Federal Home Loan Bank Of San Francisco 10-K 13 Mar 15 2014 FY Annual report Financial data

Document_and_Entity_Informatio

Document and Entity Information Document (USD $)	12 Months Ended
	Dec. 31, 2014	Feb. 28, 2015
Document and Entity Information [Line Items]
Entity Registrant Name	FEDERAL HOME LOAN BANK OF SAN FRANCISCO
Entity Central Index Key	1316944
Document Type	10-K
Document Period End Date	31-Dec-14
Amendment Flag	FALSE
Document Fiscal Year Focus	2014
Document Fiscal Period Focus	FY
Current Fiscal Year End Date	-19
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		40,220,422
Entity Public Float	$0

Statements_of_Condition

Statements of Condition (USD $)	Dec. 31, 2014		Dec. 31, 2013
In Millions, unless otherwise specified
Assets:
Cash and due from banks	$3,920		$4,906
Securities purchased under agreements to resell	1,000		0
Federal funds sold	7,503		7,498
Trading securities	3,524	[1]	3,208	[1]
Available-for-sale (AFS) securities	6,371	[1]	7,047	[1]
Held-to-maturity (HTM) securities (fair values were $13,657 and $17,352, respectively)	13,551	[2],[3]	17,507	[2],[3]
Advances (includes $5,137 and $7,069 at fair value under the fair value option, respectively)	38,986		44,395
Mortgage loans held for portfolio, net of allowance for credit losses of $1 and $2, respectively	708		905
Accrued interest receivable	67		81
Premises, software, and equipment, net	28		25
Derivative assets, Net	59		116
Other assets	90		86
Total Assets	75,807		85,774
Liabilities:
Deposits	160		193
Consolidated obligations:
Bonds (includes $6,717 and $10,115 at fair value under the fair value option, respectively)	47,045		53,207
Discount Notes	21,811		24,194
Total consolidated obligations	68,856		77,401
Mandatorily redeemable capital stock	719		2,071
Accrued interest payable	95		95
Affordable Housing Program (AHP) payable	147		151
Derivative liabilities, Net	20		47
Other liabilities	117		107
Total Liabilities	70,114		80,065
Commitments and Contingencies (Note 20)
Capital:
Capital stock-Class B-Putable ($100 par value) issued and outstanding: 33 shares and 35 shares, respectively	3,278		3,460
Unrestricted retained earnings	294		317
Restricted retained earnings	2,065		2,077
Total Retained Earnings	2,359		2,394
Accumulated Other Comprehensive Income (Loss) (AOCI)	56		-145
Total Capital	5,693		5,709
Total Liabilities and Capital	$75,807		$85,774
[1]	At December 31, 2014 and 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 December 31, 2014, a de minimis amount 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 $)	Dec. 31, 2014	Dec. 31, 2013
In Millions, except Per Share data, unless otherwise specified
Assets:
Fair Value of Held-to-maturity securities	$13,657	$17,352
Fair Value of Advances Under the Fair Value Option	5,137	7,069
Allowance for credit losses on mortgage loans	1	2
Capital:
Common stock, par value	$100
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	0	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	$6,717	$10,115

Statements_of_Income

Statements of Income (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014		Dec. 31, 2013		Dec. 31, 2012
Interest Income:
Advances	$299		$340		$520
Prepayment fees on advances, net	6		5		65
Securities purchased under agreements to resell	1		1		5
Federal funds sold	11		15		12
Trading securities	6		7		22
AFS securities	278		276		317
HTM securities	362		392		476
Mortgage loans held for portfolio	42		50		77
Total Interest Income	1,005		1,086		1,494
Interest Expense:
Bonds	326		432		574
Discount notes	20		17		21
Mandatorily redeemable capital stock	120	[1]	155	[1]	51	[1]
Total Interest Expense	466		604		646
Net Interest Income	539		482		848
Provision for/(reversal of) credit losses on mortgage loans	0		-1		-1
Net Interest Income After Mortgage Loan Loss Provision	539		483		849
Other Income/(Loss):
Net gain/(loss) on trading securities	-1		2		-11
Total other-than-temporary impairment (OTTI) loss	-14		-14		-55
Net amount of OTTI loss reclassified to/(from) AOCI	10		7		11
Net OTTI loss, credit-related	-4		-7		-44
Net gain/(loss) on advances and consolidated obligation bonds held under fair value option	-93		-23		-15
Net gain/(loss) on derivatives and hedging activities	-64		26		-101
Other	8		7		7
Total Other Income/(Loss)	-154		5		-164
Other Expense:
Compensation and benefits	63		63		63
Other operating expense	69		53		52
Federal Housing Finance Agency	7		7		12
Office of Finance	5		5		5
Other	0		0		2
Total Other Expense	144		128		134
Income/(Loss) Before Assessments	241		360		551
AHP Assessment	36		52		60
Net Income/(Loss)	$205		$308		$491
[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 $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
Net Income/(Loss)	$205	$308	$491
Other Comprehensive Income/(Loss):
Net Change in Pension and Postretirement Benefits	-5	5	0
Net unrealized gain/(loss) on available-for-sale securities	0	0	-1
Net non-credit-related OTTI gain/(loss) on AFS securities:
Non-credit related OTTI loss transferred from HTM securities	0	-4	-28
Net change in fair value of other-than-temporarily impaired securities	209	644	1,102
Net amount of OTTI loss reclassified to/(from) other income/(loss)	-10	-3	14
Total net non-credit-related OTTI gain/(loss) on AFS securities	199	637	1,088
Net non-credit-related OTTI gain/(loss) on HTM securities:
Net amount of OTTI loss reclassified to/(from) other income/(loss)	0	-4	-25
Accretion of Noncredit Related OTTI Loss	7	7	9
Non-credit-related OTTI loss transferred to AFS securities	0	4	28
Total net non-credit-related OTTI gain/(loss) on HTM securities	7	7	12
Total other comprehensive income/(loss)	201	649	1,099
Total Comprehensive Income (Loss)	$406	$957	$1,590

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, 2011	$4,705	$1,803	$1,803	$0	($1,893)	$4,795
Balance, Shares at Dec. 31, 2011						48
Increase (Decrease) in Stockholders' Equity [Roll Forward]
Issuance of capital stock, shares						3
Issuance of capital stock, value	266					266
Repurchase of capital stock, shares						-9
Repurchase of capital stock, value	-864					-864
Net Shares Reclassified from/(to) Mandatorily Redeemable Capital Stock, Shares						0
Capital stock reclassified from/(to) mandatorily redeemable capital stock, net, value	-37					-37
Comprehensive Income (Loss)	1,590	491	198	293	1,099
Cash dividends paid on capital stock	-47	-47		-47
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						5
Issuance of capital stock, value	530					530
Repurchase of capital stock, shares						-12
Repurchase of capital stock, value	-1,226					-1,226
Net Shares Reclassified from/(to) Mandatorily Redeemable Capital Stock, Shares						0
Capital stock reclassified from/(to) mandatorily redeemable capital stock, net, value	-4					-4
Comprehensive Income (Loss)	957	308	76	232	649
Cash dividends paid on capital stock	-161	-161		-161
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						8
Issuance of capital stock, value	762					762
Repurchase of capital stock, shares						-10
Repurchase of capital stock, value	-941					-941
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)	406	205	-12	217	201
Cash dividends paid on capital stock	-240	-240		-240
Balance at Dec. 31, 2014	$5,693	$2,359	$2,065	$294	$56	$3,278
Balance, Shares at Dec. 31, 2014						33

Statements_of_Capital_Accounts1

Statements of Capital Accounts (Parenthetical)	12 Months Ended
	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
Annualized Dividend Rate on Capital Stock	7.02%	3.99%	0.97%

Statements_of_Cash_Flows

Statements of Cash Flows (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
Cash Flows from Operating Activities:
Net Income/(Loss)	$205	$308	$491
Adjustments to reconcile net income/(loss) to net cash provided by operating activities:
Depreciation and amortization	-90	-68	-32
Provision for/(reversal of) credit losses on mortgage loans	0	-1	-1
Change in net fair value adjustment on trading securities	1	-2	11
Change in net fair value adjustment on advances and consolidated obligation bonds held under fair value option	93	23	15
Change in net derivatives and hedging activities	-64	7	42
Net OTTI loss, credit-related	4	7	44
Net change in:
Accrued interest receivable	18	21	86
Other assets	-4	-8	-10
Accrued interest payable	1	-85	-66
Other liabilities	1	18	2
Total adjustments	-40	-88	91
Net cash provided by/(used in) operating activities	165	220	582
Cash Flows from Investing Activities:
Interest-bearing deposits	-352	-128	28
Securities purchased under agreements to resell	-1,000	1,500	-1,500
Federal funds sold	-5	3,359	-5,491
Premises, software, and equipment	-12	-8	-7
Trading securities:
Proceeds from maturities of long-term	582	236	2,548
Purchases of long-term	-899	-525	-2,666
AFS securities:
Proceeds from maturities of long-term	938	1,283	3,208
HTM securities:
Net (increase)/decrease in short-term	1,660	79	3,602
Proceeds from maturities of long-term	2,504	3,927	4,397
Purchases of long-term	-207	-4,193	-4,014
Advances:
Principal collected	780,733	529,782	361,716
Made to members	-775,375	-530,789	-337,460
Mortgage loans held for portfolio:
Principal collected	200	379	540
Purchases	-4	0	0
Proceeds from Sale of Foreclosed Assets	3	4	3
Net cash provided by/(used in) investing activities	8,766	4,906	24,904
Cash Flows from Financing Activities:
Deposits	254	273	-360
Net (payments)/proceeds on derivatives contracts with financing elements	14	66	48
Net proceeds from issuance of consolidated obligations:
Bonds	31,415	29,195	53,478
Discount notes	104,611	107,252	49,244
Bonds transferred from another Federal Home Loan Bank	0	122	0
Payments for matured and retired consolidated obligations:
Bonds	-37,446	-45,827	-66,189
Discount notes	-106,991	-88,272	-63,180
Proceeds from issuance of capital stock	762	530	266
Payments for repurchase/redemption of mandatorily redeemable capital stock	-1,355	-2,276	-1,272
Payments for repurchase of capital stock	-941	-1,226	-864
Cash dividends paid	-240	-161	-47
Net cash provided by/(used in) financing activities	-9,917	-324	-28,876
Net increase/(decrease) in cash and due from banks	-986	4,802	-3,390
Cash and due from banks at beginning of the period	4,906	104	3,494
Cash and due from banks at end of period	3,920	4,906	104
Supplemental Disclosures:
Interest paid	457	520	627
AHP payments	40	45	66
Supplemental Disclosures of Noncash Investing Activities:
Transfers of mortgage loans to real estate owned	3	4	5
Transfers of other-than-temporarily impaired HTM securities to AFS securities	$0	$72	$140

Background_Information

Background Information	12 Months Ended
	Dec. 31, 2014
Organization, Consolidation and Presentation of Financial Statements [Abstract]
Nature of Operations [Text Block]	Background Information
	The Federal Home Loan Bank of San Francisco (Bank), a federally chartered corporation exempt from ordinary federal, state, and local taxation except real property taxes, is one of 12 District Federal Home Loan Banks (FHLBanks). The FHLBanks are government-sponsored enterprises (GSEs) that serve the public by enhancing the availability of credit for residential mortgages and targeted community development by providing a readily available, competitively priced source of funds to their member institutions. Each FHLBank is operated as a separate entity with its own management, employees, and board of directors. The Bank does not have any special purpose entities or any other type of off-balance sheet conduits. The Bank has a cooperative ownership structure. Regulated financial depositories and insurance companies engaged in residential housing finance, with principal places of business located in Arizona, California, and Nevada, are eligible to apply for membership. In addition, authorized community development financial institutions are eligible to be members of the Bank. All members are required to purchase capital stock in the Bank. State and local housing authorities that meet certain statutory criteria may also borrow from the Bank. While eligible to borrow, these housing authorities are not members of the Bank, and, as such, are not required to hold capital stock. To access the Bank's products and services, a financial institution must be approved for membership and purchase capital stock in the Bank. The member's capital stock requirement is generally based on its use of Bank products, subject to a minimum asset-based membership requirement that is intended to reflect the value to the member of having ready access to the Bank as a reliable source of competitively priced funds. Bank capital stock is issued, transferred, redeemed, and repurchased at its par value of $100 per share, subject to certain regulatory and statutory limits. It is not publicly traded. All shareholders may receive dividends on their capital stock, to the extent declared by the Bank's Board of Directors.
	The Bank conducts business with members in the ordinary course of business. See Note 21 – Transactions with Certain Members, Certain Nonmembers, and Other FHLBanks for more information.
	The Federal Housing Finance Agency (Finance Agency), an independent federal agency in the executive branch of the United States government, supervises and regulates the FHLBanks and the FHLBanks' Office of Finance.
	The Office of Finance is a joint office of the FHLBanks that facilitates the issuance and servicing of the debt instruments (consolidated obligations) of the FHLBanks and prepares the combined quarterly and annual financial reports of the FHLBanks.
	The primary source of funds for the FHLBanks is the proceeds from the sale to the public of the FHLBanks' consolidated obligations through the Office of Finance using authorized securities dealers. As provided by the Federal Home Loan Bank Act of 1932, as amended (FHLBank Act), or regulations governing the operations of the FHLBanks, all the FHLBanks have joint and several liability for all FHLBank consolidated obligations. Other funds are provided by deposits, other borrowings, and the issuance of capital stock to members. The Bank primarily uses these funds to provide advances to members.

Basis_of_Presentation

Basis of Presentation	12 Months Ended
	Dec. 31, 2014
Accounting Policies [Abstract]
Basis of Presentation and Summary of Significant Accounting Policies	Summary of Significant Accounting Policies
	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 other-than-temporary impairment (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.
	Estimated Fair Values. Many of the Bank's financial instruments lack an available liquid trading market as characterized by frequent exchange transactions between a willing buyer and willing seller. Therefore, the Bank uses financial models employing significant assumptions and present value calculations for the purpose of determining estimated fair values. Thus, the fair values may not represent the actual values of the financial instruments that could have been realized as of yearend or that will be realized in the future.
	Fair values for certain financial instruments are based on quoted prices, market rates, or replacement rates for similar financial instruments as of the last business day of the year. The estimated fair values of the Bank's financial instruments and related assumptions are detailed in Note 19 – Fair Value.
	Securities Purchased under Agreements to Resell. These investments provide short-term liquidity and are carried at cost. The Bank treats securities purchased under agreements to resell as collateralized financing arrangements because they effectively represent short-term loans to 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.
	Federal Funds Sold. These investments provide short-term liquidity and are carried at cost. The Bank invests in Federal funds sold with counterparties that are considered by the Bank to be of investment quality.
	Investment Securities. The Bank classifies investments as trading, available-for-sale (AFS), or held-to-maturity (HTM) at the date of acquisition. Purchases and sales of securities are recorded on a trade date basis.
	The Bank classifies certain investments as trading. These securities are held for liquidity purposes and carried at fair value with changes in the fair value of these investments recorded in other income. The Bank does not participate in speculative trading practices and holds these investments indefinitely as the Bank periodically evaluates its liquidity needs.
	The Bank classifies certain securities as AFS and carries these securities at their fair value. Unrealized gains and losses on these securities are recognized in accumulated other comprehensive income (AOCI).
	HTM securities are carried at cost, adjusted for periodic principal repayments; amortization of premiums and accretion of discounts; and previous OTTI recognized in net income and AOCI. The Bank classifies these investments as HTM securities because the Bank has the positive intent and ability to hold these securities until maturity.
	Certain 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. Thus, the sale or transfer of an HTM security because of certain changes in circumstances, such as evidence of significant deterioration in the issuer's creditworthiness or changes in regulatory requirements, is not considered to be inconsistent with its original classification. Other events that are isolated, nonrecurring, and 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. In addition, sales of debt securities that meet either of the following two conditions may be considered as maturities for purposes of the classification of securities: (i) the sale occurs near enough to its maturity date (or call date if exercise of the call is probable) that interest rate risk is substantially eliminated as a pricing factor and changes in market interest rates would not have a significant effect on the security's fair value, or (ii) the sale occurs after the Bank has already collected a substantial portion (at least 85%) of the principal outstanding at acquisition because of prepayments on the debt security or scheduled payments on a debt security payable in equal installments (both principal and interest) over its term.
	The Bank calculates the amortization of purchase premiums and accretion of purchase discounts on investments using the level-yield method on a retrospective basis over the estimated life of the securities. This method requires a retrospective adjustment of the effective yield each time the Bank changes the estimated life as if the new estimate had been known since the original acquisition date of the securities. The Bank uses nationally recognized, market-based, third-party prepayment models to project estimated lives.
	On a quarterly basis, the Bank evaluates its individual AFS and HTM investment securities in an unrealized loss position for OTTI. A security is considered impaired when its fair value is less than its amortized cost basis. For impaired debt securities, an entity is required to assess whether: (i) it has the intent to sell the debt security; (ii) it is more likely than not that it will be required to sell the debt security before its anticipated recovery of the remaining amortized cost basis of the security; or (iii) it does not expect to recover the entire amortized cost basis of the impaired debt security. If any of these conditions is met, an OTTI on the security must be recognized.
	With respect to any debt security, a credit loss is defined as the amount by which the amortized cost basis exceeds the present value of the cash flows expected to be collected. If a credit loss exists but the entity does not intend to sell the debt security and it is not more likely than not that the entity will be required to sell the debt security before the anticipated recovery of its remaining amortized cost basis (the amortized cost basis less any current-period credit loss), the carrying value of the debt security is adjusted to its fair value. However, instead of recognizing the entire difference between the amortized cost basis and fair value in earnings, only the amount of the impairment representing the credit loss is recognized in earnings, while the amount of non-credit-related impairment is recognized in AOCI. The total OTTI is presented in the Statements of Income with an offset for the amount of the total OTTI that is recognized in AOCI. This presentation provides additional information about the amounts that the entity does not expect to collect related to a debt security. The credit loss on a debt security is limited to the amount of that security's unrealized losses.
	For subsequent accounting of other-than-temporarily impaired securities, if the present value of cash flows expected to be collected is less than the amortized cost basis, the Bank records an additional OTTI. The amount of total OTTI for a security that was previously impaired is calculated as the difference between its amortized cost less the amount of OTTI recognized in AOCI prior to the determination of OTTI and its fair value. For an other-than-temporarily impaired security that was previously impaired and has subsequently incurred an additional OTTI related to credit loss (limited to that security's unrealized losses), this additional credit-related OTTI, up to the amount in AOCI, would be reclassified out of non-credit-related OTTI in AOCI and charged to earnings. Any credit loss in excess of the related AOCI is charged to earnings.
	Subsequent related increases and decreases (if not an OTTI) in the fair value of AFS securities will be netted against the non-credit component of OTTI previously recognized in AOCI.
	For securities classified as HTM, the OTTI recognized in AOCI is accreted to the carrying value of each security on a prospective basis, based on the amount and timing of future estimated cash flows (with no effect on earnings unless the security is subsequently sold or there are additional decreases in cash flows expected to be collected). For securities classified as AFS, the Bank does not accrete the OTTI recognized in AOCI to the carrying value because the subsequent measurement basis for these securities is fair value.
	For securities previously identified as other-than-temporarily impaired, the Bank updates its estimate of future estimated cash flows on a regular basis. If there is no additional impairment on the security, the yield of the security is adjusted upward on a prospective basis when there is a significant increase in the expected cash flows. This accretion is included in net interest income in the Statements of Income.
	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 18 – 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 December 31, 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.
	Advances. The Bank reports advances (loans to members, former members or their successors, or housing associates) either at amortized cost or at fair value when the fair value option is elected. Advances carried at amortized cost are reported net of premiums, discounts (including discounts related to the Affordable Housing Program), and hedging adjustments. The Bank amortizes premiums and accretes discounts and recognizes hedging adjustments resulting from the discontinuation of a hedging relationship to interest income using a level-yield methodology. Interest on advances is credited to income as earned. For advances carried at fair value, the Bank recognizes contractual interest in interest income.
	Advance Modifications. In cases in which the Bank funds an advance concurrent with or within a short period of time before or after the prepayment of a previous advance to the same member, the Bank evaluates whether the subsequent advance meets the accounting criteria to qualify as a modification of an existing advance or whether it constitutes a new advance. The Bank compares the present value of the cash flows on the subsequent advance to the present value of the cash flows remaining on the previous advance. If there is at least a 10% difference in the present value of the cash flows or if the Bank concludes that the difference between the advances is more than minor based on a qualitative assessment of the modifications made to the previous advance's contractual terms, then the subsequent advance is accounted for as a new advance. In all other instances, the subsequent advance is accounted for as a modification.
	Prepayment Fees. When a borrower prepays certain advances prior to the original maturity, the Bank may charge the borrower a prepayment fee. 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.
	For prepaid advances that are hedged and meet the hedge accounting requirements, the Bank terminates the hedging relationship upon prepayment and records the associated fair value gains and losses, adjusted for the prepayment fees, in interest income. If a new advance represents a modification of an original hedged advance, the fair value gains or losses on the advance and the prepayment fees are included in the carrying amount of the modified advance, and gains or losses and prepayment fees are amortized in interest income over the life of the modified advance using the level-yield method. If the modified advance is also hedged and the hedge meets the hedge accounting requirements, the modified advance is marked to fair value after the modification, and subsequent fair value changes are recorded in other income. If the prepayment represents an extinguishment of the original hedged advance, the prepayment fee and any fair value gain or loss are immediately recognized in interest income.
	For prepaid advances that are not hedged or that are hedged but do not meet the hedge accounting requirements, the Bank records prepayment fees in interest income unless the Bank determines that the new advance represents a modification of the original advance. If the new advance represents a modification of the original advance, the prepayment fee on the original advance is deferred, recorded in the basis of the modified advance, and amortized over the life of the modified advance using the level-yield method. This amortization is recorded in interest income.
	Mortgage Loans Held in Portfolio. Under the Mortgage Partnership Finance® (MPF®) Program, the Bank may purchase conventional conforming fixed rate residential mortgage loans and FHA/VA-insured mortgage loans from its participating members. (“Mortgage Partnership Finance” and “MPF” are registered trademarks of the FHLBank of Chicago.) Participating members originate or purchase the mortgage loans, credit-enhance them and sell them to the Bank, and generally retain the servicing of the loans. The Bank manages the interest rate risk, prepayment risk, and liquidity risk of each loan in its portfolio. The Bank and the participating financial institution (either the original participating member that sold the loans to the Bank or a successor to that member) share in the credit risk of the loans, with the Bank assuming the first loss obligation limited by the first loss account, and the participating financial institution assuming credit losses in excess of the first loss account, up to the amount of the credit enhancement obligation specified in the master agreement. The amount of the credit enhancement is calculated so that any Bank credit losses (excluding special hazard losses) in excess of the first loss account are limited to those that would be expected from an equivalent investment with a long-term credit rating of AA. In addition, the Bank may facilitate the purchase of fixed rate mortgage loans from members for concurrent sale to Fannie Mae under the MPF Xtra® product. (“MPF Xtra” is a registered trademark of the FHLBank of Chicago.)
	For taking on the credit enhancement obligation, the Bank pays the participating financial institution a credit enhancement fee, which is calculated on the remaining unpaid principal balance of the mortgage loans. Depending on the specific MPF product, all or a portion of the credit enhancement fee is paid monthly beginning with the month after each delivery of loans. The MPF Plus product also provides for a performance-based credit enhancement fee, which accrues monthly, beginning with the month after each delivery of loans, and is paid to the participating financial institution beginning 12 months later. The performance-based credit enhancement fee will be reduced by an amount equivalent to loan losses up to the amount of the first loss account established for each master commitment. The participating financial institutions obtain supplemental mortgage insurance (SMI) to cover their credit enhancement obligations under this product. If the SMI provider's claims-paying ability rating falls below a specified level, the participating financial institution has six months to either replace the SMI policy or assume the credit enhancement obligation and fully collateralize the obligation; otherwise the Bank may choose not to pay the participating financial institution its performance-based credit enhancement fee.
	The Bank classifies mortgage loans as held for investment and, accordingly, reports them at their principal amount outstanding net of unamortized premiums, discounts, and unrealized gains and losses from loans initially classified as mortgage loan commitments. The Bank defers and amortizes these amounts as interest income using the level-yield method on a retrospective basis over the estimated life of the related mortgage loan. Actual prepayment experience and estimates of future principal prepayments are used in calculating the estimated life of the mortgage loans. The Bank aggregates the mortgage loans by similar characteristics (type, maturity, note rate, and acquisition date) in determining prepayment estimates. A retrospective adjustment is required each time the Bank changes the estimated amounts as if the new estimate had been known since the original acquisition date of the assets. The Bank uses nationally recognized, market-based, third-party prepayment models to project estimated lives.
	The Bank records credit enhancement fees as a reduction to interest income.
	Allowance for Credit Losses. An allowance for credit losses is a valuation allowance separately established for each identified portfolio segment, if it is probable that impairment has occurred in the Bank's portfolio as of the Statements of Condition date and the amount of loss can be reasonably estimated. To the extent necessary, an allowance for credit losses for off-balance sheet credit exposures is recorded as a liability.
	Portfolio Segments. A portfolio segment is defined as the level at which an entity develops and documents a systematic method for determining its allowance for credit losses. The Bank has developed and documented a systematic methodology for determining an allowance for credit losses for each applicable portfolio segment.
	See Note 10 – Allowance for Credit Losses for more information.
	Impairment Methodology on Mortgage Loans. A mortgage loan is considered impaired when, based on current information and events, it is probable that the Bank will be unable to collect all amounts due according to the contractual terms of the loan agreement.
	Loans that are on non-accrual status and that are considered collateral-dependent are measured for impairment based on the fair value of the underlying property less estimated selling costs. Loans are considered collateral-dependent if repayment is expected to be provided solely by the sale of the underlying property, that is, there is no other available and reliable source of repayment. Collateral-dependent loans are impaired if the fair value of the underlying collateral less estimated selling costs is insufficient to recover the unpaid principal balance on the loan. Interest income on impaired loans is recognized in the same manner as interest income on non-accrual loans noted below.
	The Bank places a mortgage loan on nonaccrual status when the collection of the contractual principal or interest from the participating financial institution is reported 90 days or more past due. When a mortgage loan is placed on nonaccrual status, accrued but uncollected interest is reversed against interest income. The Bank records cash payments received on nonaccrual loans first as interest income and then as a reduction of principal as specified in the contractual agreement, unless the collection of the remaining principal amount due is considered doubtful. If the collection of the remaining principal amount due is considered doubtful, then cash payments received would be applied first solely to principal until the remaining principal amount due is expected to be collected and then as a recovery of any charge-off, if applicable, followed by recording interest income. A loan on non-accrual status may be restored to accrual when (1) none of its contractual principal and interest is due and unpaid, and the Bank expects repayment of the remaining contractual interest and principal, or (2) it otherwise becomes well secured and in the process of collection.
	Real Estate Owned. Real estate owned (REO) includes assets that have been received in satisfaction of debt through foreclosures. REO is initially recorded at fair value less estimated selling costs and is subsequently carried at the lower of that amount or current fair value less estimated selling costs. The Bank recognizes a charge-off to the allowance for credit losses if the fair value of the REO less estimated selling costs is less than the recorded investment in the loan at the date of transfer from loans to REO. Any subsequent realized gains, realized or unrealized losses, and carrying costs are included in other non-interest expense in the Statements of Income. REO is recorded in “Other assets” in the Statements of Condition. At December 31, 2014, the Bank’s other assets included $2 of REO resulting from foreclosure of 23 mortgage loans held by the Bank. At December 31, 2013, the Bank’s other assets included $3 of REO resulting from foreclosure of 27 mortgage loans held by the Bank.
	Other Fees. Letter of credit fees are recorded as other income over the term of the letter of credit.
	Derivatives. All derivatives are recognized on the Statements of Condition at their fair value. The Bank has elected to report derivative assets and derivative liabilities net of cash collateral, including initial and variation margin, and accrued interest received from or pledged to futures commission merchants (clearing agents) or counterparties. The fair values of derivatives are netted by clearing agent or counterparty when the netting requirements have been met. If these netted amounts are positive, they are classified as an asset, and if negative, they are classified as a liability. Cash flows associated with derivatives are reflected as cash flows from operating activities in the Statements of Cash Flows unless the derivative meets the criteria to be a financing derivative.
	Each derivative is designated as one of the following:
	-1	a qualifying hedge of the change in fair value of (i) a recognized asset or liability or (ii) an unrecognized firm commitment (a fair value hedge);
	-2	a qualifying hedge of (i) a forecasted transaction or (ii) the variability of cash flows that are to be received or paid in connection with a recognized asset or liability (a cash flow hedge);
	-3	a non-qualifying hedge of an asset or liability for asset-liability management purposes or of certain advances and consolidated obligation bonds for which the Bank elected the fair value option (an economic hedge); or
	-4	a non-qualifying hedge of another derivative that is offered as a product to members or used to offset other derivatives with nonmember counterparties (an intermediation hedge).
	If hedging relationships meet certain criteria, including but not limited to formal documentation of the hedging relationship and an expectation to be hedge effective, they are eligible for hedge accounting, and the offsetting changes in fair value of the hedged items attributable to the hedged risk may be recorded in earnings. The application of hedge accounting generally requires the Bank to evaluate the effectiveness of the hedging relationships at inception and on an ongoing basis and to calculate the changes in fair value of the derivatives and the related hedged items independently. This is known as the “long-haul” method of hedge accounting. Transactions that meet certain criteria qualify for the “short-cut” method of hedge accounting, in which an assumption can be made that the change in the fair value of a hedged item, because of changes in the benchmark rate, exactly offsets the change in the value of the related derivative. Under the shortcut method, the entire change in fair value of the interest rate swap is considered to be effective at achieving offsetting changes in fair values or cash flows of the hedged asset or liability.
	Derivatives are typically executed at the same time as the hedged item, and the Bank designates the hedged item in a qualifying hedge relationship as of the trade date. In many hedging relationships, the Bank may designate the hedging relationship upon its commitment to disburse an advance or trade a consolidated obligation in which settlement occurs within the shortest period of time possible for the type of instrument based on market settlement conventions. The Bank records the changes in the fair value of the derivatives and the hedged item beginning on the trade date.
	Changes in the fair value of a derivative that qualifies as a fair value hedge and is designated as a fair value hedge, along with changes in the fair value of the hedged asset or liability (hedged item) that are attributable to the hedged risk (including changes that reflect losses or gains on firm commitments), are recorded in other income as “Net gain/(loss) on derivatives and hedging activities.”
	Changes in the fair value of a derivative that qualifies as a cash flow hedge and is designated as a cash flow hedge, to the extent that the hedge is effective, are recorded in AOCI, a component of capital, until earnings are affected by the variability of the cash flows of the hedged transaction (until the periodic recognition of interest on a variable rate asset or liability is recorded in earnings).
	For both fair value and cash flow hedges, any hedge ineffectiveness (which represents the amount by which the change in the fair value of the derivative differs from the change in the fair value of the hedged item or the variability in the cash flows of the forecasted transaction) is recorded in other income as “Net gain/(loss) on derivatives and hedging activities.”
	Changes in the fair value of a derivative designated as an economic hedge or an intermediation hedge are recorded in current period earnings with no fair value adjustment to an asset or liability. An economic hedge is defined as a derivative hedging certain advances and consolidated obligation bonds for which the Bank elected the fair value option, or hedging specific or non-specific underlying assets, liabilities, or firm commitments, that does not qualify or was not designated for fair value or cash flow hedge accounting, but is an acceptable hedging strategy under the Bank's risk management program. These economic hedging strategies also comply with Finance Agency regulatory requirements prohibiting speculative hedge transactions. An economic hedge introduces the potential for earnings variability caused by the changes in fair value of the derivatives that are recorded in the Bank's income but are not offset by corresponding changes in the value of the economically hedged assets, liabilities, or firm commitments. The derivatives used in intermediary activities do not qualify for 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. Changes in the fair value of these non-qualifying hedges are recorded in other income as “Net gain/(loss) on derivatives and hedging activities.” In addition, the net settlements associated with these non-qualifying hedges are recorded in other income as “Net gain/(loss) on derivatives and hedging activities.” Cash flows associated with these stand-alone derivatives are reflected as cash flows from operating activities in the Statements of Cash Flows unless the derivative meets the criteria to be designated as a financing derivative.
	The net settlements of interest receivables and payables on derivatives designated as fair value or cash flow hedges are recognized as adjustments to the interest income or interest expense of the designated underlying hedged item. The net settlements of interest receivables and payables on intermediated derivatives for members and other economic hedges are recognized in other income as “Net gain/(loss) on derivatives and hedging activities.”
	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.
	When hedge accounting is discontinued, the Bank either terminates the derivative or continues to carry the derivative on the Statements of Condition at its fair value, ceases to adjust the hedged asset or liability for changes in fair value, and amortizes the cumulative basis adjustment on the hedged item into earnings over the remaining life of the hedged item using a level-yield methodology.
	When hedge accounting is discontinued because the Bank determines that the derivative no longer qualifies as an effective cash flow hedge of an existing hedged item, the Bank continues to carry the derivative on the Statements of Condition at its fair value and reclassifies the AOCI adjustment into earnings when earnings are affected by the existing hedged item (the original forecasted transaction).
	Under limited circumstances, when the Bank discontinues cash flow hedge accounting because it is no longer probable that the forecasted transaction will occur by the end of the originally specified time period, or within the following two months, but it is probable the transaction will still occur in the future, the gain or loss on the derivative remains in AOCI and is recognized in earnings when the forecasted transaction affects earnings. However, if it is probable that a forecasted transaction will not occur by the end of the originally specified time period or within the following two months, the gains and losses that were recorded in AOCI are recognized immediately in earnings.
	When hedge accounting is discontinued because the hedged item no longer meets the definition of a firm commitment, the Bank continues to carry the derivative on the Statements of Condition at its fair value, removing from the Statements of Condition any asset or liability that was recorded to recognize the firm commitment and recording it as a gain or loss in current period earnings.
	The Bank may be the primary obligor on consolidated obligations and may make advances in which derivative instruments are embedded. Upon execution of these transactions, the Bank assesses whether the economic characteristics of the embedded derivative are clearly and closely related to the economic characteristics of the remaining component of the advance or debt (the host contract) and whether a separate, non-embedded instrument with the same terms as the embedded instrument would meet the definition of a derivative instrument. When it is determined that: (i) the embedded derivative has economic characteristics that are not clearly and closely related to the economic characteristics of the host contract, and (ii) a separate, stand-alone instrument with the same terms would qualify as a derivative instrument, the embedded derivative is separated from the host contract, carried at fair value, and designated as a stand-alone derivative instrument equivalent to an economic hedge. However, the entire contract is carried on the Statements of Condition at fair value and no portion of the contract is designated as a hedging instrument if the entire contract (the host contract and the embedded derivative) is to be measured at fair value, with changes in fair value reported in current period earnings (such as an investment security classified as trading, as well as hybrid financial instruments that are eligible for the fair value option), or if the Bank cannot reliably identify and measure the embedded derivative for purposes of separating the derivative from its host contract.
	Premises, Software, and Equipment. The Bank records premises, software, and equipment at cost less accumulated depreciation and amortization. The Bank's accumulated depreciation and amortization related to premises, software, and equipment totaled $67 and $67 at December 31, 2014 and 2013, respectively. Improvements and major renewals are capitalized; ordinary maintenance and repairs are expensed as incurred. Depreciation is computed on the straight-line method over the estimated useful lives of assets ranging from 3 to 10 years, and leasehold improvements are amortized on the straight-line method over the estimated useful life of the improvement or the remaining term of the lease, whichever is shorter. Depreciation and amortization expense was $9 for 2014, $9 for 2013, and $10 for 2012. The Bank includes gains and losses on disposal of premises, software, and equipment in other income. The net realized gain on disposal of premises, software, and equipment, primarily related to the 1999 sale of the Bank's building, was $1, $1, and $1 in 2014, 2013, and 2012, respectively.
	The cost of computer software developed or obtained for internal use is capitalized and depreciated over future periods. At December 31, 2014 and 2013, the Bank had $20 and $20 in unamortized computer software costs respectively. Depreciation of computer software costs charged to expense was $7, $7, and $9 in 2014, 2013, and 2012, respectively.
	Consolidated Obligations. Consolidated obligations are recorded at amortized cost unless the Bank has elected the fair value option, in which case the consolidated obligations are carried at fair value.
	Concessions on Consolidated Obligations. Concessions are paid to dealers in connection with the issuance of consolidated obligations for which the Bank is the primary obligor. The amount of the concession is allocated to the Bank by the Office of Finance based on the percentage of the debt issued for which the Bank is the primary obligor. Concessions paid on consolidated obligations designated under the fair value option are expensed as incurred. Concessions paid on consolidated obligations not designated under the fair value option are deferred and amortized to expense using the level-yield method over the remaining contractual life or on a retrospective basis over the estimated life of the consolidated obligations. Unamortized concessions were $12 and $14 at December 31, 2014 and 2013, respectively, and are included in “Other assets.” Amortization of concessions is included in consolidated obligation interest expense and totaled $6, $7, and $22, in 2014, 2013, and 2012, respectively.
	Discounts and Premiums on Consolidated Obligations. The discounts on consolidated obligation discount notes for which the Bank is the primary obligor are amortized to expense using the level-yield method over the term to maturity. The discounts and premiums on consolidated obligation bonds for which the Bank is the primary obligor are amortized to expense using the level-yield method over the remaining contractual life or on a retrospective basis over the estimated life of the consolidated obligation bonds.
	Mandatorily Redeemable Capital Stock. The Bank reclassifies the capital stock subject to redemption from capital to a liability after a member provides the Bank with a written notice of redemption; gives notice of intention to withdraw from membership; or attains nonmember status by merger or acquisition, charter termination, or other involuntary membership termination; or after a receiver or other liquidating agent for a member transfers the member's Bank capital stock to a nonmember entity, resulting in the member's shares then meeting the definition of a mandatorily redeemable financial instrument. Shares meeting this definition are reclassified to a liability at fair value. Dividends declared on shares classified as a liability are accrued at the expected dividend rate and reflected as interest expense in the Statements of Income. The repayment of these mandatorily redeemable financial instruments (by repurchase or redemption of the shares) is reflected as a financing cash outflow in the Statements of Cash Flows once settled. See Note 15 – Capital for more information.
If a member cancels its written notice of redemption or notice of withdrawal or if the Bank allows the transfer of mandatorily redeemable capital stock to a member, the Bank reclassifies mandatorily redeemable capital stock from a liability to capital. After the reclassification, dividends on the capital stock are no longer classified as interest expense.
Finance Agency Expenses. The FHLBanks fund a portion of the costs of operating the Finance Agency, and each FHLBank is assessed a proportionate share of those costs. The Finance Agency allocates its expenses and working capital fund among the FHLBanks based on the ratio between each FHLBank's minimum required regulatory capital and the aggregate minimum required regulatory capital of all the FHLBanks.
Office of Finance Expenses. Each FHLBank is assessed a proportionate share of the cost of operating the Office of Finance, which facilitates the issuance and servicing of consolidated obligations. The Office of Finance allocates its operating and capital expenditures among the FHLBanks as follows: (1) two-thirds of the assessment is based on each FHLBank's share of total consolidated obligations outstanding, and (2) one-third of the assessment is based on an equal pro rata allocation.
Affordable Housing Program. As more fully discussed in Note 13 – Affordable Housing Program, the FHLBank Act requires each FHLBank to establish and fund an Affordable Housing Program (AHP). The Bank charges the required funding for the AHP to earnings and establishes a liability. The AHP funds provide subsidies to members to assist in the purchase, construction, or rehabilitation of housing for very low-, low-, and moderate-income households. Subsidies may be in the form of direct grants or below-market interest rate advances.

