block]	'
	Certain MBS classified as fixed rate passthrough securities and fixed rate collateralized mortgage obligations have an initial fixed interest rate that subsequently converts to an adjustable interest rate on a specified date as follows:
		September 30, 2014		December 31, 2013
	Passthrough securities:
	Converts in 1 year or less	$	44	$	62
	Converts after 1 year through 5 years	218		316
	Converts after 5 years through 10 years	62		72
	Total	$	324	$	450
	Collateralized mortgage obligations:
	Converts in 1 year or less	$	78	$	185
	Converts after 1 year through 5 years	34		133
	Total	$	112	$	318

OtherThanTemporary_Impairment_1

Other-Than-Temporary Impairment Analysis (Tables)	9 Months Ended
	Sep. 30, 2014
Other-Than-Temporary Impairment Analysis [Abstract]	'
Schedule of Significant Inputs In Measuring Other Than Temporary Impairments Recognized In Earnings [Table Text Block]	'
	For securities determined to be other-than-temporarily impaired as of September 30, 2014 (securities for which the Bank determined that it does not expect to recover the entire amortized cost basis), the following table presents a summary of the significant inputs used in measuring the amount of credit loss recognized in earnings in the third quarter of 2014, and the related current credit enhancement for the Bank.
	September 30, 2014
		Significant Inputs for Other-Than-Temporarily Impaired PLRMBS					Current
		Prepayment Rates		Default Rates	Loss Severities		Credit Enhancement
	Year of Securitization	Weighted Average %		Weighted Average %	Weighted Average %		Weighted Average %
	Prime
	2007	12.7		4.3	31.3		19.2
	2006	16.9		11.3	38.8		2.8
	Total Prime	12.8		4.4	31.5		18.8
	Alt-A, option ARM
	2005	7.8		34.3	43.7		2.3
	Total Alt-A, option ARM	7.8		34.3	43.7		2.3
	Alt-A, other
	2007	12.5		27.1	37.5		14.7
	2004 and earlier	15.8		9.1	32		13.5
	Total Alt-A, other	14.4		16.6	34.3		14
	Total	13.8		17	34.8		13.5
Other than Temporary Impairment, Credit Losses Recognized in Earnings [Table Text Block]	'
	The following table presents the credit-related OTTI, which is recognized in earnings, for the three and nine months ended September 30, 2014 and 2013.
		Three Months Ended September 30,						Nine Months Ended September 30,
		2014			2013			2014			2013
	Balance, beginning of the period	$	1,347		$	1,395		$	1,378		$	1,397
	Additional charges on securities for which OTTI was previously recognized(1)	1			3			3			6
	Accretion of yield adjustments resulting from improvement of expected cash flows that are recognized over the remaining life of the securities	(16		)	(8		)	(49		)	(13		)
	Balance, end of the period	$	1,332		$	1,390		$	1,332		$	1,390
	-1	For the three months ended September 30, 2014 and 2013, “securities for which OTTI was previously recognized” represents all securities that were also other-than-temporarily impaired prior to July 1, 2014 and 2013, respectively. For the nine months ended September 30, 2014 and 2013, “securities for which OTTI was previously recognized” represents all securities that were also other-than-temporarily impaired prior to January 1, 2014 and 2013, respectively.
Schedule of Transfers From Held to Maturity to Available for Sale [Table Text Block]	'
	The Bank did not transfer any PLRMBS from its HTM portfolio to its AFS portfolio during the three and nine months ended September 30, 2014. The following table summarizes the PLRMBS transferred from the Bank’s HTM portfolio to its AFS portfolio during the three and nine months ended September 30, 2013. The amounts shown represent the values when the securities were transferred from the HTM portfolio to the AFS portfolio.
		Three Months Ended September 30, 2013												Nine Months Ended September 30, 2013
		Amortized			OTTI			Gross			Estimated			Amortized		OTTI			Gross		Estimated
		Cost			Recognized			Unrecognized			Fair Value			Cost		Recognized			Unrecognized		Fair Value
					in AOCI			Holding								in AOCI			Holding
								Gains											Gains
	Other-than-temporarily impaired PLRMBS backed by loans classified at origination as:
	Alt-A, option ARM	$	—		$	—		$	—		$	—		$	22	$	(3	)	$	—	$	19
	Alt-A, other	37			(1		)	—			36			38		(1		)	—		37
	Total	$	37		$	(1	)	$	—		$	36		$	60	$	(4	)	$	—	$	56
Schedule of Other Than Temporarily Impaired Charges Incurred During Life of the Securities [Table Text Block]	'
	The following tables present the Bank’s AFS and HTM PLRMBS that incurred OTTI losses anytime during the life of the securities at September 30, 2014, and December 31, 2013, by loan collateral type:
	September 30, 2014
		Available-for-Sale Securities									Held-to-Maturity Securities
		Unpaid			Amortized			Estimated			Unpaid			Amortized		Carrying			Estimated
		Principal			Cost			Fair Value			Principal			Cost		Value			Fair Value
		Balance									Balance
	Other-than-temporarily impaired PLRMBS backed by loans classified at origination as:
	Prime	$	705		$	584		$	624		$	—		$	—	$	—		$	—
	Alt-A, option ARM	1,420			1,051			1,089			—			—		—			—
	Alt-A, other	5,575			4,865			4,911			137			134		112			132
	Total	$	7,700		$	6,500		$	6,624		$	137		$	134	$	112		$	132
	December 31, 2013
		Available-for-Sale Securities									Held-to-Maturity Securities
		Unpaid			Amortized			Estimated			Unpaid			Amortized		Carrying			Estimated
		Principal			Cost			Fair Value			Principal			Cost		Value			Fair Value
		Balance									Balance
	Other-than-temporarily impaired PLRMBS backed by loans classified at origination as:
	Prime	$	795		$	661		$	677		$	—		$	—	$	—		$	—
	Alt-A, option ARM	1,516			1,122			1,099			—			—		—			—
	Alt-A, other	6,151			5,376			5,271			150			147		120			144
	Total	$	8,462		$	7,159		$	7,047		$	150		$	147	$	120		$	144

Advances_Tables

Advances (Tables)	9 Months Ended
	Sep. 30, 2014
Advances [Abstract]	'
Schedule of Advances Classified by Contractual Maturity Date [Table Text Block]	'
	The Bank had advances outstanding, excluding overdrawn demand deposit accounts, at interest rates ranging from 0.07% to 8.57% at September 30, 2014, and 0.06% to 8.57% at December 31, 2013, as summarized below.
		September 30, 2014					December 31, 2013
	Contractual Maturity	Amount		Weighted			Amount				Weighted
		Outstanding		Average			Outstanding				Average
				Interest Rate							Interest Rate
	Within 1 year	$	23,014	0.57	%		$	22,556			0.5	%
	After 1 year through 2 years	4,032		1.49			6,838				1.48
	After 2 years through 3 years	6,010		1.04			6,754				1.24
	After 3 years through 4 years	3,390		1.28			3,208				1.43
	After 4 years through 5 years	2,228		1.91			2,825				1.79
	After 5 years	1,806		2.79			2,006				2.41
	Total par value	40,480		0.96	%		44,187				1	%
	Valuation adjustments for hedging activities	49					95
	Valuation adjustments under fair value option	86					113
	Total	$	40,615				$	44,395
Schedule of Advances Classified by Contractual Maturity Date or Next Call Date or Next Put Date [Table Text Block]	'
	The following table summarizes advances at September 30, 2014, and December 31, 2013, by the earlier of the year of contractual maturity or next call date for callable advances and by the earlier of the year of contractual maturity or next put date for putable advances.
		Earlier of Contractual						Earlier of Contractual
		Maturity or Next Call Date						Maturity or Next Put Date
		September 30, 2014		December 31, 2013				September 30, 2014				December 31, 2013
	Within 1 year	$	23,147	$	22,609			$	23,154			$	22,696
	After 1 year through 2 years	4,087		6,843				4,032				6,838
	After 2 years through 3 years	6,077		6,850				5,910				6,754
	After 3 years through 4 years	3,464		3,208				3,350				3,108
	After 4 years through 5 years	2,232		2,901				2,228				2,785
	After 5 years	1,473		1,776				1,806				2,006
	Total par value	$	40,480	$	44,187			$	40,480			$	44,187
Schedule of Interest Income From Advances Before the Impact of Interest Rate Exchange Agreements [Table Text Block]	'
	The following tables present the concentration in advances to the top five borrowers and their affiliates at September 30, 2014 and 2013. The tables also present the interest income from these advances before the impact of interest rate exchange agreements associated with these advances for the three and nine months ended September 30, 2014 and 2013.
		September 30, 2014					Three Months Ended September 30, 2014							Nine Months Ended September 30, 2014
	Name of Borrower	Advances		Percentage of			Interest				Percentage of			Interest		Percentage of
		Outstanding(1)		Total			Income from				Total Interest			Income from		Total Interest
				Advances			Advances(2)				Income from			Advances(2)		Income from
				Outstanding							Advances					Advances
	Bank of America California, N.A.	$	6,500	16	%		$	4			4	%		$	15	4	%
	First Republic Bank	5,275		13			22				21			65		20
	Bank of the West	4,714		12			7				7			23		7
	JPMorgan Chase & Co.:
	JPMorgan Bank & Trust Company, National Association	3,000		7			12				11			43		13
	JPMorgan Chase Bank, National Association(3)	822		2			2				2			6		2
	Subtotal JPMorgan Chase & Co.	3,822		9			14				13			49		15
	OneWest Bank, N.A.	3,414		8			6				5			17		5
	Subtotal	23,725		58			53				50			169		51
	Others	16,755		42			52				50			161		49
	Total	$	40,480	100	%		$	105			100	%		$	330	100	%
		September 30, 2013					Three Months Ended September 30, 2013							Nine Months Ended September 30, 2013
	Name of Borrower	Advances		Percentage of			Interest				Percentage of			Interest		Percentage of
		Outstanding(1)		Total			Income from				Total Interest			Income from		Total Interest
				Advances			Advances(2)				Income from			Advances(2)		Income from
				Outstanding							Advances					Advances
	JPMorgan Chase & Co.:
	JPMorgan Bank & Trust Company, National Association	$	8,225	19	%		$	18			15	%		$	60	17	%
	JPMorgan Chase Bank, National Association(3)	837		2			2				2			6		2
	Subtotal JPMorgan Chase & Co.	9,062		21			20				17			66		19
	Bank of America California, N.A.	6,250		14			4				3			10		3
	First Republic Bank	5,150		12			19				16			50		14
	Bank of the West	4,282		10			8				7			22		6
	Citibank, N.A.(3)	4,001		9			3				2			11		3
	Subtotal	28,745		66			54				45			159		45
	Others	15,193		34			64				55			200		55
	Total	$	43,938	100	%		$	118			100	%		$	359	100	%
	-1	Borrower advance amounts and total advance amounts are at par value, and total advance amounts will not agree to carrying value amounts shown in the Statements of Condition. The differences between the par and carrying value amounts primarily relate to unrealized gains or losses associated with hedged advances resulting from valuation adjustments related to hedging activities and valuation adjustments under the fair value option.
	-2	Interest income amounts exclude the interest effect of interest rate exchange agreements with derivative counterparties; as a result, the total interest income amounts will not agree to the Statements of Income. The amount of interest income from advances can vary depending on the amount outstanding, terms to maturity, interest rates, and repricing characteristics.
	-3	Nonmember institution.
Schedule of Advances Classified by Contractual Interest Payment Terms [Table Text Block]	'
	Interest rate payment terms for advances at September 30, 2014, and December 31, 2013, are detailed below:
		September 30, 2014		December 31, 2013
	Par value of advances:
	Fixed rate:
	Due within 1 year	$	17,136	$	17,998
	Due after 1 year	12,294		16,453
	Total fixed rate	29,430		34,451
	Adjustable rate:
	Due within 1 year	5,878		4,558
	Due after 1 year	5,172		5,178
	Total adjustable rate	11,050		9,736
	Total par value	$	40,480	$	44,187
Schedule of Prepayment Fees on Advances [Table Text Block]	'
	The net amount of prepayment fees is reflected as interest income in the Statements of Income, as follows:
		Three Months Ended						Nine Months Ended
		September 30, 2014		September 30, 2013				September 30, 2014				September 30, 2013
	Prepayment fees received	$	1	$	2			$	15			$	8
	Fair value adjustments	—		(2		)		(10		)		(6		)
	Net	$	1	$	—			$	5			$	2
	Advance principal prepaid	$	911	$	56			$	1,616			$	255

Mortgage_Loans_Held_for_Portfo1

Mortgage Loans Held for Portfolio (Tables)	9 Months Ended
	Sep. 30, 2014
Mortgage Loans on Real Estate [Abstract]	'
Schedule of Participating Mortgage Loans [Table Text Block]	'
	The following table presents information as of September 30, 2014, and December 31, 2013, on mortgage loans, all of which are secured by one- to four-unit residential properties and single-unit second homes.
		September 30, 2014			December 31, 2013
	Fixed rate medium-term mortgage loans	$	177		$	238
	Fixed rate long-term mortgage loans	583			675
	Subtotal	760			913
	Unamortized premiums	8			10
	Unamortized discounts	(12		)	(16		)
	Mortgage loans held for portfolio	756			907
	Less: Allowance for credit losses	(2		)	(2		)
	Total mortgage loans held for portfolio, net	$	754		$	905
Schedule of Mortgage Loan Concentration of Risk [Table Text Block]	'
	The Bank had the following concentration in MPF loans with institutions whose outstanding total of mortgage loans sold to the Bank represented 10% or more of the Bank’s total outstanding mortgage loans at September 30, 2014, and December 31, 2013.
	September 30, 2014
	Name of Institution	Mortgage			Percentage of			Number of	Percentage of
		Loan Balances			Total			Mortgage Loans	Total Number
		Outstanding			Mortgage			Outstanding	of Mortgage
					Loan Balances				Loans
					Outstanding				Outstanding
	JPMorgan Chase Bank, National Association(1)	$	605		80	%		6,534	69	%
	OneWest Bank, N.A.	92			12			2,209	23
	Subtotal	697			92			8,743	92
	Others	63			8			761	8
	Total	$	760		100	%		9,504	100	%
	December 31, 2013
	Name of Institution	Mortgage			Percentage of			Number of	Percentage of
		Loan Balances			Total			Mortgage Loans	Total Number
		Outstanding			Mortgage			Outstanding	of Mortgage
					Loan Balances				Loans
					Outstanding				Outstanding
	JPMorgan Chase Bank, National Association(1)	$	715		78	%		7,355	69	%
	OneWest Bank, FSB	120			13			2,510	23
	Subtotal	835			91			9,865	92
	Others	78			9			883	8
	Total	$	913		100	%		10,748	100	%
	-1	Nonmember institution.

Allowance_for_Credit_Losses_Ta

Allowance for Credit Losses (Tables)	9 Months Ended
	Sep. 30, 2014
Allowance for Credit Losses [Abstract]	'
Past Due Financing Receivables [Table Text Block]	'
	The following table presents information on delinquent mortgage loans as of September 30, 2014, and December 31, 2013.
		September 30, 2014			December 31, 2013
		Recorded			Recorded
		Investment(1)			Investment(1)
	30 – 59 days delinquent	$	12		$	14
	60 – 89 days delinquent	4			7
	90 days or more delinquent	24			27
	Total past due	40			48
	Total current loans	719			863
	Total mortgage loans	$	759		$	911
	In process of foreclosure, included above(2)	$	11		$	17
	Nonaccrual loans	$	24		$	27
	Serious delinquencies as a percentage of total mortgage loans outstanding(3)	3.15		%	3		%
	-1	The recorded investment in a loan is the unpaid principal balance of the loan, adjusted for accrued interest, net deferred loan fees or costs, unamortized premiums or discounts, and direct write-downs. The recorded investment is not net of any valuation allowance.
	-2	Includes loans for which the servicer has reported a decision to foreclose or to pursue a similar alternative, such as deed-in-lieu. Loans in process of foreclosure are included in past due or current loans depending on their delinquency status.
	-3	Represents loans that are 90 days or more past due or in the process of foreclosure as a percentage of the recorded investment of total mortgage loans outstanding. The ratio increased primarily because of the decline in the recorded investment of the Bank’s mortgage loans.
Allowance for Credit Losses on Financing Receivables [Table Text Block]	'
	The allowance for credit losses on the mortgage loan portfolio was as follows:
		Three Months Ended						Nine Months Ended
		September 30, 2014			September 30, 2013			September 30, 2014		September 30, 2013
	Balance, beginning of the period	$	2		$	3		$	2	$	3
	(Charge-offs)/recoveries	1			(1		)	—		(1		)
	Provision for/(reversal of) credit losses	(1		)	—			—		—
	Balance, end of the period	$	2		$	2		$	2	$	2
Schedule of Allowance for Credit Losses and Recorded Investment by Impairment Methodology [Table Text Block]	'
	The allowance for credit losses and recorded investment by impairment methodology for individually and collectively evaluated impaired loans are as follows:
		September 30, 2014			December 31, 2013
	Allowance for credit losses, end of period:
	Individually evaluated for impairment	$	2		$	2
	Recorded investment, end of period:
	Individually evaluated for impairment	$	22		$	27
	Collectively evaluated for impairment	737			884
	Total recorded investment	$	759		$	911
Schedule of Recorded Investment, Unpaid Principal Balance and Related Allowance of Impaired Loans [Table Text Block]	'
	The recorded investment, unpaid principal balance, and related allowance of impaired loans individually evaluated for impairment are as follows:
		September 30, 2014								December 31, 2013
		Recorded Investment			Unpaid Principal Balance			Related Allowance		Recorded Investment			Unpaid Principal Balance		Related Allowance
	With no related allowance	$	16		$	16		$	—	$	20		$	20	$	—
	With an allowance	6			6			2		7			7		2
	Total	$	22		$	22		$	2	$	27		$	27	$	2
Schedule of Average Recorded Investment on Impaired Loans [Table Text Block]	'
	The average recorded investment on impaired loans individually evaluated for impairment is as follows:
		Three Months Ended						Nine Months Ended
		September 30, 2014			September 30, 2013			September 30, 2014		September 30, 2013
	With no related allowance	$	17		$	19		$	18	$	19
	With an allowance	7			10			7		11
	Total	$	24		$	29		$	25	$	30

Deposits_Tables

Deposits (Tables)	9 Months Ended
	Sep. 30, 2014
Deposits [Abstract]	'
Schedule of Deposit Liabilities by Component [Table Text Block]	'
	Deposits as of September 30, 2014, and December 31, 2013, were as follows:
		September 30, 2014		December 31, 2013
	Interest-bearing deposits:
	Demand and overnight	$	201	$	190
	Term	—		1
	Other	—		1
	Total interest-bearing deposits	201		192
	Non-interest-bearing deposits	1		1
	Total	$	202	$	193
Schedule of Interest Rate Payment Terms On Deposit Liabilities [Table Text Block]	'
	Interest rate payment terms for deposits at September 30, 2014, and December 31, 2013, are detailed in the following table:
		September 30, 2014				December 31, 2013
		Amount		Weighted		Amount		Weighted
		Outstanding		Average		Outstanding		Average
				Interest Rate				Interest Rate
	Interest-bearing deposits:
	Fixed rate	$	—	—	%	$	1	0.01	%
	Adjustable rate	201		0.01		191		0.01
	Total interest-bearing deposits	201		0.01		192		0.01
	Non-interest-bearing deposits	1		—		1		—
	Total	$	202	0.01	%	$	193	0.01	%

Consolidated_Obligations_Table

Consolidated Obligations (Tables)	9 Months Ended
	Sep. 30, 2014
Debt Disclosure [Abstract]	'
Schedule of Maturities of Long-term Debt [Table Text Block]	'
	The following is a summary of the Bank’s participation in consolidated obligation bonds at September 30, 2014, and December 31, 2013.
		September 30, 2014					December 31, 2013
	Contractual Maturity	Amount			Weighted		Amount			Weighted
		Outstanding			Average		Outstanding			Average
					Interest Rate					Interest Rate
	Within 1 year	$	22,852		0.33	%	$	26,161		0.4	%
	After 1 year through 2 years	7,218			1.09		7,101			0.8
	After 2 years through 3 years	7,830			2.85		7,740			2.94
	After 3 years through 4 years	2,905			1.79		1,963			2.5
	After 4 years through 5 years	3,178			1.69		2,420			1.49
	After 5 years	6,533			2.04		7,384			1.99
	Total par value	50,516			1.22	%	52,769			1.17	%
	Unamortized premiums	70					78
	Unamortized discounts	(15		)			(16		)
	Valuation adjustments for hedging activities	341					491
	Fair value option valuation adjustments	(41		)			(115		)
	Total	$	50,871				$	53,207
Schedule of Long-term Debt by Call Feature [Table Text Block]	'
	The Bank’s participation in consolidated obligation bonds was as follows:
		September 30, 2014			December 31, 2013
	Par value of consolidated obligation bonds:
	Non-callable	$	35,786		$	39,727
	Callable	14,730			13,042
	Total par value	$	50,516		$	52,769
Schedule of Maturities of Long-term Debt by Contractual or Next Call Date [Table Text Block]	'
	The following is a summary of the Bank’s participation in consolidated obligation bonds outstanding at September 30, 2014, and December 31, 2013, by the earlier of the year of contractual maturity or next call date.
	Earlier of Contractual	September 30, 2014			December 31, 2013
	Maturity or Next Call Date
	Within 1 year	$	35,672		$	36,093
	After 1 year through 2 years	6,929			6,046
	After 2 years through 3 years	5,614			7,550
	After 3 years through 4 years	1,260			1,478
	After 4 years through 5 years	470			830
	After 5 years	571			772
	Total par value	$	50,516		$	52,769
Schedule of Short-term Debt [Table Text Block]	'
	The Bank’s participation in consolidated obligation discount notes, all of which are due within one year, was as follows:
		September 30, 2014					December 31, 2013
		Amount			Weighted		Amount			Weighted
		Outstanding			Average		Outstanding			Average
					Interest Rate					Interest Rate
	Par value	$	24,434		0.07	%	$	24,199		0.1	%
	Unamortized discounts	(3		)			(5		)
	Total	$	24,431				$	24,194
Schedule of Interest Rate Payment Terms for Debt [Table Text Block]	'
	Interest rate payment terms for consolidated obligations at September 30, 2014, and December 31, 2013, are detailed in the following table. For information on the general terms and types of consolidated obligations outstanding, see “Item 8. Financial Statements and Supplementary Data – Note 12 – Consolidated Obligations” in the Bank’s 2013 Form 10-K.
		September 30, 2014			December 31, 2013
	Par value of consolidated obligations:
	Bonds:
	Fixed rate	$	40,729		$	38,489
	Adjustable rate	5,590			11,218
	Step-up	3,345			2,460
	Step-down	450			340
	Fixed rate that converts to adjustable rate	402			262
	Total bonds, par value	50,516			52,769
	Discount notes, par value	24,434			24,199
	Total consolidated obligations, par value	$	74,950		$	76,968

Accumulated_Other_Comprehensiv1

Accumulated Other Comprehensive Income (Loss) (Tables)	9 Months Ended
	Sep. 30, 2014
Accumulated Other Comprehensive Income (Loss), Net of Tax [Abstract]	'
Schedule of Accumulated Other Comprehensive Income (Loss) [Table Text Block]	'
	The following table summarizes the changes in AOCI for the three months ended September 30, 2014 and 2013:
		Net Non-Credit-Related OTTI Loss on AFS Securities			Net Non-Credit-Related OTTI Loss on HTM Securities			Pension and Postretirement Benefits			Total
											AOCI
	Balance, June 30, 2013	$	(313	)	$	(30	)	$	(11	)	$	(354	)
	Other comprehensive income/(loss) before reclassifications:
	Net change in pension and postretirement benefits							(2		)	(2		)
	Non-credit-related OTTI loss	—			(1		)				(1		)
	Non-credit-related OTTI loss transferred	(1		)	1						—
	Net change in fair value	82									82
	Accretion of non-credit-related OTTI loss	—			1						1
	Reclassification from other comprehensive income/(loss) to net income/(loss):
	Non-credit-related OTTI to credit-related OTTI	(1		)	—						(1		)
	Net current period other comprehensive income/(loss)	80			1			(2		)	79
	Balance, September 30, 2013	$	(233	)	$	(29	)	$	(13	)	$	(275	)
	Balance, June 30, 2014	$	47		$	(24	)	$	(7	)	$	16
	Other comprehensive income/(loss) before reclassifications:
	Net change in pension and postretirement benefits							1			1
	Net change in fair value	77			—						77
	Accretion of non-credit-related OTTI loss	—			2						2
	Net current period other comprehensive income/(loss)	77			2			1			80
	Balance, September 30, 2014	$	124		$	(22	)	$	(6	)	$	96
	The following table summarizes the changes in AOCI for the nine months ended September 30, 2014 and 2013:
		Net Non-Credit-Related OTTI Loss on AFS Securities			Net Non-Credit-Related OTTI Loss on HTM Securities			Pension and Postretirement Benefits			Total
											AOCI
	Balance, December 31, 2012	$	(748	)	$	(34	)	$	(12	)	$	(794	)
	Other comprehensive income/(loss) before reclassifications:
	Net change in pension and postretirement benefits							(1		)	(1		)
	Non-credit-related OTTI loss	—			(4		)				(4		)
	Non-credit-related OTTI loss transferred	(4		)	4						—
	Net change in fair value	522									522
	Accretion of non-credit-related OTTI loss	—			5						5
	Reclassification from other comprehensive income/(loss) to net income/(loss):
	Non-credit-related OTTI to credit-related OTTI	(3		)	—						(3		)
	Net current period other comprehensive income/(loss)	515			5			(1		)	519
	Balance, September 30, 2013	$	(233	)	$	(29	)	$	(13	)	$	(275	)
	Balance, December 31, 2013	$	(111	)	$	(27	)	$	(7	)	$	(145	)
	Other comprehensive income/(loss) before reclassifications:
	Net change in pension and postretirement benefits							1			1
	Net change in fair value	237									237
	Accretion of non-credit-related OTTI loss	—			5						5
	Reclassification from other comprehensive income/(loss) to net income/(loss):
	Non-credit-related OTTI to credit-related OTTI	(2		)	—						(2		)
	Net current period other comprehensive income/(loss)	235			5			1			241
	Balance, September 30, 2014	$	124		$	(22	)	$	(6	)	$	96

Capital_Tables

Capital (Tables)	9 Months Ended
	Sep. 30, 2014
Capital [Abstract]	'
Schedule of Compliance with Regulatory Capital Requirements under Banking Regulations [Table Text Block]	'
	As of September 30, 2014, and December 31, 2013, the Bank was in compliance with these capital rules and requirements as shown in the following table.
		September 30, 2014								December 31, 2013
		Required				Actual				Required				Actual
	Risk-based capital	$	3,425			$	6,762			$	3,912			$	7,925
	Total regulatory capital	$	3,312			$	6,762			$	3,431			$	7,925
	Total regulatory capital ratio	4		%		8.17		%		4		%		9.24		%
	Leverage capital	$	4,139			$	10,143			$	4,289			$	11,888
	Leverage ratio	5		%		12.25		%		5		%		13.86		%
Schedule of Mandatorily Redeemable Capital Stock [Table Text Block]	'
	The change in mandatorily redeemable capital stock for the three and nine months ended September 30, 2014 and 2013, was as follows:
		Three Months Ended								Nine Months Ended
		September 30, 2014				September 30, 2013				September 30, 2014				September 30, 2013
	Balance at the beginning of the period	$	1,176			$	3,464			$	2,071			$	4,343
	Reclassified from capital during the period	1				2				3				3
	Redemption of mandatorily redeemable capital stock	(3		)		(436		)		(18		)		(437		)
	Repurchase of excess mandatorily redeemable capital stock	(98		)		(442		)		(980		)		(1,321		)
	Balance at the end of the period	$	1,076			$	2,588			$	1,076			$	2,588
Schedule of Mandatorily Redeemable Capital Stock by Maturity Date [Table Text Block]	'
	The following table presents mandatorily redeemable capital stock amounts by contractual redemption period at September 30, 2014, and December 31, 2013.
	Contractual Redemption Period	September 30, 2014				December 31, 2013
	Within 1 year	$	290			$	571
	After 1 year through 2 years	702				111
	After 2 years through 3 years	2				1,289
	After 3 years through 4 years	9				20
	After 4 years through 5 years	3				3
	Past contractual redemption date because of remaining activity(1)	70				77
	Total	$	1,076			$	2,071
	-1	Represents mandatorily redeemable capital stock that is past the end of the contractual redemption period because of outstanding activity.
Schedule of Restricted Retained Earnings [Table Text Block]	'
	The following table summarizes the activity related to restricted retained earnings for the three and nine months ended September 30, 2014 and 2013:
		Three Months Ended
		September 30, 2014													September 30, 2013
		Restricted Retained Earnings Related to:													Restricted Retained Earnings Related to:
		Valuation Adjustments			Targeted Buildup			Joint Capital Enhancement Agreement			Total				Valuation Adjustments			Targeted Buildup		Joint Capital Enhancement Agreement		Total
	Balance at the beginning of the period	$	49		$	1,800		$	206		$	2,055			$	92		$	1,800	$	164	$	2,056
	Transfers to/(from) restricted retained earnings	3			—			15			18				(10		)	—		10		—
	Balance at the end of the period	$	52		$	1,800		$	221		$	2,073			$	82		$	1,800	$	174	$	2,056
		Nine Months Ended
		September 30, 2014													September 30, 2013
		Restricted Retained Earnings Related to:													Restricted Retained Earnings Related to:
		Valuation Adjustments			Targeted Buildup			Joint Capital Enhancement Agreement			Total				Valuation Adjustments			Targeted Buildup		Joint Capital Enhancement Agreement		Total
	Balance at the beginning of the period	$	88		$	1,800		$	189		$	2,077			$	73		$	1,800	$	128	$	2,001
	Transfers to/(from) restricted retained earnings	(36		)	—			32			(4		)		9			—		46		55
	Balance at the end of the period	$	52		$	1,800		$	221		$	2,073			$	82		$	1,800	$	174	$	2,056
Schedule of Concentration in Capital Stock Held [Table Text Block]	'
	The following table presents the concentration in capital stock held by institutions whose capital stock ownership represented 10% or more of the Bank’s outstanding capital stock, including mandatorily redeemable capital stock, as of September 30, 2014, or December 31, 2013.
		September 30, 2014							December 31, 2013
	Name of Institution	Capital Stock				Percentage			Capital Stock				Percentage
		Outstanding				of Total			Outstanding				of Total
						Capital Stock							Capital Stock
						Outstanding							Outstanding
	Citigroup Inc.:
	Citibank, N.A.(1)	$	648			15	%		$	1,279			23	%
	Banamex USA	2				—			1				—
	Subtotal Citigroup Inc.	650				15			1,280				23
	JPMorgan Chase & Co.:
	JPMorgan Bank & Trust Company, National Association	301				7			594				11
	JPMorgan Chase Bank, National Association(1)	70				1			77				1
	Subtotal JPMorgan Chase & Co.	371				8			671				12
	Subtotal	1,021				23			1,951				35
	Others	3,365				77			3,580				65
	Total	$	4,386			100	%		$	5,531			100	%
	-1	The capital stock held by these nonmember institutions is classified as mandatorily redeemable capital stock.

Segment_Information_Tables

Segment Information (Tables)	9 Months Ended
	Sep. 30, 2014
Segment Reporting [Abstract]	'
Reconciliation of Operating Profit (Loss) from Segments to Consolidated [Table Text Block]	'
	The following table presents the Bank’s adjusted net interest income by operating segment and reconciles total adjusted net interest income to income before the AHP assessment for the three and nine months ended September 30, 2014 and 2013.
		Advances-		Mortgage-		Adjusted		Amortization			Income/(Expense) on Economic Hedges(3)			Interest		Net Interest Income After Mortgage Loan Loss Provision		Other			Other		Income
		Related		Related		Net		of Basis						Expense on				Income/			Expense		Before AHP
		Business		Business(1)		Interest		Adjustments(2)						Mandatorily				(Loss)					Assessment
						Income								Redeemable
														Capital
														Stock(4)
	Three months ended:
	September 30, 2014	$	46	$	99	$	145	$	(3	)	$	(12	)	$	26	$	134	$	(12	)	$	34	$	88
	September 30, 2013	41		113		154		(11		)	4			47		114		(22		)	32		60
	Nine months ended:
	September 30, 2014	129		314		443		(9		)	(53		)	99		406		(114		)	103		189
	September 30, 2013	129		335		464		(44		)	44			109		355		10			93		272
	-1	Does not include credit-related OTTI losses of $1 and $3 for the three months ended September 30, 2014 and 2013, respectively. Does not include credit-related OTTI losses of $3 and $6 for the nine months ended September 30, 2014 and 2013, respectively.
	-2	Represents amortization of amounts deferred for adjusted net interest income purposes only, in accordance with the Bank’s Excess Stock Repurchase, Retained Earnings, and Dividend Framework.
	-3	The Bank includes income and expense associated with cash flow settlements from economic hedges in adjusted net interest income in its analysis of financial performance for its two operating segments. For financial reporting purposes, the Bank does not include these amounts in net interest income in the Statements of Income, but instead records them in other income in “Net gain/(loss) on derivatives and hedging activities.”
	-4	The Bank excludes interest expense on mandatorily redeemable capital stock from adjusted net interest income in its analysis of financial performance for its two operating segments.
Schedule of Segment Assets by Segment [Table Text Block]	'
	The following table presents total assets by operating segment at September 30, 2014, and December 31, 2013.
		Advances-		Mortgage-		Total
		Related Business		Related Business		Assets
	September 30, 2014	$	61,495	$	21,294	$	82,789
	December 31, 2013	62,297		23,477		85,774

Derivatives_and_Hedging_Activi1

Derivatives and Hedging Activities (Tables)	9 Months Ended
	Sep. 30, 2014
Derivative Instruments and Hedging Activities Disclosure [Abstract]	'
Schedule of Derivative Instruments in Statement of Financial Position, Fair Value [Table Text Block]	'
	The following table summarizes the fair value of derivative instruments including the effect of netting adjustments and cash collateral as of September 30, 2014, and December 31, 2013. For purposes of this disclosure, the derivative values include the fair value of derivatives and related accrued interest.
		September 30, 2014									December 31, 2013
		Notional			Derivative			Derivative			Notional			Derivative			Derivative
		Amount of			Assets			Liabilities			Amount of			Assets			Liabilities
		Derivatives									Derivatives
	Derivatives designated as hedging instruments:
	Interest rate swaps	$	33,682		$	466		$	99		$	31,395		$	572		$	156
	Total	33,682			466			99			31,395			572			156
	Derivatives not designated as hedging instruments:
	Interest rate swaps	33,090			97			131			49,715			146			242
	Interest rate caps, floors, corridors, and/or collars	2,636			11			2			460			2			4
	Total	35,726			108			133			50,175			148			246
	Total derivatives before netting and collateral adjustments	$	69,408		574			232			$	81,570		720			402
	Netting adjustments by counterparty				(177		)	(177		)				(313		)	(313		)
	Cash collateral and related accrued interest				(328		)	(28		)				(291		)	(42		)
	Total collateral and netting adjustments(1)				(505		)	(205		)				(604		)	(355		)
	Total derivative assets and total derivative liabilities				$	69		$	27					$	116		$	47
	-1	Amounts include the netting of derivative assets and liabilities by counterparty, including cash collateral and related accrued interest, where the netting requirements have been met.
Schedule of Derivative Instruments, Gain (Loss) in Statement of Financial Performance [Table Text Block]	'
	The following table presents the components of net gain/(loss) on derivatives and hedging activities as presented in the Statements of Income for the three and nine months ended September 30, 2014 and 2013.
		Three Months Ended						Nine Months Ended
		September 30, 2014			September 30, 2013			September 30, 2014			September 30, 2013
		Gain/(Loss)			Gain/(Loss)			Gain/(Loss)			Gain/(Loss)
	Derivatives and hedged items in fair value hedging relationships – hedge ineffectiveness by derivative type:
	Interest rate swaps	$	(1	)	$	(1	)	$	(6	)	$	(2	)
	Total net gain/(loss) related to fair value hedge ineffectiveness	(1		)	(1		)	(6		)	(2		)
	Derivatives not designated as hedging instruments:
	Economic hedges:
	Interest rate swaps	18			(6		)	38			(28		)
	Interest rate caps, floors, corridors and/or collars	(5		)	1			(13		)	2
	Net cash flow settlements	(12		)	4			(53		)	44
	Total net gain/(loss) related to derivatives not designated as hedging instruments	1			(1		)	(28		)	18
	Net gain/(loss) on derivatives and hedging activities	$	—		$	(2	)	$	(34	)	$	16
Schedule of Derivative Instruments By Type, Gain (Loss) in Statement of Financial Performance [Table Text Block]	'
	The following table presents, by type of hedged item, the gains and losses on derivatives and the related hedged items in fair value hedging relationships and the impact of those derivatives on the Bank’s net interest income for the three and nine months ended September 30, 2014 and 2013.
		Three Months Ended
		30-Sep-14												30-Sep-13
	Hedged Item Type	Gain/(Loss)			Gain/(Loss)			Net Fair			Effect of			Gain/(Loss)			Gain/(Loss)			Net Fair			Effect of
		on Derivatives			on Hedged Item			Value Hedge			Derivatives on			on Derivatives			on Hedged Item			Value Hedge			Derivatives on
								Ineffectiveness			Net Interest Income(1)									Ineffectiveness			Net Interest Income(1)
	Advances	$	56		$	(55	)	$	1		$	(32	)	$	(16	)	$	16		$	—		$	(33	)
	Consolidated obligation bonds	(77		)	75			(2		)	65			(40		)	39			(1		)	86
	Total	$	(21	)	$	20		$	(1	)	$	33		$	(56	)	$	55		$	(1	)	$	53
		Nine Months Ended
		30-Sep-14												30-Sep-13
	Hedged Item Type	Gain/(Loss)			Gain/(Loss)			Net Fair			Effect of			Gain/(Loss)			Gain/(Loss)			Net Fair			Effect of
		on Derivatives			on Hedged Item			Value Hedge			Derivatives on			on Derivatives			on Hedged Item			Value Hedge			Derivatives on
								Ineffectiveness			Net Interest Income(1)									Ineffectiveness			Net Interest Income(1)
	Advances	$	43		$	(42	)	$	1		$	(98	)	$	143		$	(141	)	$	2		$	(94	)
	Consolidated obligation bonds	(153		)	146			(7		)	197			(315		)	311			(4		)	299
	Total	$	(110	)	$	104		$	(6	)	$	99		$	(172	)	$	170		$	(2	)	$	205
	-1	The net interest on derivatives in fair value hedge relationships is presented in the interest income/expense line item of the respective hedged item.
Schedule of Derivative Instruments [Table Text Block]	'
	The following table presents separately the fair value of derivative assets and derivative liabilities that have met the netting requirements, including the related collateral received from or pledged to counterparties as of September 30, 2014, and December 31, 2013.
		September 30, 2014						December 31, 2013
		Derivative			Derivative			Derivative			Derivative
		Assets			Liabilities			Assets			Liabilities
	Derivative instruments meeting netting requirements
	Gross recognized amount
	Bilateral derivatives	$	448		$	212		$	699		$	395
	Cleared derivatives	126			20			21			7
	Total gross recognized amount	574			232			720			402
	Gross amounts of netting adjustments and cash collateral
	Bilateral derivatives	(407		)	(185		)	(604		)	(348		)
	Cleared derivatives	(98		)	(20		)	—			(7		)
	Total gross amount of netting adjustments and cash collateral	(505		)	(205		)	(604		)	(355		)
	Total derivative assets and total derivative liabilities
	Bilateral derivatives	41			27			95			47
	Cleared derivatives	28			—			21			—
	Total derivative assets and derivative liabilities presented in the Statements of Condition	69			27			116			47
	Non-cash collateral received or pledged not offset
	Can be sold or repledged - Bilateral derivatives	38			—			89			—
	Net unsecured amount
	Bilateral derivatives	3			27			6			47
	Cleared derivatives	28			—			21			—
	Total net unsecured amount	$	31		$	27		$	27		$	47

Fair_Value_Tables

Fair Value (Tables)	9 Months Ended
	Sep. 30, 2014
Fair Value Disclosures [Abstract]	'
Fair Value, by Balance Sheet Grouping [Table Text Block]	'
	The following tables present the carrying value, the estimated fair value, and the fair value hierarchy level of the Bank’s financial instruments at September 30, 2014, and December 31, 2013.
		September 30, 2014
		Carrying			Estimated Fair Value			Level 1			Level 2			Level 3		Netting Adjustments(1)
		Value
	Assets
	Cash and due from banks	$	8,002		$	8,002		$	8,002		$	—		$	—	$	—
	Securities purchased under agreements to resell	500			500			—			500			—		—
	Federal funds sold	6,948			6,948			—			6,948			—		—
	Trading securities	3,625			3,625			—			3,625			—		—
	AFS securities	6,624			6,624			—			—			6,624		—
	HTM securities	15,467			15,519			—			13,268			2,251		—
	Advances	40,615			40,706			—			40,706			—		—
	Mortgage loans held for portfolio, net of allowance for credit losses on mortgage loans	754			815			—			815			—		—
	Accrued interest receivable	71			71			—			71			—		—
	Derivative assets, net(1)	69			69			—			574			—		(505		)
	Other assets(2)	11			11			11			—			—		—
	Liabilities
	Deposits	202			202			—			202			—		—
	Consolidated obligations:
	Bonds	50,871			50,804			—			50,804			—		—
	Discount notes	24,431			24,432			—			24,432			—		—
	Total consolidated obligations	75,302			75,236			—			75,236			—		—
	Mandatorily redeemable capital stock	1,076			1,076			1,076			—			—		—
	Accrued interest payable	138			138			—			138			—		—
	Derivative liabilities, net(1)	27			27			—			232			—		(205		)
	Other
	Standby letters of credit	12			12			—			12			—		—
	Commitments to issue consolidated obligation bonds(3)	—			1			—			1			—		—
		31-Dec-13
		Carrying			Estimated Fair Value			Level 1			Level 2			Level 3		Netting Adjustments(1)
		Value
	Assets
	Cash and due from banks	$	4,906		$	4,906		$	4,906		$	—		$	—	$	—
	Federal funds sold	7,498			7,498			—			7,498			—		—
	Trading securities	3,208			3,208			—			3,208			—		—
	AFS securities	7,047			7,047			—			—			7,047		—
	HTM securities	17,507			17,352			—			14,802			2,550		—
	Advances	44,395			44,457			—			44,457			—		—
	Mortgage loans held for portfolio, net of allowance for credit losses on mortgage loans	905			956			—			956			—		—
	Accrued interest receivable	81			81			—			81			—		—
	Derivative assets, net(1)	116			116			—			720			—		(604		)
	Other assets(2)	10			10			10			—			—		—
	Liabilities
	Deposits	193			193			—			193			—		—
	Consolidated obligations:
	Bonds	53,207			52,940			—			52,940			—		—
	Discount notes	24,194			24,195			—			24,195			—		—
	Total consolidated obligations	77,401			77,135			—			77,135			—		—
	Mandatorily redeemable capital stock	2,071			2,071			2,071			—			—		—
	Accrued interest payable	95			95			—			95			—		—
	Derivative liabilities, net(1)	47			47			—			402			—		(355		)
	Other
	Standby letters of credit	12			12			—			12			—		—
	Commitments to fund advances(3)	—			(1		)	—			(1		)	—		—
	-1	Amounts include the netting of derivative assets and liabilities by counterparty, including cash collateral and related accrued interest, where the netting requirements have been met.
	-2	Represents publicly traded mutual funds held in a grantor trust.
	-3	Estimated fair values of these commitments are presented as a net gain or (loss). For more information regarding these commitments, see Note 17 – Commitments and Contingencies.
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis, Valuation Techniques [Table Text Block]	'
	The tables below present the fair value of assets and liabilities, which are recorded on a recurring or nonrecurring basis at September 30, 2014, and December 31, 2013, by level within the fair value hierarchy.
	September 30, 2014
		Fair Value Measurement Using:									Netting
		Level 1			Level 2			Level 3			Adjustments(1)			Total
	Recurring fair value measurements – Assets:
	Trading securities:
	GSEs – FFCB bonds	$	—		$	3,613		$	—		$	—		$	3,613
	MBS:
	Other U.S. obligations – Ginnie Mae	—			12			—			—			12
	Total trading securities	—			3,625			—			—			3,625
	AFS securities:
	PLRMBS	—			—			6,624			—			6,624
	Total AFS securities	—			—			6,624			—			6,624
	Advances(2)	—			5,149			—			—			5,149
	Derivative assets, net: interest rate-related	—			574			—			(505		)	69
	Other assets	11			—			—			—			11
	Total recurring fair value measurements – Assets	$	11		$	9,348		$	6,624		$	(505	)	$	15,478
	Recurring fair value measurements – Liabilities:
	Consolidated obligation bonds(3)	$	—		$	7,145		$	—		$	—		$	7,145
	Derivative liabilities, net: interest rate-related	—			232			—			(205		)	27
	Total recurring fair value measurements – Liabilities	$	—		$	7,377		$	—		$	(205	)	$	7,172
	Nonrecurring fair value measurements – Assets:
	REO	$	—		$	—		$	1					$	1
	December 31, 2013
		Fair Value Measurement Using:									Netting
		Level 1			Level 2			Level 3			Adjustments(1)			Total
	Recurring fair value measurements – Assets:
	Trading securities:
	GSEs – FFCB bonds	$	—		$	3,194		$	—		$	—		$	3,194
	MBS:
	Other U.S. obligations – Ginnie Mae	—			14			—			—			14
	Total trading securities	—			3,208			—			—			3,208
	AFS securities:
	PLRMBS	—			—			7,047			—			7,047
	Total AFS securities	—			—			7,047			—			7,047
	Advances(2)	—			7,069			—			—			7,069
	Derivative assets, net: interest rate-related	—			720			—			(604		)	116
	Other assets	10			—			—			—			10
	Total recurring fair value measurements – Assets	$	10		$	10,997		$	7,047		$	(604	)	$	17,450
	Recurring fair value measurements – Liabilities:
	Consolidated obligation bonds(3)	$	—		$	10,115		$	—		$	—		$	10,115
	Derivative liabilities, net: interest rate-related	—			402			—			(355		)	47
	Total recurring fair value measurements – Liabilities	$	—		$	10,517		$	—		$	(355	)	$	10,162
	Nonrecurring fair value measurements – Assets:
	REO	$	—		$	—		$	2					$	2
	-1	Amounts represent the netting of derivative assets and liabilities by counterparty, including cash collateral, where the netting requirements have been met.
	-2	Includes $5,149 and $7,069 of advances recorded under the fair value option at September 30, 2014, and December 31, 2013, respectively. There were no advances recorded at fair value at September 30, 2014, or December 31, 2013, where the exposure to overall changes in fair value was hedged in accordance with the accounting for derivative instruments and hedging activities.
	-3	Includes $7,145 and $10,115 of consolidated obligation bonds recorded under the fair value option at September 30, 2014, and December 31, 2013, respectively. There were no consolidated obligation bonds recorded at fair value at September 30, 2014, or December 31, 2013, where the exposure to overall changes in fair value was hedged in accordance with the accounting for derivative instruments and hedging activities.
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Table Text Block]	'
	The following table presents a reconciliation of the Bank’s AFS PLRMBS that are measured at fair value on a recurring basis using significant unobservable inputs (Level 3) for the three and nine months ended September 30, 2014 and 2013.
		Three Months Ended
		September 30, 2014			September 30, 2013
	Balance, beginning of the period	$	6,776		$	7,404
	Total gain/(loss) realized and unrealized included in:
	Interest income	17			7
	Net OTTI loss, credit-related	(1		)	(3		)
	Unrealized gain/(loss) of other-than-temporarily impaired securities included in AOCI	77			82
	Reclassification of non-credit-related OTTI included in net income/(loss)	—			(1		)
	Settlements	(245		)	(344		)
	Transfers of HTM securities to AFS securities	—			36
	Balance, end of the period	$	6,624		$	7,181
	Total amount of gain/(loss) for the period included in earnings attributable to the change in unrealized gains/losses relating to assets and liabilities still held at the end of the period	$	15		$	4
		Nine Months Ended
		September 30, 2014			September 30, 2013
	Balance, beginning of the period	$	7,047		$	7,604
	Total gain/(loss) realized and unrealized included in:
	Interest income	47			10
	Net OTTI loss, credit-related	(3		)	(6		)
	Unrealized gain/(loss) of other-than-temporarily impaired securities included in AOCI	237			522
	Reclassification of non-credit-related OTTI included in net income/(loss)	(2		)	(3		)
	Settlements	(702		)	(1,002		)
	Transfers of HTM securities to AFS securities	—			56
	Balance, end of the period	$	6,624		$	7,181
	Total amount of gain/(loss) for the period included in earnings attributable to the change in unrealized gains/losses relating to assets and liabilities still held at the end of the period	$	44		$	4
Fair Value, Option, Quantitative Disclosures [Table Text Block]	'
	The following table summarizes the activity related to financial assets and liabilities for which the Bank elected the fair value option during the three and nine months ended September 30, 2014 and 2013:
		Three Months Ended
		September 30, 2014						September 30, 2013
		Advances			Consolidated			Advances			Consolidated
					Obligation Bonds						Obligation Bonds
	Balance, beginning of the period	$	6,341		$	7,080		$	7,436		$	24,286
	New transactions elected for fair value option	235			641			103			540
	Maturities and terminations	(1,399		)	(568		)	(615		)	(8,860		)
	Net gain/(loss) on advances and net (gain)/loss on consolidated obligation bonds held under fair value option	(25		)	(12		)	(9		)	8
	Change in accrued interest	(3		)	4			(1		)	(2		)
	Balance, end of the period	$	5,149		$	7,145		$	6,914		$	15,972
		Nine Months Ended
		September 30, 2014						September 30, 2013
		Advances			Consolidated			Advances			Consolidated
					Obligation Bonds						Obligation Bonds
	Balance, beginning of the period	$	7,069		$	10,115		$	7,390		$	27,884
	New transactions elected for fair value option	583			2,819			470			2,600
	Maturities and terminations	(2,486		)	(5,863		)	(804		)	(14,375		)
	Net gain/(loss) on advances and net (gain)/loss on consolidated obligation bonds held under fair value option	(13		)	69			(141		)	(135		)
	Change in accrued interest	(4		)	5			(1		)	(2		)
	Balance, end of the period	$	5,149		$	7,145		$	6,914		$	15,972
Fair Value Option, Quantitative Disclosure, Difference Between Aggregate Fair Value and Aggregate Remaining Contractual Principal Balance Outstanding [Table Text Block]	'
	The following table presents the difference between the aggregate remaining contractual principal balance outstanding and aggregate fair value of advances and consolidated obligation bonds for which the Bank elected the fair value option at September 30, 2014, and December 31, 2013:
		At September 30, 2014									At December 31, 2013
		Principal Balance			Fair Value			Fair Value			Principal Balance			Fair Value		Fair Value
								Over/(Under)								Over/(Under)
								Principal Balance								Principal Balance
	Advances(1)	$	5,063		$	5,149		$	86		$	6,956		$	7,069	$	113
	Consolidated obligation bonds	7,186			7,145			(41		)	10,230			10,115		(115		)
	-1	At September 30, 2014, and December 31, 2013, none of these advances were 90 days or more past due or had been placed on nonaccrual status.