Recently_Issued_and_Adopted_Ac

Recently Issued and Adopted Accounting Guidance	12 Months Ended
	Dec. 31, 2014
New Accounting Pronouncements and Changes in Accounting Principles [Abstract]
Recently Issued and Adopted Accounting Guidance	Recently Issued and Adopted Accounting Guidance
	Amendments to the Consolidation Guidance. On February 18, 2015, the Financial Accounting Standards Board (FASB) issued guidance intended to enhance consolidation guidance for legal entities such as limited partnerships, limited liability corporations, and securitization structures (collateralized debt obligations, collateralized loan obligations, and mortgage-backed security transactions). The new guidance primarily focuses on the following:
	•	Placing more emphasis on risk of loss when determining a controlling financial interest. A reporting organization may no longer have to consolidate a legal entity in certain circumstances based solely on its fee arrangement, when certain criteria are met.
	•	Reducing the frequency of the application of related-party guidance when determining a controlling financial interest in a VIE.
	•	Changing consolidation conclusions for public and private companies in several industries that typically make use of limited partnerships or VIEs.
	This guidance becomes effective for the Bank for interim and annual periods beginning after December 15, 2015, and early adoption is permitted, including adoption in an interim period. This guidance is not expected to affect the Bank’s financial condition, results of operations, and cash flows.
	Disclosure of Uncertainties about an Entity’s Ability to Continue as a Going Concern. On August 27, 2014, the 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 adoption of this guidance did not affect the Bank’s financial condition, results of operations, or cash flows.
	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 adoption of this guidance did not affect the Bank’s financial condition, results of operations, or cash flows.
	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 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 adoption of this guidance did not affect the Bank’s financial condition, results of operations, or cash flows.
	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.
	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 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 were implemented on January 1, 2015, and resulted in a $1 charge-off to the Bank’s allowance for credit losses on the mortgage loan portfolio. The adoption of these charge-off provisions did not have a material effect on the Bank’s financial condition, results of operations, or cash flows.

Cash_and_Due_from_Banks

Cash and Due from Banks	12 Months Ended
	Dec. 31, 2014
Cash and Due from Banks [Abstract]
Cash and Cash Equivalents Disclosure [Text Block]	Cash and Due from Banks
	Compensating Balances. The Bank maintains collected cash balances with commercial banks in consideration for certain services. There are no legal restrictions under these agreements on the withdrawal of these funds. The average collected cash balances were approximately $2 for 2014 and $1 for 2013.

Trading_Securities

Trading Securities	12 Months Ended
	Dec. 31, 2014
Trading Securities [Abstract]
Trading Securities	Trading Securities
	The estimated fair value of trading securities as of December 31, 2014 and 2013, was as follows:
		2014		2013
	GSEs – Federal Farm Credit Bank (FFCB) bonds	$	3,513	$	3,194
	MBS – Other U.S. obligations – Ginnie Mae	11		14
	Total	$	3,524	$	3,208
	The net unrealized gain/(loss) on trading securities was $(1), $2, and $(11) for the years ended December 31, 2014, 2013, and 2012, respectively. These amounts represent the changes in the fair value of the securities during the reported periods.

AvailableforSale_Securities

Available-for-Sale Securities	12 Months Ended
	Dec. 31, 2014
Available-for-sale Securities [Abstract]
Available-for-Sale Securities	Available-for-Sale Securities
	Available-for-sale securities by major security type as of December 31, 2014 and 2013, were as follows:
	December 31, 2014
		Amortized		OTTI			Gross		Gross			Estimated Fair Value
		Cost(1)		Recognized in			Unrealized		Unrealized
				AOCI			Gains		Losses
	PLRMBS:
	Prime	$	565	$	(4	)	$	31	$	—		$	592
	Alt-A, option ARM	1,031		(43		)	77		—			1,065
	Alt-A, other	4,687		(145		)	174		(2		)	4,714
	Total	$	6,283	$	(192	)	$	282	$	(2	)	$	6,371
	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 December 31, 2014, the amortized cost of the Bank’s PLRMBS classified as AFS included credit-related OTTI of $1,173. 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 December 31, 2014 and 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 7 – Other-Than-Temporary Impairment Analysis.
	December 31, 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	$	71	$	3		$	36	$	1		$	107	$	4
	Alt-A, option ARM	—		—			580		43			580		43
	Alt-A, other	403		12			1,682		135			2,085		147
	Total	$	474	$	15		$	2,298	$	179		$	2,772	$	194
	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 December 31, 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 December 31, 2014 and 2013, are shown in the following table:
		2014		2013
	Amortized cost of AFS PLRMBS:
	Collateralized mortgage obligations:
	Fixed rate	$	1,917	$	2,450
	Adjustable rate	4,366		4,709
	Total	$	6,283	$	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:
		2014		2013
	Collateralized mortgage obligations:
	Converts in 1 year or less	$	71	$	191
	Converts after 1 year through 5 years	226		364
	Total	$	297	$	555
	See Note 7 – Other-Than-Temporary Impairment Analysis for information on the transfers of securities between the AFS portfolio and the HTM portfolio.

HeldtoMaturity_Securities

Held-to-Maturity Securities	12 Months Ended
	Dec. 31, 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:
	December 31, 2014
		Amortized		OTTI			Carrying		Gross		Gross			Estimated
		Cost(1)		Recognized			Value(1)		Unrecognized		Unrecognized			Fair Value
				in AOCI(1)					Holding		Holding
									Gains		Losses
	Housing finance agency bonds:
	California Housing Finance Agency (CalHFA) bonds	$	328	$	—		$	328	$	—	$	(45	)	$	283
	MBS:
	Other U.S. obligations – Ginnie Mae	1,513		—			1,513		15		(2		)	1,526
	GSEs:
	Freddie Mac	4,517		—			4,517		61		(12		)	4,566
	Fannie Mae	5,313		—			5,313		121		(6		)	5,428
	Subtotal GSEs	9,830		—			9,830		182		(18		)	9,994
	PLRMBS:
	Prime	1,133		—			1,133		1		(27		)	1,107
	Alt-A, option ARM	14		—			14		—		(1		)	13
	Alt-A, other	753		(20		)	733		19		(18		)	734
	Subtotal PLRMBS	1,900		(20		)	1,880		20		(46		)	1,854
	Total MBS	13,243		(20		)	13,223		217		(66		)	13,374
	Total	$	13,571	$	(20	)	$	13,551	$	217	$	(111	)	$	13,657
	December 31, 2013
		Amortized		OTTI			Carrying		Gross		Gross			Estimated
		Cost(1)		Recognized			Value(1)		Unrecognized		Unrecognized			Fair Value
				in AOCI(1)					Holding		Holding
									Gains		Losses
	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.
	At December 31, 2014, the amortized cost of the Bank’s MBS classified as HTM included premiums of $51, discounts of $55, 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 December 31, 2014 and 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 7 – Other-Than-Temporary Impairment Analysis.
	December 31, 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
	Housing finance agency bonds:
	CalHFA bonds	$	—	$	—		$	283	$	45	$	283		$	45
	MBS:
	Other U.S. obligations – Ginnie Mae	131		—			94		2		225			2
	GSEs:
	Freddie Mac	622		1			1,044		11		1,666			12
	Fannie Mae	286		1			562		5		848			6
	Subtotal GSEs	908		2			1,606		16		2,514			18
	PLRMBS:
	Prime	264		2			682		25		946			27
	Alt-A, option ARM	—		—			13		1		13			1
	Alt-A, other	30		—			685		38		715			38
	Subtotal PLRMBS	294		2			1,380		64		1,674			66
Total MBS	1,333		4			3,080		82		4,413			86
Total	$	1,333	$	4		$	3,363	$	127	$	4,696		$	131
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 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 December 31, 2014 and 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.
December 31, 2014
Year of Contractual Maturity	Amortized		Carrying			Estimated
	Cost(1)		Value(1)			Fair Value
HTM securities other than MBS:
Due after 5 years through 10 years	$	78	$	78		$	70
Due after 10 years	250		250			213
Subtotal	328		328			283
MBS:
Other U.S. obligations – Ginnie Mae	1,513		1,513			1,526
GSEs:
Freddie Mac	4,517		4,517			4,566
Fannie Mae	5,313		5,313			5,428
Subtotal GSEs	9,830		9,830			9,994
PLRMBS:
Prime	1,133		1,133			1,107
Alt-A, option ARM	14		14			13
Alt-A, other	753		733			734
Subtotal PLRMBS	1,900		1,880			1,854
Total MBS	13,243		13,223			13,374
Total	$	13,571	$	13,551		$	13,657
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 December 31, 2014 and 2013, are detailed in the following table:
	2014		2013
Amortized cost of HTM securities other than MBS:
Fixed rate	$	—	$	1,660
Adjustable rate	328		416
Subtotal	328		2,076
Amortized cost of HTM MBS:
Passthrough securities:
Fixed rate	285		461
Adjustable rate	415		430
Collateralized mortgage obligations:
Fixed rate	9,249		10,820
Adjustable rate	3,294		3,747
Subtotal	13,243		15,458
Total	$	13,571	$	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:
	2014		2013
Passthrough securities:
Converts in 1 year or less	$	79	$	62
Converts after 1 year through 5 years	140		316
Converts after 5 years through 10 years	59		72
Total	$	278	$	450
Collateralized mortgage obligations:
Converts in 1 year or less	$	73	$	185
Converts after 1 year through 5 years	26		133
Total	$	99	$	318
See Note 7 – 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	12 Months Ended
	Dec. 31, 2014
Other than Temporary Impairment Losses, Investments [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.
	PLRMBS. To assess whether it expects to recover the entire amortized cost basis of its PLRMBS, the Bank performed a cash flow analysis for all of its PLRMBS as of December 31, 2014, using two third-party models. The first model projects prepayments, default rates, and loss severities on the underlying loan collateral based on borrower characteristics and the particular attributes of the loans underlying the Bank’s securities, in conjunction with assumptions related primarily to future changes in housing prices and interest rates. A significant input to the first model is the forecast of future housing price changes for the relevant states and core-based statistical areas (CBSAs), which are based on an assessment of the regional housing markets. CBSA refers collectively to metropolitan and micropolitan statistical areas as defined by the U.S. Office of Management and Budget. As currently defined, a CBSA must contain at least one urban area with a population of 10,000 or more people.
	The FHLBanks’ OTTI Governance Committee developed a short-term housing price forecast with projected changes ranging from a decrease of 4.0% to an increase of 7.0% over the 12-month period beginning October 1, 2014. For the vast majority of markets, the projected short-term housing price changes range from a decrease of 1.0% 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.
	The month-by-month projections of future loan performance derived from the first model, which reflect projected prepayments, default rates, and loss severities, are then input into a second model that allocates the projected loan level cash flows and losses to the various security classes in each securitization structure in accordance with the structure’s prescribed cash flow and loss allocation rules. When the credit enhancement for the senior securities in a securitization is derived from the presence of subordinated securities, losses are generally allocated first to the subordinated securities until their principal balance is reduced to zero. The projected cash flows are based on a number of assumptions and expectations, and the results of these models can vary significantly with changes in assumptions and expectations. The scenario of cash flows determined based on the model approach described above reflects a best-estimate scenario and includes a base case housing price forecast that reflects the expectations for near- and long-term housing price behavior.
	At each quarter end, the Bank compares the present value of the cash flows expected to be collected on its PLRMBS to the amortized cost basis of the securities to determine whether a credit loss exists. For the Bank’s variable rate and hybrid PLRMBS, the Bank uses the effective interest rate derived from a variable rate index (for example, the one-month London Interbank Offered Rate (LIBOR)) plus the contractual spread, plus or minus a fixed spread adjustment when there is an existing discount or premium on the security. As the implied forward rates of the index change over time, the effective interest rates derived from that index will also change over time. The Bank then uses the effective interest rate for the security prior to impairment for determining the present value of the future estimated cash flows.
	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 December 31, 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 during the year ended December 31, 2014, and the related current credit enhancement for the Bank.
	December 31, 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		4.6	30.9		19.2
	2006	18		11	36.5		2.9
	Total Prime	12.8		4.8	31		18.8
	Alt-A, option ARM
	2005	7.8		34.3	43.7		2
	Total Alt-A, option ARM	7.8		34.3	43.7		2
	Alt-A, other
	2007	14.9		25.4	37.1		7.6
	2005	13.6		17.3	39.7		12.2
	2004 and earlier	15.9		8.6	31.1		13.6
	Total Alt-A, other	14.9		19.4	36.1		10.1
	Total	14.6		19.4	36.2		10.1
	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 years ended December 31, 2014, 2013, and 2012.
		2014			2013			2012
	Balance, beginning of the period	$	1,378		$	1,397		$	1,362
	Additional charges on securities for which OTTI was previously recognized(1)	4			7			44
	Accretion of yield adjustments resulting from improvement of expected cash flows that are recognized over the remaining life of the securities	(68		)	(26		)	(9		)
	Balance, end of the period	$	1,314		$	1,378		$	1,397
	-1	For the year ended December 31, 2014, “securities for which OTTI was previously recognized” represents all securities that were also other-than-temporarily impaired prior to January 1, 2014. For the year ended December 31, 2013, “securities for which OTTI was previously recognized” represents all securities that were also other-than-temporarily impaired prior to January 1, 2013. For the year ended December 31, 2012, “securities for which OTTI was previously recognized” represents all securities that were also other-than-temporarily impaired prior to January 1, 2012.
	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.
	Beginning in the first quarter of 2011, the Bank elected to transfer any PLRMBS that incurred a credit-related OTTI charge during the applicable period from the Bank’s HTM portfolio to its AFS portfolio at their fair values. The Bank recognized an OTTI credit loss on these HTM PLRMBS, which the Bank believes is evidence of a significant decline in the issuers’ creditworthiness. The decline in the issuers’ creditworthiness is the basis for the transfers to the AFS portfolio. These transfers allow the Bank the option to sell these securities prior to maturity in view of changes in interest rates, changes in prepayment risk, or other factors, while recognizing the Bank’s intent to hold these securities for an indefinite period of time. The Bank does not intend to sell its other-than-temporarily impaired securities 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.
	The Bank did not transfer any PLRMBS from its HTM portfolio to its AFS portfolio during the year ended December 31, 2014. The following table summarizes the PLRMBS transferred from the Bank’s HTM portfolio to its AFS portfolio during the year ended December 31, 2013. The amounts shown represent the values when the securities were transferred from the HTM portfolio to the AFS portfolio.
		2013
		Amortized			OTTI			Gross			Estimated
		Cost			Recognized			Unrecognized			Fair Value
					in AOCI			Holding
								Gains
	Other-than-temporarily impaired PLRMBS backed by loans classified at origination as:
	Alt-A, option ARM	$	22		$	(3	)	$	—		$	19
	Alt-A, other	54			(1		)	—			53
	Total	$	76		$	(4	)	$	—		$	72
	The following tables present the Bank’s AFS and HTM PLRMBS that incurred OTTI losses anytime during the life of the securities at December 31, 2014 and 2013, by loan collateral type:
	December 31, 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	$	682		$	565		$	592		$	—	$	—	$	—	$	—
	Alt-A, option ARM	1,391			1,031			1,065			—		—		—		—
	Alt-A, other	5,374			4,687			4,714			132		128		108		127
	Total	$	7,447		$	6,283		$	6,371		$	132	$	128	$	108	$	127
	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 December 31, 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 December 31, 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. 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 December 31, 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 December 31, 2014, all of the gross unrealized losses on its agency MBS are temporary.

Advances

Advances	12 Months Ended
	Dec. 31, 2014
Federal Home Loan Banks [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 0.14% to 8.57% at December 31, 2014, and 0.06% to 8.57% at December 31, 2013, as summarized below.
		2014						2013
	Contractual Maturity	Amount			Weighted			Amount				Weighted
		Outstanding			Average			Outstanding				Average
					Interest Rate							Interest Rate
	Within 1 year	$	21,328		0.63	%		$	22,556			0.5	%
	After 1 year through 2 years	7,597			1.07			6,838				1.48
	After 2 years through 3 years	3,235			1.39			6,754				1.24
	After 3 years through 4 years	3,216			1.65			3,208				1.43
	After 4 years through 5 years	1,655			1.82			2,825				1.79
	After 5 years	1,799			2.81			2,006				2.41
	Total par value	38,830			1.02	%		44,187				1	%
	Valuation adjustments for hedging activities	67						95
	Valuation adjustments under fair value option	89						113
	Total	$	38,986					$	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 $4,915 at December 31, 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 $328 at December 31, 2014, and $235 at December 31, 2013.
	The Bank’s advances at December 31, 2014 and 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 December 31, 2014 and 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
		2014			2013				2014				2013
	Within 1 year	$	21,460		$	22,609			$	21,468			$	22,696
	After 1 year through 2 years	7,693			6,843				7,597				6,838
	After 2 years through 3 years	3,258			6,850				3,135				6,754
	After 3 years through 4 years	3,291			3,208				3,176				3,108
	After 4 years through 5 years	1,646			2,901				1,655				2,785
	After 5 years	1,482			1,776				1,799				2,006
	Total par value	$	38,830		$	44,187			$	38,830			$	44,187
	Credit and Concentration Risk. The following tables present the concentration in advances to the top five borrowers and their affiliates at December 31, 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 years ended December 31, 2014 and 2013.
	December 31, 2014
	Name of Borrower	Advances			Percentage of			Interest				Percentage of
		Outstanding			Total			Income from				Total Interest
					Advances			Advances(1)				Income from
					Outstanding							Advances
	Bank of the West	$	5,484		14	%		$	29			7	%
	First Republic Bank	5,275			13			86				20
	JPMorgan Chase & Co.:
	JPMorgan Bank & Trust Company, National Association	3,000			8			54				13
	JPMorgan Chase Bank, National Association(2)	819			2			7				2
	Subtotal JPMorgan Chase & Co.	3,819			10			61				15
	Bank of America California, N.A.	3,500			9			18				4
	OneWest Bank, N.A.	3,364			9			28				6
	Subtotal	21,442			55			222				52
	Others	17,388			45			209				48
	Total par value	$	38,830		100	%		$	431			100	%
	December 31, 2013
	Name of Borrower	Advances			Percentage of			Interest				Percentage of
		Outstanding			Total			Income from				Total Interest
					Advances			Advances(1)				Income from
					Outstanding							Advances
	Bank of America California, N.A.	$	7,750		18	%		$	15			3	%
	JPMorgan Chase & Co.:
	JPMorgan Bank & Trust Company, National Association	5,125			11			76				16
	JPMorgan Chase Bank, National Association(2)	835			2			8				2
	Subtotal JPMorgan Chase & Co.	5,960			13			84				18
	First Republic Bank	5,150			12			70				15
	Bank of the West	4,933			11			30				6
	OneWest Bank, FSB	4,501			10			41				9
	Subtotal	28,294			64			240				51
	Others	15,893			36			234				49
	Total par value	$	44,187		100	%		$	474			100	%
	-1	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.
-2	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 10 – Allowance for Credit Losses.
Interest Rate Payment Terms. Interest rate payment terms for advances at December 31, 2014 and 2013, are detailed below:
	2014			2013
Par value of advances:
Fixed rate:
Due within 1 year	$	15,422		$	17,998
Due after 1 year	12,330			16,453
Total fixed rate	27,752			34,451
Adjustable rate:
Due within 1 year	5,906			4,558
Due after 1 year	5,172			5,178
Total adjustable rate	11,078			9,736
Total par value	$	38,830		$	44,187
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. For more information, see Note 18 – Derivatives and Hedging Activities and Note 19 – 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 December 31, 2014 and 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 for the years ended December 31, 2014, 2013, and 2012, as follows:
	2014			2013				2012
Prepayment fees received	$	16		$	14			$	211
Fair value adjustments	(10		)	(9		)		(146		)
Net	$	6		$	5			$	65
Advance principal prepaid	$	1,650		$	365			$	9,858

Mortgage_Loans_Held_for_Portfo

Mortgage Loans Held for Portfolio	12 Months Ended
	Dec. 31, 2014
Mortgage Loans on Real Estate [Abstract]
Mortgage Loans Held for Portfolio	Mortgage Loans Held for Portfolio
	Under the MPF Program, the Bank may purchase 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 may facilitate the purchase of fixed rate mortgage loans from members for concurrent sale to Fannie Mae under the MPF Xtra product. As of December 31, 2014, the Bank had approved four members as 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 mortgage loans from its participating financial institutions 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 December 31, 2014 and 2013, on mortgage loans, all of which are secured by one- to four-unit residential properties and single-unit second homes.
		2014			2013
	Fixed rate medium-term mortgage loans	$	160		$	238
	Fixed rate long-term mortgage loans	553			675
	Subtotal	713			913
	Unamortized premiums	6			10
	Unamortized discounts	(10		)	(16		)
	Mortgage loans held for portfolio	709			907
	Less: Allowance for credit losses	(1		)	(2		)
	Total mortgage loans held for portfolio, net	$	708		$	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.
	The participating financial institution and the Bank share the risk of credit losses on conventional MPF loan products by structuring potential losses on conventional MPF loans into layers with respect to each master commitment. After any primary mortgage insurance, the Bank is obligated to incur the first layer or portion of credit losses not absorbed by the liquidation value of the real property securing the loan. Under the MPF Program, the participating financial institution’s credit enhancement protection consists of the credit enhancement amount, which may be a direct obligation of the participating financial institution or may be a supplemental mortgage insurance policy paid for by the participating financial institution, and may include a contingent performance-based credit enhancement fee payable to the participating financial institution. The participating financial institution is required to pledge collateral to secure any portion of its credit enhancement amount that is a direct obligation.
	For taking on the credit enhancement obligation, the Bank pays the participating financial institution or any successor a credit enhancement fee, which is calculated on the remaining unpaid principal balance of the mortgage loans. The Bank records credit enhancement fees as a reduction to interest income. The Bank reduced net interest income for credit enhancement fees totaling $1 in 2014, $1 in 2013, and $1 in 2012.
	For information related to the Bank’s credit risk on mortgage loans and allowance methodology for credit losses, see Note 10 – Allowance for Credit Losses.

Allowance_for_Credit_Losses

Allowance for Credit Losses	12 Months Ended
	Dec. 31, 2014
Allowance for Credit Losses [Abstract]
Allowance for Credit Losses	Allowance for Credit Losses
	An allowance for credit losses is a valuation allowance separately established for each identified portfolio segment, if it is probable that impairment has occurred in the Bank's portfolio as of the Statements of Condition date and the amount of loss can be reasonably estimated. To the extent necessary, an allowance for credit losses for off-balance sheet credit exposures is recorded as a liability.
	Portfolio Segments. A portfolio segment is defined as the level at which an entity develops and documents a systematic method for determining its allowance for credit losses. The Bank has developed and documented a systematic methodology for determining an allowance for credit losses for each of the following portfolio segments:
	•	advances, letters of credit, and other extensions of credit, collectively referred to as “credit products,”
	•	MPF loans held for portfolio,
	•	term securities purchased under agreements to resell, and
	•	term Federal funds sold.
	Classes of Financing Receivables. Classes of financing receivables generally are a disaggregation of a portfolio segment to the extent needed to understand the exposure to credit risk arising from these financing receivables. The Bank determined that no further disaggregation of the portfolio segments identified above is needed because the credit risk arising from these financing receivables is assessed and measured by the Bank at the portfolio segment level.
	Credit Products. The Bank lends to member financial institutions that have a principal place of business in Arizona, California, or Nevada. Under the FHLBank Act, the Bank is required to obtain sufficient collateral for credit products to protect the Bank from credit losses. Collateral eligible to secure credit products includes certain investment securities, residential mortgage loans, cash or deposits with the Bank, and other eligible real estate-related assets. The capital stock of the Bank owned by each borrowing member is pledged as additional collateral for the member's indebtedness to the Bank. The Bank may also accept secured small business, small farm, and small agribusiness loans, and securities representing a whole interest in such secured loans, as collateral from members that are community financial institutions. The Housing and Economic Recovery Act of 2008 (Housing Act) added secured loans for community development activities as collateral that the Bank may accept from community financial institutions. In addition, the Bank has advances outstanding to former members and member successors, which are also subject to these security terms.
	The Bank requires each borrowing member to execute a written Advances and Security Agreement, which describes the lending relationship between the Bank and the borrower. At December 31, 2014 and 2013, the Bank had a perfected security interest in collateral pledged by each borrowing member, or by the member's affiliate on behalf of the member, and by each nonmember borrower, with an estimated value in excess of the outstanding credit products for that borrower. Based on the financial condition of the borrower, the Bank may either (i) allow the borrower or the pledging affiliate to retain physical possession of loan collateral pledged to the Bank, provided that the borrower or the pledging affiliate agrees to hold the collateral for the benefit of the Bank, or (ii) require the borrower or the pledging affiliate to deliver physical possession of loan collateral to the Bank or its custodial agent. All securities collateral is required to be delivered to the Bank's custodial agent. All loan collateral pledged to the Bank is subject to a UCC-1 financing statement.
	Section 10(e) of the FHLBank Act affords any security interest granted to the Bank by a member or any affiliate of the member or any nonmember borrower priority over claims or rights of any other party, except claims or rights that (i) would be entitled to priority under otherwise applicable law and (ii) are held by bona fide purchasers for value or secured parties with perfected security interests.
	The Bank classifies as impaired any advance with respect to which it is probable that all principal and interest due will not be collected according to its contractual terms. Impaired advances are valued using the present value of expected future cash flows discounted at the advance's effective interest rate, the advance's observable market price or, if collateral-dependent, the fair value of the advance's underlying collateral. When an advance is classified as impaired, the accrual of interest is discontinued and unpaid accrued interest is reversed. Advances do not return to accrual status until they are brought current with respect to both principal and interest and until the future principal payments are no longer in doubt. No advances were classified as impaired during the periods presented.
	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 December 31, 2014 and 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 2014 and 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 December 31, 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.
	During 2014, no member institutions were placed into receivership.
	From January 1, 2015, to February 28, 2015, no member institutions were placed into receivership.
	Mortgage Loans Held for Portfolio. A mortgage loan is considered to be impaired when it is reported 90 days or more past due (nonaccrual) or when it is probable, based on current information and events, that the Bank will be unable to collect all principal and interest amounts due according to the contractual terms of the mortgage loan agreement.
	Loans that are on nonaccrual status and that are considered collateral-dependent are measured for impairment based on the fair value of the underlying property less estimated selling costs. Loans are considered collateral-dependent if repayment is expected to be provided solely by the sale of the underlying property, that is, if it is considered likely that the borrower will default and there is no credit enhancement to offset losses under the master commitment, or the collectability or availability of credit enhancement is deemed to be uncertain. Collateral-dependent loans are impaired if the fair value of the underlying collateral less estimated selling costs is insufficient to recover the unpaid principal balance on the loan. Interest income on impaired loans is recognized in the same manner as interest income on nonaccrual loans, as noted below.
	The Bank places a mortgage loan on nonaccrual status when the collection of the contractual principal or interest from the participating financial institution is reported 90 days or more past due or when the loan is in foreclosure. When a mortgage loan is placed on nonaccrual status, accrued but uncollected interest is reversed against interest income. The Bank records cash payments received on nonaccrual loans first as interest income and then as a reduction of principal as specified in the contractual agreement, unless the collection of the remaining principal amount due is considered doubtful.
	The following table presents information on delinquent mortgage loans as of December 31, 2014 and 2013.
		2014			2013
		Recorded			Recorded
		Investment(1)			Investment(1)
	30 – 59 days delinquent	$	12		$	14
	60 – 89 days delinquent	5			7
	90 days or more delinquent	22			27
	Total past due	39			48
	Total current loans	673			863
	Total mortgage loans	$	712		$	911
	In process of foreclosure, included above(2)	$	11		$	17
	Nonaccrual loans	$	22		$	27
	Loans past due 90 days or more and still accruing interest	$	—		$	—
	Serious delinquencies as a percentage of total mortgage loans outstanding(3)	3.12		%	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.
	Mortgage Loans Evaluated at the Individual Master Commitment Level – The credit risk analysis of all conventional MPF loans is performed at the individual master commitment level to determine the credit enhancements available to recover losses on MPF loans under each individual master commitment.
	Individually Evaluated Mortgage Loans – Certain conventional mortgage loans, primarily impaired mortgage loans that are considered collateral-dependent, may be specifically identified for purposes of calculating the allowance for credit losses. The estimated credit losses on impaired collateral-dependent loans may be separately determined because sufficient information exists to make a reasonable estimate of the inherent loss on those loans on an individual loan basis. The Bank estimates the fair value of collateral using real estate broker price opinions or automated valuation models (AVMs) based on property characteristics as well as recent market sales and current listings. The resulting incurred loss, if any, is equal to the difference between the carrying value of the loan and the estimated fair value of the collateral less estimated selling costs.
	Collectively Evaluated Mortgage Loans – The credit risk analysis of conventional loans collectively evaluated for impairment considers loan pool-specific attribute data, applies estimated loss severities, and considers the associated credit enhancements to determine the Bank's best estimate of probable incurred losses. The analysis includes estimating projected cash flows that the Bank is likely to collect based on an assessment of all available information, including prepayment speeds, default rates, and loss severity for the mortgage loans based on underlying loan-level borrower and loan characteristics; expected housing price changes; and interest rate assumptions. In performing a detailed cash flow analysis, the Bank develops its best estimate of the cash flows expected to be collected using a third-party model to project prepayments, default rates, and loss severities based on borrower characteristics and the particular attributes of the mortgage loans, in conjunction with assumptions related primarily to future changes in housing prices and interest rates. The assumptions used as inputs to the model, including the forecast of future housing price changes, are consistent with assumptions used for the Bank's evaluation of its PLRMBS for OTTI.
	The allowance for credit losses on the mortgage loan portfolio was as follows:
		2014			2013			2012
	Balance, beginning of the period	$	2		$	3		$	6
	(Charge-offs) /recoveries	(1		)	—			(2		)
	Provision for/(reversal of) credit losses	—			(1		)	(1		)
	Balance, end of the period	$	1		$	2		$	3
	Ratio of net charge-offs during the period to average loans outstanding during the period	(0.05		)%	(0.07		)%	(0.08		)%
	The allowance for credit losses and recorded investment by impairment methodology for individually and collectively evaluated impaired loans are as follows:
		2014			2013
	Allowance for credit losses, end of period:
	Individually evaluated for impairment	$	1		$	2
	Collectively evaluated for impairment	—			—
	Total allowance for credit losses	$	1		$	2
	Recorded investment, end of period:
	Individually evaluated for impairment	$	20		$	27
	Collectively evaluated for impairment	692			884
	Total recorded investment	$	712		$	911
	The recorded investment, unpaid principal balance, and related allowance of impaired loans individually evaluated for impairment as of December 31, 2014 and 2013, are as follows:
		2014									2013
		Recorded Investment			Unpaid Principal Balance			Related Allowance			Recorded Investment		Unpaid Principal Balance		Related Allowance
	With no related allowance	$	14		$	14		$	—		$	20	$	20	$	—
	With an allowance	6			6			1			7		7		2
	Total	$	20		$	20		$	1		$	27	$	27	$	2
	The average recorded investment on impaired loans individually evaluated for impairment is as follows:
		2014			2013
With no related allowance	$	17		$	19
With an allowance	7			11
Total	$	24		$	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 have a credit risk exposure at the time of purchase equivalent to assets rated AA, taking into consideration the credit risk sharing structure mandated by the Finance Agency’s acquired member assets (AMA) regulation. 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, 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 financial institution’s credit enhancement obligation at the time losses are incurred.
5	Losses in excess of the first loss account and the participating financial 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 December 31, 2014 and 2013, and for MPF Plus loans totaling $1 as of December 31, 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 participating financial 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 December 31, 2014 and 2013, and for MPF Plus loans totaling de minimis amounts as of December 31, 2014 and 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 $2.3 as of December 31, 2014, and $0.8 as of December 31, 2013. During 2014 and 2013, 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 to 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 December 31, 2014 and 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 December 31, 2014 and 2013, were repaid or are expected to be repaid according to the contractual terms.

Deposits

Deposits	12 Months Ended
	Dec. 31, 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 December 31, 2014 and 2013, were as follows:
		2014		2013
	Interest-bearing deposits:
	Demand and overnight	$	159	$	190
	Term	—		1
	Other	—		1
	Total interest-bearing deposits	159		192
	Non-interest-bearing deposits	1		1
	Total	$	160	$	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 December 31, 2014 and 2013, are detailed in the following table:
		2014				2013
		Amount		Weighted		Amount		Weighted
		Outstanding		Average		Outstanding		Average
				Interest Rate				Interest Rate
	Interest-bearing deposits:
	Fixed rate	$	—	—	%	$	1	0.01	%
	Adjustable rate	159		0.01		191		0.01
	Total interest-bearing deposits	159		0.01		192		0.01
	Non-interest-bearing deposits	1		—		1		—
	Total	$	160	0.01	%	$	193	0.01	%
	The aggregate amount of time deposits with a denomination of $0.25 or more was zero at December 31, 2014. The aggregate amount of time deposits with a denomination of $0.25 or more was $1 at December 31, 2013, and these time deposits were scheduled to mature within three months.