Commitments_and_Contingencies_

Commitments and Contingencies (Tables)	9 Months Ended
	Sep. 30, 2014
Commitments and Contingencies Disclosure [Abstract]	'
Off-Balance Sheet Commitments [Table Text Block]	'
	Off-balance sheet commitments as of September 30, 2014, and December 31, 2013, were as follows:
		September 30, 2014						December 31, 2013
		Expire Within		Expire After		Total		Expire Within		Expire After		Total
		One Year		One Year				One Year		One Year
	Standby letters of credit outstanding	$	2,496	$	2,580	$	5,076	$	1,031	$	2,572	$	3,603
	Commitments to fund advances(1)	114		11		125		4		4		8
	Commitments to issue consolidated obligation discount notes, par	350		—		350		—		—		—
	Commitments to issue consolidated obligation bonds, par(2)	373		—		373		1,640		—		1,640
	-1	At September 30, 2014, $102 of the commitments to fund additional advances were hedged with associated interest rate swaps. At December 31, 2013, none of the commitments to fund additional advances were hedged with associated interest rate swaps.
	-2	At September 30, 2014, and December 31, 2013, $373 and $1,640, respectively, of the unsettled consolidated obligation bonds were hedged with associated interest rate swaps.

Transactions_with_Certain_Memb1

Transactions with Certain Members, Certain Nonmembers, and Other FHLBanks (Tables)	9 Months Ended
	Sep. 30, 2014
Related Party Transactions [Abstract]	'
Transactions with Certain Members and Nonmembers and Other FHLBanks, by Balance Sheet Grouping [Table Text Block]	'
	The following tables set forth information at the dates and for the periods indicated with respect to transactions with: (i) members and nonmembers that held more than 10% of the outstanding shares of the Bank’s capital stock, including mandatorily redeemable capital stock, at any time during the periods indicated, (ii) members that had an officer or director serving on the Bank’s Board of Directors at any time during the periods indicated, and (iii) affiliates of the foregoing members and nonmembers. All transactions with members, the nonmembers described in the preceding sentence, and their respective affiliates are entered into in the normal course of business. The tables include securities transactions where certain members, nonmembers, and their affiliates (as described above) are the issuers or obligors of the securities, but do not include securities purchased, sold or issued through, or otherwise underwritten by, affiliates of certain members and nonmembers. The tables also do not include any AHP or Community Investment Cash Advance (CICA) grants. Securities purchased, sold or issued through, or otherwise underwritten by, and AHP or CICA grants provided to, the affiliates of certain members and nonmembers are in the ordinary course of the Bank’s business.
		September 30, 2014			December 31, 2013
	Assets:
	Investments(1)	$	605		$	1,176
	Advances	4,868			11,268
	Mortgage loans held for portfolio	35			760
	Accrued interest receivable	7			25
	Other assets	19			37
	Derivative assets, net	—			257
	Total Assets	$	5,534		$	13,523
	Liabilities:
	Deposits	$	3		$	260
	Mandatorily redeemable capital stock	648			1,356
	Derivative liabilities, net	18			37
	Total Liabilities	$	669		$	1,653
	Notional amount of derivatives	$	2,878		$	12,256
	Standby letters of credit	21			205
	-1	Investments consist of securities purchased under agreements to resell, Federal funds sold, AFS securities, and HTM securities issued by and/or purchased from the members or nonmembers described in this section or their affiliates.
Transactions with Certain Members and Nonmembers and Other FHLBanks, Income Statement [Table Text Block]	'
		Three Months Ended						Nine Months Ended
		September 30, 2014			September 30, 2013			September 30, 2014			September 30, 2013
	Interest Income:
	Investments(1)	$	2		$	7		$	20		$	23
	Advances(2)	8			32			47			107
	Mortgage loans held for portfolio	1			10			10			34
	Total Interest Income	$	11		$	49		$	77		$	164
	Interest Expense:
	Mandatorily redeemable capital stock	$	16		$	42		$	62		$	97
	Consolidated obligations(2)	(2		)	(40		)	(40		)	(128		)
	Total Interest Expense	$	14		$	2		$	22		$	(31	)
	Other Income/(Loss):
	Net gain/(loss) on derivatives and hedging activities	$	20		$	(35	)	$	(285	)	$	(91	)
	Total Other Income/(Loss)	$	20		$	(35	)	$	(285	)	$	(91	)
	-1	Investments consist of securities purchased under agreements to resell, Federal funds sold, AFS securities, and HTM securities issued by and/or purchased from the members or nonmembers described in this section or their affiliates.
	-2	Reflects the effect of associated derivatives with the members or nonmembers described in this section or their affiliates.

Trading_Securities_Details

Trading Securities (Details) (USD $)	3 Months Ended			9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2014		Sep. 30, 2013	Sep. 30, 2014		Sep. 30, 2013	Dec. 31, 2013
Schedule of Trading Securities and Other Trading Assets [Line Items]	'		'	'		'	'
Trading securities	$3,625	[1]	'	$3,625	[1]	'	$3,208	[1]
Net unrealized gain (loss) on trading securities	-1		-2	-1		1	'
FFCB bonds [Member]	'		'	'		'	'
Schedule of Trading Securities and Other Trading Assets [Line Items]	'		'	'		'	'
Trading securities	3,613		'	3,613		'	3,194
Other Than Mortgage Backed Securities [Member]	'		'	'		'	'
Schedule of Trading Securities and Other Trading Assets [Line Items]	'		'	'		'	'
Due in 1 year or less	2,113		'	2,113		'	580
Due after 1 year through 5 years	1,500		'	1,500		'	2,614
Trading securities	3,613		'	3,613		'	3,194
Other Than Mortgage Backed Securities [Member] | Adjustable Interest Rate [Member]	'		'	'		'	'
Schedule of Trading Securities and Other Trading Assets [Line Items]	'		'	'		'	'
Trading securities	3,613		'	3,613		'	3,194
Passthrough securities [Member] | Adjustable Interest Rate [Member]	'		'	'		'	'
Schedule of Trading Securities and Other Trading Assets [Line Items]	'		'	'		'	'
Trading securities	12		'	12		'	14
Ginnie Mae [Member] | Residential Mortgage Backed Securities [Member]	'		'	'		'	'
Schedule of Trading Securities and Other Trading Assets [Line Items]	'		'	'		'	'
Trading securities	$12		'	$12		'	$14
[1]	At September 30, 2014, and December 31, 2013, none of these securities were pledged as collateral that may be repledged.

AvailableforSale_Securities_Na

Available-for-Sale Securities (Narrative) (Details) (USD $)	Sep. 30, 2014	Jun. 30, 2014	Dec. 31, 2013	Sep. 30, 2013	Jun. 30, 2013	Dec. 31, 2012
In Millions, unless otherwise specified
Schedule of Available-for-sale Securities [Line Items]	'	'	'	'	'	'
Credit-related OTTI	$1,332	$1,347	$1,378	$1,390	$1,395	$1,397
PLRMBS [Member] | Available-for-sale Securities [Member] | Residential Mortgage Backed Securities [Member]	'	'	'	'	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'	'	'	'	'
Credit-related OTTI	$1,209	'	$1,312	'	'	'

AvailableforSale_Securities_AF

Available-for-Sale Securities (AFS Securities by Major Security Type) (Details) (USD $)	Sep. 30, 2014		Dec. 31, 2013
In Millions, unless otherwise specified
Schedule of Available-for-sale Securities [Line Items]	'		'
Amortized Cost	$6,500	[1]	$7,159	[1]
OTTI Recognized in AOCI	-191		-324
Gross Unrealized Gains	315		220
Gross Unrealized Losses	0		-8
Estimated Fair Value	6,624		7,047
PLRMBS [Member] | Residential Mortgage Backed Securities [Member]	'		'
Schedule of Available-for-sale Securities [Line Items]	'		'
Amortized Cost	6,500		7,159
PLRMBS [Member] | Residential Mortgage Backed Securities [Member] | Prime [Member]	'		'
Schedule of Available-for-sale Securities [Line Items]	'		'
Amortized Cost	584	[1]	661	[1]
OTTI Recognized in AOCI	-1		-11
Gross Unrealized Gains	41		27
Gross Unrealized Losses	0		0
Estimated Fair Value	624		677
PLRMBS [Member] | Residential Mortgage Backed Securities [Member] | Alt-A, option ARM [Member]	'		'
Schedule of Available-for-sale Securities [Line Items]	'		'
Amortized Cost	1,051	[1]	1,122	[1]
OTTI Recognized in AOCI	-47		-74
Gross Unrealized Gains	85		51
Gross Unrealized Losses	0		0
Estimated Fair Value	1,089		1,099
PLRMBS [Member] | Residential Mortgage Backed Securities [Member] | Alt-A, other [Member]	'		'
Schedule of Available-for-sale Securities [Line Items]	'		'
Amortized Cost	4,865	[1]	5,376	[1]
OTTI Recognized in AOCI	-143		-239
Gross Unrealized Gains	189		142
Gross Unrealized Losses	0		-8
Estimated Fair Value	$4,911		$5,271
[1]	Amortized cost includes unpaid principal balance, unamortized premiums and discounts, and previous OTTI recognized in earnings.

AvailableforSale_Securities_Su

Available-for-Sale Securities (Summary of Securities with Unrealized Losses) (Details) (USD $)	Sep. 30, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Schedule of Available-for-sale Securities [Line Items]	'	'
Less Than 12 Months: Estimated Fair Value	$354	$705
Less Than 12 Months: Unrealized Losses	9	10
12 Months or More: Estimated Fair Value	2,462	3,312
12 Months or More: Unrealized Losses	182	322
Estimated Fair Value	2,816	4,017
Unrealized Losses	191	332
PLRMBS [Member] | Prime [Member] | Residential Mortgage Backed Securities [Member]	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Less Than 12 Months: Estimated Fair Value	9	28
Less Than 12 Months: Unrealized Losses	0	0
12 Months or More: Estimated Fair Value	37	287
12 Months or More: Unrealized Losses	1	11
Estimated Fair Value	46	315
Unrealized Losses	1	11
PLRMBS [Member] | Alt-A, option ARM [Member] | Residential Mortgage Backed Securities [Member]	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Less Than 12 Months: Estimated Fair Value	0	0
Less Than 12 Months: Unrealized Losses	0	0
12 Months or More: Estimated Fair Value	629	674
12 Months or More: Unrealized Losses	47	74
Estimated Fair Value	629	674
Unrealized Losses	47	74
PLRMBS [Member] | Alt-A, other [Member] | Residential Mortgage Backed Securities [Member]	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Less Than 12 Months: Estimated Fair Value	345	677
Less Than 12 Months: Unrealized Losses	9	10
12 Months or More: Estimated Fair Value	1,796	2,351
12 Months or More: Unrealized Losses	134	237
Estimated Fair Value	2,141	3,028
Unrealized Losses	$143	$247

AvailableforSale_Securities_In

Available-for-Sale Securities (Interest Rate Payment Terms) (Details) (USD $)	Sep. 30, 2014		Dec. 31, 2013
In Millions, unless otherwise specified
Schedule of Available-for-sale Securities [Line Items]	'		'
Amortized Cost	$6,500	[1]	$7,159	[1]
Fixed rate [Member] | Collateralized mortgage obligations [Member]	'		'
Schedule of Available-for-sale Securities [Line Items]	'		'
Converts in 1 year or less	28		191
Converts after 1 year through 5 years	310		364
Amortized Cost	338		555
PLRMBS [Member] | Residential Mortgage Backed Securities [Member]	'		'
Schedule of Available-for-sale Securities [Line Items]	'		'
Amortized Cost	6,500		7,159
PLRMBS [Member] | Fixed rate [Member] | Residential Mortgage Backed Securities [Member]	'		'
Schedule of Available-for-sale Securities [Line Items]	'		'
Amortized Cost	2,026		2,450
PLRMBS [Member] | Adjustable Interest Rate [Member] | Residential Mortgage Backed Securities [Member]	'		'
Schedule of Available-for-sale Securities [Line Items]	'		'
Amortized Cost	$4,474		$4,709
[1]	Amortized cost includes unpaid principal balance, unamortized premiums and discounts, and previous OTTI recognized in earnings.

HeldtoMaturity_Securities_Clas

Held-to-Maturity Securities (Classification of Held-to-Maturity Securities) (Details) (USD $)	Sep. 30, 2014		Jun. 30, 2014	Dec. 31, 2013		Sep. 30, 2013	Jun. 30, 2013	Dec. 31, 2012
In Millions, unless otherwise specified
Schedule of Held-to-maturity Securities [Line Items]	'		'	'		'	'	'
Amortized Cost	$15,489	[1]	'	$17,534	[1]	'	'	'
OTTI Recognized in AOCI	-22	[1]	'	-27	[1]	'	'	'
Carrying Value	15,467	[1],[2]	'	17,507	[1],[2]	'	'	'
Gross Unrecognized Holding Gain	201	[3]	'	190	[3]	'	'	'
Gross Unrecognized Holding Loss	-149	[3]	'	-345	[3]	'	'	'
HTM Securities, Fair Value	15,519		'	17,352		'	'	'
Credit-related OTTI	1,332		1,347	1,378		1,390	1,395	1,397
Certificates of Deposit [Member]	'		'	'		'	'	'
Schedule of Held-to-maturity Securities [Line Items]	'		'	'		'	'	'
Amortized Cost	1,291	[1]	'	1,660	[1]	'	'	'
OTTI Recognized in AOCI	0	[1]	'	0	[1]	'	'	'
Carrying Value	1,291	[1]	'	1,660	[1]	'	'	'
Gross Unrecognized Holding Gain	0	[3]	'	0	[3]	'	'	'
Gross Unrecognized Holding Loss	0	[3]	'	0	[3]	'	'	'
HTM Securities, Fair Value	1,291		'	1,660		'	'	'
Housing finance agency bonds [Member]	'		'	'		'	'	'
Schedule of Held-to-maturity Securities [Line Items]	'		'	'		'	'	'
Amortized Cost	345	[1]	'	416	[1]	'	'	'
OTTI Recognized in AOCI	0	[1]	'	0	[1]	'	'	'
Carrying Value	345	[1]	'	416	[1]	'	'	'
Gross Unrecognized Holding Gain	0	[3]	'	0	[3]	'	'	'
Gross Unrecognized Holding Loss	-47	[3]	'	-100	[3]	'	'	'
HTM Securities, Fair Value	298		'	316		'	'	'
Other Than Mortgage Backed Securities [Member]	'		'	'		'	'	'
Schedule of Held-to-maturity Securities [Line Items]	'		'	'		'	'	'
Amortized Cost	1,636	[1]	'	2,076	[1]	'	'	'
OTTI Recognized in AOCI	0	[1]	'	0	[1]	'	'	'
Carrying Value	1,636	[1]	'	2,076	[1]	'	'	'
Gross Unrecognized Holding Gain	0	[3]	'	0	[3]	'	'	'
Gross Unrecognized Holding Loss	-47	[3]	'	-100	[3]	'	'	'
HTM Securities, Fair Value	1,589		'	1,976		'	'	'
GSEs [Member] | Residential Mortgage Backed Securities [Member]	'		'	'		'	'	'
Schedule of Held-to-maturity Securities [Line Items]	'		'	'		'	'	'
Amortized Cost	10,291	[1]	'	11,581	[1]	'	'	'
OTTI Recognized in AOCI	0	[1]	'	0	[1]	'	'	'
Carrying Value	10,291	[1]	'	11,581	[1]	'	'	'
Gross Unrecognized Holding Gain	173	[3]	'	162	[3]	'	'	'
Gross Unrecognized Holding Loss	-50	[3]	'	-135	[3]	'	'	'
HTM Securities, Fair Value	10,414		'	11,608		'	'	'
PLRMBS [Member] | Residential Mortgage Backed Securities [Member]	'		'	'		'	'	'
Schedule of Held-to-maturity Securities [Line Items]	'		'	'		'	'	'
Amortized Cost	1,993	[1]	'	2,302	[1]	'	'	'
OTTI Recognized in AOCI	-22	[1]	'	-27	[1]	'	'	'
Carrying Value	1,971	[1]	'	2,275	[1]	'	'	'
Gross Unrecognized Holding Gain	22	[3]	'	25	[3]	'	'	'
Gross Unrecognized Holding Loss	-41	[3]	'	-65	[3]	'	'	'
HTM Securities, Fair Value	1,952		'	2,235		'	'	'
PLRMBS [Member] | Residential Mortgage Backed Securities [Member] | Prime [Member]	'		'	'		'	'	'
Schedule of Held-to-maturity Securities [Line Items]	'		'	'		'	'	'
Amortized Cost	1,186	[1]	'	1,380	[1]	'	'	'
OTTI Recognized in AOCI	0	[1]	'	0	[1]	'	'	'
Carrying Value	1,186	[1]	'	1,380	[1]	'	'	'
Gross Unrecognized Holding Gain	2	[3]	'	1	[3]	'	'	'
Gross Unrecognized Holding Loss	-23	[3]	'	-37	[3]	'	'	'
HTM Securities, Fair Value	1,165		'	1,344		'	'	'
PLRMBS [Member] | Residential Mortgage Backed Securities [Member] | Alt-A, option ARM [Member]	'		'	'		'	'	'
Schedule of Held-to-maturity Securities [Line Items]	'		'	'		'	'	'
Amortized Cost	14	[1]	'	16	[1]	'	'	'
OTTI Recognized in AOCI	0	[1]	'	0	[1]	'	'	'
Carrying Value	14	[1]	'	16	[1]	'	'	'
Gross Unrecognized Holding Gain	0	[3]	'	0	[3]	'	'	'
Gross Unrecognized Holding Loss	-1	[3]	'	-2	[3]	'	'	'
HTM Securities, Fair Value	13		'	14		'	'	'
PLRMBS [Member] | Residential Mortgage Backed Securities [Member] | Alt-A, other [Member]	'		'	'		'	'	'
Schedule of Held-to-maturity Securities [Line Items]	'		'	'		'	'	'
Amortized Cost	793	[1]	'	906	[1]	'	'	'
OTTI Recognized in AOCI	-22	[1]	'	-27	[1]	'	'	'
Carrying Value	771	[1]	'	879	[1]	'	'	'
Gross Unrecognized Holding Gain	20	[3]	'	24	[3]	'	'	'
Gross Unrecognized Holding Loss	-17	[3]	'	-26	[3]	'	'	'
HTM Securities, Fair Value	774		'	877		'	'	'
Collateralized Mortgage Backed Securities [Member]	'		'	'		'	'	'
Schedule of Held-to-maturity Securities [Line Items]	'		'	'		'	'	'
Amortized Cost	13,853	[1]	'	15,458	[1]	'	'	'
OTTI Recognized in AOCI	-22	[1]	'	-27	[1]	'	'	'
Carrying Value	13,831	[1]	'	15,431	[1]	'	'	'
Gross Unrecognized Holding Gain	201	[3]	'	190	[3]	'	'	'
Gross Unrecognized Holding Loss	-102	[3]	'	-245	[3]	'	'	'
HTM Securities, Fair Value	13,930		'	15,376		'	'	'
Held-to-maturity Securities, Premiums	56		'	71		'	'	'
Held-to-maturity Securities, Discounts	60		'	70		'	'	'
Collateralized Mortgage Backed Securities [Member] | Held-to-maturity Securities [Member]	'		'	'		'	'	'
Schedule of Held-to-maturity Securities [Line Items]	'		'	'		'	'	'
Credit-related OTTI	7		'	6		'	'	'
Ginnie Mae [Member] | Residential Mortgage Backed Securities [Member]	'		'	'		'	'	'
Schedule of Held-to-maturity Securities [Line Items]	'		'	'		'	'	'
Amortized Cost	1,569	[1]	'	1,575	[1]	'	'	'
OTTI Recognized in AOCI	0	[1]	'	0	[1]	'	'	'
Carrying Value	1,569	[1]	'	1,575	[1]	'	'	'
Gross Unrecognized Holding Gain	6	[3]	'	3	[3]	'	'	'
Gross Unrecognized Holding Loss	-11	[3]	'	-45	[3]	'	'	'
HTM Securities, Fair Value	1,564		'	1,533		'	'	'
Freddie Mac [Member] | GSEs [Member] | Residential Mortgage Backed Securities [Member]	'		'	'		'	'	'
Schedule of Held-to-maturity Securities [Line Items]	'		'	'		'	'	'
Amortized Cost	4,698	[1]	'	5,250	[1]	'	'	'
OTTI Recognized in AOCI	0	[1]	'	0	[1]	'	'	'
Carrying Value	4,698	[1]	'	5,250	[1]	'	'	'
Gross Unrecognized Holding Gain	58	[3]	'	53	[3]	'	'	'
Gross Unrecognized Holding Loss	-35	[3]	'	-90	[3]	'	'	'
HTM Securities, Fair Value	4,721		'	5,213		'	'	'
Fannie Mae [Member] | GSEs [Member] | Residential Mortgage Backed Securities [Member]	'		'	'		'	'	'
Schedule of Held-to-maturity Securities [Line Items]	'		'	'		'	'	'
Amortized Cost	5,593	[1]	'	6,331	[1]	'	'	'
OTTI Recognized in AOCI	0	[1]	'	0	[1]	'	'	'
Carrying Value	5,593	[1]	'	6,331	[1]	'	'	'
Gross Unrecognized Holding Gain	115	[3]	'	109	[3]	'	'	'
Gross Unrecognized Holding Loss	-15	[3]	'	-45	[3]	'	'	'
HTM Securities, Fair Value	$5,693		'	$6,395		'	'	'
[1]	Amortized cost includes unpaid principal balance, unamortized premiums and discounts, and previous OTTI recognized in earnings. The carrying value of HTM securities represents amortized cost after adjustment for non-credit-related OTTI recognized in AOCI.
[2]	At September 30, 2014, $2 of these securities were pledged as collateral that may be repledged. At December 31, 2013, none of these securities were pledged as collateral that may be repledged.
[3]	Gross unrecognized holding gains/(losses) represent the difference between estimated fair value and carrying value

HeldtoMaturity_Securities_Secu

Held-to-Maturity Securities (Securities with Unrealized Losses) (Details) (USD $)	Sep. 30, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Schedule of Held-to-maturity Securities [Line Items]	'	'
Less Than 12 Months, Estimated Fair Value	$3,248	$6,814
Less Than 12 Months, Unrealized losses	23	181
12 Months or More, Estimated Fair Value	3,767	1,905
12 Months Or More, Unrealized losses	148	191
Total, Estimated Fair Value	7,015	8,719
Total, Unrealized Losses	171	372
Certificates of Deposit [Member]	'	'
Schedule of Held-to-maturity Securities [Line Items]	'	'
Less Than 12 Months, Estimated Fair Value	250	'
Less Than 12 Months, Unrealized losses	0	'
12 Months or More, Estimated Fair Value	0	'
12 Months Or More, Unrealized losses	0	'
Total, Estimated Fair Value	250	'
Total, Unrealized Losses	0	'
CalHFA bonds [Member]	'	'
Schedule of Held-to-maturity Securities [Line Items]	'	'
Less Than 12 Months, Estimated Fair Value	0	0
Less Than 12 Months, Unrealized losses	0	0
12 Months or More, Estimated Fair Value	282	316
12 Months Or More, Unrealized losses	47	100
Total, Estimated Fair Value	282	316
Total, Unrealized Losses	47	100
GSEs [Member] | Residential Mortgage Backed Securities [Member]	'	'
Schedule of Held-to-maturity Securities [Line Items]	'	'
Less Than 12 Months, Estimated Fair Value	1,831	4,987
Less Than 12 Months, Unrealized losses	15	129
12 Months or More, Estimated Fair Value	1,829	192
12 Months Or More, Unrealized losses	35	6
Total, Estimated Fair Value	3,660	5,179
Total, Unrealized Losses	50	135
PLRMBS [Member] | Residential Mortgage Backed Securities [Member]	'	'
Schedule of Held-to-maturity Securities [Line Items]	'	'
Less Than 12 Months, Estimated Fair Value	241	640
Less Than 12 Months, Unrealized losses	2	7
12 Months or More, Estimated Fair Value	1,380	1,395
12 Months Or More, Unrealized losses	61	85
Total, Estimated Fair Value	1,621	2,035
Total, Unrealized Losses	63	92
PLRMBS [Member] | Residential Mortgage Backed Securities [Member] | Prime [Member]	'	'
Schedule of Held-to-maturity Securities [Line Items]	'	'
Less Than 12 Months, Estimated Fair Value	158	481
Less Than 12 Months, Unrealized losses	1	5
12 Months or More, Estimated Fair Value	705	693
12 Months Or More, Unrealized losses	22	32
Total, Estimated Fair Value	863	1,174
Total, Unrealized Losses	23	37
PLRMBS [Member] | Residential Mortgage Backed Securities [Member] | Alt-A, option ARM [Member]	'	'
Schedule of Held-to-maturity Securities [Line Items]	'	'
Less Than 12 Months, Estimated Fair Value	0	0
Less Than 12 Months, Unrealized losses	0	0
12 Months or More, Estimated Fair Value	13	14
12 Months Or More, Unrealized losses	1	2
Total, Estimated Fair Value	13	14
Total, Unrealized Losses	1	2
PLRMBS [Member] | Residential Mortgage Backed Securities [Member] | Alt-A, other [Member]	'	'
Schedule of Held-to-maturity Securities [Line Items]	'	'
Less Than 12 Months, Estimated Fair Value	83	159
Less Than 12 Months, Unrealized losses	1	2
12 Months or More, Estimated Fair Value	662	688
12 Months Or More, Unrealized losses	38	51
Total, Estimated Fair Value	745	847
Total, Unrealized Losses	39	53
Collateralized Mortgage Backed Securities [Member]	'	'
Schedule of Held-to-maturity Securities [Line Items]	'	'
Less Than 12 Months, Estimated Fair Value	2,998	6,814
Less Than 12 Months, Unrealized losses	23	181
12 Months or More, Estimated Fair Value	3,485	1,589
12 Months Or More, Unrealized losses	101	91
Total, Estimated Fair Value	6,483	8,403
Total, Unrealized Losses	124	272
Ginnie Mae [Member] | Residential Mortgage Backed Securities [Member]	'	'
Schedule of Held-to-maturity Securities [Line Items]	'	'
Less Than 12 Months, Estimated Fair Value	926	1,187
Less Than 12 Months, Unrealized losses	6	45
12 Months or More, Estimated Fair Value	276	2
12 Months Or More, Unrealized losses	5	0
Total, Estimated Fair Value	1,202	1,189
Total, Unrealized Losses	11	45
Freddie Mac [Member] | GSEs [Member] | Residential Mortgage Backed Securities [Member]	'	'
Schedule of Held-to-maturity Securities [Line Items]	'	'
Less Than 12 Months, Estimated Fair Value	992	2,918
Less Than 12 Months, Unrealized losses	9	89
12 Months or More, Estimated Fair Value	1,340	66
12 Months Or More, Unrealized losses	26	1
Total, Estimated Fair Value	2,332	2,984
Total, Unrealized Losses	35	90
Fannie Mae [Member] | GSEs [Member] | Residential Mortgage Backed Securities [Member]	'	'
Schedule of Held-to-maturity Securities [Line Items]	'	'
Less Than 12 Months, Estimated Fair Value	839	2,069
Less Than 12 Months, Unrealized losses	6	40
12 Months or More, Estimated Fair Value	489	126
12 Months Or More, Unrealized losses	9	5
Total, Estimated Fair Value	1,328	2,195
Total, Unrealized Losses	$15	$45

HeldtoMaturity_Securities_Rede

Held-to-Maturity Securities (Redemption Terms) (Details) (USD $)	Sep. 30, 2014		Dec. 31, 2013
In Millions, unless otherwise specified
Schedule of Held-to-maturity Securities [Line Items]	'		'
Amortized Cost	$15,489	[1]	$17,534	[1]
HTM securities, Carrying Value	15,467	[1],[2]	17,507	[1],[2]
HTM Securities, Fair Value	15,519		17,352
Other Than Mortgage Backed Securities [Member]	'		'
Schedule of Held-to-maturity Securities [Line Items]	'		'
Due in 1 year or less, Amortized Cost	1,291	[1]	1,660	[1]
Due in 1 year or less, Carrying Value	1,291	[1]	1,660	[1]
Due in 1 year or less, Estimated Fair Value	1,291		1,660
Due after 5 years through 10 years, Amortized Cost	79	[1]	62	[1]
Due after 5 years through 10 years, Carrying Value	79	[1]	62	[1]
Due after 5 years through 10 years, Estimated Fair Value	70		49
Due after 10 years, Amortized Cost	266	[1]	354	[1]
Due after 10 years, Carrying Value	266	[1]	354	[1]
Due after 10 years, Estimated Fair Value	228		267
Amortized Cost	1,636	[1]	2,076	[1]
HTM securities, Carrying Value	1,636	[1]	2,076	[1]
HTM Securities, Fair Value	1,589		1,976
Collateralized Mortgage Backed Securities [Member]	'		'
Schedule of Held-to-maturity Securities [Line Items]	'		'
Amortized Cost	13,853	[1]	15,458	[1]
HTM securities, Carrying Value	13,831	[1]	15,431	[1]
HTM Securities, Fair Value	13,930		15,376
Residential Mortgage Backed Securities [Member] | GSEs [Member]	'		'
Schedule of Held-to-maturity Securities [Line Items]	'		'
Amortized Cost	10,291	[1]	11,581	[1]
HTM securities, Carrying Value	10,291	[1]	11,581	[1]
HTM Securities, Fair Value	10,414		11,608
Residential Mortgage Backed Securities [Member] | PLRMBS [Member]	'		'
Schedule of Held-to-maturity Securities [Line Items]	'		'
Amortized Cost	1,993	[1]	2,302	[1]
HTM securities, Carrying Value	1,971	[1]	2,275	[1]
HTM Securities, Fair Value	1,952		2,235
Residential Mortgage Backed Securities [Member] | PLRMBS [Member] | Prime [Member]	'		'
Schedule of Held-to-maturity Securities [Line Items]	'		'
Amortized Cost	1,186	[1]	1,380	[1]
HTM securities, Carrying Value	1,186	[1]	1,380	[1]
HTM Securities, Fair Value	1,165		1,344
Residential Mortgage Backed Securities [Member] | PLRMBS [Member] | Alt-A, option ARM [Member]	'		'
Schedule of Held-to-maturity Securities [Line Items]	'		'
Amortized Cost	14	[1]	16	[1]
HTM securities, Carrying Value	14	[1]	16	[1]
HTM Securities, Fair Value	13		14
Residential Mortgage Backed Securities [Member] | PLRMBS [Member] | Alt-A, other [Member]	'		'
Schedule of Held-to-maturity Securities [Line Items]	'		'
Amortized Cost	793	[1]	906	[1]
HTM securities, Carrying Value	771	[1]	879	[1]
HTM Securities, Fair Value	774		877
Ginnie Mae [Member] | Residential Mortgage Backed Securities [Member]	'		'
Schedule of Held-to-maturity Securities [Line Items]	'		'
Amortized Cost	1,569	[1]	1,575	[1]
HTM securities, Carrying Value	1,569	[1]	1,575	[1]
HTM Securities, Fair Value	1,564		1,533
Freddie Mac [Member] | Residential Mortgage Backed Securities [Member] | GSEs [Member]	'		'
Schedule of Held-to-maturity Securities [Line Items]	'		'
Amortized Cost	4,698	[1]	5,250	[1]
HTM securities, Carrying Value	4,698	[1]	5,250	[1]
HTM Securities, Fair Value	4,721		5,213
Fannie Mae [Member] | Residential Mortgage Backed Securities [Member] | GSEs [Member]	'		'
Schedule of Held-to-maturity Securities [Line Items]	'		'
Amortized Cost	5,593	[1]	6,331	[1]
HTM securities, Carrying Value	5,593	[1]	6,331	[1]
HTM Securities, Fair Value	$5,693		$6,395
[1]	Amortized cost includes unpaid principal balance, unamortized premiums and discounts, and previous OTTI recognized in earnings. The carrying value of HTM securities represents amortized cost after adjustment for non-credit-related OTTI recognized in AOCI.
[2]	At September 30, 2014, $2 of these securities were pledged as collateral that may be repledged. At December 31, 2013, none of these securities were pledged as collateral that may be repledged.

HeldtoMaturity_Securities_Inte

Held-to-Maturity Securities (Interest Rate Payment Terms) (Details) (USD $)	Sep. 30, 2014		Dec. 31, 2013
In Millions, unless otherwise specified
Schedule of Held-to-maturity Securities [Line Items]	'		'
Amortized Cost	$15,489	[1]	$17,534	[1]
Other Than Mortgage Backed Securities [Member]	'		'
Schedule of Held-to-maturity Securities [Line Items]	'		'
Amortized Cost	1,636	[1]	2,076	[1]
Other Than Mortgage Backed Securities [Member] | Fixed rate [Member]	'		'
Schedule of Held-to-maturity Securities [Line Items]	'		'
Amortized Cost	1,291		1,660
Other Than Mortgage Backed Securities [Member] | Adjustable Interest Rate [Member]	'		'
Schedule of Held-to-maturity Securities [Line Items]	'		'
Amortized Cost	345		416
Mortgage Passthrough Securities [Member] | Fixed rate [Member]	'		'
Schedule of Held-to-maturity Securities [Line Items]	'		'
Amortized Cost	333		461
Converts in 1 year or less	44		62
Converts after 1 year through 5 years	218		316
Converts after 5 years through 10 years	62		72
Total	324		450
Mortgage Passthrough Securities [Member] | Adjustable Interest Rate [Member]	'		'
Schedule of Held-to-maturity Securities [Line Items]	'		'
Amortized Cost	410		430
Collateralized Mortgage Obligations [Member] | Fixed rate [Member]	'		'
Schedule of Held-to-maturity Securities [Line Items]	'		'
Amortized Cost	9,680		10,820
Converts in 1 year or less	78		185
Converts after 1 year through 5 years	34		133
Total	112		318
Collateralized Mortgage Obligations [Member] | Adjustable Interest Rate [Member]	'		'
Schedule of Held-to-maturity Securities [Line Items]	'		'
Amortized Cost	3,430		3,747
Collateralized Mortgage Backed Securities [Member]	'		'
Schedule of Held-to-maturity Securities [Line Items]	'		'
Amortized Cost	$13,853	[1]	$15,458	[1]
[1]	Amortized cost includes unpaid principal balance, unamortized premiums and discounts, and previous OTTI recognized in earnings. The carrying value of HTM securities represents amortized cost after adjustment for non-credit-related OTTI recognized in AOCI.

OtherThanTemporary_Impairment_2

Other-Than-Temporary Impairment Analysis (Narrative) (Details) (USD $)	3 Months Ended		9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2014	Sep. 30, 2013	Sep. 30, 2014	Sep. 30, 2013
Other than Temporary Impairment, Disclosure [Line Items]	'	'	'	'
Period Assumed For Housing Markets That Have Reached Trough	'	'	'12 months	'
PLRMBS [Member]	'	'	'	'
Other than Temporary Impairment, Disclosure [Line Items]	'	'	'	'
Held to Maturity Securities Transferred to Available for Sale Securities During Period, Fair Value	$0	$36	$0	$56
Minimum [Member]	'	'	'	'
Other than Temporary Impairment, Disclosure [Line Items]	'	'	'	'
Projected House Price Decline Rate	0.00%	'	0.00%	'
Minimum [Member] | PLRMBS [Member]	'	'	'	'
Other than Temporary Impairment, Disclosure [Line Items]	'	'	'	'
Assumed Current to Trough Home Price Decline Rate	3.00%	'	3.00%	'
Maximum [Member]	'	'	'	'
Other than Temporary Impairment, Disclosure [Line Items]	'	'	'	'
Projected House Price Increase Rate	6.00%	'	6.00%	'
Maximum [Member] | PLRMBS [Member]	'	'	'	'
Other than Temporary Impairment, Disclosure [Line Items]	'	'	'	'
Assumed Current to Trough Home Price Increase Rate	9.00%	'	9.00%	'

OtherThanTemporary_Impairment_3

Other-Than-Temporary Impairment Analysis (Significant Inputs for Other-Than-Temporarily Impaired PLRMBS) (Details) (PLRMBS [Member])	9 Months Ended
	Sep. 30, 2014
Other than Temporary Impairment, Disclosure [Line Items]	'
Prepayment Rates, Weighted Average	13.80%
Default Rates, Weighted Average	17.00%
Loss Severities, Weighted Average	34.80%
Current Credit Enhancement, Weighted Average	13.50%
Prime [Member]	'
Other than Temporary Impairment, Disclosure [Line Items]	'
Prepayment Rates, Weighted Average	12.80%
Default Rates, Weighted Average	4.40%
Loss Severities, Weighted Average	31.50%
Current Credit Enhancement, Weighted Average	18.80%
Alt-A, option ARM [Member]	'
Other than Temporary Impairment, Disclosure [Line Items]	'
Prepayment Rates, Weighted Average	7.80%
Default Rates, Weighted Average	34.30%
Loss Severities, Weighted Average	43.70%
Current Credit Enhancement, Weighted Average	2.30%
Alt-A, other [Member]	'
Other than Temporary Impairment, Disclosure [Line Items]	'
Prepayment Rates, Weighted Average	14.40%
Default Rates, Weighted Average	16.60%
Loss Severities, Weighted Average	34.30%
Current Credit Enhancement, Weighted Average	14.00%
Securitization in 2007 [Member] | Prime [Member]	'
Other than Temporary Impairment, Disclosure [Line Items]	'
Prepayment Rates, Weighted Average	12.70%
Default Rates, Weighted Average	4.30%
Loss Severities, Weighted Average	31.30%
Current Credit Enhancement, Weighted Average	19.20%
Securitization in 2007 [Member] | Alt-A, other [Member]	'
Other than Temporary Impairment, Disclosure [Line Items]	'
Prepayment Rates, Weighted Average	12.50%
Default Rates, Weighted Average	27.10%
Loss Severities, Weighted Average	37.50%
Current Credit Enhancement, Weighted Average	14.70%
Securitization in 2006 [Member] | Prime [Member]	'
Other than Temporary Impairment, Disclosure [Line Items]	'
Prepayment Rates, Weighted Average	16.90%
Default Rates, Weighted Average	11.30%
Loss Severities, Weighted Average	38.80%
Current Credit Enhancement, Weighted Average	2.80%
Securitization in 2005 [Member] | Alt-A, option ARM [Member]	'
Other than Temporary Impairment, Disclosure [Line Items]	'
Prepayment Rates, Weighted Average	7.80%
Default Rates, Weighted Average	34.30%
Loss Severities, Weighted Average	43.70%
Current Credit Enhancement, Weighted Average	2.30%
Securitization in 2004 and Earlier [Member] | Alt-A, other [Member]	'
Other than Temporary Impairment, Disclosure [Line Items]	'
Prepayment Rates, Weighted Average	15.80%
Default Rates, Weighted Average	9.10%
Loss Severities, Weighted Average	32.00%
Current Credit Enhancement, Weighted Average	13.50%

OtherThanTemporary_Impairment_4

Other-Than-Temporary Impairment Analysis (OTTI Rollforward) (Details) (USD $)	3 Months Ended				9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2014		Sep. 30, 2013		Sep. 30, 2014		Sep. 30, 2013
Other than Temporary Impairment, Credit Losses Recognized in Earnings [Roll Forward]	'		'		'		'
Balance, beginning of the period	$1,347		$1,395		$1,378		$1,397
Additional charges on securities for which OTTI was previously recognized	1	[1]	3	[1]	3	[1]	6	[1]
Accretion of yield adjustments resulting from improvement of expected cash flows that are recognized over the remaining life of the securities	-16		-8		-49		-13
Balance, end of the period	$1,332		$1,390		$1,332		$1,390
[1]	For the three months ended September 30, 2014 and 2013, “securities for which OTTI was previously recognized” represents all securities that were also other-than-temporarily impaired prior to July 1, 2014 and 2013, respectively. For the nine months ended September 30, 2014 and 2013, “securities for which OTTI was previously recognized” represents all securities that were also other-than-temporarily impaired prior to January 1, 2014 and 2013, respectively.