Consolidated_Obligations

Consolidated Obligations	12 Months Ended
	Dec. 31, 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 Note 20 – Commitments and Contingencies. 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.
	Consolidated obligation bonds are issued primarily to raise intermediate- and long-term funds for the FHLBanks. The maturity of consolidated obligation bonds generally ranges from 1 to 15 years, but the maturity is not subject to any statutory or regulatory limits. Consolidated obligation discount notes are primarily used to raise short-term funds. These notes are issued at less than their face amount and redeemed at par value when they mature.
	The par value of the outstanding consolidated obligations of the FHLBanks was $847,175 at December 31, 2014, and $766,837 at December 31, 2013. Regulations require the FHLBanks to maintain, for the benefit of investors in consolidated obligations, in the aggregate, unpledged qualifying assets in an amount equal to the consolidated obligations outstanding. Qualifying assets are defined as cash; secured advances; obligations, participations, mortgages, or other securities of or issued by the United States or an agency of the United States; and such securities as fiduciary and trust funds may invest in under the laws of the state in which the FHLBank is located. Any assets subject to a lien or pledge for the benefit of holders of any issue of consolidated obligations are treated as if they were free from lien or pledge for the purposes of compliance with these regulations. At December 31, 2014, the Bank had qualifying assets totaling $75,629, and the Bank's participation in consolidated obligations outstanding was $68,856.
	General Terms. Consolidated obligations are generally issued with either fixed rate payment terms or adjustable rate payment terms, which use a variety of indices for interest rate resets, including LIBOR, the Federal funds effective rate, and others. In addition, to meet the specific needs of certain investors, fixed rate and adjustable rate consolidated obligation bonds may contain certain embedded features, such as call options and complex coupon payment terms. In general, when such consolidated obligation bonds are issued for which the Bank is the primary obligor, the Bank simultaneously enters into interest rate exchange agreements containing offsetting features to, in effect, convert the terms of the bond to the terms of a simple adjustable rate bond indexed to LIBOR.
	In addition to having fixed rate or simple adjustable rate coupon payment terms, consolidated obligations may include:
	•	Callable bonds, which the Bank may call in whole or in part at its option on predetermined call dates according to the terms of the bond offerings;
	•	Step-up callable bonds, which pay interest at increasing fixed rates for specified intervals over the life of the bond and can generally be called at the Bank's option on the step-up dates according to the terms of the bond offerings;
	•	Step-down callable bonds, which pay interest at decreasing fixed rates for specified intervals over the life of the bond and can generally be called at the Bank's option on the step-down dates according to the terms of the bond offerings;
	•	Conversion bonds, which have coupon rates that convert from fixed to adjustable or from adjustable to fixed on predetermined dates according to the terms of the bond offerings.
	Redemption Terms. The following is a summary of the Bank’s participation in consolidated obligation bonds at December 31, 2014 and 2013.
		2014					2013
	Contractual Maturity	Amount			Weighted		Amount			Weighted
		Outstanding			Average		Outstanding			Average
					Interest Rate					Interest Rate
	Within 1 year	$	21,044		0.36	%	$	26,161		0.4	%
	After 1 year through 2 years	9,871			2.43		7,101			0.8
	After 2 years through 3 years	4,518			1.7		7,740			2.94
	After 3 years through 4 years	2,336			1.49		1,963			2.5
	After 4 years through 5 years	3,103			1.71		2,420			1.49
	After 5 years	5,851			2.13		7,384			1.99
	Total par value	46,723			1.29	%	52,769			1.17	%
	Unamortized premiums	58					78
	Unamortized discounts	(13		)			(16		)
	Valuation adjustments for hedging activities	308					491
	Fair value option valuation adjustments	(31		)			(115		)
	Total	$	47,045				$	53,207
	The Bank’s participation in consolidated obligation bonds outstanding includes callable bonds of $14,158 at December 31, 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 $9,573 at December 31, 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 at December 31, 2014 and 2013, was as follows:
		2014			2013
	Par value of consolidated obligation bonds:
	Non-callable	$	32,565		$	39,727
	Callable	14,158			13,042
	Total par value	$	46,723		$	52,769
	The following is a summary of the Bank’s participation in consolidated obligation bonds outstanding at December 31, 2014 and 2013, by the earlier of the year of contractual maturity or next call date.
	Earlier of Contractual	2014			2013
	Maturity or Next Call Date
	Within 1 year	$	33,558		$	36,093
	After 1 year through 2 years	9,156			6,046
	After 2 years through 3 years	2,043			7,550
	After 3 years through 4 years	1,010			1,478
	After 4 years through 5 years	385			830
	After 5 years	571			772
	Total par value	$	46,723		$	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, at December 31, 2014 and 2013, all of which are due within one year, was as follows:
		2014					2013
		Amount			Weighted		Amount			Weighted
		Outstanding			Average		Outstanding			Average
					Interest Rate					Interest Rate
	Par value	$	21,815		0.09	%	$	24,199		0.1	%
	Unamortized discounts	(4		)			(5		)
	Total	$	21,811				$	24,194
	Interest Rate Payment Terms. Interest rate payment terms for consolidated obligations at December 31, 2014 and 2013, are detailed in the following table.
		2014			2013
	Par value of consolidated obligations:
	Bonds:
	Fixed rate	$	39,324		$	38,489
	Adjustable rate	3,678			11,218
	Step-up	2,654			2,460
	Step-down	500			340
	Fixed rate that converts to adjustable rate	467			262
	Range bonds	100			—
	Total bonds, par value	46,723			52,769
	Discount notes, par value	21,815			24,199
Total consolidated obligations, par value	$	68,538		$	76,968
Consolidated obligation bonds may be structured to meet the Bank's or the 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 are issued, the Bank simultaneously executes 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. These transactions generally receive fair value hedge accounting treatment. In addition, when certain consolidated obligation bonds for which the Bank has elected the fair value option are issued, the Bank simultaneously executes 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. For more information, see Note 18 – Derivatives and Hedging Activities and Note 19 – Fair Value.
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 December 31, 2014 or 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 19 – Fair Value.

Affordable_Housing_Program

Affordable Housing Program	12 Months Ended
	Dec. 31, 2014
Federal Home Loan Banks [Abstract]
Affordable Housing Program [Text Block]	Affordable Housing Program
	The FHLBank Act requires each FHLBank to establish an Affordable Housing Program (AHP). Each FHLBank provides subsidies to members, which use the funds to assist in the purchase, construction, or rehabilitation of housing for very low-, low-, and moderate-income households. Subsidies may be in the form of direct grants or below-market interest rate advances. Annually, the FHLBanks must set aside for their AHPs, in the aggregate, the greater of $100 or 10% of the current year's net earnings (income before interest expense related to mandatorily redeemable capital stock and the assessment for AHP).
	The Bank accrues its AHP assessment monthly based on its net earnings. If the Bank experienced a net loss during a quarter but still had net earnings for the year, the Bank's obligation to the AHP would be calculated based on the Bank's year-to-date net earnings. If the Bank had net earnings in subsequent quarters, it would be required to contribute additional amounts to meet its calculated annual obligation. If the Bank experienced a net loss for a full year, the amount of the AHP liability would be equal to zero, since each FHLBank's required annual AHP contribution is limited to its annual net earnings. However, if the result of the aggregate 10% calculation is less than $100 for the FHLBanks combined, then the FHLBank Act requires that each FHLBank contribute such prorated sums as may be required to ensure that the aggregate contribution of the FHLBanks equals $100. The proration would be made on the basis of an FHLBank's income in relation to the income of all the FHLBanks for the previous year. There was no AHP shortfall, as described above, in 2014, 2013, or 2012. If an FHLBank finds that its required AHP assessments are contributing to the financial instability of that FHLBank, it may apply to the Finance Agency for a temporary suspension of its contributions. The Bank did not make such an application in 2014, 2013, or 2012.
	The Bank's total AHP assessments equaled $36, $52, and $60 during 2014, 2013, and 2012, respectively. These amounts were charged to earnings each year and recognized as a liability. As subsidies are disbursed, the AHP liability is reduced. The AHP liability was as follows:
		2014			2013			2012
	Balance, beginning of the period	$	151		$	144		$	150
	AHP assessments	36			52			60
	AHP grant payments	(40		)	(45		)	(66		)
	Balance, end of the period	$	147		$	151		$	144
	All subsidies were distributed in the form of direct grants in 2014, 2013, and 2012.

Accumulated_Other_Comprehensiv

Accumulated Other Comprehensive Income (Loss)	12 Months Ended
	Dec. 31, 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 years ended December 31, 2014, 2013, and 2012:
		Net Unrealized Gain/(Loss) on AFS Securities			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, 2011	$	1		$	(1,836	)	$	(46	)	$	(12	)	$	(1,893	)
	Other comprehensive income/(loss) before reclassifications:
	Non-credit-related OTTI loss				—			(25		)				(25		)
	Non-credit-related OTTI loss transferred				(28		)	28						—
	Net change in fair value	(1		)	1,102									1,101
	Accretion of non-credit-related OTTI loss							9						9
	Reclassification from other comprehensive income/(loss) to net income/(loss):
	Non-credit-related OTTI to credit-related OTTI				14			—						14
	Net current period other comprehensive income/(loss)	(1		)	1,088			12			—			1,099
	Balance, December 31, 2012	—			(748		)	(34		)	(12		)	(794		)
	Other comprehensive income/(loss) before reclassifications:
	Net change in pension and postretirement benefits										5			5
	Non-credit-related OTTI loss				—			(4		)				(4		)
	Non-credit-related OTTI loss transferred				(4		)	4						—
	Net change in fair value	—			644									644
	Accretion of non-credit-related OTTI loss							7						7
	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)	—			637			7			5			649
	Balance, December 31, 2013	—			(111		)	(27		)	(7		)	(145		)
	Other comprehensive income/(loss) before reclassifications:
	Net change in pension and postretirement benefits										(5		)	(5		)
	Non-credit-related OTTI loss				(10		)	—						(10		)
	Net change in fair value	—			209									209
	Accretion of non-credit-related OTTI loss							7						7
	Net current period other comprehensive income/(loss)	—			199			7			(5		)	201
	Balance, December 31, 2014	$	—		$	88		$	(20	)	$	(12	)	$	56

Capital

Capital	12 Months Ended
	Dec. 31, 2014
Capital [Abstract]
Capital	Capital
	Capital Requirements. The Bank issues only one class of capital stock, Class B stock, with a par value of one hundred dollars per share, which may be redeemed (subject to certain conditions) upon five years' notice by the member to the Bank. In addition, at its discretion, under certain conditions, the Bank may repurchase excess capital stock at any time. (See “Excess Capital Stock” below for more information.) The capital stock may be issued, redeemed, and repurchased only at its stated par value, subject to certain statutory and regulatory requirements. The Bank may only redeem or repurchase capital stock from a shareholder if, following the redemption or repurchase, the shareholder will continue to meet its minimum capital stock requirement and the Bank will continue to meet its regulatory requirements for total capital, leverage capital, and risk-based capital.
	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 December 31, 2014 and 2013, the Bank was in compliance with these capital rules and requirements as shown in the following table.
		2014								2013
		Required				Actual				Required				Actual
	Risk-based capital	$	3,231			$	6,356			$	3,912			$	7,925
	Total regulatory capital	$	3,032			$	6,356			$	3,431			$	7,925
	Total regulatory capital ratio	4		%		8.38		%		4		%		9.24		%
	Leverage capital	$	3,790			$	9,534			$	4,289			$	11,888
	Leverage ratio	5		%		12.58		%		5		%		13.86		%
	The Bank's capital plan requires each member to own capital stock in an amount equal to the greater of its membership capital stock requirement or its activity-based capital stock requirement. The Bank may adjust these requirements from time to time within limits established in the capital plan. Any changes to the capital plan must be approved by the Bank's Board of Directors and the Finance Agency.
	A member's membership capital stock requirement is 1.0% of its membership asset value. The membership capital stock requirement for a member is capped at $25. The Bank may adjust the membership capital stock requirement for all members within a range of 0.5% to 1.5% of a member's membership asset value and may adjust the cap for all members within an authorized range of $10 to $50. A member's membership asset value is determined by multiplying the amount of the member's membership assets by the applicable membership asset factors. Membership assets are generally defined as assets (other than Bank capital stock) of a type that could qualify as collateral to secure a member's indebtedness to the Bank under applicable law, whether or not the assets are pledged to the Bank or accepted by the Bank as eligible collateral. The membership asset factors were initially based on the typical borrowing capacity percentages generally assigned by the Bank to the same types of assets when pledged to the Bank (although the factors may differ from the actual borrowing capacities, if any, assigned to particular assets pledged by a specific member at any point in time).
	A member's activity-based capital stock requirement is the sum of 4.7% of the member's outstanding advances plus 5.0% of any portion of any mortgage loan purchased and held by the Bank. The Bank may adjust the activity-based capital stock requirement for all members within a range of 4.4% to 5.0% of the member's outstanding advances and a range of 5.0% to 5.7% of any portion of any mortgage loan purchased and held by the Bank.
	The Bank amended its capital plan, effective April 1, 2015, to lower the cap on the membership stock requirement to $15 from $25, lower the activity-based stock requirement to 3.0% from 4.7% for outstanding advances and to 3.0% from 5.0% for mortgage loans purchased and held by the Bank, and change the authorized ranges for the activity-based stock requirement to a range of 2.0% to 5.0% for advances and a range of 0.0% to 5.0% for mortgage loans purchased and held by the Bank.
	The Gramm-Leach-Bliley Act (GLB Act) established voluntary membership for all members. Any member may withdraw from membership and, subject to certain statutory and regulatory restrictions, have its capital stock redeemed after giving the required notice. Members that withdraw from membership may not reapply for membership for five years, in accordance with Finance Agency rules.
	Mandatorily Redeemable Capital Stock. The Bank reclassifies the capital stock subject to redemption from capital to a liability after a member provides the Bank with a written notice of redemption; gives notice of intention to withdraw from membership; or attains nonmember status by merger or acquisition, charter termination, or other involuntary membership termination; or after a receiver or other liquidating agent for a member transfers the member's Bank capital stock to a nonmember entity, resulting in the member's shares then meeting the definition of a mandatorily redeemable financial instrument. Shares meeting this definition are reclassified to a liability at fair value. Dividends declared on shares classified as a liability are accrued at the expected dividend rate and reflected as interest expense in the Statements of Income. The repayment of these mandatorily redeemable financial instruments (by repurchase or redemption of the shares) is reflected as a financing cash outflow in the Statements of Cash Flows once settled.
	The Bank has a cooperative ownership structure under which members, former members, and certain other nonmembers own the Bank's capital stock. Former members and certain other nonmembers are required to maintain their investment in the Bank's capital stock until their outstanding transactions are paid off or until their capital stock is redeemed following the relevant five-year redemption period for capital stock or is repurchased by the Bank, in accordance with the Bank's capital requirements. Capital stock cannot be issued, repurchased, redeemed, or transferred except between the Bank and its members (or their affiliates and successors) at the capital stock's par value of one hundred dollars per share. If a member cancels its written notice of redemption or notice of withdrawal or if the Bank allows the transfer of mandatorily redeemable capital stock to a member, the Bank reclassifies mandatorily redeemable capital stock from a liability to capital. After the reclassification, dividends on the capital stock are no longer classified as interest expense.
	The Bank will not redeem or repurchase capital stock required to meet the minimum capital stock requirement until five years after the member's membership is terminated or after the Bank receives notice of the member's withdrawal, and the Bank will redeem or repurchase only the amounts that are in excess of the capital stock required to support activity (advances and mortgage loans) that may remain outstanding after the five-year redemption period has expired. The Bank will not redeem or repurchase activity-based capital stock as long as the activity remains outstanding, even after the expiration of the five-year redemption period. In both cases, the Bank will only redeem or repurchase capital stock if certain statutory and regulatory conditions are met. In accordance with the Bank's current practice, if activity-based capital stock becomes excess capital stock because an activity no longer remains outstanding, the Bank may repurchase the excess activity-based capital stock at its discretion, subject to certain statutory and regulatory conditions, on a scheduled quarterly basis.
	The Bank had mandatorily redeemable capital stock totaling $719 outstanding to 32 institutions at December 31, 2014, and $2,071 outstanding to 44 institutions at December 31, 2013. The change in mandatorily redeemable capital stock for the years ended December 31, 2014, 2013, and 2012 was as follows:
		2014				2013				2012
	Balance at the beginning of the period	$	2,071			$	4,343			$	5,578
	Reclassified from/(to) capital during the period	3				4				37
	Redemption of mandatorily redeemable capital stock	(296		)		(502		)		(43		)
	Repurchase of excess mandatorily redeemable capital stock	(1,059		)		(1,774		)		(1,229		)
	Balance at the end of the period	$	719			$	2,071			$	4,343
	Cash dividends on mandatorily redeemable capital stock were recorded as interest expense in the amount of $120, $155, and $51 for the years ended December 31, 2014, 2013, and 2012, respectively.
	The following table presents mandatorily redeemable capital stock amounts by contractual redemption period at December 31, 2014, and 2013.
	Contractual Redemption Period	2014				2013
	Within 1 year	$	51			$	571
	After 1 year through 2 years	582				111
	After 2 years through 3 years	9				1,289
	After 3 years through 4 years	1				20
	After 4 years through 5 years	2				3
	Past contractual redemption date because of remaining activity(1)	74				77
	Total	$	719			$	2,071
	-1	Represents mandatorily redeemable capital stock that is past the end of the contractual redemption period because of outstanding activity.
	A member may cancel its notice of redemption or notice of withdrawal from membership by providing written notice to the Bank prior to the end of the relevant five-year redemption period or the membership termination date. If the Bank receives the notice of cancellation within 30 months following the notice of redemption or notice of withdrawal, the member is charged a fee equal to fifty cents multiplied by the number of shares of capital stock affected. If the Bank receives the notice of cancellation more than 30 months following the notice of redemption or notice of withdrawal (or if the Bank does not redeem the member's capital stock because following the redemption the member would fail to meet its minimum capital stock requirement), the member is charged a fee equal to one dollar multiplied by the number of shares of capital stock affected. In certain cases the Board of Directors may waive a cancellation fee for bona fide business purposes.
	The Bank's capital stock is considered putable by the shareholder. There are significant statutory and regulatory restrictions on the Bank's obligation or ability to redeem outstanding capital stock, which include the following:
	•	The Bank may not redeem any capital stock if, following the redemption, the Bank would fail to meet its minimum capital requirements for total capital, leverage capital, and risk-based capital. All of the Bank's capital stock immediately becomes nonredeemable if the Bank fails to meet its minimum capital requirements.
	•	The Bank may not be able to redeem any capital stock if either its Board of Directors or the Finance Agency determines that it has incurred or is likely to incur losses resulting in or expected to result in a charge against capital that would have any of the following effects: cause the Bank not to comply with its regulatory capital requirements, result in negative retained earnings, or otherwise create an unsafe and unsound condition at the Bank.
	•	In addition to being able to prohibit capital stock redemptions, the Bank's Board of Directors has a right to call for additional capital stock purchases by its members, as a condition of continuing membership, as needed for the Bank to satisfy its statutory and regulatory capital requirements.
	•	If, during the period between receipt of a capital stock redemption notice and the actual redemption (a period that could last indefinitely), the Bank becomes insolvent and is either liquidated or merged with another FHLBank, the redemption value of the capital stock will be established either through the liquidation or the merger process. If the Bank is liquidated, after satisfaction of the Bank's obligations to creditors and to the extent funds are then available, each shareholder will be entitled to receive the par value of its capital stock as well as any retained earnings in an amount proportional to the shareholder's share of the total shares of capital stock, subject to any limitations that may be imposed by the Finance Agency. In the event of a merger or consolidation, the Board of Directors will determine the rights and preferences of the Bank's shareholders, subject to any terms and conditions imposed by the Finance Agency.
	•	The Bank may not redeem any capital stock if the principal or interest due on any consolidated obligations issued by the Office of Finance has not been paid in full.
	•	The Bank may not redeem any capital stock if the Bank fails to provide the Finance Agency with the quarterly certification required by Finance Agency rules prior to declaring or paying dividends for a quarter.
	•	The Bank may not redeem any capital stock if the Bank is unable to provide the required quarterly certification, projects that it will fail to comply with statutory or regulatory liquidity requirements or will be unable to fully meet all of its obligations on a timely basis, actually fails to satisfy these requirements or obligations, or negotiates to enter or enters into an agreement with another FHLBank to obtain financial assistance to meet its current obligations.
	Mandatorily redeemable capital stock is considered capital for determining the Bank's compliance with its regulatory capital requirements. Based on Finance Agency interpretation, the classification of certain shares of the Bank's capital stock as mandatorily redeemable does not affect the definition of total capital for purposes of: determining the Bank's compliance with its regulatory capital requirements, calculating its mortgage-backed securities investment authority (300% of total capital), calculating its unsecured credit exposure to other GSEs (limited to 100% of total capital), or calculating its unsecured credit limits to other counterparties (various percentages of total capital depending on the rating of the counterparty).
	Excess Stock Repurchase, Retained Earnings, and Dividend Framework. By Finance Agency regulation, dividends may be paid only out of current net earnings or previously retained earnings. As required by the Finance Agency, the Bank’s Excess Stock Repurchase, Retained Earnings, and Dividend Framework is reviewed at least annually by the Bank's Board of Directors. It summarizes the Bank’s capital management principles and objectives, as well as its policies and practices, with respect to retained earnings, dividend payments, and the repurchase of excess capital stock. The Board of Directors may amend the Excess Stock Repurchase, Retained Earnings, and Dividend Framework from time to time.
	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 168% as of December 31, 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 Related to Valuation Adjustments – In accordance with the Bank’s Excess Stock Repurchase, Retained Earnings, and Dividend Framework, the Bank retains in restricted retained earnings any cumulative net gains in earnings (net of applicable assessments) resulting from gains or losses on derivatives and associated hedged items and financial instruments carried at fair value (valuation adjustments).
	In general, the Bank's derivatives and hedged instruments, as well as certain assets and liabilities that are carried at fair value, are held to the maturity, call, or put date. For these financial instruments, net valuation gains or losses are primarily a matter of timing and will generally reverse through changes in future valuations and settlements of contractual interest cash flows over the remaining contractual terms to maturity, or by the exercised call or put dates. However, the Bank may have instances in which hedging relationships are terminated prior to maturity or prior to the call or put dates. Terminating the hedging relationship may result in a realized gain or loss. In addition, the Bank may have instances in which it may sell trading securities prior to maturity, which may also result in a realized gain or loss.
	The purpose of retaining cumulative net gains in earnings resulting from valuation adjustments as restricted retained earnings is to provide sufficient retained earnings to offset future net losses that result from the reversal of cumulative net gains, so that potential dividend payouts in future periods are not necessarily affected by the reversals of these gains. Although restricting retained earnings in this way may preserve the Bank's ability to pay dividends, the reversal of the cumulative net gains in any given period may result in a net loss if the reversal exceeds net earnings before the impact of valuation adjustments for that period.
	Other Retained Earnings – Targeted Buildup – In addition to any cumulative net gains resulting from valuation adjustments, the Bank holds an additional amount in restricted retained earnings intended to protect paid-in capital from the effects of an extremely adverse credit event, an extremely adverse operations risk event, a cumulative net loss related to the Bank's derivatives and associated hedged items and financial instruments carried at fair value, an extremely adverse change in the market value of the Bank's capital, a significant amount of additional credit-related OTTI on PLRMBS, or some combination of these effects, especially in periods of extremely low net income resulting from an adverse interest rate environment.
	The Board of Directors has set the targeted amount of restricted retained earnings at $1,800, and the Bank reached this target as of March 31, 2012. The Bank's retained earnings target may be changed at any time. The Board of Directors periodically reviews the applicable methodology and analysis to determine whether any adjustments are appropriate. As of December 31, 2014, the amount of restricted retained earnings in the Bank's targeted buildup account was $1,800.
	Joint Capital Enhancement Agreement – The FHLBanks’ Joint Capital Enhancement Agreement, as amended (JCE Agreement), is intended to enhance the capital position of each FHLBank. In accordance with the JCE Agreement, each FHLBank is required to allocate 20% of its net income each quarter to a separate restricted retained earnings account until the balance of the account equals at least 1% of that FHLBank's average balance of outstanding consolidated obligations for the previous quarter. Under the JCE Agreement, these restricted retained earnings will not be available to pay dividends.
	The following table summarizes the activity related to restricted retained earnings for the years ended December 31, 2014 and 2013:
		2014													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	(53		)	—			41			(12		)		15		—		61		76
Balance at the end of the period	$	35		$	1,800		$	230		$	2,065			$	88	$	1,800	$	189	$	2,077
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.
The Bank currently pays dividends in cash rather than capital stock to comply with Finance Agency rules, which 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 December 31, 2014, the Bank’s excess capital stock totaled $1,118, or 1.47% of total assets.
The Bank paid dividends at an annualized rate of 7.02%, totaling $360, including $240 in dividends on capital stock and $120 in dividends on mandatorily redeemable capital stock in 2014. The Bank paid dividends at an annualized rate of 3.99%, totaling $316, including $161 in dividends on capital stock and $155 in dividends on mandatorily redeemable capital stock in 2013.
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 February 19, 2015, the Bank’s Board of Directors declared a cash dividend on the capital stock outstanding during the fourth quarter of 2014 at an annualized rate of 7.11%, totaling $74, including $59 in dividends on capital stock and $15 in dividends on mandatorily redeemable capital stock. The Bank recorded the dividend on February 19, 2015, the day it was declared by the Board of Directors. The Bank expects to pay the dividend on or about March 19, 2015. Dividends on mandatorily redeemable capital stock will be recognized as interest expense in the first quarter of 2015.
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 $2,000 and $3,000 in excess capital stock during 2014 and 2013, respectively.
During 2014 and 2013, the Bank redeemed $296 and $502, respectively, in mandatorily redeemable capital stock, for which the five-year redemption period had expired, at its $100 par value. The stock was redeemed on the scheduled redemption dates or, for stock that was not excess stock on its scheduled redemption date because of outstanding activity with the Bank, on the first available repurchase date after the stock was no longer required to support outstanding activity with the Bank.
On February 19, 2015, the Bank announced that it plans to repurchase $750 in excess capital stock on March 20, 2015. 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 $1,118 as of December 31, 2014, and $2,446 as of December 31, 2013.
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 December 31, 2014 or 2013.
	2014							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)	$	577			14	%		$	1,279			23	%
Banamex USA	2				—			1				—
Subtotal Citigroup Inc.	579				14			1,280				23
JPMorgan Chase & Co.:
JPMorgan Bank & Trust Company, National Association	268				7			594				11
JPMorgan Chase Bank, National Association(1)	68				2			77				1
Subtotal JPMorgan Chase & Co.	336				9			671				12
Subtotal	915				23			1,951				35
Others	3,082				77			3,580				65
Total	$	3,997			100	%		$	5,531			100	%
-1	The capital stock held by these nonmember institutions is classified as mandatorily redeemable capital stock.

Employee_Retirement_Plans_and_

Employee Retirement Plans and Incentive Compensation Plans	12 Months Ended
	Dec. 31, 2014
Compensation and Retirement Disclosure [Abstract]
Pension and Other Postretirement Benefits Disclosure [Text Block]	Employee Retirement Plans and Incentive Compensation Plans
	Defined Benefit Plans
	Qualified Defined Benefit Plan. The Bank provides retirement benefits through a Bank-sponsored Cash Balance Plan, a qualified defined benefit plan. The Cash Balance Plan is provided to all employees who have completed six months of Bank service. Under the plan, each eligible Bank employee accrues benefits annually equal to 6% of the employee's annual compensation, plus 6% interest on the benefits accrued to the employee through the prior yearend. The Cash Balance Plan is funded through a qualified trust established by the Bank.
	Non-Qualified Defined Benefit Plans. The Bank sponsors the following non-qualified defined benefit retirement plans:
	•	Benefit Equalization Plan, a non-qualified retirement plan restoring benefits offered under the Cash Balance Plan that are limited by laws governing the plan. See below for further discussion of the defined contribution portion of the Benefit Equalization Plan.
	•	Supplemental Executive Retirement Plan (SERP), a non-qualified unfunded retirement benefit plan available to the Bank's eligible senior officers, which generally provides a service-linked supplemental cash balance annual contribution credit to SERP participants and an annual interest credit of 6% on the benefits accrued to the SERP participants through the prior yearend.
	•	Deferred Compensation Plan, a non-qualified retirement plan available to all eligible Bank officers, which provides make-up pension benefits that would have been earned under the Cash Balance Plan had the compensation not been deferred. The make-up benefits vest according to the corresponding provisions of the Cash Balance Plan. See below for further discussion of the defined contribution portion of the Deferred Compensation Plan.
	Postretirement Health Benefit Plan. The Bank provides a postretirement health benefit plan to employees hired before January 1, 2003. The Bank's costs are capped at 1998 health care premium amounts. As a result, changes in health care cost trend rates will have no effect on the Bank's accumulated postretirement benefit obligation or service and interest costs.
	The following table summarizes the changes in the benefit obligations, plan assets, and funded status of the defined benefit Cash Balance Plan, non-qualified defined benefit plans, and postretirement health benefit plan for the years ended December 31, 2014 and 2013.
		2014											2013
		Cash Balance				Non-Qualified Defined Benefit Plans				Post-retirement Health Benefit Plan			Cash Balance				Non-Qualified Defined Benefit Plans				Post-retirement Health Benefit Plan
		Plan											Plan
	Change in benefit obligation
	Benefit obligation, beginning of the period	$	37			$	21			$	2		$	36			$	18			$	2
	Service cost	2				1				—			3				2				—
	Interest cost	2				1				—			1				1				—
	Amendments	—				—				—			—				1				—
	Actuarial gain/(loss)	3				—				—			(2		)		(1		)		—
	Benefits paid	(1		)		—				—			(1		)		—				—
	Benefit obligation, end of the period	43				23				2			37				21				2
	Change in plan assets
	Fair value of plan assets, beginning of the period	38				—				—			32				—				—
	Actual return on plan assets	2				—				—			5				—				—
	Employer contributions	2				—				—			2				—				—
	Benefits paid	(1		)		—				—			(1		)		—				—
	Fair value of plan assets, end of the period	41				—				—			38				—				—
	Funded status at the end of the period	$	(2	)		$	(23	)		$	(2	)	$	1			$	(21	)		$	(2	)
	Amounts recognized in the Statements of Condition at December 31, 2014 and 2013, consist of:
		2014											2013
		Cash Balance				Non-Qualified Defined Benefit Plans				Post-retirement Health Benefit Plan			Cash Balance				Non-Qualified Defined Benefit Plans				Post-retirement Health Benefit Plan
		Plan											Plan
	Other liabilities	$	(2	)		$	(23	)		$	(2	)	$	1			$	(21	)		$	(2	)
	Amounts recognized in AOCI at December 31, 2014 and 2013, consist of:
		2014											2013
		Cash Balance				Non-Qualified Defined Benefit Plans				Post-retirement Health Benefit Plan			Cash Balance				Non-Qualified Defined Benefit Plans				Post-retirement Health Benefit Plan
		Plan											Plan
	Net loss/(gain)	$	9			$	4			$	(2	)	$	5			$	3			$	(2	)
	Prior service cost	—				1				—			—				1				—
	AOCI	$	9			$	5			$	(2	)	$	5			$	4			$	(2	)
	The following table presents information for pension plans with benefit obligations in excess of plan assets at December 31, 2014 and 2013.
		2014											2013
		Cash Balance Plan				Non-Qualified Defined Benefit Plans				Post-retirement Health Benefit Plan			Cash Balance Plan				Non-Qualified Defined Benefit Plans				Post-retirement Health Benefit Plan
	Projected benefit obligation	$	43			$	23			$	2		$	37			$	21			$	2
	Accumulated benefit obligation	41				22				2			36				20				2
	Fair value of plan assets	41				—				—			38				—				—
	Components of the net periodic benefit costs and other amounts recognized in other comprehensive income for the years ended December 31, 2014, 2013, and 2012, were as follows:
		2014											2013											2012
		Cash Balance Plan				Non-Qualified Defined Benefit Plans				Post-retirement Health Benefit Plan			Cash Balance Plan				Non-Qualified Defined Benefit Plans				Post-retirement Health Benefit Plan			Cash Balance Plan			Non-Qualified Defined Benefit Plans		Post-retirement Health Benefit Plan
	Net periodic benefit cost/(income)
	Service cost	$	2			$	1			$	—		$	3			$	2			$	—		$	3		$	1	$	—
	Interest cost	2				1				—			1				1				—			1			1		—
	Expected return on plan assets	(3		)		—				—			(3		)		—				—			(2		)	—		—
	Amortization of net loss/(gain)	—				—				—			1				—				—			1			—		—
	Net periodic benefit cost	1				2				—			2				3				—			3			2		—
	Other changes in plan assets and benefit obligations recognized in other comprehensive income
	Net loss/(gain)	4				1				—			(5		)		—				(1		)	(1		)	—		—
	Prior service cost	—				—				—			—				1				—			—			—		—
	Total recognized in other comprehensive income	4				1				—			(5		)		1				(1		)	(1		)	—		—
	Total recognized in net periodic benefit cost and other comprehensive income	$	5			$	3			$	—		$	(3	)		$	4			$	(1	)	$	2		$	2	$	—
	The amounts in AOCI expected to be recognized as components of net periodic benefit cost in 2015 are de minimis.
	Weighted average assumptions used to determine the benefit obligations at December 31, 2014 and 2013, for the Cash Balance Plan, non-qualified defined benefit plans, and postretirement health benefit plan were as follows:
		2014									2013
		Cash Balance Plan			Non-Qualified Defined Benefit Plans			Post-			Cash Balance Plan		Non-Qualified Defined Benefit Plans			Post-retirement Health Benefit Plan
								retirement
Health
Benefit
Plan
Discount rate	3.5	%		3.5	%		3.75	%		4.25	%	4.25	%		4.75	%
Rate of salary increase	3.00% through 2015			3.00% through 2015			—			3.00% through 2015 4.00% thereafter		3.00% through 2015 4.00% thereafter			—
	4.00% thereafter			4.00% thereafter
Weighted average assumptions used to determine the net periodic benefit costs for the years ended December 31, 2014, 2013, and 2012, for the Cash Balance Plan, non-qualified defined benefit plans, and postretirement health benefit plan were as follows:
	2014									2013								2012
	Cash Balance Plan			Non-Qualified Defined Benefit Plans			Post-retirement Health Benefit Plan			Cash Balance Plan		Non-Qualified Defined Benefit Plans			Post-retirement Health Benefit Plan			Cash Balance Plan			Non-Qualified Defined Benefit Plans		Post-retirement Health Benefit Plan
Discount rate	4.25	%		4.25	%		4.75	%		3.25	%	3.25	%		3.75	%		4	%		4	%	4.25	%
Rate of salary increase	3.00% through 2015			3.00% through 2015			—			3.00% through 2015 4.00% thereafter		3.00% through 2015 4.00% thereafter			—			4	%		4	%	—
	4.00% thereafter			4.00% thereafter
Expected return on plan assets	8	%		—			—			8	%	—			—			8	%		—		—
The Bank uses a discount rate to determine the present value of its future benefit obligations. The discount rate was determined based on the Citigroup Pension Discount Curve at the measurement date. The Citigroup Pension Discount Curve is a yield curve that reflects the market-observed yields for high-quality fixed income securities for each maturity. The projected benefit payments for each year from the plan are discounted using the spot rates on the yield curve to derive a single equivalent discount rate. The discount rate is reset annually on the measurement date.
The expected return on plan assets was determined based on: (i) the historical returns for each asset class, (ii) the expected future long-term returns for these asset classes, and (iii) the plan's target asset allocation.
The table below presents the fair values of the Cash Balance Plan's assets as of December 31, 2014 and 2013, by asset category. See Note 19 – Fair Value for further information regarding the three levels of fair value measurement.
	2014															2013
	Fair Value Measurement Using:															Fair Value Measurement Using:
Asset Category	Level 1				Level 2				Level 3			Total				Level 1				Level 2			Level 3			Total
Cash and cash equivalents	$	1			$	—			$	—		$	1			$	1			$	—		$	—		$	1
Equity mutual funds	25				—				—			25				24				—			—			24
Fixed income mutual funds	13				—				—			13				12				—			—			12
Real estate mutual funds	1				—				—			1				1				—			—			1
Other mutual funds	1				—				—			1				—				—			—			—
Total	$	41			$	—			$	—		$	41			$	38			$	—		$	—		$	38
The Cash Balance Plan is administered by the Bank's Retirement Committee, which establishes the plan's Statement of Investment Policy and Objectives. The Retirement Committee has adopted a strategic asset allocation based on a stable distribution of assets among major asset classes. These asset classes include domestic large-, mid-, and small-capitalization equity investments; international equity investments; real return investments; and fixed income investments. The Retirement Committee has set the Cash Balance Plan's target allocation percentages for a mix range of 30% to 70% equity, 5% to 45% real return, and 10% to 40% fixed income. The Retirement Committee reviews the performance of the Cash Balance Plan on a regular basis.
The Cash Balance Plan's weighted average asset allocation at December 31, 2014 and 2013, by asset category was as follows:
Asset Category	2014			2013
Cash and cash equivalents	4	%		2	%
Equity mutual funds	61			62
Fixed income mutual funds	31			32
Real estate mutual funds	2			2
Other mutual funds	2			2
Total	100	%		100	%
The Bank contributed $2 in 2014 and expects to contribute $2 in 2015 to the Cash Balance Plan. The Bank contributed a de minimis amount in 2014 and expects to contribute $6 in 2015 to the non-qualified defined benefit plans and postretirement health benefit plan.
The following are the estimated future benefit payments, which reflect expected future service, as appropriate:
Year	Cash Balance				Non-Qualified				Postretirement
	Plan				Defined Benefit				Health Benefit
					Plans				Plan
2015	$	3			$	6			$	—
2016	3				1				—
2017	3				1				—
2018	3				4				—
2019	3				1				—
2020 – 2024	20				15				—
Defined Contribution Plans
Retirement Savings Plan. The Bank sponsors a qualified defined contribution retirement 401(k) savings plan, the Federal Home Loan Bank of San Francisco Savings Plan (Savings Plan). Contributions to the Savings Plan consist of elective participant contributions of up to 20% of each participant's base compensation and a Bank matching contribution of up to 6% of each participant's base compensation. The Bank contributed approximately $2, $2, and $2 during the years ended December 31, 2014, 2013, and 2012, respectively.
Benefit Equalization Plan. The Bank sponsors a non-qualified retirement plan restoring benefits offered under the Savings Plan that have been limited by laws governing the plan. Contributions made during the years ended December 31, 2014, 2013, and 2012, were de minimis.
Deferred Compensation Plan. The Bank maintains a deferred compensation plan that is available to all eligible Bank officers. The defined contribution portion of the plan is comprised of two components: (i) officer or director deferral of current compensation, and (ii) make-up matching contributions for officers that would have been made by the Bank under the Savings Plan had the compensation not been deferred. The make-up benefits under the Deferred Compensation Plan vest according to the corresponding provisions of the Savings Plan. The Deferred Compensation Plan liability consists of the accumulated compensation deferrals and accrued earnings on the deferrals, as well as the make-up matching contributions and any accrued earnings on the contributions. The Bank's obligation for this plan at December 31, 2014, 2013, and 2012, was $33, $30, and $25, respectively.
Incentive Compensation Plans
The Bank provides incentive compensation plans for many of its employees, including senior officers. Other liabilities include $12 and $12 for incentive compensation at December 31, 2014 and 2013, respectively.