OtherThanTemporary_Impairment_5

Other-Than-Temporary Impairment Analysis (Transfers) (Details) (PLRMBS [Member], USD $)	3 Months Ended		9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2014	Sep. 30, 2013	Sep. 30, 2014	Sep. 30, 2013
Significant Inputs for Credit Loss Measurement [Line Items]	'	'	'	'
Amortized Cost	'	$37	'	$60
OTTI Recognized in AOCI	'	-1	'	-4
Gross Unrecognized Holding Gains	'	0	'	0
Estimated Fair Value	0	36	0	56
Alt-A, option ARM [Member]	'	'	'	'
Significant Inputs for Credit Loss Measurement [Line Items]	'	'	'	'
Amortized Cost	'	0	'	22
OTTI Recognized in AOCI	'	0	'	-3
Gross Unrecognized Holding Gains	'	0	'	0
Estimated Fair Value	'	0	'	19
Alt-A, other [Member]	'	'	'	'
Significant Inputs for Credit Loss Measurement [Line Items]	'	'	'	'
Amortized Cost	'	37	'	38
OTTI Recognized in AOCI	'	-1	'	-1
Gross Unrecognized Holding Gains	'	0	'	0
Estimated Fair Value	'	$36	'	$37

OtherThanTemporary_Impairment_6

Other-Than-Temporary Impairment Analysis (OTTI Impaired PLRMBS) (Details) (PLRMBS [Member], USD $)	Sep. 30, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Available-for-sale Securities [Member]	'	'
Securities that Incurred an Other Than Temporary Impairment Charge [Abstract]	'	'
Unpaid Principal Balance	$7,700	$8,462
Amortized Cost	6,500	7,159
Estimated Fair Value	6,624	7,047
Available-for-sale Securities [Member] | Prime [Member]	'	'
Securities that Incurred an Other Than Temporary Impairment Charge [Abstract]	'	'
Unpaid Principal Balance	705	795
Amortized Cost	584	661
Estimated Fair Value	624	677
Available-for-sale Securities [Member] | Alt-A, option ARM [Member]	'	'
Securities that Incurred an Other Than Temporary Impairment Charge [Abstract]	'	'
Unpaid Principal Balance	1,420	1,516
Amortized Cost	1,051	1,122
Estimated Fair Value	1,089	1,099
Available-for-sale Securities [Member] | Alt-A, other [Member]	'	'
Securities that Incurred an Other Than Temporary Impairment Charge [Abstract]	'	'
Unpaid Principal Balance	5,575	6,151
Amortized Cost	4,865	5,376
Estimated Fair Value	4,911	5,271
Held-to-maturity Securities [Member]	'	'
Securities that Incurred an Other Than Temporary Impairment Charge [Abstract]	'	'
Unpaid Principal Balance	137	150
Amortized Cost	134	147
Carrying Value	112	120
Estimated Fair Value	132	144
Held-to-maturity Securities [Member] | Prime [Member]	'	'
Securities that Incurred an Other Than Temporary Impairment Charge [Abstract]	'	'
Unpaid Principal Balance	0	0
Amortized Cost	0	0
Carrying Value	0	0
Estimated Fair Value	0	0
Held-to-maturity Securities [Member] | Alt-A, option ARM [Member]	'	'
Securities that Incurred an Other Than Temporary Impairment Charge [Abstract]	'	'
Unpaid Principal Balance	0	0
Amortized Cost	0	0
Carrying Value	0	0
Estimated Fair Value	0	0
Held-to-maturity Securities [Member] | Alt-A, other [Member]	'	'
Securities that Incurred an Other Than Temporary Impairment Charge [Abstract]	'	'
Unpaid Principal Balance	137	150
Amortized Cost	134	147
Carrying Value	112	120
Estimated Fair Value	$132	$144

Advances_Narrative_Details

Advances (Narrative) (Details) (USD $)

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

Sep. 30, 2014

Dec. 31, 2013

In Millions, unless otherwise specified

bank

Minimum [Member]

Minimum [Member]

Maximum [Member]

Maximum [Member]

Advances, Callable Option [Member]

Advances, Callable Option [Member]

Advances, Putable Option [Member]

Advances, Putable Option [Member]

Advances [Line Items]

'

'

'

'

'

'

'

'

'

'

'

Federal Home Loan Bank Advances, Fixed Rate, Maturity Period

'

'

'

'1 day

'

'30 years

'

'

'

'

'

Federal Home Loan Bank Advances, Variable Rate, Maturity Period

'

'

'

'30 days

'

'10 years

'

'

'

'

'

Advances Interest Rate Range

'

'

'

0.07%

0.06%

8.57%

8.57%

'

'

'

'

Federal Home Loan Bank Advances With Partial Prepayment Symmetry Outstanding

$4,913

$6,833

'

'

'

'

'

'

'

'

'

Advances, Par Value

$40,480

[1]

$44,187

$43,938

[1]

'

'

'

'

$333

$235

$140

$182

Number Of Top Advances Borrowers

5

'

'

'

'

'

'

'

'

'

'

[1]

Borrower advance amounts and total advance amounts are at par value, and total advance amounts will not agree to carrying value amounts shown in the Statements of Condition. The differences between the par and carrying value amounts primarily relate to unrealized gains or losses associated with hedged advances resulting from valuation adjustments related to hedging activities and valuation adjustments under the fair value option.

Advances_Redemption_Terms_Deta

Advances (Redemption Terms) (Details) (USD $)	Sep. 30, 2014		Dec. 31, 2013	Sep. 30, 2013
In Millions, unless otherwise specified
Federal Home Loan Bank Advances, Maturities [Abstract]	'		'	'
Within 1 year	$23,014		$22,556	'
After 1 year through 2 years	4,032		6,838	'
After 2 years through 3 years	6,010		6,754	'
After 3 years through 4 years	3,390		3,208	'
After 4 years through 5 years	2,228		2,825	'
After 5 years	1,806		2,006	'
Total par amount	40,480	[1]	44,187	43,938	[1]
Valuation adjustments for hedging activities	49		95	'
Valuation adjustments under fair value option	86		113	'
Advances	$40,615		$44,395	'
Federal Home Loan Bank Advances, Weighted Average Interest Rate [Abstract]	'		'	'
Within 1 year	0.57%		0.50%	'
After 1 year through 2 years	1.49%		1.48%	'
After 2 years through 3 years	1.04%		1.24%	'
After 3 years through 4 years	1.28%		1.43%	'
After 4 years through 5 years	1.91%		1.79%	'
After 5 years	2.79%		2.41%	'
Total par value	0.96%		1.00%	'
[1]	Borrower advance amounts and total advance amounts are at par value, and total advance amounts will not agree to carrying value amounts shown in the Statements of Condition. The differences between the par and carrying value amounts primarily relate to unrealized gains or losses associated with hedged advances resulting from valuation adjustments related to hedging activities and valuation adjustments under the fair value option.

Advances_Earlier_of_Contractua

Advances (Earlier of Contractual Maturity or Next Call/Put Date) (Details) (USD $)	Sep. 30, 2014		Dec. 31, 2013	Sep. 30, 2013
In Millions, unless otherwise specified
Federal Home Loan Bank, Advances, Earlier of Contractual Maturity or Next Call Date, Rolling Year, Par Value [Abstract]	'		'	'
Within 1 year	$23,147		$22,609	'
After 1 year through 2 years	4,087		6,843	'
After 2 years through 3 years	6,077		6,850	'
After 3 years through 4 years	3,464		3,208	'
After 4 years through 5 years	2,232		2,901	'
After 5 years	1,473		1,776	'
Federal Home Loan Bank, Advances, Earlier of Contractual Maturity or Next Put or Convert Date, Rolling Year, Par Value [Abstract]	'		'	'
Within 1 year	23,154		22,696	'
After 1 year through 2 years	4,032		6,838	'
After 2 years through 3 years	5,910		6,754	'
After 3 years through 4 years	3,350		3,108	'
After 4 years through 5 years	2,228		2,785	'
After 5 years	1,806		2,006	'
Total par amount	$40,480	[1]	$44,187	$43,938	[1]
[1]	Borrower advance amounts and total advance amounts are at par value, and total advance amounts will not agree to carrying value amounts shown in the Statements of Condition. The differences between the par and carrying value amounts primarily relate to unrealized gains or losses associated with hedged advances resulting from valuation adjustments related to hedging activities and valuation adjustments under the fair value option.

Advances_Credit_and_Concentrat

Advances (Credit and Concentration Risk) (Details) (USD $)	3 Months Ended				9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2014		Sep. 30, 2013		Sep. 30, 2014		Sep. 30, 2013		Dec. 31, 2013
Advances [Line Items]	'		'		'		'		'
Advances Outstanding	$40,480	[1]	$43,938	[1]	$40,480	[1]	$43,938	[1]	$44,187
Percentage of Total Advances Outstanding	100.00%		100.00%		100.00%		100.00%		'
Interest Income from Advances	105	[2]	118	[2]	330	[2]	359	[2]	'
Percentage of Total Interest Income from Advances	100.00%		100.00%		100.00%		100.00%		'
Bank of America California N A [Member]	'		'		'		'		'
Advances [Line Items]	'		'		'		'		'
Advances Outstanding	6,500	[1]	6,250	[1]	6,500	[1]	6,250	[1]	'
Percentage of Total Advances Outstanding	16.00%		14.00%		16.00%		14.00%		'
Interest Income from Advances	4	[2]	4	[2]	15	[2]	10	[2]	'
Percentage of Total Interest Income from Advances	4.00%		3.00%		4.00%		3.00%		'
First Republic Bank [Member]	'		'		'		'		'
Advances [Line Items]	'		'		'		'		'
Advances Outstanding	5,275	[1]	5,150	[1]	5,275	[1]	5,150	[1]	'
Percentage of Total Advances Outstanding	13.00%		12.00%		13.00%		12.00%		'
Interest Income from Advances	22	[2]	19	[2]	65	[2]	50	[2]	'
Percentage of Total Interest Income from Advances	21.00%		16.00%		20.00%		14.00%		'
Bank of the West [Member]	'		'		'		'		'
Advances [Line Items]	'		'		'		'		'
Advances Outstanding	4,714	[1]	4,282	[1]	4,714	[1]	4,282	[1]	'
Percentage of Total Advances Outstanding	12.00%		10.00%		12.00%		10.00%		'
Interest Income from Advances	7	[2]	8	[2]	23	[2]	22	[2]	'
Percentage of Total Interest Income from Advances	7.00%		7.00%		7.00%		6.00%		'
JPMorgan Bank And Trust Company National Association [Member]	'		'		'		'		'
Advances [Line Items]	'		'		'		'		'
Advances Outstanding	3,000	[1]	8,225	[1]	3,000	[1]	8,225	[1]	'
Percentage of Total Advances Outstanding	7.00%		19.00%		7.00%		19.00%		'
Interest Income from Advances	12	[2]	18	[2]	43	[2]	60	[2]	'
Percentage of Total Interest Income from Advances	11.00%		15.00%		13.00%		17.00%		'
JPMorgan Chase Bank National Association [Member]	'		'		'		'		'
Advances [Line Items]	'		'		'		'		'
Advances Outstanding	822	[1],[3]	837	[1],[3]	822	[1],[3]	837	[1],[3]	'
Percentage of Total Advances Outstanding	2.00%	[3]	2.00%	[3]	2.00%	[3]	2.00%	[3]	'
Interest Income from Advances	2	[2],[3]	2	[2],[3]	6	[2],[3]	6	[2],[3]	'
Percentage of Total Interest Income from Advances	2.00%	[3]	2.00%	[3]	2.00%	[3]	2.00%	[3]	'
JPMorgan Chase And Co [Member]	'		'		'		'		'
Advances [Line Items]	'		'		'		'		'
Advances Outstanding	3,822	[1]	9,062	[1]	3,822	[1]	9,062	[1]	'
Percentage of Total Advances Outstanding	9.00%		21.00%		9.00%		21.00%		'
Interest Income from Advances	14	[2]	20	[2]	49	[2]	66	[2]	'
Percentage of Total Interest Income from Advances	13.00%		17.00%		15.00%		19.00%		'
OneWest Bank, N.A. [Member]	'		'		'		'		'
Advances [Line Items]	'		'		'		'		'
Advances Outstanding	3,414	[1]	'		3,414	[1]	'		'
Percentage of Total Advances Outstanding	8.00%		'		8.00%		'		'
Interest Income from Advances	6	[2]	'		17	[2]	'		'
Percentage of Total Interest Income from Advances	5.00%		'		5.00%		'		'
Subtotal	'		'		'		'		'
Advances [Line Items]	'		'		'		'		'
Advances Outstanding	23,725	[1]	28,745	[1]	23,725	[1]	28,745	[1]	'
Percentage of Total Advances Outstanding	58.00%		66.00%		58.00%		66.00%		'
Interest Income from Advances	53	[2]	54	[2]	169	[2]	159	[2]	'
Percentage of Total Interest Income from Advances	50.00%		45.00%		51.00%		45.00%		'
Citibank N.A. [Member]	'		'		'		'		'
Advances [Line Items]	'		'		'		'		'
Advances Outstanding	'		4,001	[1],[3]	'		4,001	[1],[3]	'
Percentage of Total Advances Outstanding	'		9.00%	[3]	'		9.00%	[3]	'
Interest Income from Advances	'		3	[2],[3]	'		11	[2],[3]	'
Percentage of Total Interest Income from Advances	'		2.00%	[3]	'		3.00%	[3]	'
Other Borrowers [Member]	'		'		'		'		'
Advances [Line Items]	'		'		'		'		'
Advances Outstanding	16,755	[1]	15,193	[1]	16,755	[1]	15,193	[1]	'
Percentage of Total Advances Outstanding	42.00%		34.00%		42.00%		34.00%		'
Interest Income from Advances	$52	[2]	$64	[2]	$161	[2]	$200	[2]	'
Percentage of Total Interest Income from Advances	50.00%		55.00%		49.00%		55.00%		'
[1]	Borrower advance amounts and total advance amounts are at par value, and total advance amounts will not agree to carrying value amounts shown in the Statements of Condition. The differences between the par and carrying value amounts primarily relate to unrealized gains or losses associated with hedged advances resulting from valuation adjustments related to hedging activities and valuation adjustments under the fair value option.
[2]	Interest income amounts exclude the interest effect of interest rate exchange agreements with derivative counterparties; as a result, the total interest income amounts will not agree to the Statements of Income. The amount of interest income from advances can vary depending on the amount outstanding, terms to maturity, interest rates, and repricing characteristics.
[3]	Nonmember institution

Advances_Interest_Rate_Payment

Advances (Interest Rate Payment Terms and Prepayment Fees) (Details) (USD $)	3 Months Ended				9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2014		Sep. 30, 2013		Sep. 30, 2014		Sep. 30, 2013		Dec. 31, 2013
Federal Home Loan Bank, Advances, Fixed Rate [Abstract]	'		'		'		'		'
Fixed Rate, due within 1 year	$17,136		'		$17,136		'		$17,998
Fixed Rate, due after 1 year	12,294		'		12,294		'		16,453
Advances, Total Fixed Rate	29,430		'		29,430		'		34,451
Federal Home Loan Bank, Advances, Floating Rate [Abstract]	'		'		'		'		'
Adjustable Rate, due within 1 year	5,878		'		5,878		'		4,558
Adjustable Rate, due after 1 year	5,172		'		5,172		'		5,178
Advances, Total Adjustable Rate	11,050		'		11,050		'		9,736
Total par amount	40,480	[1]	43,938	[1]	40,480	[1]	43,938	[1]	44,187
Prepayment Fees, Net [Abstract]	'		'		'		'		'
Prepayment Fees on Advances Received	1		2		15		8		'
Fair Value Adjustments	0		-2		-10		-6		'
Prepayment Fees on Advances, Net	1		0		5		2		'
Advances Principal Prepaid	$911		$56		$1,616		$255		'
[1]	Borrower advance amounts and total advance amounts are at par value, and total advance amounts will not agree to carrying value amounts shown in the Statements of Condition. The differences between the par and carrying value amounts primarily relate to unrealized gains or losses associated with hedged advances resulting from valuation adjustments related to hedging activities and valuation adjustments under the fair value option.

Mortgage_Loans_Held_for_Portfo2

Mortgage Loans Held for Portfolio (Details) (USD $)	3 Months Ended		9 Months Ended		12 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2014		Sep. 30, 2014		Dec. 31, 2013		Jun. 30, 2014	Sep. 30, 2013	Jun. 30, 2013	Dec. 31, 2012
	Institutions
Mortgage Loans on Real Estate [Line Items]	'		'		'		'	'	'	'
Number of Institutions Participating in Renewed MPF Program	3		'		'		'	'	'	'
Unpaid principal balance	$760		$760		$913		'	'	'	'
Unamortized premiums	8		8		10		'	'	'	'
Unamortized discounts	-12		-12		-16		'	'	'	'
Mortgage loans held for portfolio	756		756		907		'	'	'	'
Less: Allowance for credit losses	-2		-2		-2		-2	-2	-3	-3
Total mortgage loans held for portfolio, net	754		754		905		'	'	'	'
Percentage of Total Mortgage Loan Balances Outstanding	100.00%		100.00%		100.00%		'	'	'	'
Number of Mortgage Loans Outstanding	'		9,504		10,748		'	'	'	'
Percentage of Total Number of Mortgage Loans Outstanding	100.00%		100.00%		100.00%		'	'	'	'
JPMorgan Chase Bank National Association [Member]	'		'		'		'	'	'	'
Mortgage Loans on Real Estate [Line Items]	'		'		'		'	'	'	'
Unpaid principal balance	605	[1]	605	[1]	715	[1]	'	'	'	'
Percentage of Total Mortgage Loan Balances Outstanding	80.00%	[1]	80.00%	[1]	78.00%	[1]	'	'	'	'
Number of Mortgage Loans Outstanding	'		6,534	[1]	7,355	[1]	'	'	'	'
Percentage of Total Number of Mortgage Loans Outstanding	69.00%	[1]	69.00%	[1]	69.00%	[1]	'	'	'	'
OneWest Bank, N.A. [Member]	'		'		'		'	'	'	'
Mortgage Loans on Real Estate [Line Items]	'		'		'		'	'	'	'
Unpaid principal balance	92		92		120		'	'	'	'
Percentage of Total Mortgage Loan Balances Outstanding	12.00%		12.00%		13.00%		'	'	'	'
Number of Mortgage Loans Outstanding	'		2,209		2,510		'	'	'	'
Percentage of Total Number of Mortgage Loans Outstanding	23.00%		23.00%		23.00%		'	'	'	'
JP Morgan Chase Bank National Association And OneWest Bank N.A. [Member]	'		'		'		'	'	'	'
Mortgage Loans on Real Estate [Line Items]	'		'		'		'	'	'	'
Unpaid principal balance	697		697		835		'	'	'	'
Percentage of Total Mortgage Loan Balances Outstanding	92.00%		92.00%		91.00%		'	'	'	'
Number of Mortgage Loans Outstanding	'		8,743		9,865		'	'	'	'
Percentage of Total Number of Mortgage Loans Outstanding	92.00%		92.00%		92.00%		'	'	'	'
Other Borrowers [Member]	'		'		'		'	'	'	'
Mortgage Loans on Real Estate [Line Items]	'		'		'		'	'	'	'
Unpaid principal balance	63		63		78		'	'	'	'
Percentage of Total Mortgage Loan Balances Outstanding	8.00%		8.00%		9.00%		'	'	'	'
Number of Mortgage Loans Outstanding	'		761		883		'	'	'	'
Percentage of Total Number of Mortgage Loans Outstanding	8.00%		8.00%		8.00%		'	'	'	'
Fixed rate medium-term mortgage loans [Member]	'		'		'		'	'	'	'
Mortgage Loans on Real Estate [Line Items]	'		'		'		'	'	'	'
Unpaid principal balance	177		177		238		'	'	'	'
Fixed rate medium-term mortgage loans [Member] | Maximum [Member]	'		'		'		'	'	'	'
Mortgage Loans on Real Estate [Line Items]	'		'		'		'	'	'	'
Mortgage Loans on Real Estate, Original Contractual Terms	'		'15 years		'		'	'	'	'
Fixed rate long-term mortgage loans [Member]	'		'		'		'	'	'	'
Mortgage Loans on Real Estate [Line Items]	'		'		'		'	'	'	'
Unpaid principal balance	$583		$583		$675		'	'	'	'
Fixed rate long-term mortgage loans [Member] | Minimum [Member]	'		'		'		'	'	'	'
Mortgage Loans on Real Estate [Line Items]	'		'		'		'	'	'	'
Mortgage Loans on Real Estate, Original Contractual Terms	'		'15 years		'		'	'	'	'
Mortgage Loans [Member] | Credit Concentration Risk [Member]	'		'		'		'	'	'	'
Mortgage Loans on Real Estate [Line Items]	'		'		'		'	'	'	'
Concentration Risk Benchmark, Percent	10.00%		10.00%		'		'	'	'	'
[1]	Nonmember institution

Allowance_for_Credit_Losses_Na

Allowance for Credit Losses (Narrative) (Details) (USD $)	9 Months Ended								1 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2014	Jun. 30, 2014	Dec. 31, 2013	Sep. 30, 2013	Jun. 30, 2013	Dec. 31, 2012	Sep. 30, 2014	Dec. 31, 2013	Oct. 31, 2014
	Institutions						MPF Plus Loans, Specifically Identified As Impaired [Member]	MPF Plus Loans, Specifically Identified As Impaired [Member]	Subsequent Event [Member]
									Institutions
Financing Receivable, Allowance for Credit Losses [Line Items]	'	'	'	'	'	'	'	'	'
Number of Member Institutions Placed Into Receivership or Liquidation	0	'	'	'	'	'	'	'	0
Period Loan Receivable Becomes Nonaccrual Status	'90 days	'	'	'	'	'	'	'	'
Loan to Value Ratio Above Which a Borrower is Required to Obtain Primary Mortgage Insurance	80.00%	'	'	'	'	'	'	'	'
Allowance for credit losses on mortgage loans	$2	$2	$2	$2	$3	$3	$2	$2	'
Troubled Debt Restructuring Modification Period	'36 months	'	'	'	'	'	'	'	'
Troubled Debt Restructuring Modification, Housing Expense Ratio, Maximum	31.00%	'	'	'	'	'	'	'	'
Troubled Debt Restructuring Loan Modification for Principal and Interest Payment Term, Maximum	'40 years	'	'	'	'	'	'	'	'
Troubled Debt Restructuring Loan Modification Interest Rate Reduction Period if Expense Ratio is Not Met	'36 months	'	'	'	'	'	'	'	'
Troubled Debt Restructuring Modification Incremental Interest Decrease Percent	0.13%	'	'	'	'	'	'	'	'
Troubled Debt Restructuring Modification Interest Decrease Floor, Percent	3.00%	'	'	'	'	'	'	'	'
Troubled Debt Restructuring, Modifications, Recorded Investment	$2	'	$0.80	'	'	'	'	'	'

Allowance_for_Credit_Losses_De

Allowance for Credit Losses (Delinquent Mortgage Loans) (Details) (USD $)	Sep. 30, 2014		Dec. 31, 2013
In Millions, unless otherwise specified
Allowance for Credit Losses [Abstract]	'		'
30 – 59 days delinquent	$12	[1]	$14	[1]
60 – 89 days delinquent	4	[1]	7	[1]
90 days or more delinquent	24	[1]	27	[1]
Total past due	40	[1]	48	[1]
Total current loans	719	[1]	863	[1]
Financing Receivable, Gross	759	[1]	911	[1]
In process of foreclosure, included above	11	[1],[2]	17	[1],[2]
Nonaccrual loans	$24	[1]	$27	[1]
Serious delinquencies as a percentage of total mortgage loans outstanding	3.15%	[1],[3]	3.00%	[1],[3]
[1]	The recorded investment in a loan is the unpaid principal balance of the loan, adjusted for accrued interest, net deferred loan fees or costs, unamortized premiums or discounts, and direct write-downs. The recorded investment is not net of any valuation allowance.
[2]	Includes loans for which the servicer has reported a decision to foreclose or to pursue a similar alternative, such as deed-in-lieu. Loans in process of foreclosure are included in past due or current loans depending on their delinquency status.
[3]	Represents loans that are 90 days or more past due or in the process of foreclosure as a percentage of the recorded investment of total mortgage loans outstanding. The ratio increased primarily because of the decline in the recorded investment of the Bank’s mortgage loans

Allowance_for_Credit_Losses_Ro

Allowance for Credit Losses (Rollforward) (Details) (USD $)	3 Months Ended		9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2014	Sep. 30, 2013	Sep. 30, 2014	Sep. 30, 2013
Allowance for Credit Losses [Abstract]	'	'	'	'
Balance, beginning of the period	$2	$3	$2	$3
Recoveries	1	'	'	'
Charge-offs – transferred to real estate owned (REO)	'	-1	0	-1
Reversal of credit losses	-1	0	0	0
Provision for credit losses on mortgage loans	'	0	0	0
Balance, end of the period	$2	$2	$2	$2

Allowance_for_Credit_Losses_By

Allowance for Credit Losses (By Impairment Methodology) (Details) (USD $)	Sep. 30, 2014		Dec. 31, 2013
In Millions, unless otherwise specified
Allowance for Credit Losses [Abstract]	'		'
Individually evaluated for impairment, Allowance for credit losses	$2		$2
Individually evaluated for impairment, Recorded investment	22		27
Collectively evaluated for impairment, Recorded investment	737		884
Financing Receivable, Gross	$759	[1]	$911	[1]
[1]	The recorded investment in a loan is the unpaid principal balance of the loan, adjusted for accrued interest, net deferred loan fees or costs, unamortized premiums or discounts, and direct write-downs. The recorded investment is not net of any valuation allowance.