Segment_Information

Segment Information	12 Months Ended
	Dec. 31, 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 net 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.
	The advances-related business consists of advances and other credit products, related financing and hedging instruments, other non-MBS investments associated with the Bank's role as a liquidity provider, and capital. Adjusted net interest income for this segment is derived primarily from the difference, or spread, between the yield on all assets associated with the business activities in this segment and the cost of funding those activities, including cash flows from associated interest rate exchange agreements, and from earnings on capital.
	The mortgage-related business consists of MBS investments, mortgage loans acquired through the MPF Program, the consolidated obligations specifically identified as funding those assets, and related hedging instruments. Adjusted net interest income for this segment is derived primarily from the difference, or spread, between the yield on the MBS and mortgage loans and the cost of the consolidated obligations funding those assets, including the cash flows from associated interest rate exchange agreements, less the provision for credit losses on mortgage loans.
	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 years ended December 31, 2014, 2013, and 2012.
		Advances-		Mortgage-		Adjusted		Amortization			Income/(Expense)			Interest		Net		Other			Other		Income
		Related		Related		Net		of Basis			on Economic			Expense on		Interest		Income/			Expense		Before AHP
		Business		Business(1)		Interest		Adjustments(2)			Hedges(3)			Mandatorily		Income After Mortgage Loan Loss Provision		(Loss)					Assessment
						Income								Redeemable
														Capital
														Stock(4)
	2014	$	166	$	410	$	576	$	(19	)	$	(64	)	$	120	$	539	$	(154	)	$	144	$	241
	2013	175		449		624		(48		)	34			155		483		5			128		360
	2012	274		512		786		(104		)	(10		)	51		849		(164		)	134		551
	-1	Does not include credit-related OTTI losses of $4, $7 and $44 for the years ended December 31, 2014, 2013, and 2012, 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 net 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 December 31, 2014, 2013, and 2012.
		Advances-		Mortgage-		Total
		Related Business		Related Business		Assets
	2014	$	55,424	$	20,383	$	75,807
	2013	62,297		23,477		85,774
	2012	62,306		24,115		86,421

Derivatives_and_Hedging_Activi

Derivatives and Hedging Activities	12 Months Ended
	Dec. 31, 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 uncleared or cleared. In an uncleared derivative transaction, the Bank’s counterparty is the executing bank or broker-dealer. In a cleared derivative transaction, the Bank may execute the transaction either directly with the executing bank or broker-dealer or on a swap execution facility, but in either case, the Bank’s counterparty is a derivatives clearing organization or clearinghouse once the derivative transaction has been accepted for clearing. 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 rate 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 rate 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 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 Bank had no interest rate exchange agreements associated with derivatives with members or offsetting derivatives with other counterparties at December 31, 2014. The notional principal of the interest rate exchange agreements associated with derivatives with members or offsetting derivatives with other counterparties was $330 at December 31, 2013. The Bank did not have any interest rate exchange agreements outstanding at December 31, 2014 and 2013, that were used to offset the economic effect of other derivatives that were no longer designated to advances, investments, or consolidated obligations.
	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 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.
	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 may be structured to meet the Bank’s or the 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 are issued, the Bank simultaneously executes 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. These transactions generally receive fair value hedge accounting treatment.
	In addition, when certain consolidated obligation bonds for which the Bank has elected the fair value option are issued, the Bank simultaneously executes 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 2014, 2013, or 2012.
	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 uncleared 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 uncleared 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, which may be 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 uncleared 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 uncleared 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 uncleared derivative instruments with credit-risk-related contingent features that were in a net derivative liability position (before cash collateral and related accrued interest) at December 31, 2014, was $56, for which the Bank had posted collateral with a fair value of $38 in the ordinary course of business. If the Bank’s credit rating at December 31, 2014, had been lowered from its current rating to the next lower rating, that would have triggered additional collateral to be delivered, and the Bank would have been required to deliver up to a total of $11 of collateral (at fair value) to its derivative counterparties at December 31, 2014.
	The following table summarizes the fair value of derivative instruments including the effect of netting adjustments and cash collateral as of December 31, 2014 and 2013. For purposes of this disclosure, the derivative values include the fair value of derivatives and related accrued interest.
		2014									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	$	28,018		$	374		$	103		$	31,395		$	572		$	156
	Total	28,018			374			103			31,395			572			156
	Derivatives not designated as hedging instruments:
	Interest rate swaps	31,973			72			129			49,715			146			242
	Interest rate caps, floors, corridors, and/or collars	2,306			9			1			460			2			4
	Total	34,279			81			130			50,175			148			246
	Total derivatives before netting and collateral adjustments	$	62,297		455			233			$	81,570		720			402
	Netting adjustments and cash collateral(1)				(396		)	(213		)				(604		)	(355		)
	Total derivative assets and total derivative liabilities				$	59		$	20					$	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. Cash collateral posted was $65 and $53 at December 31, 2014 and 2013, respectively. Cash collateral received was $248 and $302 at December 31, 2014 and 2013, respectively.
	The following table presents the components of net gain/(loss) on derivatives and hedging activities as presented in the Statements of Income for the years ended December 31, 2014, 2013, and 2012.
		2014			2013			2012
		Gain/(Loss)			Gain/(Loss)			Gain/(Loss)
	Derivatives and hedged items in fair value hedging relationships – hedge ineffectiveness by derivative type:
	Interest rate swaps	$	(12	)	$	(2	)	$	(19	)
	Total net gain/(loss) related to fair value hedge ineffectiveness	(12		)	(2		)	(19		)
	Derivatives not designated as hedging instruments:
	Economic hedges:
	Interest rate swaps	26			(8		)	(73		)
	Interest rate caps, floors, corridors and/or collars	(14		)	2			1
	Net settlements	(64		)	34			(10		)
	Total net gain/(loss) related to derivatives not designated as hedging instruments	(52		)	28			(82		)
	Net gain/(loss) on derivatives and hedging activities	$	(64	)	$	26		$	(101	)
	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 years ended December 31, 2014, 2013, and 2012.
	Hedged Item Type	Gain/(Loss)			Gain/(Loss)			Net Fair			Effect of
		on Derivatives			on Hedged Item			Value Hedge			Derivatives on
								Ineffectiveness			Net Interest Income(1)
	Year ended December 31, 2014:
	Advances	$	23		$	(23	)	$	—		$	(128	)
	Consolidated obligation bonds	(189		)	177			(12		)	260
	Total	$	(166	)	$	154		$	(12	)	$	132
	Year ended December 31, 2013:
	Advances	$	178		$	(175	)	$	3		$	(126	)
	Consolidated obligation bonds	(373		)	368			(5		)	366
Total	$	(195	)	$	193		$	(2	)	$	240
Year ended December 31, 2012:
Advances	$	(32	)	$	32		$	—		$	(143	)
Consolidated obligation bonds	(259		)	240			(19		)	519
Total	$	(291	)	$	272		$	(19	)	$	376
-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 December 31, 2014 and 2013.
	2014						2013
	Derivative			Derivative			Derivative			Derivative
	Assets			Liabilities			Assets			Liabilities
Derivative instruments meeting netting requirements
Gross recognized amount
Uncleared derivatives	$	352		$	199		$	699		$	395
Cleared derivatives	103			34			21			7
Total gross recognized amount	455			233			720			402
Gross amounts of netting adjustments and cash collateral
Uncleared derivatives	(324		)	(179		)	(604		)	(348		)
Cleared derivatives	(72		)	(34		)	—			(7		)
Total gross amount of netting adjustments and cash collateral	(396		)	(213		)	(604		)	(355		)
Total derivative assets and total derivative liabilities
Uncleared derivatives	28			20			95			47
Cleared derivatives	31			—			21			—
Total derivative assets and derivative liabilities presented in the Statements of Condition	59			20			116			47
Non-cash collateral received or pledged not offset
Can be sold or repledged - Uncleared derivatives	25			—			89			—
Net unsecured amount
Uncleared derivatives	3			20			6			47
Cleared derivatives	31			—			21			—
Total net unsecured amount	$	34		$	20		$	27		$	47

Fair_Value

Fair Value	12 Months Ended
	Dec. 31, 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 December 31, 2014 and 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 December 31, 2014 and 2013.
		December 31, 2014
		Carrying			Estimated Fair Value			Level 1			Level 2			Level 3			Netting Adjustments(1)
		Value
	Assets
	Cash and due from banks	$	3,920		$	3,920		$	3,920		$	—		$	—		$	—
	Securities purchased under agreements to resell	1,000			1,000			—			1,000			—			—
	Federal funds sold	7,503			7,503			—			7,503			—			—
	Trading securities	3,524			3,524			—			3,524			—			—
	AFS securities	6,371			6,371			—			—			6,371			—
	HTM securities	13,551			13,657			—			11,521			2,136			—
	Advances	38,986			39,060			—			39,060			—			—
	Mortgage loans held for portfolio, net of allowance for credit losses on mortgage loans	708			769			—			769			—			—
	Accrued interest receivable	67			67			—			67			—			—
	Derivative assets, net(1)	59			59			—			455			—			(396		)
	Other assets(2)	11			11			11			—			—			—
	Liabilities
	Deposits	160			160			—			160			—			—
	Consolidated obligations:
	Bonds	47,045			47,021			—			47,021			—			—
	Discount notes	21,811			21,811			—			21,811			—			—
	Total consolidated obligations	68,856			68,832			—			68,832			—			—
	Mandatorily redeemable capital stock	719			719			719			—			—			—
	Accrued interest payable	95			95			—			95			—			—
	Derivative liabilities, net(1)	20			20			—			233			—			(213		)
	Other
	Standby letters of credit	12			12			—			12			—			—
	Commitments to fund advances(3)	—			2			—			2			—			—
		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 20 – 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 December 31, 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.
At least annually, the Bank conducts 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 December 31, 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 December 31, 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.
Other Assets – The estimated fair value of grantor trust assets is based on quoted market prices.
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 uncleared 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 either (i) 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, or (ii) set at zero (subject to a minimum transfer amount). 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 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 December 31, 2014 and 2013, by level within the fair value hierarchy.
December 31, 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	$	—		$	3,513		$	—		$	—		$	3,513
MBS:
Other U.S. obligations – Ginnie Mae	—			11			—			—			11
Total trading securities	—			3,524			—			—			3,524
AFS securities:
PLRMBS	—			—			6,371			—			6,371
Total AFS securities	—			—			6,371			—			6,371
Advances(2)	—			5,137			—			—			5,137
Derivative assets, net: interest rate-related	—			455			—			(396		)	59
Other assets	11			—			—			—			11
Total recurring fair value measurements – Assets	$	11		$	9,116		$	6,371		$	(396	)	$	15,102
Recurring fair value measurements – Liabilities:
Consolidated obligation bonds(3)	$	—		$	6,717		$	—		$	—		$	6,717
Derivative liabilities, net: interest rate-related	—			233			—			(213		)	20
Total recurring fair value measurements – Liabilities	$	—		$	6,950		$	—		$	(213	)	$	6,737
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	Represents advances recorded under the fair value option at December 31, 2014 and 2013.
-3	Represents consolidated obligation bonds recorded under the fair value option at December 31, 2014 and 2013.
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 years ended December 31, 2014, 2013, and 2012.
	2014			2013			2012
Balance, beginning of the period	$	7,047		$	7,604		$	7,687
Total gain/(loss) realized and unrealized included in:
Interest income	66			21			(11		)
Net OTTI loss, credit-related	(4		)	(7		)	(44		)
Unrealized gain/(loss) of other-than-temporarily impaired securities included in AOCI	209			644			1,102
Net amount of OTTI loss reclassified to/(from) other income/(loss)	(10		)	(3		)	14
Settlements	(937		)	(1,284		)	(1,284		)
Transfers of HTM securities to AFS securities	—			72			140
Balance, end of the period	$	6,371		$	7,047		$	7,604
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	$	62		$	15		$	(55	)
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.
The Bank elected the fair value option for certain financial instruments as follows:
•	Adjustable rate advances with embedded options (excluding call and put options)
•	Callable fixed rate advances
•	Putable fixed rate advances
•	Putable fixed rate advances with embedded options
•	Fixed rate advances with partial prepayment symmetry
•	Callable or non-callable capped floater consolidated obligation bonds
•	Convertible consolidated obligation bonds
•	Adjustable or fixed rate range accrual consolidated obligation bonds
•	Ratchet consolidated obligation bonds
•	Adjustable rate advances indexed to non-LIBOR indices such as the Prime Rate, U.S. Treasury bill, and Federal funds effective rate
•	Adjustable rate consolidated obligation bonds indexed to non-LIBOR indices such as the Prime Rate, U.S. Treasury bill, and Federal funds effective rate
•	Step-up callable bonds, which pay interest at increasing fixed rates for specified intervals over the life of the bond and can generally be called at the Bank's option on the step-up dates
•	Step-down callable bonds, which pay interest at decreasing fixed rates for specified intervals over the life of the bond and can generally be called at the Bank's option on the step-down dates
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 years ended December 31, 2014, 2013, and 2012:
	2014						2013						2012
	Advances			Consolidated			Advances			Consolidated			Advances			Consolidated
				Obligation Bonds						Obligation Bonds						Obligation Bonds
Balance, beginning of the period	$	7,069		$	10,115		$	7,390		$	27,884		$	8,684		$	15,712
New transactions elected for fair value option	783			3,607			837			3,547			862			25,925
Maturities and terminations	(2,700		)	(7,088		)	(988		)	(21,165		)	(2,127		)	(13,745		)
Net gain/(loss) on advances and net (gain)/loss on consolidated obligation bonds held under fair value option	(11		)	82			(169		)	(146		)	(22		)	(7		)
Change in accrued interest	(4		)	1			(1		)	(5		)	(7		)	(1		)
Balance, end of the period	$	5,137		$	6,717		$	7,069		$	10,115		$	7,390		$	27,884
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 years ended December 31, 2014, 2013, and 2012.
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 December 31, 2014 and 2013:
	At December 31, 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)	$	5,048		$	5,137		$	89		$	6,956		$	7,069		$	113
Consolidated obligation bonds	6,748			6,717			(31		)	10,230			10,115			(115		)
-1	At December 31, 2014 and 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	12 Months Ended
	Dec. 31, 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 December 31, 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 Bank determined that it was not necessary to recognize a liability for the fair value of the Bank's joint and several liability for all consolidated obligations. The joint and several obligations are mandated by the FHLBank Act or regulations governing the operations of the FHLBanks and are not the result of arms-length transactions among the FHLBanks. The FHLBanks have no control over the amount of the guarantee or the determination of how each FHLBank would perform under the joint and several obligations. Because the FHLBanks are subject to the authority of the Finance Agency as it relates to decisions involving the allocation of the joint and several liability for the FHLBanks' consolidated obligations, the FHLBanks' joint and several obligations are excluded from the initial recognition and measurement provisions. Accordingly, the Bank has not recognized a liability for its joint and several obligation related to other FHLBanks' participations in the consolidated obligations. The par value of the outstanding consolidated obligations of the FHLBanks was $847,175 at December 31, 2014, and $766,837 at December 31, 2013. The par value of the Bank’s participation in consolidated obligations was $68,538 at December 31, 2014, and $76,968 at December 31, 2013.
	The joint and several liability regulation provides a general framework for addressing the possibility that an FHLBank may be unable to repay its participation in the consolidated obligations for which it is the primary obligor. In accordance with this regulation, the president of each FHLBank is required to provide a quarterly certification that, among other things, the FHLBank will remain capable of making full and timely payment of all its current obligations, including direct obligations.
	In addition, the regulation requires that an FHLBank must provide written notice to the Finance Agency if at any time the FHLBank is unable to provide the quarterly certification; projects that it will be unable to fully meet all of its current obligations, including direct obligations, on a timely basis during the quarter; or negotiates or enters into an agreement with another FHLBank for financial assistance to meet its obligations. If an FHLBank gives any one of these notices (other than in a case of a temporary interruption in the FHLBank's debt servicing operations resulting from an external event such as a natural disaster or a power failure), it must promptly file a consolidated obligations payment plan for Finance Agency approval specifying the measures the FHLBank will undertake to make full and timely payments of all its current obligations.
	Notwithstanding any other provisions in the regulation, the regulation provides that the Finance Agency in its discretion may at any time order any FHLBank to make any principal or interest payment due on any consolidated obligation. To the extent an FHLBank makes any payment on any consolidated obligation on behalf of another FHLBank, the paying FHLBank is entitled to reimbursement from the FHLBank that is the primary obligor, which will have a corresponding obligation to reimburse the FHLBank for the payment and associated costs, including interest.
	The regulation also provides that the Finance Agency may allocate the outstanding liability of an FHLBank for consolidated obligations among the other FHLBanks on a pro rata basis in proportion to each FHLBank's participation in all consolidated obligations outstanding. The Finance Agency reserves the right to allocate the outstanding liabilities for the consolidated obligations among the FHLBanks in any other manner it may determine to ensure that the FHLBanks operate in a safe and sound manner.
	Off-balance sheet commitments as of December 31, 2014 and 2013, were as follows:
		2014						2013
		Expire Within		Expire After		Total		Expire Within		Expire After		Total
		One Year		One Year				One Year		One Year
	Standby letters of credit outstanding	$	2,699	$	2,711	$	5,410	$	1,031	$	2,572	$	3,603
	Commitments to fund advances(1)	121		5		126		4		4		8
	Commitments to issue consolidated obligation discount notes, par	3		—		3		—		—		—
	Commitments to issue consolidated obligation bonds, par(2)	—		—		—		1,640		—		1,640
	-1	At December 31, 2014, $100 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 December 31, 2013, $1,640 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 90 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 at December 31, 2014, and December 31, 2013.
	The value of the Bank’s obligations related to standby letters of credit is recorded in other liabilities and amounted to $12 at December 31, 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 December 31, 2014 and 2013.
	Commitments to fund advances totaled $126 at December 31, 2014, and $8 at December 31, 2013. Advances funded under advance commitments are fully collateralized at the time of funding (see Note 10 – 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 December 31, 2014 and 2013.
	The Bank executes over-the-counter uncleared 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 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 18 – Derivatives and Hedging Activities for additional information about the Bank’s pledged collateral and other credit-risk-related contingent features. As of December 31, 2014, the Bank had pledged total collateral of $502, including securities with a de minimis carrying value, all of which may be sold or repledged, and cash collateral of $502 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 charged operating expenses for net rental and related costs of approximately $5, $5, and $5 for the years ended December 31, 2014, 2013, and 2012, respectively. Future minimum rentals at December 31, 2014, were as follows:
	Year	Future Minimum
		Rentals
	2015	$	4
	2016	4
	2017	4
	2018	4
	2019	3
	Thereafter	2
	Total	$	21
	Lease agreements for Bank premises generally provide for increases in the basic rentals resulting from increases in property taxes and maintenance expenses. Such increases are not expected to have a material effect on the Bank's financial condition or results of operations.
	The Bank may be subject to various pending legal proceedings that may arise in the ordinary 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.
	Other commitments and contingencies are discussed in Note 1 – Summary of Significant Accounting Policies, Note 8 – Advances, Note 9 – Mortgage Loans Held for Portfolio, Note 12 – Consolidated Obligations, Note 13 – Affordable Housing Program, Note 15 – Capital, Note 16 – Employee Retirement Plans and Incentive Compensation Plans, and Note 18 – Derivatives and Hedging Activities.

Transactions_with_Certain_Memb

Transactions with Certain Members, Certain Nonmembers, and Other FHLBanks	12 Months Ended
	Dec. 31, 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 Members. The Bank has a cooperative ownership structure under which current member institutions, certain former members, and certain other nonmembers own the capital stock of the Bank. Former members and nonmembers that have outstanding transactions with the Bank are required to maintain their investment in the Bank's capital stock until their outstanding transactions mature or are paid off or until their capital stock is redeemed following the five-year redemption period for capital stock or is repurchased by the Bank, in accordance with the Bank's capital requirements (see Note 15 – Capital for further information).
	All advances are made to members, and all mortgage loans held for portfolio were purchased from members. The Bank also maintains deposit accounts for members, certain former members, and certain other nonmembers primarily to facilitate settlement activities that are directly related to advances and mortgage loan purchases. All transactions with members and their affiliates are entered into in the ordinary course of business. In instances where the member has an officer or director who is a director of the Bank, transactions with the member are subject to the same eligibility and credit criteria, as well as the same conditions, as comparable transactions with all other members, in accordance with regulations governing the operations of the FHLBanks.
	The Bank has investments in Federal funds sold, interest-bearing deposits, and commercial paper, and executes MBS and derivatives transactions with members or their affiliates. The Bank purchases MBS through securities brokers or dealers and executes all MBS investments without preference to the status of the counterparty or the issuer of the investment as a nonmember, member, or affiliate of a member. When the Bank executes non-MBS investments with a member, the Bank may give consideration to the member’s secured credit and the Bank's advances pricing. 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 exactly offsetting derivatives transactions with members and other counterparties. These transactions are executed at market rates.
	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 above, and their respective affiliates are entered into in the ordinary course of business. The tables include securities transactions where the foregoing 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 the foregoing 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 foregoing members and nonmembers are in the ordinary course of the Bank’s business.
		December 31, 2014			December 31, 2013
	Assets:
	Investments(1)	$	139		$	1,176
	Advances	5,081			11,268
	Mortgage loans held for portfolio	33			760
	Accrued interest receivable	6			25
	Other assets	18			37
	Derivative assets, net	—			257
	Total Assets	$	5,277		$	13,523
	Liabilities:
	Deposits	$	3		$	260
	Mandatorily redeemable capital stock	577			1,356
	Derivative liabilities, net	18			37
	Total Liabilities	$	598		$	1,653
	Notional amount of derivatives	$	2,858		$	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.
		For the Years Ended December 31,
		2014			2013			2012
	Interest Income:
	Investments(1)	$	22		$	30		$	38
	Advances(2)	55			134			174
	Mortgage loans held for portfolio	11			44			63
	Total Interest Income	$	88		$	208		$	275
	Interest Expense:
	Mandatorily redeemable capital stock	$	74		$	138		$	45
	Consolidated obligations(2)	(42		)	(166		)	(217		)
	Total Interest Expense	$	32		$	(28	)	$	(172	)
	Other Income/(Loss):
	Net gain/(loss) on derivatives and hedging activities	$	(288	)	$	(118	)	$	(159	)
	Other	—			—			1
	Total Other Income/(Loss)	$	(288	)	$	(118	)	$	(158	)
	-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.
	The FHLBank Act requires the Bank to establish an AHP. The Bank provides subsidies to members, which use the funds to assist in the purchase, construction, or rehabilitation of housing for very low-, low-, and moderate-income households. Subsidies may be in the form of direct grants or below-market interest rate advances. Only Bank members, along with their nonmember AHP project sponsors, may submit AHP applications. All AHP subsidies are made in the ordinary course of business.
	The FHLBank Act also requires the Bank to establish a Community Investment Program (CIP) and authorizes the Bank to offer additional CICA programs. Under these programs, the Bank provides subsidies in the form of grants and below-market interest rate advances to members or standby letters of credit for members for community lending and economic development projects. Only Bank members may submit applications for CICA subsidies. All CICA subsidies are made in the ordinary course of business.
	In instances where an AHP or CICA transaction involves a member that owns more than 10% of the Bank's capital stock (or an affiliate of such a member), a member with an officer or director who is a director of the Bank, or an entity with an officer, director, or general partner who serves as a director of the Bank (and that has a direct or indirect interest in the subsidy), the transaction is in the ordinary course of business and is subject to the same eligibility and other program criteria and requirements as all other comparable transactions and to the regulations governing the operations of the relevant program.
	Transactions with Other FHLBanks. Transactions with other FHLBanks are identified on the face of the Bank’s financial statements.

Other

Other	12 Months Ended
	Dec. 31, 2014
Other Income and Expenses [Abstract]
Other Income and Other Expense Disclosure [Text Block]	Other
	The table below discloses the categories included in other operating expense for the years ended December 31, 2014, 2013, and 2012.
		2014		2013		2012
	Professional and contract services	$	48	$	33	$	31
	Travel	2		2		2
	Occupancy	5		5		5
	Equipment	10		9		10
	Other	4		4		4
	Total	$	69	$	53	$	52

Subsequent_Events

Subsequent Events	12 Months Ended
	Dec. 31, 2014
Subsequent Events [Abstract]
Subsequent Events	Subsequent Events
	In January 2015, the Bank entered into settlement agreements with certain defendants in connection with the Bank’s PLRMBS litigation for the aggregate amount of $459 (after netting certain legal fees and expenses) and, with respect to certain claims, an additional amount to be received by the Bank in the future. The $459 will be recognized in the Bank’s financial statements for the three months ended March 31, 2015.
	The Bank amended its capital plan, effective April 1, 2015, to lower the cap on the membership stock requirement to $15 from $25, lower the activity-based stock requirement to 3.0% from 4.7% for outstanding advances and to 3.0% from 5.0% for mortgage loans purchased and held by the Bank, and change the authorized ranges for the activity-based stock requirement.
	There were no other material subsequent events identified, subsequent to December 31, 2014, until the time of the Form 10-K filing with the Securities and Exchange Commission.

Basis_of_Presentation_Summary_

Basis of Presentation / Summary of Significant Accounting Policies (Policies)	12 Months Ended
	Dec. 31, 2014
Accounting Policies [Line Items]
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.
	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.
	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.
	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.
	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.
	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.
	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.
	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.
	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 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.
	The Bank elected the fair value option for certain financial instruments as follows:
	•	Adjustable rate advances with embedded options (excluding call and put options)
	•	Callable fixed rate advances
	•	Putable fixed rate advances
	•	Putable fixed rate advances with embedded options
	•	Fixed rate advances with partial prepayment symmetry
	•	Callable or non-callable capped floater consolidated obligation bonds
	•	Convertible consolidated obligation bonds
	•	Adjustable or fixed rate range accrual consolidated obligation bonds
	•	Ratchet consolidated obligation bonds
	•	Adjustable rate advances indexed to non-LIBOR indices such as the Prime Rate, U.S. Treasury bill, and Federal funds effective rate
	•	Adjustable rate consolidated obligation bonds indexed to non-LIBOR indices such as the Prime Rate, U.S. Treasury bill, and Federal funds effective rate
	•	Step-up callable bonds, which pay interest at increasing fixed rates for specified intervals over the life of the bond and can generally be called at the Bank's option on the step-up dates
	•	Step-down callable bonds, which pay interest at decreasing fixed rates for specified intervals over the life of the bond and can generally be called at the Bank's option on the step-down dates
	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 – 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.
	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 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.
	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 December 31, 2014:
	•	Trading securities
	•	AFS securities
	•	Certain advances
	•	Derivative assets and liabilities
	•	Certain consolidated obligation bonds
	•	Certain other assets
	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.
	Accrued Interest Receivable and Payable – The estimated fair value approximates the carrying value of accrued interest receivable and accrued interest payable.
	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.
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 other-than-temporary impairment (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 Measurement, Policy [Policy Text Block]	Many of the Bank's financial instruments lack an available liquid trading market as characterized by frequent exchange transactions between a willing buyer and willing seller. Therefore, the Bank uses financial models employing significant assumptions and present value calculations for the purpose of determining estimated fair values. Thus, the fair values may not represent the actual values of the financial instruments that could have been realized as of yearend or that will be realized in the future.
	Fair values for certain financial instruments are based on quoted prices, market rates, or replacement rates for similar financial instruments as of the last business day of the year.
Repurchase and Resale Agreements Policy [Policy Text Block]	These investments provide short-term liquidity and are carried at cost. The Bank treats securities purchased under agreements to resell as collateralized financing arrangements because they effectively represent short-term loans to 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.
	Securities purchased under agreements to resell are considered collateralized financing arrangements and effectively represent short-term loans to 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]	The Bank classifies investments as trading, available-for-sale (AFS), or held-to-maturity (HTM) at the date of acquisition. Purchases and sales of securities are recorded on a trade date basis.
	The Bank classifies certain investments as trading. These securities are held for liquidity purposes and carried at fair value with changes in the fair value of these investments recorded in other income. The Bank does not participate in speculative trading practices and holds these investments indefinitely as the Bank periodically evaluates its liquidity needs.
	The Bank classifies certain securities as AFS and carries these securities at their fair value. Unrealized gains and losses on these securities are recognized in accumulated other comprehensive income (AOCI).
	HTM securities are carried at cost, adjusted for periodic principal repayments; amortization of premiums and accretion of discounts; and previous OTTI recognized in net income and AOCI. The Bank classifies these investments as HTM securities because the Bank has the positive intent and ability to hold these securities until maturity.
	Certain 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. Thus, the sale or transfer of an HTM security because of certain changes in circumstances, such as evidence of significant deterioration in the issuer's creditworthiness or changes in regulatory requirements, is not considered to be inconsistent with its original classification. Other events that are isolated, nonrecurring, and 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. In addition, sales of debt securities that meet either of the following two conditions may be considered as maturities for purposes of the classification of securities: (i) the sale occurs near enough to its maturity date (or call date if exercise of the call is probable) that interest rate risk is substantially eliminated as a pricing factor and changes in market interest rates would not have a significant effect on the security's fair value, or (ii) the sale occurs after the Bank has already collected a substantial portion (at least 85%) of the principal outstanding at acquisition because of prepayments on the debt security or scheduled payments on a debt security payable in equal installments (both principal and interest) over its term.
	The Bank calculates the amortization of purchase premiums and accretion of purchase discounts on investments using the level-yield method on a retrospective basis over the estimated life of the securities. This method requires a retrospective adjustment of the effective yield each time the Bank changes the estimated life as if the new estimate had been known since the original acquisition date of the securities. The Bank uses nationally recognized, market-based, third-party prepayment models to project estimated lives.
	On a quarterly basis, the Bank evaluates its individual AFS and HTM investment securities in an unrealized loss position for OTTI. A security is considered impaired when its fair value is less than its amortized cost basis. For impaired debt securities, an entity is required to assess whether: (i) it has the intent to sell the debt security; (ii) it is more likely than not that it will be required to sell the debt security before its anticipated recovery of the remaining amortized cost basis of the security; or (iii) it does not expect to recover the entire amortized cost basis of the impaired debt security. If any of these conditions is met, an OTTI on the security must be recognized.
	With respect to any debt security, a credit loss is defined as the amount by which the amortized cost basis exceeds the present value of the cash flows expected to be collected. If a credit loss exists but the entity does not intend to sell the debt security and it is not more likely than not that the entity will be required to sell the debt security before the anticipated recovery of its remaining amortized cost basis (the amortized cost basis less any current-period credit loss), the carrying value of the debt security is adjusted to its fair value. However, instead of recognizing the entire difference between the amortized cost basis and fair value in earnings, only the amount of the impairment representing the credit loss is recognized in earnings, while the amount of non-credit-related impairment is recognized in AOCI. The total OTTI is presented in the Statements of Income with an offset for the amount of the total OTTI that is recognized in AOCI. This presentation provides additional information about the amounts that the entity does not expect to collect related to a debt security. The credit loss on a debt security is limited to the amount of that security's unrealized losses.
	For subsequent accounting of other-than-temporarily impaired securities, if the present value of cash flows expected to be collected is less than the amortized cost basis, the Bank records an additional OTTI. The amount of total OTTI for a security that was previously impaired is calculated as the difference between its amortized cost less the amount of OTTI recognized in AOCI prior to the determination of OTTI and its fair value. For an other-than-temporarily impaired security that was previously impaired and has subsequently incurred an additional OTTI related to credit loss (limited to that security's unrealized losses), this additional credit-related OTTI, up to the amount in AOCI, would be reclassified out of non-credit-related OTTI in AOCI and charged to earnings. Any credit loss in excess of the related AOCI is charged to earnings.
	Subsequent related increases and decreases (if not an OTTI) in the fair value of AFS securities will be netted against the non-credit component of OTTI previously recognized in AOCI.
	For securities classified as HTM, the OTTI recognized in AOCI is accreted to the carrying value of each security on a prospective basis, based on the amount and timing of future estimated cash flows (with no effect on earnings unless the security is subsequently sold or there are additional decreases in cash flows expected to be collected). For securities classified as AFS, the Bank does not accrete the OTTI recognized in AOCI to the carrying value because the subsequent measurement basis for these securities is fair value.
	For securities previously identified as other-than-temporarily impaired, the Bank updates its estimate of future estimated cash flows on a regular basis. If there is no additional impairment on the security, the yield of the security is adjusted upward on a prospective basis when there is a significant increase in the expected cash flows. This accretion is included in net interest income in the Statements of Income.
	On a quarterly basis, the Bank evaluates its individual AFS and HTM investment securities in an unrealized loss position for OTTI.
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 18 – 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 December 31, 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.
Federal Home Loan Bank Advances Disclosure [Policy Text Block]	The Bank reports advances (loans to members, former members or their successors, or housing associates) either at amortized cost or at fair value when the fair value option is elected. Advances carried at amortized cost are reported net of premiums, discounts (including discounts related to the Affordable Housing Program), and hedging adjustments. The Bank amortizes premiums and accretes discounts and recognizes hedging adjustments resulting from the discontinuation of a hedging relationship to interest income using a level-yield methodology. Interest on advances is credited to income as earned. For advances carried at fair value, the Bank recognizes contractual interest in interest income.
	In cases in which the Bank funds an advance concurrent with or within a short period of time before or after the prepayment of a previous advance to the same member, the Bank evaluates whether the subsequent advance meets the accounting criteria to qualify as a modification of an existing advance or whether it constitutes a new advance. The Bank compares the present value of the cash flows on the subsequent advance to the present value of the cash flows remaining on the previous advance. If there is at least a 10% difference in the present value of the cash flows or if the Bank concludes that the difference between the advances is more than minor based on a qualitative assessment of the modifications made to the previous advance's contractual terms, then the subsequent advance is accounted for as a new advance. In all other instances, the subsequent advance is accounted for as a modification.
	When a borrower prepays certain advances prior to the original maturity, the Bank may charge the borrower a prepayment fee. 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.
	For prepaid advances that are hedged and meet the hedge accounting requirements, the Bank terminates the hedging relationship upon prepayment and records the associated fair value gains and losses, adjusted for the prepayment fees, in interest income. If a new advance represents a modification of an original hedged advance, the fair value gains or losses on the advance and the prepayment fees are included in the carrying amount of the modified advance, and gains or losses and prepayment fees are amortized in interest income over the life of the modified advance using the level-yield method. If the modified advance is also hedged and the hedge meets the hedge accounting requirements, the modified advance is marked to fair value after the modification, and subsequent fair value changes are recorded in other income. If the prepayment represents an extinguishment of the original hedged advance, the prepayment fee and any fair value gain or loss are immediately recognized in interest income.
	For prepaid advances that are not hedged or that are hedged but do not meet the hedge accounting requirements, the Bank records prepayment fees in interest income unless the Bank determines that the new advance represents a modification of the original advance. If the new advance represents a modification of the original advance, the prepayment fee on the original advance is deferred, recorded in the basis of the modified advance, and amortized over the life of the modified advance using the level-yield method. This amortization is recorded in interest income.
Cash and Cash Equivalents, Policy [Policy Text Block]	These investments provide short-term liquidity and are carried at cost. The Bank invests in Federal funds sold with counterparties that are considered by the Bank to be of investment quality.
Debt, Policy [Policy Text Block]	Consolidated obligations are recorded at amortized cost unless the Bank has elected the fair value option, in which case the consolidated obligations are carried at fair value.
	The discounts on consolidated obligation discount notes for which the Bank is the primary obligor are amortized to expense using the level-yield method over the term to maturity. The discounts and premiums on consolidated obligation bonds for which the Bank is the primary obligor are amortized to expense using the level-yield method over the remaining contractual life or on a retrospective basis over the estimated life of the consolidated obligation bonds.
	Concessions are paid to dealers in connection with the issuance of consolidated obligations for which the Bank is the primary obligor. The amount of the concession is allocated to the Bank by the Office of Finance based on the percentage of the debt issued for which the Bank is the primary obligor. Concessions paid on consolidated obligations designated under the fair value option are expensed as incurred. Concessions paid on consolidated obligations not designated under the fair value option are deferred and amortized to expense using the level-yield method over the remaining contractual life or on a retrospective basis over the estimated life of the consolidated obligations. Unamortized concessions were $12 and $14 at December 31, 2014 and 2013, respectively, and are included in “Other assets.” Amortization of concessions is included in consolidated obligation interest expense and totaled $6, $7, and $22, in 2014, 2013, and 2012, respectively.
Letter of Credit Policy [Policy Text Block]	Letter of credit fees are recorded as other income over the term of the letter of credit.
Pension and Other Postretirement Plans, Policy [Policy Text Block]	The Bank maintains a deferred compensation plan that is available to all eligible Bank officers. The defined contribution portion of the plan is comprised of two components: (i) officer or director deferral of current compensation, and (ii) make-up matching contributions for officers that would have been made by the Bank under the Savings Plan had the compensation not been deferred. The make-up benefits under the Deferred Compensation Plan vest according to the corresponding provisions of the Savings Plan. The Deferred Compensation Plan liability consists of the accumulated compensation deferrals and accrued earnings on the deferrals, as well as the make-up matching contributions and any accrued earnings on the contributions.
	The Bank sponsors a qualified defined contribution retirement 401(k) savings plan, the Federal Home Loan Bank of San Francisco Savings Plan (Savings Plan). Contributions to the Savings Plan consist of elective participant contributions of up to 20% of each participant's base compensation and a Bank matching contribution of up to 6% of each participant's base compensation.
	The Bank sponsors a non-qualified retirement plan restoring benefits offered under the Savings Plan that have been limited by laws governing the plan.
	The Bank provides incentive compensation plans for many of its employees, including senior officers.
	The Bank uses a discount rate to determine the present value of its future benefit obligations. The discount rate was determined based on the Citigroup Pension Discount Curve at the measurement date. The Citigroup Pension Discount Curve is a yield curve that reflects the market-observed yields for high-quality fixed income securities for each maturity. The projected benefit payments for each year from the plan are discounted using the spot rates on the yield curve to derive a single equivalent discount rate. The discount rate is reset annually on the measurement date.
	The expected return on plan assets was determined based on: (i) the historical returns for each asset class, (ii) the expected future long-term returns for these asset classes, and (iii) the plan's target asset allocation.
	The Bank sponsors the following non-qualified defined benefit retirement plans:
	•	Benefit Equalization Plan, a non-qualified retirement plan restoring benefits offered under the Cash Balance Plan that are limited by laws governing the plan. See below for further discussion of the defined contribution portion of the Benefit Equalization Plan.
	•	Supplemental Executive Retirement Plan (SERP), a non-qualified unfunded retirement benefit plan available to the Bank's eligible senior officers, which generally provides a service-linked supplemental cash balance annual contribution credit to SERP participants and an annual interest credit of 6% on the benefits accrued to the SERP participants through the prior yearend.
	•	Deferred Compensation Plan, a non-qualified retirement plan available to all eligible Bank officers, which provides make-up pension benefits that would have been earned under the Cash Balance Plan had the compensation not been deferred. The make-up benefits vest according to the corresponding provisions of the Cash Balance Plan. See below for further discussion of the defined contribution portion of the Deferred Compensation Plan.
	The Bank provides a postretirement health benefit plan to employees hired before January 1, 2003. The Bank's costs are capped at 1998 health care premium amounts. As a result, changes in health care cost trend rates will have no effect on the Bank's accumulated postretirement benefit obligation or service and interest costs.
	The Bank provides retirement benefits through a Bank-sponsored Cash Balance Plan, a qualified defined benefit plan. The Cash Balance Plan is provided to all employees who have completed six months of Bank service. Under the plan, each eligible Bank employee accrues benefits annually equal to 6% of the employee's annual compensation, plus 6% interest on the benefits accrued to the employee through the prior yearend. The Cash Balance Plan is funded through a qualified trust established by the Bank.
Finance, Loan and Lease Receivables, Held for Investments, Foreclosed Assets Policy [Policy Text Block]	Real estate owned (REO) includes assets that have been received in satisfaction of debt through foreclosures. REO is initially recorded at fair value less estimated selling costs and is subsequently carried at the lower of that amount or current fair value less estimated selling costs. The Bank recognizes a charge-off to the allowance for credit losses if the fair value of the REO less estimated selling costs is less than the recorded investment in the loan at the date of transfer from loans to REO. Any subsequent realized gains, realized or unrealized losses, and carrying costs are included in other non-interest expense in the Statements of Income. REO is recorded in “Other assets” in the Statements of Condition. At December 31, 2014, the Bank’s other assets included $2 of REO resulting from foreclosure of 23 mortgage loans held by the Bank. At December 31, 2013, the Bank’s other assets included $3 of REO resulting from foreclosure of 27 mortgage loans held by the Bank.
Finance, Loan and Lease Receivables, Held-for-investment, Policy [Policy Text Block]	For taking on the credit enhancement obligation, the Bank pays the participating financial institution a credit enhancement fee, which is calculated on the remaining unpaid principal balance of the mortgage loans. Depending on the specific MPF product, all or a portion of the credit enhancement fee is paid monthly beginning with the month after each delivery of loans. The MPF Plus product also provides for a performance-based credit enhancement fee, which accrues monthly, beginning with the month after each delivery of loans, and is paid to the participating financial institution beginning 12 months later. The performance-based credit enhancement fee will be reduced by an amount equivalent to loan losses up to the amount of the first loss account established for each master commitment. The participating financial institutions obtain supplemental mortgage insurance (SMI) to cover their credit enhancement obligations under this product. If the SMI provider's claims-paying ability rating falls below a specified level, the participating financial institution has six months to either replace the SMI policy or assume the credit enhancement obligation and fully collateralize the obligation; otherwise the Bank may choose not to pay the participating financial institution its performance-based credit enhancement fee.
	The Bank classifies mortgage loans as held for investment and, accordingly, reports them at their principal amount outstanding net of unamortized premiums, discounts, and unrealized gains and losses from loans initially classified as mortgage loan commitments. The Bank defers and amortizes these amounts as interest income using the level-yield method on a retrospective basis over the estimated life of the related mortgage loan. Actual prepayment experience and estimates of future principal prepayments are used in calculating the estimated life of the mortgage loans. The Bank aggregates the mortgage loans by similar characteristics (type, maturity, note rate, and acquisition date) in determining prepayment estimates. A retrospective adjustment is required each time the Bank changes the estimated amounts as if the new estimate had been known since the original acquisition date of the assets. The Bank uses nationally recognized, market-based, third-party prepayment models to project estimated lives.
	The Bank records credit enhancement fees as a reduction to interest income.
Loans and Leases Receivable, Valuation, Policy [Policy Text Block]	Mortgage Loans Evaluated at the Individual Master Commitment Level – The credit risk analysis of all conventional MPF loans is performed at the individual master commitment level to determine the credit enhancements available to recover losses on MPF loans under each individual master commitment.
	Individually Evaluated Mortgage Loans – Certain conventional mortgage loans, primarily impaired mortgage loans that are considered collateral-dependent, may be specifically identified for purposes of calculating the allowance for credit losses. The estimated credit losses on impaired collateral-dependent loans may be separately determined because sufficient information exists to make a reasonable estimate of the inherent loss on those loans on an individual loan basis. The Bank estimates the fair value of collateral using real estate broker price opinions or automated valuation models (AVMs) based on property characteristics as well as recent market sales and current listings. The resulting incurred loss, if any, is equal to the difference between the carrying value of the loan and the estimated fair value of the collateral less estimated selling costs.
	Collectively Evaluated Mortgage Loans – The credit risk analysis of conventional loans collectively evaluated for impairment considers loan pool-specific attribute data, applies estimated loss severities, and considers the associated credit enhancements to determine the Bank's best estimate of probable incurred losses. The analysis includes estimating projected cash flows that the Bank is likely to collect based on an assessment of all available information, including prepayment speeds, default rates, and loss severity for the mortgage loans based on underlying loan-level borrower and loan characteristics; expected housing price changes; and interest rate assumptions. In performing a detailed cash flow analysis, the Bank develops its best estimate of the cash flows expected to be collected using a third-party model to project prepayments, default rates, and loss severities based on borrower characteristics and the particular attributes of the mortgage loans, in conjunction with assumptions related primarily to future changes in housing prices and interest rates. The assumptions used as inputs to the model, including the forecast of future housing price changes, are consistent with assumptions used for the Bank's evaluation of its PLRMBS for OTTI.
Loans and Leases Receivable, Origination Fees, Discounts or Premiums, and Direct Costs to Acquire Loans Policy [Policy Text Block]	The participating financial institution and the Bank share the risk of credit losses on conventional MPF loan products by structuring potential losses on conventional MPF loans into layers with respect to each master commitment. After any primary mortgage insurance, the Bank is obligated to incur the first layer or portion of credit losses not absorbed by the liquidation value of the real property securing the loan. Under the MPF Program, the participating financial institution’s credit enhancement protection consists of the credit enhancement amount, which may be a direct obligation of the participating financial institution or may be a supplemental mortgage insurance policy paid for by the participating financial institution, and may include a contingent performance-based credit enhancement fee payable to the participating financial institution. The participating financial institution is required to pledge collateral to secure any portion of its credit enhancement amount that is a direct obligation.
	For taking on the credit enhancement obligation, the Bank pays the participating financial institution or any successor a credit enhancement fee, which is calculated on the remaining unpaid principal balance of the mortgage loans. The Bank records credit enhancement fees as a reduction to interest income.
Loans and Leases Receivable, Allowance for Loan Losses Policy [Policy Text Block]	A portfolio segment is defined as the level at which an entity develops and documents a systematic method for determining its allowance for credit losses. The Bank has developed and documented a systematic methodology for determining an allowance for credit losses for each applicable portfolio segment.
	An allowance for credit losses is a valuation allowance separately established for each identified portfolio segment, if it is probable that impairment has occurred in the Bank's portfolio as of the Statements of Condition date and the amount of loss can be reasonably estimated. To the extent necessary, an allowance for credit losses for off-balance sheet credit exposures is recorded as a liability.
	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 participating financial institutions or from mortgage insurers under the terms of each master commitment.
	An allowance for credit losses is a valuation allowance separately established for each identified portfolio segment, if it is probable that impairment has occurred in the Bank's portfolio as of the Statements of Condition date and the amount of loss can be reasonably estimated. To the extent necessary, an allowance for credit losses for off-balance sheet credit exposures is recorded as a liability.
	Portfolio Segments. A portfolio segment is defined as the level at which an entity develops and documents a systematic method for determining its allowance for credit losses. The Bank has developed and documented a systematic methodology for determining an allowance for credit losses for each of the following portfolio segments:
	•	advances, letters of credit, and other extensions of credit, collectively referred to as “credit products,”
	•	MPF loans held for portfolio,
	•	term securities purchased under agreements to resell, and
	•	term Federal funds sold.
	Classes of Financing Receivables. Classes of financing receivables generally are a disaggregation of a portfolio segment to the extent needed to understand the exposure to credit risk arising from these financing receivables. The Bank determined that no further disaggregation of the portfolio segments identified above is needed because the credit risk arising from these financing receivables is assessed and measured by the Bank at the portfolio segment level.
	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.
Loans and Leases Receivable, Nonaccrual Loan and Lease Status, Policy [Policy Text Block]	A mortgage loan is considered to be impaired when it is reported 90 days or more past due (nonaccrual) or when it is probable, based on current information and events, that the Bank will be unable to collect all principal and interest amounts due according to the contractual terms of the mortgage loan agreement.
	Loans that are on nonaccrual status and that are considered collateral-dependent are measured for impairment based on the fair value of the underlying property less estimated selling costs. Loans are considered collateral-dependent if repayment is expected to be provided solely by the sale of the underlying property, that is, if it is considered likely that the borrower will default and there is no credit enhancement to offset losses under the master commitment, or the collectability or availability of credit enhancement is deemed to be uncertain. Collateral-dependent loans are impaired if the fair value of the underlying collateral less estimated selling costs is insufficient to recover the unpaid principal balance on the loan. Interest income on impaired loans is recognized in the same manner as interest income on nonaccrual loans, as noted below.
	The Bank places a mortgage loan on nonaccrual status when the collection of the contractual principal or interest from the participating financial institution is reported 90 days or more past due or when the loan is in foreclosure. When a mortgage loan is placed on nonaccrual status, accrued but uncollected interest is reversed against interest income. The Bank records cash payments received on nonaccrual loans first as interest income and then as a reduction of principal as specified in the contractual agreement, unless the collection of the remaining principal amount due is considered doubtful.
	The Bank classifies as impaired any advance with respect to which it is probable that all principal and interest due will not be collected according to its contractual terms. Impaired advances are valued using the present value of expected future cash flows discounted at the advance's effective interest rate, the advance's observable market price or, if collateral-dependent, the fair value of the advance's underlying collateral. When an advance is classified as impaired, the accrual of interest is discontinued and unpaid accrued interest is reversed. Advances do not return to accrual status until they are brought current with respect to both principal and interest and until the future principal payments are no longer in doubt. No advances were classified as impaired during the periods presented.
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.
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, Mortgage Banking Activities, Policy [Policy Text Block]	Under the Mortgage Partnership Finance® (MPF®) Program, the Bank may purchase conventional conforming fixed rate residential mortgage loans and FHA/VA-insured mortgage loans from its participating members. (“Mortgage Partnership Finance” and “MPF” are registered trademarks of the FHLBank of Chicago.) Participating members originate or purchase the mortgage loans, credit-enhance them and sell them to the Bank, and generally retain the servicing of the loans. The Bank manages the interest rate risk, prepayment risk, and liquidity risk of each loan in its portfolio. The Bank and the participating financial institution (either the original participating member that sold the loans to the Bank or a successor to that member) share in the credit risk of the loans, with the Bank assuming the first loss obligation limited by the first loss account, and the participating financial institution assuming credit losses in excess of the first loss account, up to the amount of the credit enhancement obligation specified in the master agreement. The amount of the credit enhancement is calculated so that any Bank credit losses (excluding special hazard losses) in excess of the first loss account are limited to those that would be expected from an equivalent investment with a long-term credit rating of AA. In addition, the Bank may facilitate the purchase of fixed rate mortgage loans from members for concurrent sale to Fannie Mae under the MPF Xtra® product. (“MPF Xtra” is a registered trademark of the FHLBank of Chicago.)
Finance, Loan and Lease Receivables, Held-for-investment, Allowance and Nonperforming Loans, Nonperforming Loans Policy [Policy Text Block]	A mortgage loan is considered impaired when, based on current information and events, it is probable that the Bank will be unable to collect all amounts due according to the contractual terms of the loan agreement.
	Loans that are on non-accrual status and that are considered collateral-dependent are measured for impairment based on the fair value of the underlying property less estimated selling costs. Loans are considered collateral-dependent if repayment is expected to be provided solely by the sale of the underlying property, that is, there is no other available and reliable source of repayment. Collateral-dependent loans are impaired if the fair value of the underlying collateral less estimated selling costs is insufficient to recover the unpaid principal balance on the loan. Interest income on impaired loans is recognized in the same manner as interest income on non-accrual loans noted below.
	The Bank places a mortgage loan on nonaccrual status when the collection of the contractual principal or interest from the participating financial institution is reported 90 days or more past due. When a mortgage loan is placed on nonaccrual status, accrued but uncollected interest is reversed against interest income. The Bank records cash payments received on nonaccrual loans first as interest income and then as a reduction of principal as specified in the contractual agreement, unless the collection of the remaining principal amount due is considered doubtful. If the collection of the remaining principal amount due is considered doubtful, then cash payments received would be applied first solely to principal until the remaining principal amount due is expected to be collected and then as a recovery of any charge-off, if applicable, followed by recording interest income. A loan on non-accrual status may be restored to accrual when (1) none of its contractual principal and interest is due and unpaid, and the Bank expects repayment of the remaining contractual interest and principal, or (2) it otherwise becomes well secured and in the process of collection.
Derivatives, Policy [Policy Text Block]	All derivatives are recognized on the Statements of Condition at their fair value. The Bank has elected to report derivative assets and derivative liabilities net of cash collateral, including initial and variation margin, and accrued interest received from or pledged to futures commission merchants (clearing agents) or counterparties. The fair values of derivatives are netted by clearing agent or counterparty when the netting requirements have been met. If these netted amounts are positive, they are classified as an asset, and if negative, they are classified as a liability. Cash flows associated with derivatives are reflected as cash flows from operating activities in the Statements of Cash Flows unless the derivative meets the criteria to be a financing derivative.
	Each derivative is designated as one of the following:
	-1	a qualifying hedge of the change in fair value of (i) a recognized asset or liability or (ii) an unrecognized firm commitment (a fair value hedge);
	-2	a qualifying hedge of (i) a forecasted transaction or (ii) the variability of cash flows that are to be received or paid in connection with a recognized asset or liability (a cash flow hedge);
	-3	a non-qualifying hedge of an asset or liability for asset-liability management purposes or of certain advances and consolidated obligation bonds for which the Bank elected the fair value option (an economic hedge); or
	-4	a non-qualifying hedge of another derivative that is offered as a product to members or used to offset other derivatives with nonmember counterparties (an intermediation hedge).
	If hedging relationships meet certain criteria, including but not limited to formal documentation of the hedging relationship and an expectation to be hedge effective, they are eligible for hedge accounting, and the offsetting changes in fair value of the hedged items attributable to the hedged risk may be recorded in earnings. The application of hedge accounting generally requires the Bank to evaluate the effectiveness of the hedging relationships at inception and on an ongoing basis and to calculate the changes in fair value of the derivatives and the related hedged items independently. This is known as the “long-haul” method of hedge accounting. Transactions that meet certain criteria qualify for the “short-cut” method of hedge accounting, in which an assumption can be made that the change in the fair value of a hedged item, because of changes in the benchmark rate, exactly offsets the change in the value of the related derivative. Under the shortcut method, the entire change in fair value of the interest rate swap is considered to be effective at achieving offsetting changes in fair values or cash flows of the hedged asset or liability.
	Derivatives are typically executed at the same time as the hedged item, and the Bank designates the hedged item in a qualifying hedge relationship as of the trade date. In many hedging relationships, the Bank may designate the hedging relationship upon its commitment to disburse an advance or trade a consolidated obligation in which settlement occurs within the shortest period of time possible for the type of instrument based on market settlement conventions. The Bank records the changes in the fair value of the derivatives and the hedged item beginning on the trade date.
	Changes in the fair value of a derivative that qualifies as a fair value hedge and is designated as a fair value hedge, along with changes in the fair value of the hedged asset or liability (hedged item) that are attributable to the hedged risk (including changes that reflect losses or gains on firm commitments), are recorded in other income as “Net gain/(loss) on derivatives and hedging activities.”
	Changes in the fair value of a derivative that qualifies as a cash flow hedge and is designated as a cash flow hedge, to the extent that the hedge is effective, are recorded in AOCI, a component of capital, until earnings are affected by the variability of the cash flows of the hedged transaction (until the periodic recognition of interest on a variable rate asset or liability is recorded in earnings).
	For both fair value and cash flow hedges, any hedge ineffectiveness (which represents the amount by which the change in the fair value of the derivative differs from the change in the fair value of the hedged item or the variability in the cash flows of the forecasted transaction) is recorded in other income as “Net gain/(loss) on derivatives and hedging activities.”
	Changes in the fair value of a derivative designated as an economic hedge or an intermediation hedge are recorded in current period earnings with no fair value adjustment to an asset or liability. An economic hedge is defined as a derivative hedging certain advances and consolidated obligation bonds for which the Bank elected the fair value option, or hedging specific or non-specific underlying assets, liabilities, or firm commitments, that does not qualify or was not designated for fair value or cash flow hedge accounting, but is an acceptable hedging strategy under the Bank's risk management program. These economic hedging strategies also comply with Finance Agency regulatory requirements prohibiting speculative hedge transactions. An economic hedge introduces the potential for earnings variability caused by the changes in fair value of the derivatives that are recorded in the Bank's income but are not offset by corresponding changes in the value of the economically hedged assets, liabilities, or firm commitments. The derivatives used in intermediary activities do not qualify for 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. Changes in the fair value of these non-qualifying hedges are recorded in other income as “Net gain/(loss) on derivatives and hedging activities.” In addition, the net settlements associated with these non-qualifying hedges are recorded in other income as “Net gain/(loss) on derivatives and hedging activities.” Cash flows associated with these stand-alone derivatives are reflected as cash flows from operating activities in the Statements of Cash Flows unless the derivative meets the criteria to be designated as a financing derivative.
	The net settlements of interest receivables and payables on derivatives designated as fair value or cash flow hedges are recognized as adjustments to the interest income or interest expense of the designated underlying hedged item. The net settlements of interest receivables and payables on intermediated derivatives for members and other economic hedges are recognized in other income as “Net gain/(loss) on derivatives and hedging activities.”
	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 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 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.
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.
	When hedge accounting is discontinued, the Bank either terminates the derivative or continues to carry the derivative on the Statements of Condition at its fair value, ceases to adjust the hedged asset or liability for changes in fair value, and amortizes the cumulative basis adjustment on the hedged item into earnings over the remaining life of the hedged item using a level-yield methodology.
	When hedge accounting is discontinued because the Bank determines that the derivative no longer qualifies as an effective cash flow hedge of an existing hedged item, the Bank continues to carry the derivative on the Statements of Condition at its fair value and reclassifies the AOCI adjustment into earnings when earnings are affected by the existing hedged item (the original forecasted transaction).
	Under limited circumstances, when the Bank discontinues cash flow hedge accounting because it is no longer probable that the forecasted transaction will occur by the end of the originally specified time period, or within the following two months, but it is probable the transaction will still occur in the future, the gain or loss on the derivative remains in AOCI and is recognized in earnings when the forecasted transaction affects earnings. However, if it is probable that a forecasted transaction will not occur by the end of the originally specified time period or within the following two months, the gains and losses that were recorded in AOCI are recognized immediately in earnings.
	When hedge accounting is discontinued because the hedged item no longer meets the definition of a firm commitment, the Bank continues to carry the derivative on the Statements of Condition at its fair value, removing from the Statements of Condition any asset or liability that was recorded to recognize the firm commitment and recording it as a gain or loss in current period earnings.
	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]	The Bank may be the primary obligor on consolidated obligations and may make advances in which derivative instruments are embedded. Upon execution of these transactions, the Bank assesses whether the economic characteristics of the embedded derivative are clearly and closely related to the economic characteristics of the remaining component of the advance or debt (the host contract) and whether a separate, non-embedded instrument with the same terms as the embedded instrument would meet the definition of a derivative instrument. When it is determined that: (i) the embedded derivative has economic characteristics that are not clearly and closely related to the economic characteristics of the host contract, and (ii) a separate, stand-alone instrument with the same terms would qualify as a derivative instrument, the embedded derivative is separated from the host contract, carried at fair value, and designated as a stand-alone derivative instrument equivalent to an economic hedge. However, the entire contract is carried on the Statements of Condition at fair value and no portion of the contract is designated as a hedging instrument if the entire contract (the host contract and the embedded derivative) is to be measured at fair value, with changes in fair value reported in current period earnings (such as an investment security classified as trading, as well as hybrid financial instruments that are eligible for the fair value option), or if the Bank cannot reliably identify and measure the embedded derivative for purposes of separating the derivative from its host contract.
	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 December 31, 2014 or 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.
	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).
Derivatives, Methods of Accounting, Hedging Derivatives [Policy Text Block]	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.
	Consolidated obligation bonds may be structured to meet the Bank’s or the 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 are issued, the Bank simultaneously executes 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. These transactions generally receive fair value hedge accounting treatment.
	In addition, when certain consolidated obligation bonds for which the Bank has elected the fair value option are issued, the Bank simultaneously executes 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 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.
	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 uncleared or cleared. In an uncleared derivative transaction, the Bank’s counterparty is the executing bank or broker-dealer. In a cleared derivative transaction, the Bank may execute the transaction either directly with the executing bank or broker-dealer or on a swap execution facility, but in either case, the Bank’s counterparty is a derivatives clearing organization or clearinghouse once the derivative transaction has been accepted for clearing. 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 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 receives fair value option accounting treatment.
	All of the Bank’s agreements governing uncleared 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 uncleared 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, which may be 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 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 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.
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]	In accordance with the Bank’s Excess Stock Repurchase, Retained Earnings, and Dividend Framework, the Bank retains in restricted retained earnings any cumulative net gains in earnings (net of applicable assessments) resulting from gains or losses on derivatives and associated hedged items and financial instruments carried at fair value (valuation adjustments).
	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 168% as of December 31, 2014
	The Bank issues only one class of capital stock, Class B stock, with a par value of one hundred dollars per share, which may be redeemed (subject to certain conditions) upon five years' notice by the member to the Bank. In addition, at its discretion, under certain conditions, the Bank may repurchase excess capital stock at any time.
	The Bank reclassifies the capital stock subject to redemption from capital to a liability after a member provides the Bank with a written notice of redemption; gives notice of intention to withdraw from membership; or attains nonmember status by merger or acquisition, charter termination, or other involuntary membership termination; or after a receiver or other liquidating agent for a member transfers the member's Bank capital stock to a nonmember entity, resulting in the member's shares then meeting the definition of a mandatorily redeemable financial instrument. Shares meeting this definition are reclassified to a liability at fair value. Dividends declared on shares classified as a liability are accrued at the expected dividend rate and reflected as interest expense in the Statements of Income. The repayment of these mandatorily redeemable financial instruments (by repurchase or redemption of the shares) is reflected as a financing cash outflow in the Statements of Cash Flows once settled.
	The Bank has a cooperative ownership structure under which members, former members, and certain other nonmembers own the Bank's capital stock. Former members and certain other nonmembers are required to maintain their investment in the Bank's capital stock until their outstanding transactions are paid off or until their capital stock is redeemed following the relevant five-year redemption period for capital stock or is repurchased by the Bank, in accordance with the Bank's capital requirements. Capital stock cannot be issued, repurchased, redeemed, or transferred except between the Bank and its members (or their affiliates and successors) at the capital stock's par value of one hundred dollars per share. If a member cancels its written notice of redemption or notice of withdrawal or if the Bank allows the transfer of mandatorily redeemable capital stock to a member, the Bank reclassifies mandatorily redeemable capital stock from a liability to capital. After the reclassification, dividends on the capital stock are no longer classified as interest expense.
	In addition to any cumulative net gains resulting from valuation adjustments, the Bank holds an additional amount in restricted retained earnings intended to protect paid-in capital from the effects of an extremely adverse credit event, an extremely adverse operations risk event, a cumulative net loss related to the Bank's derivatives and associated hedged items and financial instruments carried at fair value, an extremely adverse change in the market value of the Bank's capital, a significant amount of additional credit-related OTTI on PLRMBS, or some combination of these effects, especially in periods of extremely low net income resulting from an adverse interest rate environment.
Restricted Retained Earnings, Policy [Policy Text Block]	Joint Capital Enhancement Agreement – The FHLBanks’ Joint Capital Enhancement Agreement, as amended (JCE Agreement), is intended to enhance the capital position of each FHLBank. In accordance with the JCE Agreement, each FHLBank is required to allocate 20% of its net income each quarter to a separate restricted retained earnings account until the balance of the account equals at least 1% of that FHLBank's average balance of outstanding consolidated obligations for the previous quarter. Under the JCE Agreement, these restricted retained earnings will not be available to pay dividends.
Shares Subject to Mandatory Redemption, Changes in Redemption Value, Policy [Policy Text Block]	Mandatorily Redeemable Capital Stock. The Bank reclassifies the capital stock subject to redemption from capital to a liability after a member provides the Bank with a written notice of redemption; gives notice of intention to withdraw from membership; or attains nonmember status by merger or acquisition, charter termination, or other involuntary membership termination; or after a receiver or other liquidating agent for a member transfers the member's Bank capital stock to a nonmember entity, resulting in the member's shares then meeting the definition of a mandatorily redeemable financial instrument. Shares meeting this definition are reclassified to a liability at fair value. Dividends declared on shares classified as a liability are accrued at the expected dividend rate and reflected as interest expense in the Statements of Income. The repayment of these mandatorily redeemable financial instruments (by repurchase or redemption of the shares) is reflected as a financing cash outflow in the Statements of Cash Flows once settled. See Note 15 – Capital for more information.
	If a member cancels its written notice of redemption or notice of withdrawal or if the Bank allows the transfer of mandatorily redeemable capital stock to a member, the Bank reclassifies mandatorily redeemable capital stock from a liability to capital. After the reclassification, dividends on the capital stock are no longer classified as interest expense.
Segment Reporting, Policy [Policy Text Block]	For purposes of segment reporting, adjusted net interest income includes income and expense associated with net 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.
	The advances-related business consists of advances and other credit products, related financing and hedging instruments, other non-MBS investments associated with the Bank's role as a liquidity provider, and capital. Adjusted net interest income for this segment is derived primarily from the difference, or spread, between the yield on all assets associated with the business activities in this segment and the cost of funding those activities, including cash flows from associated interest rate exchange agreements, and from earnings on capital.
	The mortgage-related business consists of MBS investments, mortgage loans acquired through the MPF Program, the consolidated obligations specifically identified as funding those assets, and related hedging instruments. Adjusted net interest income for this segment is derived primarily from the difference, or spread, between the yield on the MBS and mortgage loans and the cost of the consolidated obligations funding those assets, including the cash flows from associated interest rate exchange agreements, less the provision for credit losses on mortgage loans.
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.
Property, Plant and Equipment, Policy [Policy Text Block]	The Bank records premises, software, and equipment at cost less accumulated depreciation and amortization. The Bank's accumulated depreciation and amortization related to premises, software, and equipment totaled $67 and $67 at December 31, 2014 and 2013, respectively. Improvements and major renewals are capitalized; ordinary maintenance and repairs are expensed as incurred. Depreciation is computed on the straight-line method over the estimated useful lives of assets ranging from 3 to 10 years, and leasehold improvements are amortized on the straight-line method over the estimated useful life of the improvement or the remaining term of the lease, whichever is shorter. Depreciation and amortization expense was $9 for 2014, $9 for 2013, and $10 for 2012. The Bank includes gains and losses on disposal of premises, software, and equipment in other income. The net realized gain on disposal of premises, software, and equipment, primarily related to the 1999 sale of the Bank's building, was $1, $1, and $1 in 2014, 2013, and 2012, respectively.
Internal Use Software, Policy [Policy Text Block]	The cost of computer software developed or obtained for internal use is capitalized and depreciated over future periods. At December 31, 2014 and 2013, the Bank had $20 and $20 in unamortized computer software costs respectively. Depreciation of computer software costs charged to expense was $7, $7, and $9 in 2014, 2013, and 2012, respectively.
Regulator Expenses, Cost Assessed on Federal Home Loan Bank [Policy Text Block]	The FHLBanks fund a portion of the costs of operating the Finance Agency, and each FHLBank is assessed a proportionate share of those costs. The Finance Agency allocates its expenses and working capital fund among the FHLBanks based on the ratio between each FHLBank's minimum required regulatory capital and the aggregate minimum required regulatory capital of all the FHLBanks.
Federal Home Loan Bank Assessments [Policy Text Block]	As more fully discussed in Note 13 – Affordable Housing Program, the FHLBank Act requires each FHLBank to establish and fund an Affordable Housing Program (AHP). The Bank charges the required funding for the AHP to earnings and establishes a liability. The AHP funds provide subsidies to members to assist in the purchase, construction, or rehabilitation of housing for very low-, low-, and moderate-income households. Subsidies may be in the form of direct grants or below-market interest rate advances
	Annually, the FHLBanks must set aside for their AHPs, in the aggregate, the greater of $100 or 10% of the current year's net earnings (income before interest expense related to mandatorily redeemable capital stock and the assessment for AHP).
	The Bank accrues its AHP assessment monthly based on its net earnings. If the Bank experienced a net loss during a quarter but still had net earnings for the year, the Bank's obligation to the AHP would be calculated based on the Bank's year-to-date net earnings. If the Bank had net earnings in subsequent quarters, it would be required to contribute additional amounts to meet its calculated annual obligation. If the Bank experienced a net loss for a full year, the amount of the AHP liability would be equal to zero, since each FHLBank's required annual AHP contribution is limited to its annual net earnings. However, if the result of the aggregate 10% calculation is less than $100 for the FHLBanks combined, then the FHLBank Act requires that each FHLBank contribute such prorated sums as may be required to ensure that the aggregate contribution of the FHLBanks equals $100. The proration would be made on the basis of an FHLBank's income in relation to the income of all the FHLBanks for the previous year.
Office of Finance, Cost Assessed on Federal Home Loan Bank [Policy Text Block]	Each FHLBank is assessed a proportionate share of the cost of operating the Office of Finance, which facilitates the issuance and servicing of consolidated obligations. The Office of Finance allocates its operating and capital expenditures among the FHLBanks as follows: (1) two-thirds of the assessment is based on each FHLBank's share of total consolidated obligations outstanding, and (2) one-third of the assessment is based on an equal pro rata allocation.
Subsequent Events, Policy [Policy Text Block]	There were no other material subsequent events identified, subsequent to December 31, 2014, until the time of the Form 10-K filing with the Securities and Exchange Commission.
New Accounting Pronouncements, Policy [Policy Text Block]	Amendments to the Consolidation Guidance. On February 18, 2015, the Financial Accounting Standards Board (FASB) issued guidance intended to enhance consolidation guidance for legal entities such as limited partnerships, limited liability corporations, and securitization structures (collateralized debt obligations, collateralized loan obligations, and mortgage-backed security transactions). The new guidance primarily focuses on the following:
	•	Placing more emphasis on risk of loss when determining a controlling financial interest. A reporting organization may no longer have to consolidate a legal entity in certain circumstances based solely on its fee arrangement, when certain criteria are met.
	•	Reducing the frequency of the application of related-party guidance when determining a controlling financial interest in a VIE.
	•	Changing consolidation conclusions for public and private companies in several industries that typically make use of limited partnerships or VIEs.
	This guidance becomes effective for the Bank for interim and annual periods beginning after December 15, 2015, and early adoption is permitted, including adoption in an interim period. This guidance is not expected to affect the Bank’s financial condition, results of operations, and cash flows.
	Disclosure of Uncertainties about an Entity’s Ability to Continue as a Going Concern. On August 27, 2014, the 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 adoption of this guidance did not affect the Bank’s financial condition, results of operations, or cash flows.
	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 adoption of this guidance did not affect the Bank’s financial condition, results of operations, or cash flows.
	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 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 adoption of this guidance did not affect the Bank’s financial condition, results of operations, or cash flows.
	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.
	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 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 were implemented on January 1, 2015, and resulted in a $1 charge-off to the Bank’s allowance for credit losses on the mortgage loan portfolio. The adoption of these charge-off provisions did not have a material effect on the Bank’s financial condition, results of operations, or cash flows.
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]	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.
	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.
	Beginning in the first quarter of 2011, the Bank elected to transfer any PLRMBS that incurred a credit-related OTTI charge during the applicable period from the Bank’s HTM portfolio to its AFS portfolio at their fair values. The Bank recognized an OTTI credit loss on these HTM PLRMBS, which the Bank believes is evidence of a significant decline in the issuers’ creditworthiness. The decline in the issuers’ creditworthiness is the basis for the transfers to the AFS portfolio. These transfers allow the Bank the option to sell these securities prior to maturity in view of changes in interest rates, changes in prepayment risk, or other factors, while recognizing the Bank’s intent to hold these securities for an indefinite period of time. The Bank does not intend to sell its other-than-temporarily impaired securities 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)	12 Months Ended
	Dec. 31, 2014
Trading Securities [Abstract]
Trading Securities (and Certain Trading Assets) [Table Text Block]	The estimated fair value of trading securities as of December 31, 2014 and 2013, was as follows:
		2014		2013
	GSEs – Federal Farm Credit Bank (FFCB) bonds	$	3,513	$	3,194
	MBS – Other U.S. obligations – Ginnie Mae	11		14
	Total	$	3,524	$	3,208