Allowance_for_Credit_Losses_Re

Allowance for Credit Losses (Recorded Investment, Average Recorded Investment, Unpaid Principal Balance and Related Allowance of Impaired Loans) (Details) (USD $)	3 Months Ended		9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2014	Sep. 30, 2013	Sep. 30, 2014	Sep. 30, 2013	Dec. 31, 2013
Recorded Investment	'	'	'	'	'
Impaired Financing Receivable, with No Related Allowance, Recorded Investment	$16	'	$16	'	$20
Impaired Financing Receivable, with Related Allowance, Recorded Investment	6	'	6	'	7
Impaired Financing Receivable, Recorded Investment	22	'	22	'	27
Unpaid Principal Balance	'	'	'	'	'
Impaired Financing Receivable, with No Related Allowance, Unpaid Principal Balance	16	'	16	'	20
Impaired Financing Receivable, with Related Allowance, Unpaid Principal Balance	6	'	6	'	7
Impaired Financing Receivable, Unpaid Principal Balance	22	'	22	'	27
Impaired Financing Receivable, Related Allowance	2	'	2	'	2
Average Recorded Investment	'	'	'	'	'
Impaired Financing Receivable, with No Related Allowance, Average Recorded Investment	17	19	18	19	'
Impaired Financing Receivable, with Related Allowance, Average Recorded Investment	7	10	7	11	'
Impaired Financing Receivable, Average Recorded Investment	$24	$29	$25	$30	'

Deposits_Details

Deposits (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2013	Sep. 30, 2014
Deposits [Line Items]	'	'
Time Deposits, $100,000 or More, Maturity Term	'3 months	'
Interest-bearing Deposit, Demand and Overnight	$190	$201
Interest-bearing Deposit, Term	1	0
Interest-bearing Deposit, Other	1	0
Total Interest-bearing Deposits	192	201
Noninterest-bearing Deposits	1	1
Deposits	193	202
Weighted Average Rate Domestic Deposit	0.01%	0.01%
Aggregate amount of time deposits with a denomination of $100,000 or more	1	0
Interest-bearing deposits [Member]	'	'
Deposits [Line Items]	'	'
Weighted Average Rate Domestic Deposit	0.01%	0.01%
Non-interest-bearing deposits [Member]	'	'
Deposits [Line Items]	'	'
Weighted Average Rate Domestic Deposit	0.00%	0.00%
Fixed rate [Member]	'	'
Deposits [Line Items]	'	'
Total Interest-bearing Deposits	1	0
Fixed rate [Member] | Interest-bearing deposits [Member]	'	'
Deposits [Line Items]	'	'
Weighted Average Rate Domestic Deposit	0.01%	0.00%
Adjustable rate [Member]	'	'
Deposits [Line Items]	'	'
Total Interest-bearing Deposits	$191	$201
Adjustable rate [Member] | Interest-bearing deposits [Member]	'	'
Deposits [Line Items]	'	'
Weighted Average Rate Domestic Deposit	0.01%	0.01%

Consolidated_Obligations_Narra

Consolidated Obligations Narrative (Details) (USD $)	Sep. 30, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Schedule of Short-term and Long-term Debt [Line Items]	'	'
Total consolidated obligations, par	$74,950	$76,968
Derivative, Notional Amount	69,408	81,570
Consolidated obligation bonds [Member]	'	'
Schedule of Short-term and Long-term Debt [Line Items]	'	'
Total consolidated obligations, par	50,516	52,769
Consolidated obligation bonds [Member] | Callable [Member]	'	'
Schedule of Short-term and Long-term Debt [Line Items]	'	'
Total consolidated obligations, par	14,730	13,042
Derivative, Notional Amount	$10,518	$9,997

Consolidated_Obligations_Redem

Consolidated Obligations (Redemption Terms) (Details) (USD $)	Sep. 30, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Schedule of Short-term and Long-term Debt [Line Items]	'	'
Total par amount	$74,950	$76,968
Consolidated Obligations, Bonds	50,871	53,207
Consolidated obligation bonds [Member]	'	'
Schedule of Short-term and Long-term Debt [Line Items]	'	'
Within 1 year	22,852	26,161
After 1 year through 2 years	7,218	7,101
After 2 years through 3 years	7,830	7,740
After 3 years through 4 years	2,905	1,963
After 4 years through 5 years	3,178	2,420
After 5 years	6,533	7,384
Total par amount	50,516	52,769
Unamortized premiums	70	78
Unamortized discounts	-15	-16
Valuation adjustments for hedging activities	341	491
Fair value option valuation adjustments	($41)	($115)
Within 1 year, Weighted Average Interest Rate	0.33%	0.40%
After 1 year through 2 years, Weighted Average Interest Rate	1.09%	0.80%
After 2 years through 3 years, Weighted Average Interest Rate	2.85%	2.94%
After 3 years through 4 years, Weighted Average Interest Rate	1.79%	2.50%
After 4 years through 5 years, Weighted Average Interest Rate	1.69%	1.49%
After 5 years, Weighted Average Interest Rate	2.04%	1.99%
Total par amount, Weighted Average Interest Rate	1.22%	1.17%

Consolidated_Obligations_Conso

Consolidated Obligations (Consolidated Obligation Bonds Noncallable and Callable) (Details) (USD $)	Sep. 30, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Schedule of Short-term and Long-term Debt [Line Items]	'	'
Total par amount	$74,950	$76,968
Consolidated obligation bonds [Member]	'	'
Schedule of Short-term and Long-term Debt [Line Items]	'	'
Total par amount	50,516	52,769
Consolidated obligation bonds [Member] | Non-callable [Member]	'	'
Schedule of Short-term and Long-term Debt [Line Items]	'	'
Total par amount	35,786	39,727
Consolidated obligation bonds [Member] | Callable [Member]	'	'
Schedule of Short-term and Long-term Debt [Line Items]	'	'
Total par amount	$14,730	$13,042

Consolidated_Obligations_Conso1

Consolidated Obligations (Consolidated Obligation Bonds by Earlier of Contractual Maturity or Next Call Date) (Details) (USD $)	Sep. 30, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Schedule of Short-term and Long-term Debt [Line Items]	'	'
Total par amount	$74,950	$76,968
Consolidated obligation bonds [Member]	'	'
Schedule of Short-term and Long-term Debt [Line Items]	'	'
Within 1 year	22,852	26,161
After 1 year through 2 years	7,218	7,101
After 2 years through 3 years	7,830	7,740
After 3 years through 4 years	2,905	1,963
After 4 years through 5 years	3,178	2,420
After 5 years	6,533	7,384
Total par amount	50,516	52,769
Consolidated obligation bonds [Member] | Earlier of Contractual Maturity or Next Call Date [Member]	'	'
Schedule of Short-term and Long-term Debt [Line Items]	'	'
Within 1 year	35,672	36,093
After 1 year through 2 years	6,929	6,046
After 2 years through 3 years	5,614	7,550
After 3 years through 4 years	1,260	1,478
After 4 years through 5 years	470	830
After 5 years	$571	$772

Consolidated_Obligations_Conso2

Consolidated Obligations (Consolidated Obligation Discount Notes) (Details) (USD $)	Sep. 30, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Short-term Debt [Line Items]	'	'
Consolidated Obligations, Discount Notes	$24,431	$24,194
Discount Notes [Member]	'	'
Short-term Debt [Line Items]	'	'
Par amount, Amount Outstanding	24,434	24,199
Unamortized discounts	($3)	($5)
Par amount, Weighted Average Interest Rate	0.07%	0.10%

Consolidated_Obligations_Inter

Consolidated Obligations (Interest Rate Payment Terms) (Details) (USD $)	Sep. 30, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Schedule of Short-term and Long-term Debt [Line Items]	'	'
Total consolidated obligations, par	$74,950	$76,968
Discount Notes [Member]	'	'
Schedule of Short-term and Long-term Debt [Line Items]	'	'
Discount notes, par value	24,434	24,199
Consolidated obligation bonds [Member]	'	'
Schedule of Short-term and Long-term Debt [Line Items]	'	'
Total consolidated obligations, par	50,516	52,769
Consolidated obligation bonds [Member] | Fixed rate [Member]	'	'
Schedule of Short-term and Long-term Debt [Line Items]	'	'
Total consolidated obligations, par	40,729	38,489
Consolidated obligation bonds [Member] | Adjustable rate [Member]	'	'
Schedule of Short-term and Long-term Debt [Line Items]	'	'
Total consolidated obligations, par	5,590	11,218
Consolidated obligation bonds [Member] | Step-up [Member]	'	'
Schedule of Short-term and Long-term Debt [Line Items]	'	'
Total consolidated obligations, par	3,345	2,460
Consolidated obligation bonds [Member] | Step-down [Member]	'	'
Schedule of Short-term and Long-term Debt [Line Items]	'	'
Total consolidated obligations, par	450	340
Consolidated obligation bonds [Member] | Fixed rate that converts to adjustable rate [Member]	'	'
Schedule of Short-term and Long-term Debt [Line Items]	'	'
Total consolidated obligations, par	$402	$262

Accumulated_Other_Comprehensiv2

Accumulated Other Comprehensive Income (Loss) (Details) (USD $)	3 Months Ended		9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2014	Sep. 30, 2013	Sep. 30, 2014	Sep. 30, 2013
Accumulated Other Comprehensive Income (Loss) [Roll Forward]	'	'	'	'
AOCI Balance, beginning of period	'	'	($145)	'
Net Change in Pension and Postretirement Benefits	1	-2	1	-1
Non-credit-related OTTI loss	0	-1	0	-4
Non-credit related OTTI loss transferred from HTM securities	0	-1	0	-4
Non-credit-related OTTI loss transferred	0	1	0	4
Net change in fair value	77	82	237	522
Accretion of Noncredit Related OTTI Loss	2	1	5	5
Reclassification from other comprehensive income/(loss) to net income/(loss) [Abstract]	'	'	'	'
Reclassification of non-credit related OTTI recognized into AOCI	0	-1	-2	-3
AOCI Balance, end of period	96	'	96	'
Accumulated Other-than-Temporary Impairment [Member] | Available-for-sale Securities [Member]	'	'	'	'
Accumulated Other Comprehensive Income (Loss) [Roll Forward]	'	'	'	'
AOCI Balance, beginning of period	47	-313	-111	-748
Non-credit-related OTTI loss	'	'	'	0
Non-credit related OTTI loss transferred from HTM securities	'	-1	'	-4
Net change in fair value	77	82	237	522
Reclassification from other comprehensive income/(loss) to net income/(loss) [Abstract]	'	'	'	'
Reclassification of non-credit related OTTI recognized into AOCI	'	-1	-2	-3
Net current period other comprehensive income/(loss)	77	80	235	515
AOCI Balance, end of period	124	-233	124	-233
Accumulated Other-than-Temporary Impairment [Member] | Held-to-maturity Securities [Member]	'	'	'	'
Accumulated Other Comprehensive Income (Loss) [Roll Forward]	'	'	'	'
AOCI Balance, beginning of period	-24	-30	-27	-34
Non-credit-related OTTI loss	'	-1	'	-4
Non-credit-related OTTI loss transferred	'	1	'	4
Accretion of Noncredit Related OTTI Loss	2	1	5	5
Reclassification from other comprehensive income/(loss) to net income/(loss) [Abstract]	'	'	'	'
Reclassification of Noncredit Portion Included in Net Income, HTM Securities	'	0	0	0
Net current period other comprehensive income/(loss)	2	1	5	5
AOCI Balance, end of period	-22	-29	-22	-29
Accumulated Defined Benefit Plans Adjustment [Member]	'	'	'	'
Accumulated Other Comprehensive Income (Loss) [Roll Forward]	'	'	'	'
AOCI Balance, beginning of period	-7	-11	-7	-12
Net Change in Pension and Postretirement Benefits	1	-2	1	-1
Reclassification from other comprehensive income/(loss) to net income/(loss) [Abstract]	'	'	'	'
Net current period other comprehensive income/(loss)	1	-2	1	-1
AOCI Balance, end of period	-6	-13	-6	-13
Accumulated Other Comprehensive Income/(Loss) [Member]	'	'	'	'
Accumulated Other Comprehensive Income (Loss) [Roll Forward]	'	'	'	'
AOCI Balance, beginning of period	16	-354	-145	-794
Net Change in Pension and Postretirement Benefits	1	-2	1	-1
Non-credit-related OTTI loss	'	-1	'	-4
Non-credit-related OTTI loss transferred	'	0	'	0
Net change in fair value	77	82	237	522
Accretion of Noncredit Related OTTI Loss	2	1	5	5
Reclassification from other comprehensive income/(loss) to net income/(loss) [Abstract]	'	'	'	'
Reclassification of non-credit related OTTI recognized into AOCI	'	-1	-2	-3
Net current period other comprehensive income/(loss)	80	79	241	519
AOCI Balance, end of period	$96	($275)	$96	($275)

Capital_Capital_Requirements_D

Capital (Capital Requirements) (Details) (USD $)	Sep. 30, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Capital [Abstract]	'	'
Risk-Based Capital, Required	$3,425	$3,912
Risk-Based Capital, Actual	6,762	7,925
Regulatory Capital, Required	3,312	3,431
Regulatory Capital, Actual	6,762	7,925
Regulatory Capital Ratio, Required	4.00%	4.00%
Regulatory Capital Ratio, Actual	8.17%	9.24%
Leverage Capital, Required	4,139	4,289
Leverage Capital, Actual	$10,143	$11,888
Leverage ratio - Required	5.00%	5.00%
Leverage ratio - Actual	12.25%	13.86%
Multiplier for Determining Permanent Capital in Leverage Capital Calculation	1.5	'

Capital_Mandatorily_Redeemable

Capital (Mandatorily Redeemable Capital Stock) (Details) (USD $)	3 Months Ended				9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2014		Sep. 30, 2013		Sep. 30, 2014		Sep. 30, 2013		Dec. 31, 2013
	Institutions				Institutions				Institutions
Capital [Line Items]	'		'		'		'		'
Financial Instruments Subject to Mandatory Redemption, Number of Institutions	34		'		34		'		44
Mandatorily Redeemable Capital Stock [Roll Forward]	'		'		'		'		'
Balance at the beginning of the period	$1,176		$3,464		$2,071		$4,343		'
Reclassified from capital during the period	1		2		3		3		'
Redemption of mandatorily redeemable capital stock	-3		-436		-18		-437		'
Repurchase of excess mandatorily redeemable capital stock	-98		-442		-980		-1,321		'
Balance at the end of the period	1,076		2,588		1,076		2,588		'
Mandatorily redeemable capital stock	$26	[1]	$47	[1]	$99	[1]	$109	[1]	'
[1]	The Bank excludes interest expense on mandatorily redeemable capital stock from adjusted net interest income in its analysis of financial performance for its two operating segments

Capital_By_Redemption_Period_D

Capital (By Redemption Period) (Details) (USD $)	Sep. 30, 2014		Jun. 30, 2014	Dec. 31, 2013		Sep. 30, 2013	Jun. 30, 2013	Dec. 31, 2012
In Millions, unless otherwise specified
Financial Instruments Subject to Mandatory Redemption, Settlement Terms, Share Value, Amount [Abstract]	'		'	'		'	'	'
Within 1 year	$290		'	$571		'	'	'
After 1 year through 2 years	702		'	111		'	'	'
After 2 years through 3 years	2		'	1,289		'	'	'
After 3 years through 4 years	9		'	20		'	'	'
After 4 years through 5 years	3		'	3		'	'	'
Past Contractual Redemption Date Because of Remaining Activity	70	[1]	'	77	[1]	'	'	'
Total	$1,076		$1,176	$2,071		$2,588	$3,464	$4,343
[1]	Represents mandatorily redeemable capital stock that is past the end of the contractual redemption period because of outstanding activity.

Capital_Retained_Earnings_and_

Capital (Retained Earnings and Dividend Policy) (Details) (USD $)

3 Months Ended

9 Months Ended

3 Months Ended

9 Months Ended

3 Months Ended

9 Months Ended

3 Months Ended

9 Months Ended

3 Months Ended

9 Months Ended

3 Months Ended

9 Months Ended

In Millions, unless otherwise specified

Sep. 30, 2014

Sep. 30, 2013

Sep. 30, 2014

Sep. 30, 2013

Dec. 31, 2013

Sep. 30, 2014

Sep. 30, 2013

Sep. 30, 2014

Sep. 30, 2013

Sep. 30, 2014

Sep. 30, 2013

Sep. 30, 2014

Sep. 30, 2013

Sep. 30, 2014

Sep. 30, 2013

Sep. 30, 2014

Sep. 30, 2013

Sep. 30, 2014

Sep. 30, 2013

Sep. 30, 2014

Sep. 30, 2013

Sep. 30, 2014

Sep. 30, 2013

Sep. 30, 2014

Sep. 30, 2013

Sep. 30, 2014

Sep. 30, 2014

Oct. 29, 2014

Retained Earnings, Unappropriated [Member]

Retained Earnings, Unappropriated [Member]

Retained Earnings, Unappropriated [Member]

Retained Earnings, Unappropriated [Member]

Restricted [Member]

Restricted [Member]

Restricted [Member]

Restricted [Member]

Retained Earnings, Appropriated, Valuation Adjustments [Member]

Retained Earnings, Appropriated, Valuation Adjustments [Member]

Retained Earnings, Appropriated, Valuation Adjustments [Member]

Retained Earnings, Appropriated, Valuation Adjustments [Member]

Retained Earnings, Appropriated, Targeted Buildup [Member]

Retained Earnings, Appropriated, Targeted Buildup [Member]

Retained Earnings, Appropriated, Targeted Buildup [Member]

Retained Earnings, Appropriated, Targeted Buildup [Member]

Retained Earnings, Appropriated, Joint Capital Enhancement Agreement [Member]

Retained Earnings, Appropriated, Joint Capital Enhancement Agreement [Member]

Retained Earnings, Appropriated, Joint Capital Enhancement Agreement [Member]

Retained Earnings, Appropriated, Joint Capital Enhancement Agreement [Member]

Minimum [Member]

Maximum [Member]

Dividend Declared [Member]

Capital [Line Items]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Limit on Dividend Payment, Ratio of Market Value of Capital to Par Value of Capital

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

70.00%

100.00%

'

Restriction on Dividend Payment, Ratio of Market Value of Capital to Par Value of Capital Less than 70%

70.00%

'

70.00%

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Ratio of Market Value of Capital to Par Value of Capital Stock

162.80%

'

162.80%

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Regulatory Restrictions on Payment of Capital Stock Dividends, Excess Stock to Assets, Percent

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

1.00%

'

'

Excess Capital

$1,449

'

$1,449

'

$2,446

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Excess Capital to Assets

1.75%

'

1.75%

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Payments of Dividends

87

96

277

218

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Dividends, Per Share, Cash, Annualized Rate

7.35%

5.14%

6.91%

3.52%

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Dividends, Per Share, Cash Declared, Annualized Rate

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

7.40%

Interest and Dividends Payable, Current

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

83

Mandatorily redeemable capital stock

26

[1]

47

[1]

99

[1]

109

[1]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Dividends Payable, Amount

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

62

Interest Payable, Current

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

21

Cash dividends paid on capital stock

'

'

178

109

'

61

49

178

109

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Restricted Retained Earnings Activity [Roll Forward]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Balance at beginning of the period

'

'

2,077

'

'

'

'

'

'

2,055

2,056

2,077

2,001

49

92

88

73

1,800

1,800

1,800

1,800

206

164

189

128

'

'

'

Transfers to/(from) restricted retained earnings

'

'

'

'

'

'

'

'

'

18

0

-4

55

3

-10

-36

9

0

0

0

0

15

10

32

46

'

'

'

Balance at end of the period

$2,073

'

$2,073

'

'

'

'

'

'

$2,073

$2,056

$2,073

$2,056

$52

$82

$52

$82

$1,800

$1,800

$1,800

$1,800

$221

$174

$221

$174

'

'

'

[1]

The Bank excludes interest expense on mandatorily redeemable capital stock from adjusted net interest income in its analysis of financial performance for its two operating segments

Capital_Excess_Capital_Stock_D

Capital (Excess Capital Stock) (Details) (USD $)	3 Months Ended						9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2014	Jun. 30, 2014	Mar. 31, 2014	Sep. 30, 2013	Jun. 30, 2013	Mar. 31, 2013	Sep. 30, 2014	Sep. 30, 2013	Dec. 31, 2013	Oct. 29, 2014
										Repurchase of Equity [Member]
Capital [Line Items]	'	'	'	'	'	'	'	'	'	'
Stock and Financial Instruments Subject to Mandatory Redemption Repurchased During Period	$250	$750	$750	$750	$750	$750	'	'	'	'
Financial Instruments Subject to Mandatory Redemption, Redemption	3	'	'	436	'	'	18	437	'	'
Stock Repurchase Program, Authorized Amount	'	'	'	'	'	'	'	'	'	250
Excess Capital Stock and Excess Mandatorily Redeemable Capital Stock, Redemption, Period of Written Notice	'	'	'	'	'	'	'15 days	'	'	'
Mandatorily Redeemable Capital Stock, Redemption Period	'	'	'	'	'	'	'5 years	'	'	'
Excess Capital	$1,449	'	'	'	'	'	$1,449	'	$2,446	'

Capital_Concentration_Details

Capital (Concentration) (Details) (USD $)	Sep. 30, 2014		Dec. 31, 2013
In Millions, unless otherwise specified
Concentration Risk [Line Items]	'		'
Capital Stock Outstanding	$4,386		$5,531
Capital Stock Ownership By Third Party [Member]	'		'
Concentration Risk [Line Items]	'		'
Concentration Risk Benchmark, Percent	10.00%		'
Concentration of total capital stock outstanding	100.00%		100.00%
Capital Stock Ownership By Third Party [Member] | Citibank N.A. [Member]	'		'
Concentration Risk [Line Items]	'		'
Capital Stock Outstanding	648	[1]	1,279	[1]
Concentration of total capital stock outstanding	15.00%	[1]	23.00%	[1]
Capital Stock Ownership By Third Party [Member] | Banamex USA [Member]	'		'
Concentration Risk [Line Items]	'		'
Capital Stock Outstanding	2		1
Concentration of total capital stock outstanding	0.00%		0.00%
Capital Stock Ownership By Third Party [Member] | Citigroup Inc. [Member]	'		'
Concentration Risk [Line Items]	'		'
Capital Stock Outstanding	650		1,280
Concentration of total capital stock outstanding	15.00%		23.00%
Capital Stock Ownership By Third Party [Member] | JPMorgan Bank And Trust Company National Association [Member]	'		'
Concentration Risk [Line Items]	'		'
Capital Stock Outstanding	301		594
Concentration of total capital stock outstanding	7.00%		11.00%
Capital Stock Ownership By Third Party [Member] | JPMorgan Chase Bank National Association [Member]	'		'
Concentration Risk [Line Items]	'		'
Capital Stock Outstanding	70	[1]	77	[1]
Concentration of total capital stock outstanding	1.00%	[1]	1.00%	[1]
Capital Stock Ownership By Third Party [Member] | JPMorgan Chase And Co [Member]	'		'
Concentration Risk [Line Items]	'		'
Capital Stock Outstanding	371		671
Concentration of total capital stock outstanding	8.00%		12.00%
Capital Stock Ownership By Third Party [Member] | Subtotal [Member]	'		'
Concentration Risk [Line Items]	'		'
Capital Stock Outstanding	1,021		1,951
Concentration of total capital stock outstanding	23.00%		35.00%
Capital Stock Ownership By Third Party [Member] | Third Party, All Others [Member]	'		'
Concentration Risk [Line Items]	'		'
Capital Stock Outstanding	$3,365		$3,580
Concentration of total capital stock outstanding	77.00%		65.00%
[1]	The capital stock held by these nonmember institutions is classified as mandatorily redeemable capital stock

Segment_Information_Details

Segment Information (Details) (USD $)	3 Months Ended				9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2014		Sep. 30, 2013		Sep. 30, 2014		Sep. 30, 2013		Dec. 31, 2013
					segment
Segment Reporting Information [Line Items]	'		'		'		'		'
Number of Operating Segments	'		'		2		'		'
Adjusted Net Interest Income	$145		$154		$443		$464		'
Amortization of Basis Adjustments	-3	[1]	-11	[1]	-9	[1]	-44	[1]	'
Income/ (Expense) on Economic Hedges	-12	[2]	4	[2]	-53	[2]	44	[2]	'
Interest Expense on Mandatorily Redeemable Capital Stock	26	[3]	47	[3]	99	[3]	109	[3]	'
Net Interest Income After Mortgage Loan Loss Provision	134		114		406		355		'
Other Income/(Loss)	-12		-22		-114		10		'
Other Expense	34		32		103		93		'
Income Before AHP Assessments	88		60		189		272		'
Net OTTI loss, credit-related	-1		-3		-3		-6		'
Assets	82,789		'		82,789		'		85,774
Advances-Related Business [Member]	'		'		'		'		'
Segment Reporting Information [Line Items]	'		'		'		'		'
Adjusted Net Interest Income	46		41		129		129		'
Assets	61,495		'		61,495		'		62,297
Mortgage-Related Business [Member]	'		'		'		'		'
Segment Reporting Information [Line Items]	'		'		'		'		'
Adjusted Net Interest Income	99	[4]	113	[4]	314	[4]	335	[4]	'
Assets	$21,294		'		$21,294		'		$23,477
[1]	Represents amortization of amounts deferred for adjusted net interest income purposes only, in accordance with the Bank’s Excess Stock Repurchase, Retained Earnings, and Dividend Framework.
[2]	The Bank includes income and expense associated with cash flow settlements from economic hedges in adjusted net interest income in its analysis of financial performance for its two operating segments. For financial reporting purposes, the Bank does not include these amounts in net interest income in the Statements of Income, but instead records them in other income in “Net gain/(loss) on derivatives and hedging activities.”
[3]	The Bank excludes interest expense on mandatorily redeemable capital stock from adjusted net interest income in its analysis of financial performance for its two operating segments
[4]	Does not include credit-related OTTI losses of $1 and $3 for the three months ended September 30, 2014 and 2013, respectively. Does not include credit-related OTTI losses of $3 and $6 for the nine months ended September 30, 2014 and 2013, respectively.