AvailableforSale_Securities_Ta

Available-for-Sale Securities (Tables)	12 Months Ended
	Dec. 31, 2014
Schedule of Available-for-sale Securities [Line Items]
Available-for-sale Securities [Table Text Block]	Available-for-sale securities by major security type as of December 31, 2014 and 2013, were as follows:
	December 31, 2014
		Amortized		OTTI			Gross		Gross			Estimated Fair Value
		Cost(1)		Recognized in			Unrealized		Unrealized
				AOCI			Gains		Losses
	PLRMBS:
	Prime	$	565	$	(4	)	$	31	$	—		$	592
	Alt-A, option ARM	1,031		(43		)	77		—			1,065
	Alt-A, other	4,687		(145		)	174		(2		)	4,714
	Total	$	6,283	$	(192	)	$	282	$	(2	)	$	6,371
	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 December 31, 2014 and 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 7 – Other-Than-Temporary Impairment Analysis.
	December 31, 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	$	71	$	3		$	36	$	1		$	107	$	4
	Alt-A, option ARM	—		—			580		43			580		43
	Alt-A, other	403		12			1,682		135			2,085		147
	Total	$	474	$	15		$	2,298	$	179		$	2,772	$	194
	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 December 31, 2014 and 2013, are shown in the following table:
		2014		2013
	Amortized cost of AFS PLRMBS:
	Collateralized mortgage obligations:
	Fixed rate	$	1,917	$	2,450
	Adjustable rate	4,366		4,709
	Total	$	6,283	$	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:
		2014		2013
	Collateralized mortgage obligations:
	Converts in 1 year or less	$	71	$	191
	Converts after 1 year through 5 years	226		364
	Total	$	297	$	555

HeldtoMaturity_Securities_Tabl

Held-to-Maturity Securities (Tables)	12 Months Ended
	Dec. 31, 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:
	December 31, 2014
		Amortized		OTTI			Carrying		Gross		Gross			Estimated
		Cost(1)		Recognized			Value(1)		Unrecognized		Unrecognized			Fair Value
				in AOCI(1)					Holding		Holding
									Gains		Losses
	Housing finance agency bonds:
	California Housing Finance Agency (CalHFA) bonds	$	328	$	—		$	328	$	—	$	(45	)	$	283
	MBS:
	Other U.S. obligations – Ginnie Mae	1,513		—			1,513		15		(2		)	1,526
	GSEs:
	Freddie Mac	4,517		—			4,517		61		(12		)	4,566
	Fannie Mae	5,313		—			5,313		121		(6		)	5,428
	Subtotal GSEs	9,830		—			9,830		182		(18		)	9,994
	PLRMBS:
	Prime	1,133		—			1,133		1		(27		)	1,107
	Alt-A, option ARM	14		—			14		—		(1		)	13
	Alt-A, other	753		(20		)	733		19		(18		)	734
	Subtotal PLRMBS	1,900		(20		)	1,880		20		(46		)	1,854
	Total MBS	13,243		(20		)	13,223		217		(66		)	13,374
	Total	$	13,571	$	(20	)	$	13,551	$	217	$	(111	)	$	13,657
	December 31, 2013
		Amortized		OTTI			Carrying		Gross		Gross			Estimated
		Cost(1)		Recognized			Value(1)		Unrecognized		Unrecognized			Fair Value
				in AOCI(1)					Holding		Holding
									Gains		Losses
	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.
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 December 31, 2014 and 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 7 – Other-Than-Temporary Impairment Analysis.
	December 31, 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
	Housing finance agency bonds:
	CalHFA bonds	$	—	$	—		$	283	$	45	$	283		$	45
	MBS:
	Other U.S. obligations – Ginnie Mae	131		—			94		2		225			2
	GSEs:
	Freddie Mac	622		1			1,044		11		1,666			12
	Fannie Mae	286		1			562		5		848			6
	Subtotal GSEs	908		2			1,606		16		2,514			18
	PLRMBS:
	Prime	264		2			682		25		946			27
	Alt-A, option ARM	—		—			13		1		13			1
	Alt-A, other	30		—			685		38		715			38
	Subtotal PLRMBS	294		2			1,380		64		1,674			66
	Total MBS	1,333		4			3,080		82		4,413			86
	Total	$	1,333	$	4		$	3,363	$	127	$	4,696		$	131
	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 December 31, 2014 and 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.
	December 31, 2014
	Year of Contractual Maturity	Amortized		Carrying			Estimated
		Cost(1)		Value(1)			Fair Value
	HTM securities other than MBS:
	Due after 5 years through 10 years	$	78	$	78		$	70
	Due after 10 years	250		250			213
	Subtotal	328		328			283
	MBS:
	Other U.S. obligations – Ginnie Mae	1,513		1,513			1,526
	GSEs:
	Freddie Mac	4,517		4,517			4,566
	Fannie Mae	5,313		5,313			5,428
	Subtotal GSEs	9,830		9,830			9,994
	PLRMBS:
	Prime	1,133		1,133			1,107
	Alt-A, option ARM	14		14			13
	Alt-A, other	753		733			734
	Subtotal PLRMBS	1,900		1,880			1,854
	Total MBS	13,243		13,223			13,374
	Total	$	13,571	$	13,551		$	13,657
	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 December 31, 2014 and 2013, are detailed in the following table:
		2014		2013
	Amortized cost of HTM securities other than MBS:
	Fixed rate	$	—	$	1,660
	Adjustable rate	328		416
	Subtotal	328		2,076
	Amortized cost of HTM MBS:
	Passthrough securities:
	Fixed rate	285		461
	Adjustable rate	415		430
	Collateralized mortgage obligations:
	Fixed rate	9,249		10,820
	Adjustable rate	3,294		3,747
	Subtotal	13,243		15,458
	Total	$	13,571	$	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:
		2014		2013
	Passthrough securities:
	Converts in 1 year or less	$	79	$	62
	Converts after 1 year through 5 years	140		316
	Converts after 5 years through 10 years	59		72
	Total	$	278	$	450
	Collateralized mortgage obligations:
	Converts in 1 year or less	$	73	$	185
	Converts after 1 year through 5 years	26		133
	Total	$	99	$	318

OtherThanTemporary_Impairment_1

Other-Than-Temporary Impairment Analysis (Tables)	12 Months Ended
	Dec. 31, 2014
Other than Temporary Impairment Losses, Investments [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 December 31, 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 during the year ended December 31, 2014, and the related current credit enhancement for the Bank.
	December 31, 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		4.6	30.9		19.2
	2006	18		11	36.5		2.9
	Total Prime	12.8		4.8	31		18.8
	Alt-A, option ARM
	2005	7.8		34.3	43.7		2
	Total Alt-A, option ARM	7.8		34.3	43.7		2
	Alt-A, other
	2007	14.9		25.4	37.1		7.6
	2005	13.6		17.3	39.7		12.2
	2004 and earlier	15.9		8.6	31.1		13.6
	Total Alt-A, other	14.9		19.4	36.1		10.1
	Total	14.6		19.4	36.2		10.1
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 years ended December 31, 2014, 2013, and 2012.
		2014			2013			2012
	Balance, beginning of the period	$	1,378		$	1,397		$	1,362
	Additional charges on securities for which OTTI was previously recognized(1)	4			7			44
	Accretion of yield adjustments resulting from improvement of expected cash flows that are recognized over the remaining life of the securities	(68		)	(26		)	(9		)
	Balance, end of the period	$	1,314		$	1,378		$	1,397
	-1	For the year ended December 31, 2014, “securities for which OTTI was previously recognized” represents all securities that were also other-than-temporarily impaired prior to January 1, 2014. For the year ended December 31, 2013, “securities for which OTTI was previously recognized” represents all securities that were also other-than-temporarily impaired prior to January 1, 2013. For the year ended December 31, 2012, “securities for which OTTI was previously recognized” represents all securities that were also other-than-temporarily impaired prior to January 1, 2012.
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 year ended December 31, 2014. The following table summarizes the PLRMBS transferred from the Bank’s HTM portfolio to its AFS portfolio during the year ended December 31, 2013. The amounts shown represent the values when the securities were transferred from the HTM portfolio to the AFS portfolio.
		2013
		Amortized			OTTI			Gross			Estimated
		Cost			Recognized			Unrecognized			Fair Value
					in AOCI			Holding
								Gains
	Other-than-temporarily impaired PLRMBS backed by loans classified at origination as:
	Alt-A, option ARM	$	22		$	(3	)	$	—		$	19
	Alt-A, other	54			(1		)	—			53
	Total	$	76		$	(4	)	$	—		$	72
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 December 31, 2014 and 2013, by loan collateral type:
	December 31, 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	$	682		$	565		$	592		$	—	$	—	$	—	$	—
	Alt-A, option ARM	1,391			1,031			1,065			—		—		—		—
	Alt-A, other	5,374			4,687			4,714			132		128		108		127
	Total	$	7,447		$	6,283		$	6,371		$	132	$	128	$	108	$	127
	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)	12 Months Ended
	Dec. 31, 2014
Federal Home Loan Banks [Abstract]
Federal Home Loan Bank, Advances [Table Text Block]	The Bank had advances outstanding, excluding overdrawn demand deposit accounts, at interest rates ranging from 0.14% to 8.57% at December 31, 2014, and 0.06% to 8.57% at December 31, 2013, as summarized below.
		2014						2013
	Contractual Maturity	Amount			Weighted			Amount				Weighted
		Outstanding			Average			Outstanding				Average
					Interest Rate							Interest Rate
	Within 1 year	$	21,328		0.63	%		$	22,556			0.5	%
	After 1 year through 2 years	7,597			1.07			6,838				1.48
	After 2 years through 3 years	3,235			1.39			6,754				1.24
	After 3 years through 4 years	3,216			1.65			3,208				1.43
	After 4 years through 5 years	1,655			1.82			2,825				1.79
	After 5 years	1,799			2.81			2,006				2.41
	Total par value	38,830			1.02	%		44,187				1	%
	Valuation adjustments for hedging activities	67						95
	Valuation adjustments under fair value option	89						113
	Total	$	38,986					$	44,395
	The net amount of prepayment fees is reflected as interest income in the Statements of Income for the years ended December 31, 2014, 2013, and 2012, as follows:
		2014			2013				2012
	Prepayment fees received	$	16		$	14			$	211
	Fair value adjustments	(10		)	(9		)		(146		)
	Net	$	6		$	5			$	65
	Advance principal prepaid	$	1,650		$	365			$	9,858
	Interest rate payment terms for advances at December 31, 2014 and 2013, are detailed below:
		2014			2013
	Par value of advances:
	Fixed rate:
	Due within 1 year	$	15,422		$	17,998
	Due after 1 year	12,330			16,453
	Total fixed rate	27,752			34,451
	Adjustable rate:
	Due within 1 year	5,906			4,558
	Due after 1 year	5,172			5,178
	Total adjustable rate	11,078			9,736
	Total par value	$	38,830		$	44,187
	The following table summarizes advances at December 31, 2014 and 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
		2014			2013				2014				2013
	Within 1 year	$	21,460		$	22,609			$	21,468			$	22,696
	After 1 year through 2 years	7,693			6,843				7,597				6,838
	After 2 years through 3 years	3,258			6,850				3,135				6,754
	After 3 years through 4 years	3,291			3,208				3,176				3,108
	After 4 years through 5 years	1,646			2,901				1,655				2,785
	After 5 years	1,482			1,776				1,799				2,006
	Total par value	$	38,830		$	44,187			$	38,830			$	44,187
	The following tables present the concentration in advances to the top five borrowers and their affiliates at December 31, 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 years ended December 31, 2014 and 2013.
	December 31, 2014
	Name of Borrower	Advances			Percentage of			Interest				Percentage of
		Outstanding			Total			Income from				Total Interest
					Advances			Advances(1)				Income from
					Outstanding							Advances
	Bank of the West	$	5,484		14	%		$	29			7	%
	First Republic Bank	5,275			13			86				20
	JPMorgan Chase & Co.:
	JPMorgan Bank & Trust Company, National Association	3,000			8			54				13
	JPMorgan Chase Bank, National Association(2)	819			2			7				2
	Subtotal JPMorgan Chase & Co.	3,819			10			61				15
	Bank of America California, N.A.	3,500			9			18				4
	OneWest Bank, N.A.	3,364			9			28				6
	Subtotal	21,442			55			222				52
	Others	17,388			45			209				48
	Total par value	$	38,830		100	%		$	431			100	%
	December 31, 2013
	Name of Borrower	Advances			Percentage of			Interest				Percentage of
		Outstanding			Total			Income from				Total Interest
		Advances	Advances(1)		Income from
		Outstanding			Advances
Bank of America California, N.A.	$	7,750		18	%		$	15			3	%
JPMorgan Chase & Co.:
JPMorgan Bank & Trust Company, National Association	5,125			11			76				16
JPMorgan Chase Bank, National Association(2)	835			2			8				2
Subtotal JPMorgan Chase & Co.	5,960			13			84				18
First Republic Bank	5,150			12			70				15
Bank of the West	4,933			11			30				6
OneWest Bank, FSB	4,501			10			41				9
Subtotal	28,294			64			240				51
Others	15,893			36			234				49
Total par value	$	44,187		100	%		$	474			100	%
-1	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.
-2	Nonmember institution.

Mortgage_Loans_Held_for_Portfo1

Mortgage Loans Held for Portfolio (Tables)	12 Months Ended
	Dec. 31, 2014
Mortgage Loans on Real Estate [Abstract]
Schedule of Participating Mortgage Loans [Table Text Block]	The following table presents information as of December 31, 2014 and 2013, on mortgage loans, all of which are secured by one- to four-unit residential properties and single-unit second homes.
		2014			2013
	Fixed rate medium-term mortgage loans	$	160		$	238
	Fixed rate long-term mortgage loans	553			675
	Subtotal	713			913
	Unamortized premiums	6			10
	Unamortized discounts	(10		)	(16		)
	Mortgage loans held for portfolio	709			907
	Less: Allowance for credit losses	(1		)	(2		)
	Total mortgage loans held for portfolio, net	$	708		$	905

Allowance_for_Credit_Losses_Ta

Allowance for Credit Losses (Tables)	12 Months Ended
	Dec. 31, 2014
Allowance for Credit Losses [Abstract]
Past Due Financing Receivables [Table Text Block]	The following table presents information on delinquent mortgage loans as of December 31, 2014 and 2013.
		2014			2013
		Recorded			Recorded
		Investment(1)			Investment(1)
	30 – 59 days delinquent	$	12		$	14
	60 – 89 days delinquent	5			7
	90 days or more delinquent	22			27
	Total past due	39			48
	Total current loans	673			863
	Total mortgage loans	$	712		$	911
	In process of foreclosure, included above(2)	$	11		$	17
	Nonaccrual loans	$	22		$	27
	Loans past due 90 days or more and still accruing interest	$	—		$	—
	Serious delinquencies as a percentage of total mortgage loans outstanding(3)	3.12		%	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:
		2014			2013			2012
	Balance, beginning of the period	$	2		$	3		$	6
	(Charge-offs) /recoveries	(1		)	—			(2		)
	Provision for/(reversal of) credit losses	—			(1		)	(1		)
	Balance, end of the period	$	1		$	2		$	3
	Ratio of net charge-offs during the period to average loans outstanding during the period	(0.05		)%	(0.07		)%	(0.08		)%
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:
		2014			2013
	Allowance for credit losses, end of period:
	Individually evaluated for impairment	$	1		$	2
	Collectively evaluated for impairment	—			—
	Total allowance for credit losses	$	1		$	2
	Recorded investment, end of period:
	Individually evaluated for impairment	$	20		$	27
	Collectively evaluated for impairment	692			884
	Total recorded investment	$	712		$	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 as of December 31, 2014 and 2013, are as follows:
		2014									2013
		Recorded Investment			Unpaid Principal Balance			Related Allowance			Recorded Investment		Unpaid Principal Balance		Related Allowance
	With no related allowance	$	14		$	14		$	—		$	20	$	20	$	—
	With an allowance	6			6			1			7		7		2
	Total	$	20		$	20		$	1		$	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:
		2014			2013
	With no related allowance	$	17		$	19
	With an allowance	7			11
	Total	$	24		$	30

Deposits_Tables

Deposits (Tables)	12 Months Ended
	Dec. 31, 2014
Deposits [Abstract]
Schedule of Deposit Liabilities by Component [Table Text Block]	Deposits as of December 31, 2014 and 2013, were as follows:
		2014		2013
	Interest-bearing deposits:
	Demand and overnight	$	159	$	190
	Term	—		1
	Other	—		1
	Total interest-bearing deposits	159		192
	Non-interest-bearing deposits	1		1
	Total	$	160	$	193
Schedule of Interest Rate Payment Terms On Deposit Liabilities [Table Text Block]	Interest rate payment terms for deposits at December 31, 2014 and 2013, are detailed in the following table:
		2014				2013
		Amount		Weighted		Amount		Weighted
		Outstanding		Average		Outstanding		Average
				Interest Rate				Interest Rate
	Interest-bearing deposits:
	Fixed rate	$	—	—	%	$	1	0.01	%
	Adjustable rate	159		0.01		191		0.01
	Total interest-bearing deposits	159		0.01		192		0.01
	Non-interest-bearing deposits	1		—		1		—
	Total	$	160	0.01	%	$	193	0.01	%

Consolidated_Obligations_Table

Consolidated Obligations (Tables)	12 Months Ended
	Dec. 31, 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 December 31, 2014 and 2013.
		2014					2013
	Contractual Maturity	Amount			Weighted		Amount			Weighted
		Outstanding			Average		Outstanding			Average
					Interest Rate					Interest Rate
	Within 1 year	$	21,044		0.36	%	$	26,161		0.4	%
	After 1 year through 2 years	9,871			2.43		7,101			0.8
	After 2 years through 3 years	4,518			1.7		7,740			2.94
	After 3 years through 4 years	2,336			1.49		1,963			2.5
	After 4 years through 5 years	3,103			1.71		2,420			1.49
	After 5 years	5,851			2.13		7,384			1.99
	Total par value	46,723			1.29	%	52,769			1.17	%
	Unamortized premiums	58					78
	Unamortized discounts	(13		)			(16		)
	Valuation adjustments for hedging activities	308					491
	Fair value option valuation adjustments	(31		)			(115		)
	Total	$	47,045				$	53,207
Schedule of Long-term Debt by Call Feature [Table Text Block]	The Bank’s participation in consolidated obligation bonds at December 31, 2014 and 2013, was as follows:
		2014			2013
	Par value of consolidated obligation bonds:
	Non-callable	$	32,565		$	39,727
	Callable	14,158			13,042
	Total par value	$	46,723		$	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 December 31, 2014 and 2013, by the earlier of the year of contractual maturity or next call date.
	Earlier of Contractual	2014			2013
	Maturity or Next Call Date
	Within 1 year	$	33,558		$	36,093
	After 1 year through 2 years	9,156			6,046
	After 2 years through 3 years	2,043			7,550
	After 3 years through 4 years	1,010			1,478
	After 4 years through 5 years	385			830
	After 5 years	571			772
	Total par value	$	46,723		$	52,769
Schedule of Short-term Debt [Table Text Block]	The Bank’s participation in consolidated obligation discount notes, at December 31, 2014 and 2013, all of which are due within one year, was as follows:
		2014					2013
		Amount			Weighted		Amount			Weighted
		Outstanding			Average		Outstanding			Average
					Interest Rate					Interest Rate
	Par value	$	21,815		0.09	%	$	24,199		0.1	%
	Unamortized discounts	(4		)			(5		)
	Total	$	21,811				$	24,194
Schedule of Interest Rate Payment Terms for Debt [Table Text Block]	Interest rate payment terms for consolidated obligations at December 31, 2014 and 2013, are detailed in the following table.
		2014			2013
	Par value of consolidated obligations:
	Bonds:
	Fixed rate	$	39,324		$	38,489
	Adjustable rate	3,678			11,218
	Step-up	2,654			2,460
	Step-down	500			340
	Fixed rate that converts to adjustable rate	467			262
	Range bonds	100			—
	Total bonds, par value	46,723			52,769
	Discount notes, par value	21,815			24,199
	Total consolidated obligations, par value	$	68,538		$	76,968

Affordable_Housing_Program_Tab

Affordable Housing Program (Tables)	12 Months Ended
	Dec. 31, 2014
Federal Home Loan Banks [Abstract]
Activity in Affordable Housing Program Obligation [Table Text Block]	The AHP liability was as follows:
		2014			2013			2012
	Balance, beginning of the period	$	151		$	144		$	150
	AHP assessments	36			52			60
	AHP grant payments	(40		)	(45		)	(66		)
	Balance, end of the period	$	147		$	151		$	144

Accumulated_Other_Comprehensiv1

Accumulated Other Comprehensive Income (Loss) (Tables)	12 Months Ended
	Dec. 31, 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 years ended December 31, 2014, 2013, and 2012:
		Net Unrealized Gain/(Loss) on AFS Securities			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, 2011	$	1		$	(1,836	)	$	(46	)	$	(12	)	$	(1,893	)
	Other comprehensive income/(loss) before reclassifications:
	Non-credit-related OTTI loss				—			(25		)				(25		)
	Non-credit-related OTTI loss transferred				(28		)	28						—
	Net change in fair value	(1		)	1,102									1,101
	Accretion of non-credit-related OTTI loss							9						9
	Reclassification from other comprehensive income/(loss) to net income/(loss):
	Non-credit-related OTTI to credit-related OTTI				14			—						14
	Net current period other comprehensive income/(loss)	(1		)	1,088			12			—			1,099
	Balance, December 31, 2012	—			(748		)	(34		)	(12		)	(794		)
	Other comprehensive income/(loss) before reclassifications:
	Net change in pension and postretirement benefits										5			5
	Non-credit-related OTTI loss				—			(4		)				(4		)
	Non-credit-related OTTI loss transferred				(4		)	4						—
	Net change in fair value	—			644									644
	Accretion of non-credit-related OTTI loss							7						7
	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)	—			637			7			5			649
	Balance, December 31, 2013	—			(111		)	(27		)	(7		)	(145		)
	Other comprehensive income/(loss) before reclassifications:
	Net change in pension and postretirement benefits										(5		)	(5		)
	Non-credit-related OTTI loss				(10		)	—						(10		)
	Net change in fair value	—			209									209
	Accretion of non-credit-related OTTI loss							7						7
	Net current period other comprehensive income/(loss)	—			199			7			(5		)	201
	Balance, December 31, 2014	$	—		$	88		$	(20	)	$	(12	)	$	56

Capital_Tables

Capital (Tables)	12 Months Ended
	Dec. 31, 2014
Capital [Abstract]
Schedule of Compliance with Regulatory Capital Requirements under Banking Regulations [Table Text Block]	As of December 31, 2014 and 2013, the Bank was in compliance with these capital rules and requirements as shown in the following table.
		2014								2013
		Required				Actual				Required				Actual
	Risk-based capital	$	3,231			$	6,356			$	3,912			$	7,925
	Total regulatory capital	$	3,032			$	6,356			$	3,431			$	7,925
	Total regulatory capital ratio	4		%		8.38		%		4		%		9.24		%
	Leverage capital	$	3,790			$	9,534			$	4,289			$	11,888
	Leverage ratio	5		%		12.58		%		5		%		13.86		%
Schedule of Mandatorily Redeemable Capital Stock [Table Text Block]	The Bank had mandatorily redeemable capital stock totaling $719 outstanding to 32 institutions at December 31, 2014, and $2,071 outstanding to 44 institutions at December 31, 2013. The change in mandatorily redeemable capital stock for the years ended December 31, 2014, 2013, and 2012 was as follows:
		2014				2013				2012
	Balance at the beginning of the period	$	2,071			$	4,343			$	5,578
	Reclassified from/(to) capital during the period	3				4				37
	Redemption of mandatorily redeemable capital stock	(296		)		(502		)		(43		)
	Repurchase of excess mandatorily redeemable capital stock	(1,059		)		(1,774		)		(1,229		)
	Balance at the end of the period	$	719			$	2,071			$	4,343
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 December 31, 2014, and 2013.
	Contractual Redemption Period	2014				2013
	Within 1 year	$	51			$	571
	After 1 year through 2 years	582				111
	After 2 years through 3 years	9				1,289
	After 3 years through 4 years	1				20
	After 4 years through 5 years	2				3
	Past contractual redemption date because of remaining activity(1)	74				77
	Total	$	719			$	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 years ended December 31, 2014 and 2013:
		2014													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	(53		)	—			41			(12		)		15		—		61		76
	Balance at the end of the period	$	35		$	1,800		$	230		$	2,065			$	88	$	1,800	$	189	$	2,077
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 December 31, 2014 or 2013.
		2014							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)	$	577			14	%		$	1,279			23	%
	Banamex USA	2				—			1				—
	Subtotal Citigroup Inc.	579				14			1,280				23
	JPMorgan Chase & Co.:
	JPMorgan Bank & Trust Company, National Association	268				7			594				11
	JPMorgan Chase Bank, National Association(1)	68				2			77				1
	Subtotal JPMorgan Chase & Co.	336				9			671				12
	Subtotal	915				23			1,951				35
	Others	3,082				77			3,580				65
	Total	$	3,997			100	%		$	5,531			100	%
	-1	The capital stock held by these nonmember institutions is classified as mandatorily redeemable capital stock.

Employee_Retirement_Plans_and_1

Employee Retirement Plans and Incentive Compensation Plans (Tables)	12 Months Ended
	Dec. 31, 2014
Compensation and Retirement Disclosure [Abstract]
Schedule of Changes in Projected Benefit Obligations [Table Text Block]	The following table summarizes the changes in the benefit obligations, plan assets, and funded status of the defined benefit Cash Balance Plan, non-qualified defined benefit plans, and postretirement health benefit plan for the years ended December 31, 2014 and 2013.
		2014											2013
		Cash Balance				Non-Qualified Defined Benefit Plans				Post-retirement Health Benefit Plan			Cash Balance				Non-Qualified Defined Benefit Plans				Post-retirement Health Benefit Plan
		Plan											Plan
	Change in benefit obligation
	Benefit obligation, beginning of the period	$	37			$	21			$	2		$	36			$	18			$	2
	Service cost	2				1				—			3				2				—
	Interest cost	2				1				—			1				1				—
	Amendments	—				—				—			—				1				—
	Actuarial gain/(loss)	3				—				—			(2		)		(1		)		—
	Benefits paid	(1		)		—				—			(1		)		—				—
	Benefit obligation, end of the period	43				23				2			37				21				2
	Change in plan assets
	Fair value of plan assets, beginning of the period	38				—				—			32				—				—
	Actual return on plan assets	2				—				—			5				—				—
	Employer contributions	2				—				—			2				—				—
	Benefits paid	(1		)		—				—			(1		)		—				—
	Fair value of plan assets, end of the period	41				—				—			38				—				—
	Funded status at the end of the period	$	(2	)		$	(23	)		$	(2	)	$	1			$	(21	)		$	(2	)
Schedule of Amounts Recognized in Balance Sheet [Table Text Block]	Amounts recognized in the Statements of Condition at December 31, 2014 and 2013, consist of:
		2014											2013
		Cash Balance				Non-Qualified Defined Benefit Plans				Post-retirement Health Benefit Plan			Cash Balance				Non-Qualified Defined Benefit Plans				Post-retirement Health Benefit Plan
		Plan											Plan
	Other liabilities	$	(2	)		$	(23	)		$	(2	)	$	1			$	(21	)		$	(2	)
Schedule of Net Periodic Benefit Cost Not yet Recognized [Table Text Block]	Amounts recognized in AOCI at December 31, 2014 and 2013, consist of:
		2014											2013
		Cash Balance				Non-Qualified Defined Benefit Plans				Post-retirement Health Benefit Plan			Cash Balance				Non-Qualified Defined Benefit Plans				Post-retirement Health Benefit Plan
		Plan											Plan
	Net loss/(gain)	$	9			$	4			$	(2	)	$	5			$	3			$	(2	)
	Prior service cost	—				1				—			—				1				—
	AOCI	$	9			$	5			$	(2	)	$	5			$	4			$	(2	)
Schedule of Benefit Obligations in Excess of Fair Value of Plan Assets [Table Text Block]	The following table presents information for pension plans with benefit obligations in excess of plan assets at December 31, 2014 and 2013.
		2014											2013
		Cash Balance Plan				Non-Qualified Defined Benefit Plans				Post-retirement Health Benefit Plan			Cash Balance Plan				Non-Qualified Defined Benefit Plans				Post-retirement Health Benefit Plan
	Projected benefit obligation	$	43			$	23			$	2		$	37			$	21			$	2
	Accumulated benefit obligation	41				22				2			36				20				2
	Fair value of plan assets	41				—				—			38				—				—
Schedule of Net Benefit Costs [Table Text Block]	Components of the net periodic benefit costs and other amounts recognized in other comprehensive income for the years ended December 31, 2014, 2013, and 2012, were as follows:
		2014											2013											2012
		Cash Balance Plan				Non-Qualified Defined Benefit Plans				Post-retirement Health Benefit Plan			Cash Balance Plan				Non-Qualified Defined Benefit Plans				Post-retirement Health Benefit Plan			Cash Balance Plan			Non-Qualified Defined Benefit Plans		Post-retirement Health Benefit Plan
	Net periodic benefit cost/(income)
	Service cost	$	2			$	1			$	—		$	3			$	2			$	—		$	3		$	1	$	—
	Interest cost	2				1				—			1				1				—			1			1		—
	Expected return on plan assets	(3		)		—				—			(3		)		—				—			(2		)	—		—
	Amortization of net loss/(gain)	—				—				—			1				—				—			1			—		—
	Net periodic benefit cost	1				2				—			2				3				—			3			2		—
	Other changes in plan assets and benefit obligations recognized in other comprehensive income
	Net loss/(gain)	4				1				—			(5		)		—				(1		)	(1		)	—		—
	Prior service cost	—				—				—			—				1				—			—			—		—
	Total recognized in other comprehensive income	4				1				—			(5		)		1				(1		)	(1		)	—		—
	Total recognized in net periodic benefit cost and other comprehensive income	$	5			$	3			$	—		$	(3	)		$	4			$	(1	)	$	2		$	2	$	—
Schedule of Assumptions Used [Table Text Block]	Weighted average assumptions used to determine the benefit obligations at December 31, 2014 and 2013, for the Cash Balance Plan, non-qualified defined benefit plans, and postretirement health benefit plan were as follows:
		2014									2013
		Cash Balance Plan			Non-Qualified Defined Benefit Plans			Post-			Cash Balance Plan		Non-Qualified Defined Benefit Plans			Post-retirement Health Benefit Plan
								retirement
								Health
								Benefit
								Plan
	Discount rate	3.5	%		3.5	%		3.75	%		4.25	%	4.25	%		4.75	%
	Rate of salary increase	3.00% through 2015			3.00% through 2015			—			3.00% through 2015 4.00% thereafter		3.00% through 2015 4.00% thereafter			—
		4.00% thereafter			4.00% thereafter
	Weighted average assumptions used to determine the net periodic benefit costs for the years ended December 31, 2014, 2013, and 2012, for the Cash Balance Plan, non-qualified defined benefit plans, and postretirement health benefit plan were as follows:
		2014									2013								2012
		Cash Balance Plan			Non-Qualified Defined Benefit Plans			Post-retirement Health Benefit Plan			Cash Balance Plan		Non-Qualified Defined Benefit Plans			Post-retirement Health Benefit Plan			Cash Balance Plan			Non-Qualified Defined Benefit Plans		Post-retirement Health Benefit Plan
	Discount rate	4.25	%		4.25	%		4.75	%		3.25	%	3.25	%		3.75	%		4	%		4	%	4.25	%
	Rate of salary increase	3.00% through 2015			3.00% through 2015			—			3.00% through 2015 4.00% thereafter		3.00% through 2015 4.00% thereafter			—			4	%		4	%	—
		4.00% thereafter			4.00% thereafter
	Expected return on plan assets	8	%		—			—			8	%	—			—			8	%		—		—
Schedule of Allocation of Plan Assets [Table Text Block]	The table below presents the fair values of the Cash Balance Plan's assets as of December 31, 2014 and 2013, by asset category. See Note 19 – Fair Value for further information regarding the three levels of fair value measurement.
		2014															2013
		Fair Value Measurement Using:															Fair Value Measurement Using:
	Asset Category	Level 1				Level 2				Level 3			Total				Level 1				Level 2			Level 3			Total
	Cash and cash equivalents	$	1			$	—			$	—		$	1			$	1			$	—		$	—		$	1
	Equity mutual funds	25				—				—			25				24				—			—			24
	Fixed income mutual funds	13				—				—			13				12				—			—			12
	Real estate mutual funds	1				—				—			1				1				—			—			1
	Other mutual funds	1				—				—			1				—				—			—			—
	Total	$	41			$	—			$	—		$	41			$	38			$	—		$	—		$	38
Schedule of Weighted Average Asset Allocation of Defined Benefit Plan Assets [Table Text Block]	The Cash Balance Plan's weighted average asset allocation at December 31, 2014 and 2013, by asset category was as follows:
	Asset Category	2014			2013
	Cash and cash equivalents	4	%		2	%
	Equity mutual funds	61			62
	Fixed income mutual funds	31			32
	Real estate mutual funds	2			2
	Other mutual funds	2			2
	Total	100	%		100	%
Schedule of Expected Benefit Payments [Table Text Block]	The following are the estimated future benefit payments, which reflect expected future service, as appropriate:
	Year	Cash Balance				Non-Qualified				Postretirement
		Plan				Defined Benefit				Health Benefit
						Plans				Plan
	2015	$	3			$	6			$	—
	2016	3				1				—
	2017	3				1				—
	2018	3				4				—
	2019	3				1				—
	2020 – 2024	20				15				—

Segment_Information_Tables

Segment Information (Tables)	12 Months Ended
	Dec. 31, 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 years ended December 31, 2014, 2013, and 2012.
		Advances-		Mortgage-		Adjusted		Amortization			Income/(Expense)			Interest		Net		Other			Other		Income
		Related		Related		Net		of Basis			on Economic			Expense on		Interest		Income/			Expense		Before AHP
		Business		Business(1)		Interest		Adjustments(2)			Hedges(3)			Mandatorily		Income After Mortgage Loan Loss Provision		(Loss)					Assessment
						Income								Redeemable
														Capital
														Stock(4)
	2014	$	166	$	410	$	576	$	(19	)	$	(64	)	$	120	$	539	$	(154	)	$	144	$	241
	2013	175		449		624		(48		)	34			155		483		5			128		360
	2012	274		512		786		(104		)	(10		)	51		849		(164		)	134		551
	-1	Does not include credit-related OTTI losses of $4, $7 and $44 for the years ended December 31, 2014, 2013, and 2012, 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 net 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 December 31, 2014, 2013, and 2012.
		Advances-		Mortgage-		Total
		Related Business		Related Business		Assets
	2014	$	55,424	$	20,383	$	75,807
	2013	62,297		23,477		85,774
	2012	62,306		24,115		86,421

Derivatives_and_Hedging_Activi1

Derivatives and Hedging Activities (Tables)	12 Months Ended
	Dec. 31, 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 December 31, 2014 and 2013. For purposes of this disclosure, the derivative values include the fair value of derivatives and related accrued interest.
		2014									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	$	28,018		$	374		$	103		$	31,395		$	572		$	156
	Total	28,018			374			103			31,395			572			156
	Derivatives not designated as hedging instruments:
	Interest rate swaps	31,973			72			129			49,715			146			242
	Interest rate caps, floors, corridors, and/or collars	2,306			9			1			460			2			4
	Total	34,279			81			130			50,175			148			246
	Total derivatives before netting and collateral adjustments	$	62,297		455			233			$	81,570		720			402
	Netting adjustments and cash collateral(1)				(396		)	(213		)				(604		)	(355		)
	Total derivative assets and total derivative liabilities				$	59		$	20					$	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. Cash collateral posted was $65 and $53 at December 31, 2014 and 2013, respectively. Cash collateral received was $248 and $302 at December 31, 2014 and 2013, respectively.
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 years ended December 31, 2014, 2013, and 2012.
		2014			2013			2012
		Gain/(Loss)			Gain/(Loss)			Gain/(Loss)
	Derivatives and hedged items in fair value hedging relationships – hedge ineffectiveness by derivative type:
	Interest rate swaps	$	(12	)	$	(2	)	$	(19	)
	Total net gain/(loss) related to fair value hedge ineffectiveness	(12		)	(2		)	(19		)
	Derivatives not designated as hedging instruments:
	Economic hedges:
	Interest rate swaps	26			(8		)	(73		)
	Interest rate caps, floors, corridors and/or collars	(14		)	2			1
	Net settlements	(64		)	34			(10		)
	Total net gain/(loss) related to derivatives not designated as hedging instruments	(52		)	28			(82		)
	Net gain/(loss) on derivatives and hedging activities	$	(64	)	$	26		$	(101	)
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 years ended December 31, 2014, 2013, and 2012.
	Hedged Item Type	Gain/(Loss)			Gain/(Loss)			Net Fair			Effect of
		on Derivatives			on Hedged Item			Value Hedge			Derivatives on
								Ineffectiveness			Net Interest Income(1)
	Year ended December 31, 2014:
	Advances	$	23		$	(23	)	$	—		$	(128	)
	Consolidated obligation bonds	(189		)	177			(12		)	260
	Total	$	(166	)	$	154		$	(12	)	$	132
	Year ended December 31, 2013:
	Advances	$	178		$	(175	)	$	3		$	(126	)
	Consolidated obligation bonds	(373		)	368			(5		)	366
	Total	$	(195	)	$	193		$	(2	)	$	240
	Year ended December 31, 2012:
	Advances	$	(32	)	$	32		$	—		$	(143	)
	Consolidated obligation bonds	(259		)	240			(19		)	519
	Total	$	(291	)	$	272		$	(19	)	$	376
	-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, Offsetting Derivative Assets and Liabilities [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 December 31, 2014 and 2013.
		2014						2013
		Derivative			Derivative			Derivative			Derivative
		Assets			Liabilities			Assets			Liabilities
	Derivative instruments meeting netting requirements
	Gross recognized amount
	Uncleared derivatives	$	352		$	199		$	699		$	395
	Cleared derivatives	103			34			21			7
	Total gross recognized amount	455			233			720			402
	Gross amounts of netting adjustments and cash collateral
	Uncleared derivatives	(324		)	(179		)	(604		)	(348		)
	Cleared derivatives	(72		)	(34		)	—			(7		)
	Total gross amount of netting adjustments and cash collateral	(396		)	(213		)	(604		)	(355		)
	Total derivative assets and total derivative liabilities
	Uncleared derivatives	28			20			95			47
	Cleared derivatives	31			—			21			—
	Total derivative assets and derivative liabilities presented in the Statements of Condition	59			20			116			47
	Non-cash collateral received or pledged not offset
	Can be sold or repledged - Uncleared derivatives	25			—			89			—
	Net unsecured amount
	Uncleared derivatives	3			20			6			47
	Cleared derivatives	31			—			21			—
	Total net unsecured amount	$	34		$	20		$	27		$	47

Fair_Value_Tables

Fair Value (Tables)	12 Months Ended
	Dec. 31, 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 December 31, 2014 and 2013.
		December 31, 2014
		Carrying			Estimated Fair Value			Level 1			Level 2			Level 3			Netting Adjustments(1)
		Value
	Assets
	Cash and due from banks	$	3,920		$	3,920		$	3,920		$	—		$	—		$	—
	Securities purchased under agreements to resell	1,000			1,000			—			1,000			—			—
	Federal funds sold	7,503			7,503			—			7,503			—			—
	Trading securities	3,524			3,524			—			3,524			—			—
	AFS securities	6,371			6,371			—			—			6,371			—
	HTM securities	13,551			13,657			—			11,521			2,136			—
	Advances	38,986			39,060			—			39,060			—			—
	Mortgage loans held for portfolio, net of allowance for credit losses on mortgage loans	708			769			—			769			—			—
	Accrued interest receivable	67			67			—			67			—			—
	Derivative assets, net(1)	59			59			—			455			—			(396		)
	Other assets(2)	11			11			11			—			—			—
	Liabilities
	Deposits	160			160			—			160			—			—
	Consolidated obligations:
	Bonds	47,045			47,021			—			47,021			—			—
	Discount notes	21,811			21,811			—			21,811			—			—
	Total consolidated obligations	68,856			68,832			—			68,832			—			—
	Mandatorily redeemable capital stock	719			719			719			—			—			—
	Accrued interest payable	95			95			—			95			—			—
	Derivative liabilities, net(1)	20			20			—			233			—			(213		)
	Other
	Standby letters of credit	12			12			—			12			—			—
	Commitments to fund advances(3)	—			2			—			2			—			—
		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 20 – 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 December 31, 2014 and 2013, by level within the fair value hierarchy.
	December 31, 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	$	—		$	3,513		$	—		$	—		$	3,513
	MBS:
	Other U.S. obligations – Ginnie Mae	—			11			—			—			11
	Total trading securities	—			3,524			—			—			3,524
	AFS securities:
	PLRMBS	—			—			6,371			—			6,371
	Total AFS securities	—			—			6,371			—			6,371
	Advances(2)	—			5,137			—			—			5,137
	Derivative assets, net: interest rate-related	—			455			—			(396		)	59
	Other assets	11			—			—			—			11
	Total recurring fair value measurements – Assets	$	11		$	9,116		$	6,371		$	(396	)	$	15,102
	Recurring fair value measurements – Liabilities:
	Consolidated obligation bonds(3)	$	—		$	6,717		$	—		$	—		$	6,717
	Derivative liabilities, net: interest rate-related	—			233			—			(213		)	20
	Total recurring fair value measurements – Liabilities	$	—		$	6,950		$	—		$	(213	)	$	6,737
	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	Represents advances recorded under the fair value option at December 31, 2014 and 2013.
	-3	Represents consolidated obligation bonds recorded under the fair value option at December 31, 2014 and 2013.
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 years ended December 31, 2014, 2013, and 2012.
		2014			2013			2012
	Balance, beginning of the period	$	7,047		$	7,604		$	7,687
	Total gain/(loss) realized and unrealized included in:
	Interest income	66			21			(11		)
	Net OTTI loss, credit-related	(4		)	(7		)	(44		)
	Unrealized gain/(loss) of other-than-temporarily impaired securities included in AOCI	209			644			1,102
	Net amount of OTTI loss reclassified to/(from) other income/(loss)	(10		)	(3		)	14
	Settlements	(937		)	(1,284		)	(1,284		)
	Transfers of HTM securities to AFS securities	—			72			140
	Balance, end of the period	$	6,371		$	7,047		$	7,604
	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	$	62		$	15		$	(55	)
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 years ended December 31, 2014, 2013, and 2012:
		2014						2013						2012
		Advances			Consolidated			Advances			Consolidated			Advances			Consolidated
					Obligation Bonds						Obligation Bonds						Obligation Bonds
	Balance, beginning of the period	$	7,069		$	10,115		$	7,390		$	27,884		$	8,684		$	15,712
	New transactions elected for fair value option	783			3,607			837			3,547			862			25,925
	Maturities and terminations	(2,700		)	(7,088		)	(988		)	(21,165		)	(2,127		)	(13,745		)
	Net gain/(loss) on advances and net (gain)/loss on consolidated obligation bonds held under fair value option	(11		)	82			(169		)	(146		)	(22		)	(7		)
	Change in accrued interest	(4		)	1			(1		)	(5		)	(7		)	(1		)
	Balance, end of the period	$	5,137		$	6,717		$	7,069		$	10,115		$	7,390		$	27,884
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 December 31, 2014 and 2013:
		At December 31, 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)	$	5,048		$	5,137		$	89		$	6,956		$	7,069		$	113
	Consolidated obligation bonds	6,748			6,717			(31		)	10,230			10,115			(115		)
	-1	At December 31, 2014 and 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)	12 Months Ended
	Dec. 31, 2014
Commitments and Contingencies Disclosure [Abstract]
Off-Balance Sheet Commitments [Table Text Block]	Off-balance sheet commitments as of December 31, 2014 and 2013, were as follows:
		2014						2013
		Expire Within		Expire After		Total		Expire Within		Expire After		Total
		One Year		One Year				One Year		One Year
	Standby letters of credit outstanding	$	2,699	$	2,711	$	5,410	$	1,031	$	2,572	$	3,603
	Commitments to fund advances(1)	121		5		126		4		4		8
	Commitments to issue consolidated obligation discount notes, par	3		—		3		—		—		—
	Commitments to issue consolidated obligation bonds, par(2)	—		—		—		1,640		—		1,640
	-1	At December 31, 2014, $100 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 December 31, 2013, $1,640 of the unsettled consolidated obligation bonds were hedged with associated interest rate swaps.
Schedule of Future Minimum Rental Payments for Operating Leases [Table Text Block]	The Bank charged operating expenses for net rental and related costs of approximately $5, $5, and $5 for the years ended December 31, 2014, 2013, and 2012, respectively. Future minimum rentals at December 31, 2014, were as follows:
	Year	Future Minimum
		Rentals
	2015	$	4
	2016	4
	2017	4
	2018	4
	2019	3
	Thereafter	2
	Total	$	21

Transactions_with_Certain_Memb1

Transactions with Certain Members, Certain Nonmembers, and Other FHLBanks (Tables)	12 Months Ended
	Dec. 31, 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 above, and their respective affiliates are entered into in the ordinary course of business. The tables include securities transactions where the foregoing 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 the foregoing 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 foregoing members and nonmembers are in the ordinary course of the Bank’s business.
		December 31, 2014			December 31, 2013
	Assets:
	Investments(1)	$	139		$	1,176
	Advances	5,081			11,268
	Mortgage loans held for portfolio	33			760
	Accrued interest receivable	6			25
	Other assets	18			37
	Derivative assets, net	—			257
	Total Assets	$	5,277		$	13,523
	Liabilities:
	Deposits	$	3		$	260
	Mandatorily redeemable capital stock	577			1,356
	Derivative liabilities, net	18			37
	Total Liabilities	$	598		$	1,653
	Notional amount of derivatives	$	2,858		$	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]
		For the Years Ended December 31,
		2014			2013			2012
	Interest Income:
	Investments(1)	$	22		$	30		$	38
	Advances(2)	55			134			174
	Mortgage loans held for portfolio	11			44			63
	Total Interest Income	$	88		$	208		$	275
	Interest Expense:
	Mandatorily redeemable capital stock	$	74		$	138		$	45
	Consolidated obligations(2)	(42		)	(166		)	(217		)
	Total Interest Expense	$	32		$	(28	)	$	(172	)
	Other Income/(Loss):
	Net gain/(loss) on derivatives and hedging activities	$	(288	)	$	(118	)	$	(159	)
	Other	—			—			1
	Total Other Income/(Loss)	$	(288	)	$	(118	)	$	(158	)
	-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.

Other_Tables

Other (Tables)	12 Months Ended
	Dec. 31, 2014
Other Income and Expenses [Abstract]
Schedule of Other Operating Cost and Expense, by Component [Table Text Block]	The table below discloses the categories included in other operating expense for the years ended December 31, 2014, 2013, and 2012.
		2014		2013		2012
	Professional and contract services	$	48	$	33	$	31
	Travel	2		2		2
	Occupancy	5		5		5
	Equipment	10		9		10
	Other	4		4		4
	Total	$	69	$	53	$	52

Basis_of_Presentation_Narrativ

Basis of Presentation Narrative (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
	loan	loan
Investment Securities [Abstract]
Substantial Portion Collected, Percent	85.00%
Real Estate Owned [Abstract]
Real Estate Owned, Number of Loans	23	27
Real Estate Acquired Through Foreclosure	$2	$3
Property, Plant and Equipment [Abstract]
Accumulated Depreciation and Amortization, Property, Plant, and Equipment	67	67
Depreciation and Amortization	9	9	10
Net Realized Gain (Loss) on Disposition of Property Plant Equipment	1	1	1
Capitalized Computer Software, Net	20	20
Capitalized Computer Software, Amortization	7	7	9
Maximum [Member]
Property, Plant and Equipment [Abstract]
Property, Plant and Equipment, Estimated Useful Lives	P10Y
Minimum [Member]
Property, Plant and Equipment [Abstract]
Property, Plant and Equipment, Estimated Useful Lives	P3Y
Other Assets [Member]
Debt Disclosure [Abstract]
Unamortized Concessions on Consolidated Obligations	12	14
Interest Expense [Member]
Debt Disclosure [Abstract]
Amortization of Concessions included in CO interest expense	$6	$7	$22

Recently_Issued_and_Adopted_Ac1

Recently Issued and Adopted Accounting Guidance Narrative (Details) (Subsequent Event [Member], USD $)	Jan. 01, 2015
In Millions, unless otherwise specified
Subsequent Event [Member]
Subsequent Event [Line Items]
Charge-off Provision, AB 2012-02 Effective Jan 1, 2015	$1

Cash_and_Due_from_Banks_Detail

Cash and Due from Banks (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2013
Cash and Due from Banks [Abstract]
Average Collected Cash Balances With Commercial Banks	$2	$1

Trading_Securities_Details

Trading Securities (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014		Dec. 31, 2013		Dec. 31, 2012
Schedule of Trading Securities and Other Trading Assets [Line Items]
Trading securities	$3,524	[1]	$3,208	[1]
Trading Securities, Change in Unrealized Holding Gain (Loss)	-1		2		-11
Non-MBS - GSE - FFCB bonds [Member]
Schedule of Trading Securities and Other Trading Assets [Line Items]
Trading securities	3,513		3,194
MBS - Other US Obligations - Ginnie Mae [Member]
Schedule of Trading Securities and Other Trading Assets [Line Items]
Trading securities	$11		$14
[1]	At December 31, 2014 and 2013, none of these securities were pledged as collateral that may be repledged.

AvailableforSale_Securities_Na

Available-for-Sale Securities (Narrative) (Details) (USD $)	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012	Dec. 31, 2011
In Millions, unless otherwise specified
Schedule of Available-for-sale Securities [Line Items]
Credit-related OTTI	$1,314	$1,378	$1,397	$1,362
Available-for-sale Securities [Member] | Collateralized Mortgage Backed Securities [Member]
Schedule of Available-for-sale Securities [Line Items]
Credit-related OTTI	$1,173	$1,312

AvailableforSale_Securities_AF

Available-for-Sale Securities (AFS Securities by Major Security Type) (Details) (USD $)	Dec. 31, 2014		Dec. 31, 2013
In Millions, unless otherwise specified
Schedule of Available-for-sale Securities [Line Items]
Amortized Cost	$6,283	[1]	$7,159	[1]
OTTI Recognized in AOCI	-192		-324
Gross Unrealized Gains	282		220
Gross Unrealized Losses	-2		-8
Estimated Fair Value	6,371	[2]	7,047	[2]
Residential Mortgage Backed Securities [Member] | PLRMBS [Member] | Prime [Member]
Schedule of Available-for-sale Securities [Line Items]
Amortized Cost	565	[1]	661	[1]
OTTI Recognized in AOCI	-4		-11
Gross Unrealized Gains	31		27
Gross Unrealized Losses	0		0
Estimated Fair Value	592		677
Residential Mortgage Backed Securities [Member] | PLRMBS [Member] | Alt-A, option ARM [Member]
Schedule of Available-for-sale Securities [Line Items]
Amortized Cost	1,031	[1]	1,122	[1]
OTTI Recognized in AOCI	-43		-74
Gross Unrealized Gains	77		51
Gross Unrealized Losses	0		0
Estimated Fair Value	1,065		1,099
Residential Mortgage Backed Securities [Member] | PLRMBS [Member] | Alt-A, other [Member]
Schedule of Available-for-sale Securities [Line Items]
Amortized Cost	4,687	[1]	5,376	[1]
OTTI Recognized in AOCI	-145		-239
Gross Unrealized Gains	174		142
Gross Unrealized Losses	-2		-8
Estimated Fair Value	$4,714		$5,271
[1]	Amortized cost includes unpaid principal balance, unamortized premiums and discounts, and previous OTTI recognized in earnings.
[2]	At December 31, 2014 and 2013, none of these securities were pledged as collateral that may be repledged.

AvailableforSale_Securities_Su

Available-for-Sale Securities (Summary of Securities with Unrealized Losses) (Details) (USD $)	Dec. 31, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Schedule of Available-for-sale Securities [Line Items]
Less Than 12 Months: Estimated Fair Value	$474	$705
Less Than 12 Months: Unrealized Losses	15	10
12 Months or More: Estimated Fair Value	2,298	3,312
12 Months or More: Unrealized Losses	179	322
Estimated Fair Value	2,772	4,017
Unrealized Losses	194	332
Residential Mortgage Backed Securities [Member] | Prime [Member] | PLRMBS [Member]
Schedule of Available-for-sale Securities [Line Items]
Less Than 12 Months: Estimated Fair Value	71	28
Less Than 12 Months: Unrealized Losses	3	0
12 Months or More: Estimated Fair Value	36	287
12 Months or More: Unrealized Losses	1	11
Estimated Fair Value	107	315
Unrealized Losses	4	11
Residential Mortgage Backed Securities [Member] | Alt-A, option ARM [Member] | PLRMBS [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	580	674
12 Months or More: Unrealized Losses	43	74
Estimated Fair Value	580	674
Unrealized Losses	43	74
Residential Mortgage Backed Securities [Member] | Alt-A, other [Member] | PLRMBS [Member]
Schedule of Available-for-sale Securities [Line Items]
Less Than 12 Months: Estimated Fair Value	403	677
Less Than 12 Months: Unrealized Losses	12	10
12 Months or More: Estimated Fair Value	1,682	2,351
12 Months or More: Unrealized Losses	135	237
Estimated Fair Value	2,085	3,028
Unrealized Losses	$147	$247

AvailableforSale_Securities_In

Available-for-Sale Securities (Interest Rate Payment Terms) (Details) (USD $)	Dec. 31, 2014		Dec. 31, 2013
In Millions, unless otherwise specified
Schedule of Available-for-sale Securities [Line Items]
AFS Securities, Amortized Cost	$6,283	[1]	$7,159	[1]
Fixed Interest Rate [Member] | Collateralized Mortgage Backed Securities [Member]
Schedule of Available-for-sale Securities [Line Items]
AFS Securities, Amortized Cost	1,917		2,450
Fixed Interest Rate [Member] | Collateralized mortgage obligations [Member]
Schedule of Available-for-sale Securities [Line Items]
AFS Securities, Amortized Cost	297		555
Converts in 1 year or less	71		191
Converts after 1 year through 5 years	226		364
Variable Interest Rate [Member] | Collateralized Mortgage Backed Securities [Member]
Schedule of Available-for-sale Securities [Line Items]
AFS Securities, Amortized Cost	$4,366		$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 $)	Dec. 31, 2014		Dec. 31, 2013		Dec. 31, 2012	Dec. 31, 2011
In Millions, unless otherwise specified
Schedule of Held-to-maturity Securities [Line Items]
Amortized Cost	$13,571	[1]	$17,534	[1]
OTTI Recognized in AOCI	-20	[1]	-27	[1]
HTM securities, Carrying Value	13,551	[1],[2]	17,507	[1],[2]
Gross Unrecognized Holding Gain	217		190
Gross Unrecognized Holding Loss	-111		-345
HTM Securities, Fair Value	13,657		17,352
Credit-related OTTI	1,314		1,378		1,397	1,362
Certificates of Deposit [Member]
Schedule of Held-to-maturity Securities [Line Items]
Amortized Cost			1,660	[1]
OTTI Recognized in AOCI			0	[1]
HTM securities, Carrying Value			1,660	[1]
Gross Unrecognized Holding Gain			0
Gross Unrecognized Holding Loss			0
HTM Securities, Fair Value			1,660
Housing finance agency bonds [Member]
Schedule of Held-to-maturity Securities [Line Items]
Amortized Cost	328	[1]	416	[1]
OTTI Recognized in AOCI	0	[1]	0	[1]
HTM securities, Carrying Value	328	[1]	416	[1]
Gross Unrecognized Holding Gain	0		0
Gross Unrecognized Holding Loss	-45		-100
HTM Securities, Fair Value	283		316
Other Than Mortgage Backed Securities [Member]
Schedule of Held-to-maturity Securities [Line Items]
Amortized Cost	328		2,076	[1]
OTTI Recognized in AOCI			0	[1]
HTM securities, Carrying Value	328		2,076	[1]
Gross Unrecognized Holding Gain			0
Gross Unrecognized Holding Loss			-100
HTM Securities, Fair Value	283		1,976
MBS - Other US Obligations - Ginnie Mae [Member]
Schedule of Held-to-maturity Securities [Line Items]
Amortized Cost	1,513	[1]	1,575	[1]
OTTI Recognized in AOCI	0	[1]	0	[1]
HTM securities, Carrying Value	1,513	[1]	1,575	[1]
Gross Unrecognized Holding Gain	15		3
Gross Unrecognized Holding Loss	-2		-45
HTM Securities, Fair Value	1,526		1,533
GSEs [Member] | Single Family Mortgage Backed Securities [Member]
Schedule of Held-to-maturity Securities [Line Items]
Amortized Cost	9,830	[1]	11,581	[1]
OTTI Recognized in AOCI	0	[1]	0	[1]
HTM securities, Carrying Value	9,830	[1]	11,581	[1]
Gross Unrecognized Holding Gain	182		162
Gross Unrecognized Holding Loss	-18		-135
HTM Securities, Fair Value	9,994		11,608
PLRMBS [Member] | Residential Mortgage Backed Securities [Member]
Schedule of Held-to-maturity Securities [Line Items]
Amortized Cost	1,900	[1]	2,302	[1]
OTTI Recognized in AOCI	-20	[1]	-27	[1]
HTM securities, Carrying Value	1,880	[1]	2,275	[1]
Gross Unrecognized Holding Gain	20		25
Gross Unrecognized Holding Loss	-46		-65
HTM Securities, Fair Value	1,854		2,235
PLRMBS [Member] | Residential Mortgage Backed Securities [Member] | Prime [Member]
Schedule of Held-to-maturity Securities [Line Items]
Amortized Cost	1,133	[1]	1,380	[1]
OTTI Recognized in AOCI	0	[1]	0	[1]
HTM securities, Carrying Value	1,133	[1]	1,380	[1]
Gross Unrecognized Holding Gain	1		1
Gross Unrecognized Holding Loss	-27		-37
HTM Securities, Fair Value	1,107		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]
HTM securities, Carrying Value	14	[1]	16	[1]
Gross Unrecognized Holding Gain	0		0
Gross Unrecognized Holding Loss	-1		-2
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	753	[1]	906	[1]
OTTI Recognized in AOCI	-20	[1]	-27	[1]
HTM securities, Carrying Value	733	[1]	879	[1]
Gross Unrecognized Holding Gain	19		24
Gross Unrecognized Holding Loss	-18		-26
HTM Securities, Fair Value	734		877
MBS [Member]
Schedule of Held-to-maturity Securities [Line Items]
Amortized Cost	13,243	[1]	15,458	[1]
OTTI Recognized in AOCI	-20	[1]	-27	[1]
HTM securities, Carrying Value	13,223	[1]	15,431	[1]
Gross Unrecognized Holding Gain	217		190
Gross Unrecognized Holding Loss	-66		-245
HTM Securities, Fair Value	13,374		15,376
Held-to-maturity Securities, Premiums	51		71
Held-to-maturity Securities, Discounts	55		70
MBS [Member] | Held-to-maturity Securities [Member]
Schedule of Held-to-maturity Securities [Line Items]
Credit-related OTTI	7		6
Freddie Mac [Member] | GSEs [Member] | Single Family Mortgage Backed Securities [Member]
Schedule of Held-to-maturity Securities [Line Items]
Amortized Cost	4,517	[1]	5,250	[1]
OTTI Recognized in AOCI	0	[1]	0	[1]
HTM securities, Carrying Value	4,517	[1]	5,250	[1]
Gross Unrecognized Holding Gain	61		53
Gross Unrecognized Holding Loss	-12		-90
HTM Securities, Fair Value	4,566		5,213
Fannie Mae [Member] | GSEs [Member] | Single Family Mortgage Backed Securities [Member]
Schedule of Held-to-maturity Securities [Line Items]
Amortized Cost	5,313	[1]	6,331	[1]
OTTI Recognized in AOCI	0	[1]	0	[1]
HTM securities, Carrying Value	5,313	[1]	6,331	[1]
Gross Unrecognized Holding Gain	121		109
Gross Unrecognized Holding Loss	-6		-45
HTM Securities, Fair Value	$5,428		$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 December 31, 2014, a de minimis amount 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_Secu

Held-to-Maturity Securities (Securities with Unrealized Losses) (Details) (USD $)	Dec. 31, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Schedule of Held-to-maturity Securities [Line Items]
Less Than 12 Months, Estimated Fair Value	$1,333	$6,814
Less Than 12 Months, Unrealized losses	4	181
12 Months or More, Estimated Fair Value	3,363	1,905
12 Months Or More, Unrealized losses	127	191
Total, Estimated Fair Value	4,696	8,719
Total, Unrealized Losses	131	372
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	283	316
12 Months Or More, Unrealized losses	45	100
Total, Estimated Fair Value	283	316
Total, Unrealized Losses	45	100
MBS - Other US Obligations - Ginnie Mae [Member]
Schedule of Held-to-maturity Securities [Line Items]
Less Than 12 Months, Estimated Fair Value	131	1,187
Less Than 12 Months, Unrealized losses	0	45
12 Months or More, Estimated Fair Value	94	2
12 Months Or More, Unrealized losses	2	0
Total, Estimated Fair Value	225	1,189
Total, Unrealized Losses	2	45
GSEs [Member] | Single Family Mortgage Backed Securities [Member]
Schedule of Held-to-maturity Securities [Line Items]
Less Than 12 Months, Estimated Fair Value	908	4,987
Less Than 12 Months, Unrealized losses	2	129
12 Months or More, Estimated Fair Value	1,606	192
12 Months Or More, Unrealized losses	16	6
Total, Estimated Fair Value	2,514	5,179
Total, Unrealized Losses	18	135
PLRMBS [Member] | Residential Mortgage Backed Securities [Member]
Schedule of Held-to-maturity Securities [Line Items]
Less Than 12 Months, Estimated Fair Value	294	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	64	85
Total, Estimated Fair Value	1,674	2,035
Total, Unrealized Losses	66	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	264	481
Less Than 12 Months, Unrealized losses	2	5
12 Months or More, Estimated Fair Value	682	693
12 Months Or More, Unrealized losses	25	32
Total, Estimated Fair Value	946	1,174
Total, Unrealized Losses	27	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	30	159
Less Than 12 Months, Unrealized losses	0	2
12 Months or More, Estimated Fair Value	685	688
12 Months Or More, Unrealized losses	38	51
Total, Estimated Fair Value	715	847
Total, Unrealized Losses	38	53
Collateralized Mortgage Backed Securities [Member]
Schedule of Held-to-maturity Securities [Line Items]
Less Than 12 Months, Estimated Fair Value	1,333	6,814
Less Than 12 Months, Unrealized losses	4	181
12 Months or More, Estimated Fair Value	3,080	1,589
12 Months Or More, Unrealized losses	82	91
Total, Estimated Fair Value	4,413	8,403
Total, Unrealized Losses	86	272
Freddie Mac [Member] | GSEs [Member] | Single Family Mortgage Backed Securities [Member]
Schedule of Held-to-maturity Securities [Line Items]
Less Than 12 Months, Estimated Fair Value	622	2,918
Less Than 12 Months, Unrealized losses	1	89
12 Months or More, Estimated Fair Value	1,044	66
12 Months Or More, Unrealized losses	11	1
Total, Estimated Fair Value	1,666	2,984
Total, Unrealized Losses	12	90
Fannie Mae [Member] | GSEs [Member] | Single Family Mortgage Backed Securities [Member]
Schedule of Held-to-maturity Securities [Line Items]
Less Than 12 Months, Estimated Fair Value	286	2,069
Less Than 12 Months, Unrealized losses	1	40
12 Months or More, Estimated Fair Value	562	126
12 Months Or More, Unrealized losses	5	5
Total, Estimated Fair Value	848	2,195
Total, Unrealized Losses	$6	$45

HeldtoMaturity_Securities_Rede

Held-to-Maturity Securities (Redemption Terms) (Details) (USD $)	Dec. 31, 2014		Dec. 31, 2013
In Millions, unless otherwise specified
Schedule of Held-to-maturity Securities [Line Items]
Amortized Cost	$13,571	[1]	$17,534	[1]
HTM securities, Carrying Value	13,551	[1],[2]	17,507	[1],[2]
HTM Securities, Fair Value	13,657		17,352
Other Than Mortgage Backed Securities [Member]
Schedule of Held-to-maturity Securities [Line Items]
Due in 1 year or less, Amortized Cost			1,660	[1]
Due in 1 year or less, Carrying Value			1,660	[1]
Due in 1 year or less, Estimated Fair Value			1,660
Due after 5 years through 10 years, Amortized Cost	78	[1]	62	[1]
Due after 5 years through 10 years, Carrying Value	78	[1]	62	[1]
Due after 5 years through 10 years, Estimated Fair Value	70		49
Due after 10 years, Amortized Cost	250	[1]	354	[1]
Due after 10 years, Carrying Value	250	[1]	354	[1]
Due after 10 years, Estimated Fair Value	213		267
Amortized Cost	328		2,076	[1]
HTM securities, Carrying Value	328		2,076	[1]
HTM Securities, Fair Value	283		1,976
MBS - Other US Obligations - Ginnie Mae [Member]
Schedule of Held-to-maturity Securities [Line Items]
Amortized Cost	1,513	[1]	1,575	[1]
HTM securities, Carrying Value	1,513	[1]	1,575	[1]
HTM Securities, Fair Value	1,526		1,533
Collateralized Mortgage Backed Securities [Member]
Schedule of Held-to-maturity Securities [Line Items]
Amortized Cost	13,243	[1]	15,458	[1]
HTM securities, Carrying Value	13,223	[1]	15,431	[1]
HTM Securities, Fair Value	13,374		15,376
Single Family Mortgage Backed Securities [Member] | GSEs [Member]
Schedule of Held-to-maturity Securities [Line Items]
Amortized Cost	9,830	[1]	11,581	[1]
HTM securities, Carrying Value	9,830	[1]	11,581	[1]
HTM Securities, Fair Value	9,994		11,608
Residential Mortgage Backed Securities [Member] | PLRMBS [Member]
Schedule of Held-to-maturity Securities [Line Items]
Amortized Cost	1,900	[1]	2,302	[1]
HTM securities, Carrying Value	1,880	[1]	2,275	[1]
HTM Securities, Fair Value	1,854		2,235
Residential Mortgage Backed Securities [Member] | PLRMBS [Member] | Prime [Member]
Schedule of Held-to-maturity Securities [Line Items]
Amortized Cost	1,133	[1]	1,380	[1]
HTM securities, Carrying Value	1,133	[1]	1,380	[1]
HTM Securities, Fair Value	1,107		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	753	[1]	906	[1]
HTM securities, Carrying Value	733	[1]	879	[1]
HTM Securities, Fair Value	734		877
Freddie Mac [Member] | Single Family Mortgage Backed Securities [Member] | GSEs [Member]
Schedule of Held-to-maturity Securities [Line Items]
Amortized Cost	4,517	[1]	5,250	[1]
HTM securities, Carrying Value	4,517	[1]	5,250	[1]
HTM Securities, Fair Value	4,566		5,213
Fannie Mae [Member] | Single Family Mortgage Backed Securities [Member] | GSEs [Member]
Schedule of Held-to-maturity Securities [Line Items]
Amortized Cost	5,313	[1]	6,331	[1]
HTM securities, Carrying Value	5,313	[1]	6,331	[1]
HTM Securities, Fair Value	$5,428		$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 December 31, 2014, a de minimis amount 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 $)	Dec. 31, 2014		Dec. 31, 2013
In Millions, unless otherwise specified
Schedule of Held-to-maturity Securities [Line Items]
Amortized Cost	$13,571	[1]	$17,534	[1]
Other Than Mortgage Backed Securities [Member]
Schedule of Held-to-maturity Securities [Line Items]
Amortized Cost	328		2,076	[1]
Other Than Mortgage Backed Securities [Member] | Fixed Interest Rate [Member]
Schedule of Held-to-maturity Securities [Line Items]
Amortized Cost	0		1,660
Other Than Mortgage Backed Securities [Member] | Variable Interest Rate [Member]
Schedule of Held-to-maturity Securities [Line Items]
Amortized Cost	328		416
Mortgage Passthrough Securities [Member] | Fixed Interest Rate [Member]
Schedule of Held-to-maturity Securities [Line Items]
Amortized Cost	285		461
Converts in 1 year or less	79		62
Converts after 1 year through 5 years	140		316
Converts after 5 years through 10 years	59		72
Total	278		450
Mortgage Passthrough Securities [Member] | Variable Interest Rate [Member]
Schedule of Held-to-maturity Securities [Line Items]
Amortized Cost	415		430
Collateralized Mortgage Obligations [Member] | Fixed Interest Rate [Member]
Schedule of Held-to-maturity Securities [Line Items]
Amortized Cost	9,249		10,820
Converts in 1 year or less	73		185
Converts after 1 year through 5 years	26		133
Total	99		318
Collateralized Mortgage Obligations [Member] | Variable Interest Rate [Member]
Schedule of Held-to-maturity Securities [Line Items]
Amortized Cost	3,294		3,747
Collateralized Mortgage Backed Securities [Member]
Schedule of Held-to-maturity Securities [Line Items]
Amortized Cost	$13,243	[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 $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014	Dec. 31, 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	$72
Minimum [Member]
Other than Temporary Impairment, Disclosure [Line Items]
Core-Based Statistical Areas, Current Requirements, Number of Urban Areas	1
Core-Based Statistical Areas, Current Requirements, Urban Area, Population	10,000
Projected House Price Decline Rate	1.00%
Minimum [Member] | PLRMBS [Member]
Other than Temporary Impairment, Disclosure [Line Items]
Assumed Current to Trough Home Price Decline Rate	4.00%
Maximum [Member]
Other than Temporary Impairment, Disclosure [Line Items]
Projected House Price Increase Rate	6.00%
Maximum [Member] | PLRMBS [Member]
Other than Temporary Impairment, Disclosure [Line Items]
Assumed Current to Trough Home Price Increase Rate	7.00%

OtherThanTemporary_Impairment_3

Other-Than-Temporary Impairment Analysis (Significant Inputs for Other-Than-Temporarily Impaired PLRMBS) (Details) (PLRMBS [Member])	12 Months Ended
	Dec. 31, 2014
Other than Temporary Impairment, Disclosure [Line Items]
Prepayment Rates, Weighted Average	14.60%
Default Rates, Weighted Average	19.40%
Loss Severities, Weighted Average	36.20%
Current Credit Enhancement, Weighted Average	10.10%
Prime [Member]
Other than Temporary Impairment, Disclosure [Line Items]
Prepayment Rates, Weighted Average	12.80%
Default Rates, Weighted Average	4.80%
Loss Severities, Weighted Average	31.00%
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	2.00%
Alt-A, other [Member]
Other than Temporary Impairment, Disclosure [Line Items]
Prepayment Rates, Weighted Average	14.90%
Default Rates, Weighted Average	19.40%
Loss Severities, Weighted Average	36.10%
Current Credit Enhancement, Weighted Average	10.10%
Securitization in 2007 [Member] | Prime [Member]
Other than Temporary Impairment, Disclosure [Line Items]
Prepayment Rates, Weighted Average	12.70%
Default Rates, Weighted Average	4.60%
Loss Severities, Weighted Average	30.90%
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	14.90%
Default Rates, Weighted Average	25.40%
Loss Severities, Weighted Average	37.10%
Current Credit Enhancement, Weighted Average	7.60%
Securitization in 2006 [Member] | Prime [Member]
Other than Temporary Impairment, Disclosure [Line Items]
Prepayment Rates, Weighted Average	18.00%
Default Rates, Weighted Average	11.00%
Loss Severities, Weighted Average	36.50%
Current Credit Enhancement, Weighted Average	2.90%
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	2.00%
Securitization in 2005 [Member] | Alt-A, other [Member]
Other than Temporary Impairment, Disclosure [Line Items]
Prepayment Rates, Weighted Average	13.60%
Default Rates, Weighted Average	17.30%
Loss Severities, Weighted Average	39.70%
Current Credit Enhancement, Weighted Average	12.20%
Securitization in 2004 and Earlier [Member] | Alt-A, other [Member]
Other than Temporary Impairment, Disclosure [Line Items]
Prepayment Rates, Weighted Average	15.90%
Default Rates, Weighted Average	8.60%
Loss Severities, Weighted Average	31.10%
Current Credit Enhancement, Weighted Average	13.60%

OtherThanTemporary_Impairment_4

Other-Than-Temporary Impairment Analysis (OTTI Rollforward) (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014		Dec. 31, 2013		Dec. 31, 2012
Other than Temporary Impairment, Credit Losses Recognized in Earnings [Roll Forward]
Balance, beginning of the period	$1,378		$1,397		$1,362
Additional charges on securities for which OTTI was previously recognized	4	[1]	7	[1]	44	[1]
Accretion of yield adjustments resulting from improvement of expected cash flows that are recognized over the remaining life of the securities	-68		-26		-9
Balance, end of the period	$1,314		$1,378		$1,397
[1]	For the year ended December 31, 2014, “securities for which OTTI was previously recognized” represents all securities that were also other-than-temporarily impaired prior to January 1, 2014. For the year ended December 31, 2013, “securities for which OTTI was previously recognized” represents all securities that were also other-than-temporarily impaired prior to January 1, 2013. For the year ended December 31, 2012, “securities for which OTTI was previously recognized” represents all securities that were also other-than-temporarily impaired prior to January 1, 2012.