Derivatives_and_Hedging_Activi2

Derivatives and Hedging Activities (Narrative) (Details) (USD $)	Sep. 30, 2014	Dec. 31, 2013	Sep. 30, 2014	Dec. 31, 2013	Sep. 30, 2014
In Millions, unless otherwise specified			Derivatives With Intermediary Transactions [Member]	Derivatives With Intermediary Transactions [Member]	Maximum [Member]
Derivative [Line Items]	'	'	'	'	'
Derivative, Notional Amount	$69,408	$81,570	$530	$330	'
Advances, Maturity Term	'	'	'	'	'30 years
Derivative, Net Liability Position, Aggregate Fair Value	54	'	'	'	'
Collateral Already Posted, Aggregate Fair Value	33	'	'	'	'
Additional Collateral, Aggregate Fair Value	$10	'	'	'	'

Derivatives_and_Hedging_Activi3

Derivatives and Hedging Activities (Derivatives in Statement of Condition) (Details) (USD $)	Sep. 30, 2014		Dec. 31, 2013
In Millions, unless otherwise specified
Derivatives, Fair Value [Line Items]	'		'
Derivative, Notional Amount	$69,408		$81,570
Derivative Asset, Fair Value, Gross Asset	574		720
Netting adjustments by counterparty, Derivative Asset	-177		-313
Cash collateral and related accrued interest, Derivative Asset	-328		-291
Derivative Asset, Total collateral and netting adjustments	-505	[1]	-604	[1]
Derivative Assets as reported on the Statements of Condition	69		116
Derivative Liability, Fair Value, Gross Liability	232		402
Netting adjustments by counterparty, Derivative Liability	-177		-313
Cash collateral and related accrued interest, Derivative Liability	-28		-42
Derivative Liability, Total collateral and netting adjustments	-205	[1]	-355	[1]
Derivative Liabilities as reported on the Statements of Condition	27		47
Designated as Hedging Instrument [Member]	'		'
Derivatives, Fair Value [Line Items]	'		'
Derivative, Notional Amount	33,682		31,395
Derivative Asset, Fair Value, Gross Asset	466		572
Derivative Liability, Fair Value, Gross Liability	99		156
Designated as Hedging Instrument [Member] | Interest rate swaps [Member]	'		'
Derivatives, Fair Value [Line Items]	'		'
Derivative, Notional Amount	33,682		31,395
Derivative Asset, Fair Value, Gross Asset	466		572
Derivative Liability, Fair Value, Gross Liability	99		156
Not Designated as Hedging Instrument [Member]	'		'
Derivatives, Fair Value [Line Items]	'		'
Derivative, Notional Amount	35,726		50,175
Derivative Asset, Fair Value, Gross Asset	108		148
Derivative Liability, Fair Value, Gross Liability	133		246
Not Designated as Hedging Instrument [Member] | Interest rate swaps [Member]	'		'
Derivatives, Fair Value [Line Items]	'		'
Derivative, Notional Amount	33,090		49,715
Derivative Asset, Fair Value, Gross Asset	97		146
Derivative Liability, Fair Value, Gross Liability	131		242
Not Designated as Hedging Instrument [Member] | Interest rate caps, floors, corridors, and/or collars [Member]	'		'
Derivatives, Fair Value [Line Items]	'		'
Derivative, Notional Amount	2,636		460
Derivative Asset, Fair Value, Gross Asset	11		2
Derivative Liability, Fair Value, Gross Liability	$2		$4
[1]	Amounts include the netting of derivative assets and liabilities by counterparty, including cash collateral and related accrued interest, where the netting requirements have been met.

Derivatives_and_Hedging_Activi4

Derivatives and Hedging Activities (Derivatives in Statement of Income) (Details) (USD $)	3 Months Ended		9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2014	Sep. 30, 2013	Sep. 30, 2014	Sep. 30, 2013
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'	'
Total net gain (loss) related to fair value hedge ineffectiveness	($1)	($1)	($6)	($2)
Total net gain/(loss) related to derivatives not designated as hedging instruments	1	-1	-28	18
Net gain/(loss) on derivatives and hedging activities	0	-2	-34	16
Interest rate swaps [Member]	'	'	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'	'
Total net gain (loss) related to fair value hedge ineffectiveness	-1	-1	-6	-2
Total net gain/(loss) related to derivatives not designated as hedging instruments	18	-6	38	-28
Interest rate caps, floors, corridors, and/or collars [Member]	'	'	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'	'
Total net gain/(loss) related to derivatives not designated as hedging instruments	-5	1	-13	2
Net cash flow settlements [Member]	'	'	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'	'
Total net gain/(loss) related to derivatives not designated as hedging instruments	($12)	$4	($53)	$44

Derivatives_and_Hedging_Activi5

Derivatives and Hedging Activities (Derivatives in Statement of Income and Impact on Interest) (Details) (USD $)	3 Months Ended				9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2014		Sep. 30, 2013		Sep. 30, 2014		Sep. 30, 2013
Derivative Instruments, Gain (Loss) [Line Items]	'		'		'		'
Gain/(Loss) on Derivatives	($21)		($56)		($110)		($172)
Gain/(Loss) on Hedged Item	20		55		104		170
Net Fair Value Hedge Ineffectiveness	-1		-1		-6		-2
Effect of Derivatives on Net Interest Income	33	[1]	53	[1]	99	[1]	205	[1]
Advances [Member]	'		'		'		'
Derivative Instruments, Gain (Loss) [Line Items]	'		'		'		'
Gain/(Loss) on Derivatives	56		-16		43		143
Gain/(Loss) on Hedged Item	-55		16		-42		-141
Net Fair Value Hedge Ineffectiveness	1		0		1		2
Effect of Derivatives on Net Interest Income	-32	[1]	-33	[1]	-98	[1]	-94	[1]
Consolidated obligation bonds [Member]	'		'		'		'
Derivative Instruments, Gain (Loss) [Line Items]	'		'		'		'
Gain/(Loss) on Derivatives	-77		-40		-153		-315
Gain/(Loss) on Hedged Item	75		39		146		311
Net Fair Value Hedge Ineffectiveness	-2		-1		-7		-4
Effect of Derivatives on Net Interest Income	$65	[1]	$86	[1]	$197	[1]	$299	[1]
[1]	The net interest on derivatives in fair value hedge relationships is presented in the interest income/expense line item of the respective hedged item.

Derivatives_and_Hedging_Activi6

Derivatives and Hedging Activities (Offsetting of Derivative Assets and Derivative Liabilities) (Details) (USD $)	Sep. 30, 2014		Dec. 31, 2013
In Millions, unless otherwise specified
Derivative [Line Items]	'		'
Derivative Asset, Fair Value, Gross Recognized Amount	$574		$720
Derivative Asset, Total collateral and netting adjustments	-505	[1]	-604	[1]
Derivative Assets as reported on the Statements of Condition	69		116
Derivative Asset, Fair Value, Net Unsecured Amount	31		27
Derivative Liability, Fair Value, Gross Recognized Amount	232		402
Derivative Liability, Total collateral and netting adjustments	-205	[1]	-355	[1]
Derivative Liabilities as reported on the Statements of Condition	27		47
Derivative Liability, Fair Value, Net Unsecured Amount	27		47
Bilateral derivatives [Member]	'		'
Derivative [Line Items]	'		'
Derivative Asset, Fair Value, Gross Recognized Amount	448		699
Derivative Asset, Total collateral and netting adjustments	-407		-604
Derivative Asset, Net Fair Value Amount, After Offsetting Adjustment	41		95
Derivative Asset, Collateral Received or Pledged not offset, Can Be Sold or Repledged	38		89
Derivative Asset, Fair Value, Net Unsecured Amount	3		6
Derivative Liability, Fair Value, Gross Recognized Amount	212		395
Derivative Liability, Total collateral and netting adjustments	-185		-348
Derivative Liability, Net Fair Value Amount, After Offsetting Adjustment	27		47
Derivative Liability, Collateral Received or Pledged not offset, Can be sold or repledged	0		0
Derivative Liability, Fair Value, Net Unsecured Amount	27		47
Cleared derivatives [Member]	'		'
Derivative [Line Items]	'		'
Derivative Asset, Fair Value, Gross Recognized Amount	126		21
Derivative Asset, Total collateral and netting adjustments	-98		0
Derivative Asset, Net Fair Value Amount, After Offsetting Adjustment	28		21
Derivative Asset, Fair Value, Net Unsecured Amount	28		21
Derivative Liability, Fair Value, Gross Recognized Amount	20		7
Derivative Liability, Total collateral and netting adjustments	-20		-7
Derivative Liability, Net Fair Value Amount, After Offsetting Adjustment	0		0
Derivative Liability, Fair Value, Net Unsecured Amount	$0		$0
[1]	Amounts include the netting of derivative assets and liabilities by counterparty, including cash collateral and related accrued interest, where the netting requirements have been met.

Fair_Value_Carrying_Value_and_

Fair Value (Carrying Value and Fair Value of Financial Instruments) (Details) (USD $)	Sep. 30, 2014		Jun. 30, 2014	Dec. 31, 2013		Sep. 30, 2013	Jun. 30, 2013	Dec. 31, 2012
In Millions, unless otherwise specified
Assets	'		'	'		'	'	'
Trading securities	$3,625	[1]	'	$3,208	[1]	'	'	'
AFS securities	6,624	[1]	'	7,047	[1]	'	'	'
HTM securities, Carrying Value	15,467	[2],[3]	'	17,507	[2],[3]	'	'	'
HTM Securities, Fair Value	15,519		'	17,352		'	'	'
Derivative assets, Net	69		'	116		'	'	'
Derivative Asset, Gross	574		'	720		'	'	'
Derivative Asset, Netting adjustments	-505	[4]	'	-604	[4]	'	'	'
Liabilities	'		'	'		'	'	'
Mandatorily redeemable capital stock	1,076		1,176	2,071		2,588	3,464	4,343
Derivative liabilities, Net	27		'	47		'	'	'
Derivative Liability, Gross	232		'	402		'	'	'
Derivative Liability, Netting adjustments	-205	[4]	'	-355	[4]	'	'	'
Carrying (Reported) Amount, Fair Value Disclosure [Member]	'		'	'		'	'	'
Assets	'		'	'		'	'	'
Cash and due from banks	8,002		'	4,906		'	'	'
Securities purchased under agreements to resell	500		'	'		'	'	'
Federal funds sold	6,948		'	7,498		'	'	'
Trading securities	3,625		'	3,208		'	'	'
AFS securities	6,624		'	7,047		'	'	'
HTM securities, Carrying Value	15,467		'	17,507		'	'	'
Advances	40,615		'	44,395		'	'	'
Mortgage loans held for portfolio, net of allowance for credit losses on mortgage loans	754		'	905		'	'	'
Accrued interest receivable	71		'	81		'	'	'
Derivative assets, Net	69	[4]	'	116	[4]	'	'	'
Other Assets	11	[5]	'	10	[5]	'	'	'
Liabilities	'		'	'		'	'	'
Deposits	202		'	193		'	'	'
Consolidated obligation bonds	75,302		'	77,401		'	'	'
Mandatorily redeemable capital stock	1,076		'	2,071		'	'	'
Accrued interest payable	138		'	95		'	'	'
Derivative liabilities, Net	27	[4]	'	47	[4]	'	'	'
Estimate of Fair Value, Fair Value Disclosure [Member]	'		'	'		'	'	'
Assets	'		'	'		'	'	'
Cash and due from banks	8,002		'	4,906		'	'	'
Securities purchased under agreements to resell	500		'	'		'	'	'
Federal funds sold	6,948		'	7,498		'	'	'
Trading securities	3,625		'	3,208		'	'	'
AFS securities	6,624		'	7,047		'	'	'
HTM Securities, Fair Value	15,519		'	17,352		'	'	'
Advances	40,706		'	44,457		'	'	'
Mortgage loans held for portfolio, net of allowance for credit losses on mortgage loans	815		'	956		'	'	'
Accrued interest receivable	71		'	81		'	'	'
Derivative assets, Net	69	[4]	'	116	[4]	'	'	'
Other Assets	11	[5]	'	10	[5]	'	'	'
Liabilities	'		'	'		'	'	'
Deposits	202		'	193		'	'	'
Consolidated obligation bonds	75,236		'	77,135		'	'	'
Mandatorily redeemable capital stock	1,076		'	2,071		'	'	'
Accrued interest payable	138		'	95		'	'	'
Derivative liabilities, Net	27	[4]	'	47	[4]	'	'	'
Fair Value, Inputs, Level 1 [Member] | Estimate of Fair Value, Fair Value Disclosure [Member]	'		'	'		'	'	'
Assets	'		'	'		'	'	'
Cash and due from banks	8,002		'	4,906		'	'	'
Securities purchased under agreements to resell	0		'	'		'	'	'
Federal funds sold	0		'	0		'	'	'
Trading securities	0		'	0		'	'	'
AFS securities	0		'	0		'	'	'
HTM Securities, Fair Value	0		'	0		'	'	'
Advances	0		'	0		'	'	'
Mortgage loans held for portfolio, net of allowance for credit losses on mortgage loans	0		'	0		'	'	'
Accrued interest receivable	0		'	0		'	'	'
Derivative Asset, Gross	0	[4]	'	0	[4]	'	'	'
Other Assets	11	[5]	'	10	[5]	'	'	'
Liabilities	'		'	'		'	'	'
Deposits	0		'	0		'	'	'
Consolidated obligation bonds	0		'	0		'	'	'
Mandatorily redeemable capital stock	1,076		'	2,071		'	'	'
Accrued interest payable	0		'	0		'	'	'
Derivative Liability, Gross	0	[4]	'	0	[4]	'	'	'
Fair Value, Inputs, Level 2 [Member] | Estimate of Fair Value, Fair Value Disclosure [Member]	'		'	'		'	'	'
Assets	'		'	'		'	'	'
Cash and due from banks	0		'	0		'	'	'
Securities purchased under agreements to resell	500		'	'		'	'	'
Federal funds sold	6,948		'	7,498		'	'	'
Trading securities	3,625		'	3,208		'	'	'
AFS securities	0		'	0		'	'	'
HTM Securities, Fair Value	13,268		'	14,802		'	'	'
Advances	40,706		'	44,457		'	'	'
Mortgage loans held for portfolio, net of allowance for credit losses on mortgage loans	815		'	956		'	'	'
Accrued interest receivable	71		'	81		'	'	'
Derivative Asset, Gross	574	[4]	'	720	[4]	'	'	'
Derivative Asset, Netting adjustments	-505	[4]	'	-604	[4]	'	'	'
Other Assets	0	[5]	'	0	[5]	'	'	'
Liabilities	'		'	'		'	'	'
Deposits	202		'	193		'	'	'
Consolidated obligation bonds	75,236		'	77,135		'	'	'
Mandatorily redeemable capital stock	0		'	0		'	'	'
Accrued interest payable	138		'	95		'	'	'
Derivative Liability, Gross	232	[4]	'	402	[4]	'	'	'
Derivative Liability, Netting adjustments	-205	[4]	'	-355	[4]	'	'	'
Fair Value, Inputs, Level 3 [Member] | Estimate of Fair Value, Fair Value Disclosure [Member]	'		'	'		'	'	'
Assets	'		'	'		'	'	'
Cash and due from banks	0		'	0		'	'	'
Securities purchased under agreements to resell	0		'	'		'	'	'
Federal funds sold	0		'	0		'	'	'
Trading securities	0		'	0		'	'	'
AFS securities	6,624		'	7,047		'	'	'
HTM Securities, Fair Value	2,251		'	2,550		'	'	'
Advances	0		'	0		'	'	'
Mortgage loans held for portfolio, net of allowance for credit losses on mortgage loans	0		'	0		'	'	'
Accrued interest receivable	0		'	0		'	'	'
Derivative Asset, Gross	0	[4]	'	0	[4]	'	'	'
Other Assets	0	[5]	'	0	[5]	'	'	'
Liabilities	'		'	'		'	'	'
Deposits	0		'	0		'	'	'
Consolidated obligation bonds	0		'	0		'	'	'
Mandatorily redeemable capital stock	0		'	0		'	'	'
Accrued interest payable	0		'	0		'	'	'
Derivative Liability, Gross	0	[4]	'	0	[4]	'	'	'
Discount Notes [Member] | Carrying (Reported) Amount, Fair Value Disclosure [Member]	'		'	'		'	'	'
Liabilities	'		'	'		'	'	'
Discount notes	24,431		'	24,194		'	'	'
Discount Notes [Member] | Estimate of Fair Value, Fair Value Disclosure [Member]	'		'	'		'	'	'
Liabilities	'		'	'		'	'	'
Discount notes	24,432		'	24,195		'	'	'
Discount Notes [Member] | Fair Value, Inputs, Level 1 [Member] | Estimate of Fair Value, Fair Value Disclosure [Member]	'		'	'		'	'	'
Liabilities	'		'	'		'	'	'
Discount notes	0		'	0		'	'	'
Discount Notes [Member] | Fair Value, Inputs, Level 2 [Member] | Estimate of Fair Value, Fair Value Disclosure [Member]	'		'	'		'	'	'
Liabilities	'		'	'		'	'	'
Discount notes	24,432		'	24,195		'	'	'
Discount Notes [Member] | Fair Value, Inputs, Level 3 [Member] | Estimate of Fair Value, Fair Value Disclosure [Member]	'		'	'		'	'	'
Liabilities	'		'	'		'	'	'
Discount notes	0		'	0		'	'	'
Standby letters of credit [Member] | Carrying (Reported) Amount, Fair Value Disclosure [Member]	'		'	'		'	'	'
Other	'		'	'		'	'	'
Other commitments	12		'	12		'	'	'
Standby letters of credit [Member] | Estimate of Fair Value, Fair Value Disclosure [Member]	'		'	'		'	'	'
Other	'		'	'		'	'	'
Other commitments	12		'	12		'	'	'
Standby letters of credit [Member] | Fair Value, Inputs, Level 1 [Member] | Estimate of Fair Value, Fair Value Disclosure [Member]	'		'	'		'	'	'
Other	'		'	'		'	'	'
Other commitments	0		'	0		'	'	'
Standby letters of credit [Member] | Fair Value, Inputs, Level 2 [Member] | Estimate of Fair Value, Fair Value Disclosure [Member]	'		'	'		'	'	'
Other	'		'	'		'	'	'
Other commitments	12		'	12		'	'	'
Standby letters of credit [Member] | Fair Value, Inputs, Level 3 [Member] | Estimate of Fair Value, Fair Value Disclosure [Member]	'		'	'		'	'	'
Other	'		'	'		'	'	'
Other commitments	0		'	0		'	'	'
Commitments to fund advances [Member] | Carrying (Reported) Amount, Fair Value Disclosure [Member]	'		'	'		'	'	'
Other	'		'	'		'	'	'
Other commitments	'		'	0	[6]	'	'	'
Commitments to fund advances [Member] | Estimate of Fair Value, Fair Value Disclosure [Member]	'		'	'		'	'	'
Other	'		'	'		'	'	'
Other commitments	'		'	-1	[6]	'	'	'
Commitments to fund advances [Member] | Fair Value, Inputs, Level 1 [Member] | Estimate of Fair Value, Fair Value Disclosure [Member]	'		'	'		'	'	'
Other	'		'	'		'	'	'
Other commitments	'		'	0	[6]	'	'	'
Commitments to fund advances [Member] | Fair Value, Inputs, Level 2 [Member] | Estimate of Fair Value, Fair Value Disclosure [Member]	'		'	'		'	'	'
Other	'		'	'		'	'	'
Other commitments	'		'	-1	[6]	'	'	'
Commitments to fund advances [Member] | Fair Value, Inputs, Level 3 [Member] | Estimate of Fair Value, Fair Value Disclosure [Member]	'		'	'		'	'	'
Other	'		'	'		'	'	'
Other commitments	'		'	0	[6]	'	'	'
Commitments to issue consolidated obligation bonds [Member] | Carrying (Reported) Amount, Fair Value Disclosure [Member]	'		'	'		'	'	'
Other	'		'	'		'	'	'
Other commitments	0	[6]	'	'		'	'	'
Commitments to issue consolidated obligation bonds [Member] | Estimate of Fair Value, Fair Value Disclosure [Member]	'		'	'		'	'	'
Other	'		'	'		'	'	'
Other commitments	1	[6]	'	'		'	'	'
Commitments to issue consolidated obligation bonds [Member] | Fair Value, Inputs, Level 1 [Member] | Estimate of Fair Value, Fair Value Disclosure [Member]	'		'	'		'	'	'
Other	'		'	'		'	'	'
Other commitments	0	[6]	'	'		'	'	'
Commitments to issue consolidated obligation bonds [Member] | Fair Value, Inputs, Level 2 [Member] | Estimate of Fair Value, Fair Value Disclosure [Member]	'		'	'		'	'	'
Other	'		'	'		'	'	'
Other commitments	1	[6]	'	'		'	'	'
Commitments to issue consolidated obligation bonds [Member] | Fair Value, Inputs, Level 3 [Member] | Estimate of Fair Value, Fair Value Disclosure [Member]	'		'	'		'	'	'
Other	'		'	'		'	'	'
Other commitments	0	[6]	'	'		'	'	'
Consolidated obligation bonds [Member]	'		'	'		'	'	'
Liabilities	'		'	'		'	'	'
Consolidated obligation bonds	7,145		'	10,115		'	'	'
Consolidated obligation bonds [Member] | Carrying (Reported) Amount, Fair Value Disclosure [Member]	'		'	'		'	'	'
Liabilities	'		'	'		'	'	'
Consolidated obligation bonds	50,871		'	53,207		'	'	'
Consolidated obligation bonds [Member] | Estimate of Fair Value, Fair Value Disclosure [Member]	'		'	'		'	'	'
Liabilities	'		'	'		'	'	'
Consolidated obligation bonds	50,804		'	52,940		'	'	'
Consolidated obligation bonds [Member] | Fair Value, Inputs, Level 1 [Member] | Estimate of Fair Value, Fair Value Disclosure [Member]	'		'	'		'	'	'
Liabilities	'		'	'		'	'	'
Consolidated obligation bonds	0		'	0		'	'	'
Consolidated obligation bonds [Member] | Fair Value, Inputs, Level 2 [Member] | Estimate of Fair Value, Fair Value Disclosure [Member]	'		'	'		'	'	'
Liabilities	'		'	'		'	'	'
Consolidated obligation bonds	50,804		'	52,940		'	'	'
Consolidated obligation bonds [Member] | Fair Value, Inputs, Level 3 [Member] | Estimate of Fair Value, Fair Value Disclosure [Member]	'		'	'		'	'	'
Liabilities	'		'	'		'	'	'
Consolidated obligation bonds	$0		'	$0		'	'	'
[1]	At September 30, 2014, and December 31, 2013, none of these securities were pledged as collateral that may be repledged.
[2]	Amortized cost includes unpaid principal balance, unamortized premiums and discounts, and previous OTTI recognized in earnings. The carrying value of HTM securities represents amortized cost after adjustment for non-credit-related OTTI recognized in AOCI.
[3]	At September 30, 2014, $2 of these securities were pledged as collateral that may be repledged. At December 31, 2013, none of these securities were pledged as collateral that may be repledged.
[4]	Amounts include the netting of derivative assets and liabilities by counterparty, including cash collateral and related accrued interest, where the netting requirements have been met.
[5]	Represents publicly traded mutual funds held in a grantor trust.
[6]	Estimated fair values of these commitments are presented as a net gain or (loss). For more information regarding these commitments, see Note 17 – Commitments and Contingencies.

Fair_Value_Summary_of_Valuatio

Fair Value (Summary of Valuation Methodologies and Primary Inputs) (Details)	Sep. 30, 2014
	price
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis, Valuation Techniques [Line Items]	'
Number of third-party vendor prices received	4
MBS [Member]	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis, Valuation Techniques [Line Items]	'
Number of designated third-party pricing vendors	4
Four vendor prices received [Member] | MBS [Member]	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis, Valuation Techniques [Line Items]	'
Number of third-party vendor prices received	4
Median price, number of prices	2
Three vendor prices received [Member] | MBS [Member]	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis, Valuation Techniques [Line Items]	'
Number of third-party vendor prices received	3
Two vendor prices received [Member] | MBS [Member]	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis, Valuation Techniques [Line Items]	'
Number of third-party vendor prices received	2
Median price, number of prices	2
One vendor price received [Member] | MBS [Member]	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis, Valuation Techniques [Line Items]	'
Number of third-party vendor prices received	1

Fair_Value_Fair_Value_Measured

Fair Value (Fair Value Measured on Recurring and Nonrecurring Basis) (Details) (USD $)	Sep. 30, 2014		Dec. 31, 2013
In Millions, unless otherwise specified
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Trading securities	$3,625	[1]	$3,208	[1]
AFS securities	6,624	[1]	7,047	[1]
Derivative Asset, Gross	574		720
Derivative Asset, Netting adjustments	-505	[2]	-604	[2]
Derivative Liability, Gross	232		402
Derivative Liability, Netting adjustments	-205	[2]	-355	[2]
Fair Value of Advances Under the Fair Value Option	5,149	[3]	7,069
Fair Value, Measurements, Recurring [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Trading securities	3,625		3,208
AFS securities	6,624		7,047
Advances	5,149	[3]	7,069	[3]
Derivative Asset, Netting adjustments	-505	[4]	-604	[4]
Derivative assets, net: interest rate-related	69		116
Other Assets	11		10
Total recurring fair value measurements – Assets	15,478		17,450
Derivative Liability, Netting adjustments	-205	[4]	-355	[4]
Derivative liabilities, net: interest rate-related	27		47
Total recurring fair value measurements – Liabilities	7,172		10,162
Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 1 [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Trading securities	0		0
AFS securities	0		0
Advances	0	[3]	0	[3]
Derivative Asset, Gross	0		0
Other Assets	11		10
Total recurring fair value measurements – Assets	11		10
Derivative Liability, Gross	0		0
Total recurring fair value measurements – Liabilities	0		0
Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 2 [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Trading securities	3,625		3,208
AFS securities	0		0
Advances	5,149	[3]	7,069	[3]
Derivative Asset, Gross	574		720
Other Assets	0		0
Total recurring fair value measurements – Assets	9,348		10,997
Derivative Liability, Gross	232		402
Total recurring fair value measurements – Liabilities	7,377		10,517
Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 3 [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Trading securities	0		0
AFS securities	6,624		7,047
Advances	0	[3]	0	[3]
Derivative Asset, Gross	0		0
Other Assets	0		0
Total recurring fair value measurements – Assets	6,624		7,047
Derivative Liability, Gross	0		0
Total recurring fair value measurements – Liabilities	0		0
Fair Value, Measurements, Nonrecurring [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
REO	1		2
Fair Value, Measurements, Nonrecurring [Member] | Fair Value, Inputs, Level 1 [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
REO	0		0
Fair Value, Measurements, Nonrecurring [Member] | Fair Value, Inputs, Level 2 [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
REO	0		0
Fair Value, Measurements, Nonrecurring [Member] | Fair Value, Inputs, Level 3 [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
REO	1		2
FFCB bonds [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Trading securities	3,613		3,194
FFCB bonds [Member] | Fair Value, Measurements, Recurring [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Trading securities	3,613		3,194
FFCB bonds [Member] | Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 1 [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Trading securities	0		0
FFCB bonds [Member] | Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 2 [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Trading securities	3,613		3,194
FFCB bonds [Member] | Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 3 [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Trading securities	0		0
Ginnie Mae (GNMA) [Member] | Fair Value, Measurements, Recurring [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Trading securities	12		14
Ginnie Mae (GNMA) [Member] | Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 1 [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Trading securities	0		0
Ginnie Mae (GNMA) [Member] | Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 2 [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Trading securities	12		14
Ginnie Mae (GNMA) [Member] | Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 3 [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Trading securities	0		0
PLRMBS [Member] | Fair Value, Measurements, Recurring [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
AFS securities	6,624		7,047
PLRMBS [Member] | Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 1 [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
AFS securities	0		0
PLRMBS [Member] | Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 2 [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
AFS securities	0		0
PLRMBS [Member] | Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 3 [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
AFS securities	6,624		7,047
Consolidated obligation bonds [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Consolidated obligation bonds	7,145		10,115
Consolidated obligation bonds [Member] | Fair Value, Measurements, Recurring [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Consolidated obligation bonds	7,145	[5]	10,115	[5]
Consolidated obligation bonds [Member] | Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 1 [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Consolidated obligation bonds	0	[5]	0	[5]
Consolidated obligation bonds [Member] | Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 2 [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Consolidated obligation bonds	7,145	[5]	10,115	[5]
Consolidated obligation bonds [Member] | Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 3 [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Consolidated obligation bonds	0	[5]	0	[5]
Estimate of Fair Value Measurement [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Trading securities	3,625		3,208
AFS securities	6,624		7,047
Advances	40,706		44,457
Other Assets	11	[6]	10	[6]
Consolidated obligation bonds	75,236		77,135
Estimate of Fair Value Measurement [Member] | Fair Value, Inputs, Level 1 [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Trading securities	0		0
AFS securities	0		0
Advances	0		0
Derivative Asset, Gross	0	[2]	0	[2]
Other Assets	11	[6]	10	[6]
Consolidated obligation bonds	0		0
Derivative Liability, Gross	0	[2]	0	[2]
Estimate of Fair Value Measurement [Member] | Fair Value, Inputs, Level 2 [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Trading securities	3,625		3,208
AFS securities	0		0
Advances	40,706		44,457
Derivative Asset, Gross	574	[2]	720	[2]
Derivative Asset, Netting adjustments	-505	[2]	-604	[2]
Other Assets	0	[6]	0	[6]
Consolidated obligation bonds	75,236		77,135
Derivative Liability, Gross	232	[2]	402	[2]
Derivative Liability, Netting adjustments	-205	[2]	-355	[2]
Estimate of Fair Value Measurement [Member] | Fair Value, Inputs, Level 3 [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Trading securities	0		0
AFS securities	6,624		7,047
Advances	0		0
Derivative Asset, Gross	0	[2]	0	[2]
Other Assets	0	[6]	0	[6]
Consolidated obligation bonds	0		0
Derivative Liability, Gross	0	[2]	0	[2]
Estimate of Fair Value Measurement [Member] | Consolidated obligation bonds [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Consolidated obligation bonds	50,804		52,940
Estimate of Fair Value Measurement [Member] | Consolidated obligation bonds [Member] | Fair Value, Inputs, Level 1 [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Consolidated obligation bonds	0		0
Estimate of Fair Value Measurement [Member] | Consolidated obligation bonds [Member] | Fair Value, Inputs, Level 2 [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Consolidated obligation bonds	50,804		52,940
Estimate of Fair Value Measurement [Member] | Consolidated obligation bonds [Member] | Fair Value, Inputs, Level 3 [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Consolidated obligation bonds	0		0
Estimate of Fair Value Measurement [Member] | Interest rate swaps [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Advances	$0		$0
[1]	At September 30, 2014, and December 31, 2013, none of these securities were pledged as collateral that may be repledged.
[2]	Amounts include the netting of derivative assets and liabilities by counterparty, including cash collateral and related accrued interest, where the netting requirements have been met.
[3]	Includes $5,149 and $7,069 of advances recorded under the fair value option at September 30, 2014, and December 31, 2013, respectively. There were no advances recorded at fair value at September 30, 2014, or December 31, 2013, where the exposure to overall changes in fair value was hedged in accordance with the accounting for derivative instruments and hedging activities.
[4]	Amounts represent the netting of derivative assets and liabilities by counterparty, including cash collateral, where the netting requirements have been met.
[5]	Includes $7,145 and $10,115 of consolidated obligation bonds recorded under the fair value option at September 30, 2014, and December 31, 2013, respectively. There were no consolidated obligation bonds recorded at fair value at September 30, 2014, or December 31, 2013, where the exposure to overall changes in fair value was hedged in accordance with the accounting for derivative instruments and hedging activities
[6]	Represents publicly traded mutual funds held in a grantor trust.

Fair_Value_Level_3_Details

Fair Value (Level 3) (Details) (USD $)	3 Months Ended				9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2014		Sep. 30, 2013		Sep. 30, 2014		Sep. 30, 2013
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'		'		'		'
Net OTTI loss, credit-related	($1)	[1]	($3)	[1]	($3)	[1]	($6)	[1]
Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 3 [Member] | PLRMBS [Member]	'		'		'		'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'		'		'		'
Balance, beginning of the period	6,776		7,404		7,047		7,604
Interest Income	17		7		47		10
Net OTTI loss, credit-related	-1		-3		-3		-6
Unrealized gain/(loss) of other-than temporarily impaired securities included in AOCI	77		82		237		522
Reclassification of non-credit-related OTTI loss included in net income/(loss)	0		-1		-2		-3
Settlements	-245		-344		-702		-1,002
Transfers of HTM securities to AFS securities	0		36		0		56
Balance, end of the period	6,624		7,181		6,624		7,181
Total amount of gain/(loss) for the period included in earnings attributable to the change in unrealized gains/losses relating to assets and liabilities still held at the end of the period	$15		$4		$44		$4
[1]	For the three months ended September 30, 2014 and 2013, “securities for which OTTI was previously recognized” represents all securities that were also other-than-temporarily impaired prior to July 1, 2014 and 2013, respectively. For the nine months ended September 30, 2014 and 2013, “securities for which OTTI was previously recognized” represents all securities that were also other-than-temporarily impaired prior to January 1, 2014 and 2013, respectively.

Fair_Value_Fair_Value_Option_D

Fair Value (Fair Value Option) (Details) (USD $)	3 Months Ended		9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2014	Sep. 30, 2013	Sep. 30, 2014	Sep. 30, 2013
Advances and Consolidated Obligation Bonds, Fair Value Option [Roll Forward]	'	'	'	'
Net gain/(loss) on advances and net (gain)/loss on consolidated obligation bonds held under fair value option	($13)	($17)	($82)	($6)
Advances [Member]	'	'	'	'
Advances and Consolidated Obligation Bonds, Fair Value Option [Roll Forward]	'	'	'	'
Balance, beginning of the period	6,341	7,436	7,069	7,390
New transactions elected for fair value option	235	103	583	470
Maturities and terminations	-1,399	-615	-2,486	-804
Net gain/(loss) on advances and net (gain)/loss on consolidated obligation bonds held under fair value option	-25	-9	-13	-141
Change in accrued interest	-3	-1	-4	-1
Balance, end of the period	5,149	6,914	5,149	6,914
Consolidated obligation bonds [Member]	'	'	'	'
Advances and Consolidated Obligation Bonds, Fair Value Option [Roll Forward]	'	'	'	'
Net gain/(loss) on advances and net (gain)/loss on consolidated obligation bonds held under fair value option	-12	8	69	-135
Balance, beginning of the period	7,080	24,286	10,115	27,884
New transactions elected for fair value option	641	540	2,819	2,600
Maturities and terminations	-568	-8,860	-5,863	-14,375
Change in accrued interest	4	-2	5	-2
Balance, end of the period	$7,145	$15,972	$7,145	$15,972

Fair_Value_Fair_Value_Differen

Fair Value (Fair Value Difference Between Fair Value and Remaining Contractual Principal Balance Outstanding) (Details) (USD $)	Sep. 30, 2014		Dec. 31, 2013
In Millions, unless otherwise specified
Fair Value, Option, Quantitative Disclosures [Line Items]	'		'
Fair Value of Advances Under the Fair Value Option	$5,149	[1]	$7,069
Advances [Member]	'		'
Fair Value, Option, Quantitative Disclosures [Line Items]	'		'
Principal Balance	5,063	[2]	6,956	[2]
Fair Value of Advances Under the Fair Value Option	5,149	[2]	7,069	[2]
Fair Value Over/(Under) Principal Balance	86	[2]	113	[2]
Consolidated obligation bonds [Member]	'		'
Fair Value, Option, Quantitative Disclosures [Line Items]	'		'
Principal Balance	7,186		10,230
Fair Value of Bonds Under the Fair Value Option	7,145		10,115
Fair Value Over/(Under) Principal Balance	($41)		($115)
[1]	Includes $5,149 and $7,069 of advances recorded under the fair value option at September 30, 2014, and December 31, 2013, respectively. There were no advances recorded at fair value at September 30, 2014, or December 31, 2013, where the exposure to overall changes in fair value was hedged in accordance with the accounting for derivative instruments and hedging activities.
[2]	At September 30, 2014, and December 31, 2013, none of these advances were 90 days or more past due or had been placed on nonaccrual status.

Commitments_and_Contingencies_1

Commitments and Contingencies Off-Balance Sheet Commitments (Details) (USD $)	9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2014		Dec. 31, 2013
	bank
Loss Contingencies [Line Items]	'		'
Number of Federal Home Loan Banks	12		'
Total consolidated obligations, par	$74,950		$76,968
Standby Letters Of Credit, Final Expiration	'2024		'
Other liabilities	109		107
Assets Pledged as Collateral	380		149
HTM Securities Pledged as Collateral, may be sold or repledged	2		0
Cash Collateral Held	378		149
FHLBanks [Member]	'		'
Loss Contingencies [Line Items]	'		'
Total consolidated obligations, par	816,950		766,837
Minimum [Member]	'		'
Loss Contingencies [Line Items]	'		'
Standby Letters Of Credit, Original Terms	'15 days		'
Maximum [Member]	'		'
Loss Contingencies [Line Items]	'		'
Standby Letters Of Credit, Original Terms	'10 years		'
Guarantee of Indebtedness of Others [Member]	'		'
Loss Contingencies [Line Items]	'		'
Total consolidated obligations, par	74,950		76,968
Standby letters of credit outstanding [Member]	'		'
Loss Contingencies [Line Items]	'		'
Expire Within One Year	2,496		1,031
Expire After One Year	2,580		2,572
Total	5,076		3,603
Other liabilities	12		12
Commitments to fund advances [Member]	'		'
Loss Contingencies [Line Items]	'		'
Expire Within One Year	114	[1]	4	[1]
Expire After One Year	11	[1]	4	[1]
Total	125	[1]	8	[1]
Commitments to fund advances [Member] | Interest rate swaps [Member]	'		'
Loss Contingencies [Line Items]	'		'
Total	102		0
Federal Home Loan Bank, Consolidated Obligations, Discount Notes [Member] [Domain]	'		'
Loss Contingencies [Line Items]	'		'
Expire Within One Year	350		0
Expire After One Year	0		0
Total	350		0
Commitments to issue consolidated obligation bonds, par	'		'
Loss Contingencies [Line Items]	'		'
Expire Within One Year	373	[2]	1,640	[2]
Expire After One Year	0	[2]	0	[2]
Total	373	[2]	1,640	[2]
Commitments to issue consolidated obligation bonds, par | Interest rate swaps [Member]	'		'
Loss Contingencies [Line Items]	'		'
Total	$373		$1,640
[1]	At September 30, 2014, $102 of the commitments to fund additional advances were hedged with associated interest rate swaps. At December 31, 2013, none of the commitments to fund additional advances were hedged with associated interest rate swaps.
[2]	At September 30, 2014, and December 31, 2013, $373 and $1,640, respectively, of the unsettled consolidated obligation bonds were hedged with associated interest rate swaps.

Transactions_with_Certain_Memb2

Transactions with Certain Members, Certain Nonmembers, and Other FHLBanks (Details) (USD $)

3 Months Ended

9 Months Ended

In Millions, unless otherwise specified

Sep. 30, 2014

Sep. 30, 2013

Sep. 30, 2014

Sep. 30, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2013

Dec. 31, 2012

Assets:

'

'

'

'

'

'

'

'

Cash and due from banks

$8,002

'

$8,002

'

'

$4,906

'

'

Advances

40,615

'

40,615

'

'

44,395

'

'

Mortgage loans held for portfolio

754

'

754

'

'

905

'

'

Accrued interest receivable

71

'

71

'

'

81

'

'

Other assets

87

'

87

'

'

86

'

'

Derivative assets, Net

69

'

69

'

'

116

'

'

Liabilities:

'

'

'

'

'

'

'

'

Mandatorily redeemable capital stock

1,076

2,588

1,076

2,588

1,176

2,071

3,464

4,343

Derivative liabilities, Net

27

'

27

'

'

47

'

'

Derivative, Notional Amount

69,408

'

69,408

'

'

81,570

'

'

Interest Income:

'

'

'

'

'

'

'

'

Advances

74

84

229

260

'

'

'

'

Mortgage loans held for portfolio

10

12

32

38

'

'

'

'

Interest Expense:

'

'

'

'

'

'

'

'

Mandatorily redeemable capital stock

26

[1]

47

[1]

99

[1]

109

[1]

'

'

'

'

Other Income/(Loss):

'

'

'

'

'

'

'

'

Net gain/(loss) on derivatives and hedging activities

0

-2

-34

16

'

'

'

'

Other income

3

2

6

5

'

'

'

'

Certain Members And Certain Nonmembers [Member]

'

'

'

'

'

'

'

'

Assets:

'

'

'

'

'

'

'

'

Investments

605

[2]

'

605

[2]

'

'

1,176

[2]

'

'

Advances

4,868

'

4,868

'

'

11,268

'

'

Mortgage loans held for portfolio

35

'

35

'

'

760

'

'

Accrued interest receivable

7

'

7

'

'

25

'

'

Other assets

19

'

19

'

'

37

'

'

Derivative assets, Net

0

'

0

'

'

257

'

'

Total Assets

5,534

'

5,534

'

'

13,523

'

'

Liabilities:

'

'

'

'

'

'

'

'

Deposits

3

'

3

'

'

260

'

'

Mandatorily redeemable capital stock

648

'

648

'

'

1,356

'

'

Derivative liabilities, Net

18

'

18

'

'

37

'

'

Total Liabilities

669

'

669

'

'

1,653

'

'

Derivative, Notional Amount

2,878

'

2,878

'

'

12,256

'

'

Standby letters of credit

21

'

21

'

'

205

'

'

Interest Income:

'

'

'

'

'

'

'

'

Investments

2

[2]

7

[2]

20

[2]

23

[2]

'

'

'

'

Advances

8

[3]

32

[3]

47

[3]

107

[3]

'

'

'

'

Mortgage loans held for portfolio

1

10

10

34

'

'

'

'

Total

11

49

77

164

'

'

'

'

Interest Expense:

'

'

'

'

'

'

'

'

Mandatorily redeemable capital stock

16

42

62

97

'

'

'

'

Consolidated Obligations

-2

[3]

-40

[3]

-40

[3]

-128

[3]

'

'

'

'

Total

14

2

22

-31

'

'

'

'

Other Income/(Loss):

'

'

'

'

'

'

'

'

Net gain/(loss) on derivatives and hedging activities

20

-35

-285

-91

'

'

'

'

Total Other Income/(Loss)

$20

($35)

($285)

($91)

'

'

'

'

Minimum [Member]

'

'

'

'

'

'

'

'

Related Party Transaction [Line Items]

'

'

'

'

'

'

'

'

Transaction with Certain Members and Nonmembers, Definition, Capital Stock, Percent

10.00%

'

10.00%

'

'

'

'

'

[1]

The Bank excludes interest expense on mandatorily redeemable capital stock from adjusted net interest income in its analysis of financial performance for its two operating segments

[2]

Investments consist of securities purchased under agreements to resell, Federal funds sold, AFS securities, and HTM securities issued by and/or purchased from the members or nonmembers described in this section or their affiliates.

[3]

Reflects the effect of associated derivatives with the members or nonmembers described in this section or their affiliates.