OtherThanTemporary_Impairment_5

Other-Than-Temporary Impairment Analysis (Transfers) (Details) (PLRMBS [Member], USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2013
Significant Inputs for Credit Loss Measurement [Line Items]
Amortized Cost		$76
OTTI Recognized in AOCI		-4
Gross Unrecognized Holding Gains		0
Estimated Fair Value	0	72
Alt-A, option ARM [Member]
Significant Inputs for Credit Loss Measurement [Line Items]
Amortized Cost		22
OTTI Recognized in AOCI		-3
Gross Unrecognized Holding Gains		0
Estimated Fair Value		19
Alt-A, other [Member]
Significant Inputs for Credit Loss Measurement [Line Items]
Amortized Cost		54
OTTI Recognized in AOCI		-1
Gross Unrecognized Holding Gains		0
Estimated Fair Value		$53

OtherThanTemporary_Impairment_6

Other-Than-Temporary Impairment Analysis (OTTI Impaired PLRMBS) (Details) (PLRMBS [Member], USD $)	Dec. 31, 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	$7,447	$8,462
Amortized Cost	6,283	7,159
Estimated Fair Value	6,371	7,047
Available-for-sale Securities [Member] | Prime [Member]
Securities that Incurred an Other Than Temporary Impairment Charge [Abstract]
Unpaid Principal Balance	682	795
Amortized Cost	565	661
Estimated Fair Value	592	677
Available-for-sale Securities [Member] | Alt-A, option ARM [Member]
Securities that Incurred an Other Than Temporary Impairment Charge [Abstract]
Unpaid Principal Balance	1,391	1,516
Amortized Cost	1,031	1,122
Estimated Fair Value	1,065	1,099
Available-for-sale Securities [Member] | Alt-A, other [Member]
Securities that Incurred an Other Than Temporary Impairment Charge [Abstract]
Unpaid Principal Balance	5,374	6,151
Amortized Cost	4,687	5,376
Estimated Fair Value	4,714	5,271
Held-to-maturity Securities [Member]
Securities that Incurred an Other Than Temporary Impairment Charge [Abstract]
Unpaid Principal Balance	132	150
Amortized Cost	128	147
Carrying Value	108	120
Estimated Fair Value	127	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	132	150
Amortized Cost	128	147
Carrying Value	108	120
Estimated Fair Value	$127	$144

Advances_Narrative_Details

Advances (Narrative) (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2013
Advances [Line Items]
Federal Home Loan Bank Advances With Partial Prepayment Symmetry Outstanding	4,915	6,833
Advances, Par Value	38,830	44,187
Number Of Top Advances Borrowers	5
Minimum [Member]
Advances [Line Items]
Advances, Fixed Rate, Maturity Period	1 day
Advances, Variable Rate, Maturity Period	30 days
Advances Interest Rate Range	0.14%	0.06%
Maximum [Member]
Advances [Line Items]
Advances, Fixed Rate, Maturity Period	30 years
Advances, Variable Rate, Maturity Period	10 years
Advances Interest Rate Range	8.57%	8.57%
Advances, Callable Option [Member]
Advances [Line Items]
Advances, Par Value	328	235
Advances, Putable Option [Member]
Advances [Line Items]
Advances, Par Value	140	182

Advances_Redemption_Terms_Deta

Advances (Redemption Terms) (Details) (USD $)	Dec. 31, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Federal Home Loan Bank Advances, Maturities [Abstract]
Within 1 year	$21,328	$22,556
After 1 year through 2 years	7,597	6,838
After 2 years through 3 years	3,235	6,754
After 3 years through 4 years	3,216	3,208
After 4 years through 5 years	1,655	2,825
After 5 years	1,799	2,006
Total par amount	38,830	44,187
Valuation adjustments for hedging activities	67	95
Valuation adjustments under fair value option	89	113
Advances	$38,986	$44,395
Federal Home Loan Bank Advances, Weighted Average Interest Rate [Abstract]
Within 1 year	0.63%	0.50%
After 1 year through 2 years	1.07%	1.48%
After 2 years through 3 years	1.39%	1.24%
After 3 years through 4 years	1.65%	1.43%
After 4 years through 5 years	1.82%	1.79%
After 5 years	2.81%	2.41%
Total par value	1.02%	1.00%

Advances_Earlier_of_Contractua

Advances (Earlier of Contractual Maturity or Next Call/Put Date) (Details) (USD $)	Dec. 31, 2014	Dec. 31, 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	$21,460	$22,609
After 1 year through 2 years	7,693	6,843
After 2 years through 3 years	3,258	6,850
After 3 years through 4 years	3,291	3,208
After 4 years through 5 years	1,646	2,901
After 5 years	1,482	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	21,468	22,696
After 1 year through 2 years	7,597	6,838
After 2 years through 3 years	3,135	6,754
After 3 years through 4 years	3,176	3,108
After 4 years through 5 years	1,655	2,785
After 5 years	1,799	2,006
Total par amount	$38,830	$44,187

Advances_Credit_and_Concentrat

Advances (Credit and Concentration Risk) (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014		Dec. 31, 2013
Advances [Line Items]
Advances Outstanding	$38,830		$44,187
Percentage of Total Advances Outstanding	100.00%		100.00%
Interest Income from Advances	431	[1]	474	[1]
Percentage of Total Interest Income from Advances	100.00%		100.00%
Bank of the West [Member]
Advances [Line Items]
Advances Outstanding	5,484		4,933
Percentage of Total Advances Outstanding	14.00%		11.00%
Interest Income from Advances	29	[1]	30	[1]
Percentage of Total Interest Income from Advances	7.00%		6.00%
First Republic Bank [Member]
Advances [Line Items]
Advances Outstanding	5,275		5,150
Percentage of Total Advances Outstanding	13.00%		12.00%
Interest Income from Advances	86	[1]	70	[1]
Percentage of Total Interest Income from Advances	20.00%		15.00%
JPMorgan Bank And Trust Company National Association [Member]
Advances [Line Items]
Advances Outstanding	3,000		5,125
Percentage of Total Advances Outstanding	8.00%		11.00%
Interest Income from Advances	54	[1]	76	[1]
Percentage of Total Interest Income from Advances	13.00%		16.00%
JPMorgan Chase Bank National Association [Member]
Advances [Line Items]
Advances Outstanding	819	[2]	835	[2]
Percentage of Total Advances Outstanding	2.00%	[2]	2.00%	[2]
Interest Income from Advances	7	[1],[2]	8	[1],[2]
Percentage of Total Interest Income from Advances	2.00%	[2]	2.00%	[2]
JPMorgan Chase And Co [Member]
Advances [Line Items]
Advances Outstanding	3,819		5,960
Percentage of Total Advances Outstanding	10.00%		13.00%
Interest Income from Advances	61	[1]	84	[1]
Percentage of Total Interest Income from Advances	15.00%		18.00%
Bank of America California N A [Member]
Advances [Line Items]
Advances Outstanding	3,500		7,750
Percentage of Total Advances Outstanding	9.00%		18.00%
Interest Income from Advances	18	[1]	15	[1]
Percentage of Total Interest Income from Advances	4.00%		3.00%
OneWest Bank, N.A. [Member]
Advances [Line Items]
Advances Outstanding	3,364		4,501
Percentage of Total Advances Outstanding	9.00%		10.00%
Interest Income from Advances	28	[1]	41	[1]
Percentage of Total Interest Income from Advances	6.00%		9.00%
Subtotal
Advances [Line Items]
Advances Outstanding	21,442		28,294
Percentage of Total Advances Outstanding	55.00%		64.00%
Interest Income from Advances	222	[1]	240	[1]
Percentage of Total Interest Income from Advances	52.00%		51.00%
Other Borrowers [Member]
Advances [Line Items]
Advances Outstanding	17,388		15,893
Percentage of Total Advances Outstanding	45.00%		36.00%
Interest Income from Advances	$209	[1]	$234	[1]
Percentage of Total Interest Income from Advances	48.00%		49.00%
[1]	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.
[2]	Nonmember institution

Advances_Interest_Rate_Payment

Advances (Interest Rate Payment Terms and Prepayment Fees) (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
Federal Home Loan Bank, Advances, Fixed Rate [Abstract]
Fixed Rate, due within 1 year	$15,422	$17,998
Fixed Rate, due after 1 year	12,330	16,453
Advances, Total Fixed Rate	27,752	34,451
Federal Home Loan Bank, Advances, Floating Rate [Abstract]
Adjustable Rate, due within 1 year	5,906	4,558
Adjustable Rate, due after 1 year	5,172	5,178
Advances, Total Adjustable Rate	11,078	9,736
Total par amount	38,830	44,187
Prepayment Fees, Net [Abstract]
Prepayment Fees Received	16	14	211
Fair Value Adjustments	-10	-9	-146
Net	6	5	65
Advance Principal Prepaid	$1,650	$365	$9,858

Mortgage_Loans_Held_for_Portfo2

Mortgage Loans Held for Portfolio (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012	Dec. 31, 2011
	Institutions
Mortgage Loans on Real Estate [Line Items]
Number of Institutions Participating in Renewed MPF Program	4
Unpaid principal balance	$713	$913
Unamortized premiums	6	10
Unamortized discounts	-10	-16
Mortgage loans held for portfolio	709	907
Less: Allowance for credit losses	-1	-2	-3	-6
Total mortgage loans held for portfolio, net	708	905
Credit Enhancement Fees	1	1	1
Fixed rate medium-term mortgage loans [Member]
Mortgage Loans on Real Estate [Line Items]
Unpaid principal balance	160	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	553	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
Conventional Mortgage Loan [Member]
Mortgage Loans on Real Estate [Line Items]
Unpaid principal balance	$713	$913

Allowance_for_Credit_Losses_Na

Allowance for Credit Losses (Narrative) (Details) (USD $)	12 Months Ended	2 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014	Feb. 28, 2015	Dec. 31, 2013	Dec. 31, 2012	Dec. 31, 2011
	Institutions	Institutions
Financing Receivable, Allowance for Credit Losses [Line Items]
Number of Member Institutions Placed Into Receivership or Liquidation	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	$1		$2	$3	$6
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	2.3		0.8
MPF Plus Loans, Specifically Identified As Impaired [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Allowance for credit losses on mortgage loans	$1		$2
Subsequent Event [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Number of Member Institutions Placed Into Receivership or Liquidation		0

Allowance_for_Credit_Losses_De

Allowance for Credit Losses (Delinquent Mortgage Loans) (Details) (USD $)	Dec. 31, 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	5	[1]	7	[1]
90 days or more delinquent	22	[1]	27	[1]
Total past due	39	[1]	48	[1]
Total current loans	673	[1]	863	[1]
Total mortgage loans, gross	712	[1]	911	[1]
In process of foreclosure, included above	11	[1],[2]	17	[1],[2]
Nonaccrual loans	22	[1]	27	[1]
Loans past due 90 days or more and still accruing interest	$0	[1]	$0	[1]
Serious delinquencies as a percentage of total mortgage loans outstanding	3.12%	[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 $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
Allowance for Credit Losses [Abstract]
Balance, beginning of the period	$2	$3	$6
Charge-offs /recoveries	-1	0	-2
Provision for credit losses on mortgage loans	0
Reversal of credit losses on mortgage loans	0	-1	-1
Balance, end of the period	$1	$2	$3
Ratio Of Net Charge-offs To Average Loans Outstanding	-0.05%	-0.07%	-0.08%

Allowance_for_Credit_Losses_By

Allowance for Credit Losses (By Impairment Methodology) (Details) (USD $)	Dec. 31, 2014		Dec. 31, 2013		Dec. 31, 2012	Dec. 31, 2011
In Millions, unless otherwise specified
Allowance for Credit Losses [Abstract]
Individually evaluated for impairment, Allowance for credit losses	$1		$2
Collectively Evaluated for Impairment, Allowance for credit losses	0		0
Total Allowance for Credit Losses	1		2		3	6
Individually evaluated for impairment, Recorded investment	20		27
Collectively evaluated for impairment, Recorded investment	692		884
Total mortgage loans, gross	$712	[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 $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2013
Recorded Investment
Impaired Financing Receivable, with No Related Allowance, Recorded Investment	$14	$20
Impaired Financing Receivable, with Related Allowance, Recorded Investment	6	7
Impaired Financing Receivable, Recorded Investment	20	27
Unpaid Principal Balance
Impaired Financing Receivable, with No Related Allowance, Unpaid Principal Balance	14	20
Impaired Financing Receivable, with Related Allowance, Unpaid Principal Balance	6	7
Impaired Financing Receivable, Unpaid Principal Balance	20	27
Impaired Financing Receivable, Related Allowance	1	2
Average Recorded Investment
Impaired Financing Receivable, with No Related Allowance, Average Recorded Investment	17	19
Impaired Financing Receivable, with Related Allowance, Average Recorded Investment	7	11
Impaired Financing Receivable, Average Recorded Investment	$24	$30

Deposits_Details

Deposits (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2013
Deposits [Line Items]
Interest-bearing Deposit, Demand and Overnight	$159	$190
Interest-bearing Deposit, Term	0	1
Interest-bearing Deposit, Other	0	1
Total Interest-bearing Deposits	159	192
Noninterest-bearing Deposits	1	1
Deposits	160	193
Weighted Average Rate Domestic Deposit	0.01%	0.01%
Aggregate amount of time deposits with a denomination of $250,000 or more	0	1
Time Deposits, $250,000 or More, Maturity Term	3 months
Interest-bearing deposits [Member]
Deposits [Line Items]
Weighted Average Rate Domestic Deposit	0.01%	0.01%
Fixed rate [Member]
Deposits [Line Items]
Total Interest-bearing Deposits	0	1
Fixed rate [Member] | Interest-bearing deposits [Member]
Deposits [Line Items]
Weighted Average Rate Domestic Deposit	0.00%	0.01%
Adjustable rate [Member]
Deposits [Line Items]
Total Interest-bearing Deposits	$159	$191
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 $)	Dec. 31, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Schedule of Short-term and Long-term Debt [Line Items]
Total consolidated obligations, par	$68,538	$76,968
Derivative, Notional Amount	62,297	81,570
Qualifying Asset Balance Requirement	75,629
Participation in Consolidated Obligations Outstanding	68,856
Consolidated obligation bonds [Member]
Schedule of Short-term and Long-term Debt [Line Items]
Total consolidated obligations, par	46,723	52,769
Consolidated obligation bonds [Member] | Callable [Member]
Schedule of Short-term and Long-term Debt [Line Items]
Total consolidated obligations, par	14,158	13,042
Derivative, Notional Amount	9,573	9,997
FHLBanks [Member]
Schedule of Short-term and Long-term Debt [Line Items]
Total consolidated obligations, par	$847,175	$766,837

Consolidated_Obligations_Redem

Consolidated Obligations (Redemption Terms) (Details) (USD $)	Dec. 31, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Schedule of Short-term and Long-term Debt [Line Items]
Total par amount	$68,538	$76,968
Consolidated Obligations, Bonds	47,045	53,207
Consolidated obligation bonds [Member]
Schedule of Short-term and Long-term Debt [Line Items]
Within 1 year	21,044	26,161
After 1 year through 2 years	9,871	7,101
After 2 years through 3 years	4,518	7,740
After 3 years through 4 years	2,336	1,963
After 4 years through 5 years	3,103	2,420
After 5 years	5,851	7,384
Total par amount	46,723	52,769
Unamortized premiums	58	78
Unamortized discounts	-13	-16
Valuation adjustments for hedging activities	308	491
Fair value option valuation adjustments	($31)	($115)
Within 1 year, Weighted Average Interest Rate	0.36%	0.40%
After 1 year through 2 years, Weighted Average Interest Rate	2.43%	0.80%
After 2 years through 3 years, Weighted Average Interest Rate	1.70%	2.94%
After 3 years through 4 years, Weighted Average Interest Rate	1.49%	2.50%
After 4 years through 5 years, Weighted Average Interest Rate	1.71%	1.49%
After 5 years, Weighted Average Interest Rate	2.13%	1.99%
Total par amount, Weighted Average Interest Rate	1.29%	1.17%

Consolidated_Obligations_Conso

Consolidated Obligations (Consolidated Obligation Bonds Noncallable and Callable) (Details) (USD $)	Dec. 31, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Schedule of Short-term and Long-term Debt [Line Items]
Total par amount	$68,538	$76,968
Consolidated obligation bonds [Member]
Schedule of Short-term and Long-term Debt [Line Items]
Total par amount	46,723	52,769
Consolidated obligation bonds [Member] | Non-callable [Member]
Schedule of Short-term and Long-term Debt [Line Items]
Total par amount	32,565	39,727
Consolidated obligation bonds [Member] | Callable [Member]
Schedule of Short-term and Long-term Debt [Line Items]
Total par amount	$14,158	$13,042

Consolidated_Obligations_Conso1

Consolidated Obligations (Consolidated Obligation Bonds by Earlier of Contractual Maturity or Next Call Date) (Details) (USD $)	Dec. 31, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Schedule of Short-term and Long-term Debt [Line Items]
Total par amount	$68,538	$76,968
Consolidated obligation bonds [Member]
Schedule of Short-term and Long-term Debt [Line Items]
Within 1 year	21,044	26,161
After 1 year through 2 years	9,871	7,101
After 2 years through 3 years	4,518	7,740
After 3 years through 4 years	2,336	1,963
After 4 years through 5 years	3,103	2,420
After 5 years	5,851	7,384
Total par amount	46,723	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	33,558	36,093
After 1 year through 2 years	9,156	6,046
After 2 years through 3 years	2,043	7,550
After 3 years through 4 years	1,010	1,478
After 4 years through 5 years	385	830
After 5 years	$571	$772

Consolidated_Obligations_Conso2

Consolidated Obligations (Consolidated Obligation Discount Notes) (Details) (USD $)	Dec. 31, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Short-term Debt [Line Items]
Consolidated Obligations, Discount Notes	$21,811	$24,194
Discount Notes [Member]
Short-term Debt [Line Items]
Par amount, Amount Outstanding	21,815	24,199
Unamortized discounts	($4)	($5)
Par amount, Weighted Average Interest Rate	0.09%	0.10%

Consolidated_Obligations_Inter

Consolidated Obligations (Interest Rate Payment Terms) (Details) (USD $)	Dec. 31, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Schedule of Short-term and Long-term Debt [Line Items]
Total consolidated obligations, par	$68,538	$76,968
Discount Notes [Member]
Schedule of Short-term and Long-term Debt [Line Items]
Discount notes, par value	21,815	24,199
Consolidated obligation bonds [Member]
Schedule of Short-term and Long-term Debt [Line Items]
Total consolidated obligations, par	46,723	52,769
Consolidated obligation bonds [Member] | Fixed rate [Member]
Schedule of Short-term and Long-term Debt [Line Items]
Total consolidated obligations, par	39,324	38,489
Consolidated obligation bonds [Member] | Adjustable rate [Member]
Schedule of Short-term and Long-term Debt [Line Items]
Total consolidated obligations, par	3,678	11,218
Consolidated obligation bonds [Member] | Step-up [Member]
Schedule of Short-term and Long-term Debt [Line Items]
Total consolidated obligations, par	2,654	2,460
Consolidated obligation bonds [Member] | Step-down [Member]
Schedule of Short-term and Long-term Debt [Line Items]
Total consolidated obligations, par	500	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	467	262
Consolidated obligation bonds [Member] | Range Bonds [Member]
Schedule of Short-term and Long-term Debt [Line Items]
Total consolidated obligations, par	$100	$0

Affordable_Housing_Program_Nar

Affordable Housing Program Narrative (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
Federal Home Loan Banks [Abstract]
AHP, Contribution Requirement, Amount	$100
AHP, Contribution Requirement, Percentage	10.00%
Affordable Housing Program Assessment	$36	$52	$60

Affordable_Housing_Program_Sch

Affordable Housing Program Schedule of Change in AHP Liability (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
Affordable Housing Program [Roll Forward]
AHP Obligation, beginning of the period	$151	$144	$150
AHP Assessment	36	52	60
AHP Grant Payments	-40	-45	-66
AHP Obligation, end of the period	$147	$151	$144

Accumulated_Other_Comprehensiv2

Accumulated Other Comprehensive Income (Loss) (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
Accumulated Other Comprehensive Income (Loss) [Roll Forward]
AOCI Balance, beginning of period	($145)
Net Change in Pension and Postretirement Benefits	-5	5	0
Non-credit related OTTI loss	-10	-7	-11
Non-credit related OTTI loss transferred	0	-4	-28
Non-credit-related OTTI loss transferred to AFS securities	0	4	28
Net unrealized gain/(loss) on AFS securities	0	0	-1
Net change in fair value	209	644	1,102
Accretion of Noncredit Related OTTI Loss	7	7	9
Reclassification from other comprehensive income/(loss) to net income/(loss) [Abstract]
Net amount of OTTI loss reclassified to/(from) other income/(loss)	-10	-3	14
AOCI Balance, end of period	56	-145
Accumulated Net Unrealized Investment Gain (Loss) [Member] | Available-for-sale Securities [Member]
Accumulated Other Comprehensive Income (Loss) [Roll Forward]
AOCI Balance, beginning of period	0	0	1
Net unrealized gain/(loss) on AFS securities	0	0	-1
Reclassification from other comprehensive income/(loss) to net income/(loss) [Abstract]
Net current period other comprehensive income/(loss)	0	0	-1
AOCI Balance, end of period	0	0	0
Accumulated Other-than-Temporary Impairment [Member] | Available-for-sale Securities [Member]
Accumulated Other Comprehensive Income (Loss) [Roll Forward]
AOCI Balance, beginning of period	-111	-748	-1,836
Non-credit-related OTTI loss, Available-for-sale Securities	-10
Non-credit related OTTI loss transferred		-4	-28
Net change in fair value	209	644	1,102
Reclassification from other comprehensive income/(loss) to net income/(loss) [Abstract]
Net amount of OTTI loss reclassified to/(from) other income/(loss)		-3	14
Net current period other comprehensive income/(loss)	199	637	1,088
AOCI Balance, end of period	88	-111	-748
Accumulated Other-than-Temporary Impairment [Member] | Held-to-maturity Securities [Member]
Accumulated Other Comprehensive Income (Loss) [Roll Forward]
AOCI Balance, beginning of period	-27	-34	-46
Non-credit-related OTTI loss, Held-to-maturity Securities	0	-4	-25
Non-credit-related OTTI loss transferred to AFS securities		4	28
Accretion of Noncredit Related OTTI Loss	7	7	9
Reclassification from other comprehensive income/(loss) to net income/(loss) [Abstract]
Non-credit-related OTTI to credit-related OTTI		0	0
Net current period other comprehensive income/(loss)	7	7	12
AOCI Balance, end of period	-20	-27	-34
Accumulated Defined Benefit Plans Adjustment [Member]
Accumulated Other Comprehensive Income (Loss) [Roll Forward]
AOCI Balance, beginning of period	-7	-12	-12
Net Change in Pension and Postretirement Benefits	-5	5
Reclassification from other comprehensive income/(loss) to net income/(loss) [Abstract]
Net current period other comprehensive income/(loss)	-5	5	0
AOCI Balance, end of period	-12	-7	-12
Accumulated Other Comprehensive Income/(Loss) [Member]
Accumulated Other Comprehensive Income (Loss) [Roll Forward]
AOCI Balance, beginning of period	-145	-794	-1,893
Net Change in Pension and Postretirement Benefits	-5	5
Non-credit related OTTI loss	-10	-4	-25
Non-credit related OTTI loss transferred		0	0
Net change in fair value	209	644	1,101
Accretion of Noncredit Related OTTI Loss	7	7	9
Reclassification from other comprehensive income/(loss) to net income/(loss) [Abstract]
Net amount of OTTI loss reclassified to/(from) other income/(loss)		-3	14
Net current period other comprehensive income/(loss)	201	649	1,099
AOCI Balance, end of period	$56	($145)	($794)

Capital_Capital_Requirements_D

Capital (Capital Requirements) (Details) (USD $)	12 Months Ended		0 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2013	Apr. 01, 2015
Capital [Line Items]
Risk-Based Capital, Required	$3,231	$3,912
Risk-Based Capital, Actual	6,356	7,925
Regulatory Capital, Required	3,032	3,431
Regulatory Capital, Actual	6,356	7,925
Regulatory Capital Ratio, Required	4.00%	4.00%
Regulatory Capital Ratio, Actual	8.38%	9.24%
Leverage Capital, Required	3,790	4,289
Leverage Capital, Actual	9,534	11,888
Leverage ratio - Required	5.00%	5.00%
Leverage Ratio, Actual	12.58%	13.86%
Multiplier for Determining Permanent Capital in Leverage Capital Calculation	1.5
Membership Capital Stock Requirement	1.00%
Membership Capital Stock Requirement Cap	25
Minimum [Member]
Capital [Line Items]
Membership Capital Stock Requirement	0.50%
Membership Capital Stock Requirement Cap	10
Maximum [Member]
Capital [Line Items]
Membership Capital Stock Requirement	1.50%
Membership Capital Stock Requirement Cap	50
Federal Home Loan Bank Advances [Member]
Capital [Line Items]
Membership Activity-based Stock Requirement	4.70%
Federal Home Loan Bank Advances [Member] | Minimum [Member]
Capital [Line Items]
Membership Activity-based Stock Requirement	4.40%
Mortgage Loans on Real Estate [Member]
Capital [Line Items]
Membership Activity-based Stock Requirement	5.00%
Mortgage Loans on Real Estate [Member] | Maximum [Member]
Capital [Line Items]
Membership Activity-based Stock Requirement	5.70%
Subsequent Event [Member]
Capital [Line Items]
Membership Capital Stock Requirement Cap			$15
Subsequent Event [Member] | Federal Home Loan Bank Advances [Member]
Capital [Line Items]
Membership Activity-based Stock Requirement			3.00%
Subsequent Event [Member] | Federal Home Loan Bank Advances [Member] | Minimum [Member]
Capital [Line Items]
Membership Activity-based Stock Requirement			2.00%
Subsequent Event [Member] | Federal Home Loan Bank Advances [Member] | Maximum [Member]
Capital [Line Items]
Membership Activity-based Stock Requirement			5.00%
Subsequent Event [Member] | Mortgage Loans on Real Estate [Member]
Capital [Line Items]
Membership Activity-based Stock Requirement			3.00%
Subsequent Event [Member] | Mortgage Loans on Real Estate [Member] | Minimum [Member]
Capital [Line Items]
Membership Activity-based Stock Requirement			0.00%
Subsequent Event [Member] | Mortgage Loans on Real Estate [Member] | Maximum [Member]
Capital [Line Items]
Membership Activity-based Stock Requirement			5.00%

Capital_Mandatorily_Redeemable

Capital (Mandatorily Redeemable Capital Stock) (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014		Dec. 31, 2013		Dec. 31, 2012
	Institutions		Institutions
Capital [Abstract]
Financial Instruments Subject to Mandatory Redemption, Number of Stockholders	32		44
Mandatorily Redeemable Capital Stock [Roll Forward]
Balance at the beginning of the period	$2,071		$4,343		$5,578
Reclassified from/(to) capital during the period	3		4		37
Redemption of mandatorily redeemable capital stock	-296		-502		-43
Repurchase of excess mandatorily redeemable capital stock	-1,059		-1,774		-1,229
Balance at the end of the period	719		2,071		4,343
Interest Expense on Mandatorily Redeemable Capital Stock	$120	[1]	$155	[1]	$51	[1]
MBS Investment Authority	300.00%
Unsecured Credit Exposure to other GSE	100.00%
[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

Capital_By_Redemption_Period_D

Capital (By Redemption Period) (Details) (USD $)	Dec. 31, 2014		Dec. 31, 2013		Dec. 31, 2012	Dec. 31, 2011
In Millions, unless otherwise specified
Financial Instruments Subject to Mandatory Redemption, Settlement Terms, Share Value, Amount [Abstract]
Within 1 year	$51		$571
After 1 year through 2 years	582		111
After 2 years through 3 years	9		1,289
After 3 years through 4 years	1		20
After 4 years through 5 years	2		3
Past Contractual Redemption Date Because of Remaining Activity	74	[1]	77	[1]
Total	$719		$2,071		$4,343	$5,578
[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 $)	12 Months Ended						0 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014		Dec. 31, 2013		Dec. 31, 2012		Feb. 19, 2015
Capital [Line Items]
Restriction on Dividend Payment, Ratio of Market Value of Capital to Par Value of Capital Less than 70%	70.00%
Ratio of Market Value of Capital to Par Value of Capital Stock	167.90%
Targeted Retained Earnings, Appropriated	$1,800
Joint Capital Enhancement Agreement Percentage	20.00%
Excess Capital	1,118		2,446
Excess Capital to Assets	1.47%
Dividends, Per Share, Cash, Annualized Rate	7.02%		3.99%		0.97%
Payments of Dividends	360		316
Cash dividends paid on capital stock	240		161		47
Mandatorily redeemable capital stock	120	[1]	155	[1]	51	[1]
Restricted Retained Earnings Activity [Roll Forward]
Balance at beginning of the period	2,077
Balance at end of the period	2,065		2,077
Retained Earnings, Unappropriated [Member]
Capital [Line Items]
Cash dividends paid on capital stock	240		161		47
Restricted [Member]
Restricted Retained Earnings Activity [Roll Forward]
Balance at beginning of the period	2,077		2,001
Transfers to/(from) restricted retained earnings	-12		76
Balance at end of the period	2,065		2,077
Retained Earnings, Appropriated, Valuation Adjustments [Member]
Restricted Retained Earnings Activity [Roll Forward]
Balance at beginning of the period	88		73
Transfers to/(from) restricted retained earnings	-53		15
Balance at end of the period	35		88
Retained Earnings, Appropriated, Targeted Buildup [Member]
Restricted Retained Earnings Activity [Roll Forward]
Balance at beginning of the period	1,800		1,800
Transfers to/(from) restricted retained earnings	0		0
Balance at end of the period	1,800		1,800
Retained Earnings, Appropriated, Joint Capital Enhancement Agreement [Member]
Restricted Retained Earnings Activity [Roll Forward]
Balance at beginning of the period	189		128
Transfers to/(from) restricted retained earnings	41		61
Balance at end of the period	230		189
Minimum [Member]
Capital [Line Items]
Limit on Dividend Payment, Ratio of Market Value of Capital to Par Value of Capital	70.00%
Percent of Average Balance of Outstanding Consolidated Obligations Prescribed per the Joint Capital Enhancement Agreement For Each Previous Quarter	1.00%
Regulatory Restrictions on Payment of Capital Stock Dividends, Excess Stock to Assets, Percent	1.00%
Maximum [Member]
Capital [Line Items]
Limit on Dividend Payment, Ratio of Market Value of Capital to Par Value of Capital	100.00%
Subsequent Event [Member]
Subsequent Events [Abstract]
Dividends, Cash Declared, Annualized Rate							7.11%
Interest and Dividends Payable, Current							74
Dividends Payable, Amount							59
Interest Payable, Current							$15
Dividends Payable, Date to be Paid							19-Mar-15
[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 $)	12 Months Ended
In Millions, except Per Share data, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012	Feb. 19, 2015
Capital [Line Items]
Amount of Excess Stock and Financial Instruments Subject to Mandatory Redemption, Repurchased During Period	$2,000	$3,000
Excess Capital	1,118	2,446
Excess Capital to Assets	1.47%
Financial Instruments Subject to Mandatory Redemption, Redemption	296	502	43
Common stock, par value	$100
Excess Capital Stock and Excess Mandatorily Redeemable Capital Stock, Redemption, Period of Written Notice	15 days
Mandatorily Redeemable Capital Stock, Redemption Period	5 years
Subsequent Event [Member]
Subsequent Events [Abstract]
Stock Repurchase Program, Authorized Amount				$750
Minimum [Member]
Capital [Line Items]
Regulatory Restrictions on Payment of Capital Stock Dividends, Excess Stock to Assets, Percent	1.00%

Capital_Concentration_Details

Capital (Concentration) (Details) (USD $)	Dec. 31, 2014		Dec. 31, 2013
In Millions, unless otherwise specified
Concentration Risk [Line Items]
Capital Stock Outstanding	$3,997		$5,531
Concentration of total capital stock outstanding	100.00%		100.00%
Capital Stock Ownership By Third Party [Member]
Concentration Risk [Line Items]
Concentration Risk Benchmark, Percent	10.00%
Capital Stock Ownership By Third Party [Member] | Citibank N.A. [Member]
Concentration Risk [Line Items]
Capital Stock Outstanding	577	[1]	1,279	[1]
Concentration of total capital stock outstanding	14.00%		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	579		1,280
Concentration of total capital stock outstanding	14.00%		23.00%
Capital Stock Ownership By Third Party [Member] | JPMorgan Bank And Trust Company National Association [Member]
Concentration Risk [Line Items]
Capital Stock Outstanding	268		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	68	[1]	77	[1]
Concentration of total capital stock outstanding	2.00%		1.00%	[1]
Capital Stock Ownership By Third Party [Member] | JPMorgan Chase And Co [Member]
Concentration Risk [Line Items]
Capital Stock Outstanding	336		671
Concentration of total capital stock outstanding	9.00%		12.00%
Capital Stock Ownership By Third Party [Member] | Subtotal [Member]
Concentration Risk [Line Items]
Capital Stock Outstanding	915		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	$3,082		$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

Employee_Retirement_Plans_and_2

Employee Retirement Plans and Incentive Compensation Plans (Changes in Benefit Obligation and Plan Assets) (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
Cash Balance Plan
Defined Benefit Plan, Change in Benefit Obligation [Roll Forward]
Benefit obligation, beginning of the year	$37	$36
Service cost	2	3	3
Interest cost	2	1	1
Amendments	0	0
Actuarial gain/(loss)	3	-2
Benefits paid	-1	-1
Benefit obligation, end of the year	43	37	36
Defined Benefit Plan, Change in Fair Value of Plan Assets [Roll Forward]
Fair value of plan assets, beginning of the year	38	32
Actual return on plan assets	2	5
Employer contributions	2	2
Benefits paid	-1	-1
Fair value of plan assets, end of the year	41	38	32
Funded status at the end of the year	-2	1
Non-Qualified Defined Benefit Plans
Defined Benefit Plan, Change in Benefit Obligation [Roll Forward]
Benefit obligation, beginning of the year	21	18
Service cost	1	2	1
Interest cost	1	1	1
Amendments	0	1
Actuarial gain/(loss)	0	-1
Benefits paid	0	0
Benefit obligation, end of the year	23	21	18
Defined Benefit Plan, Change in Fair Value of Plan Assets [Roll Forward]
Fair value of plan assets, beginning of the year	0	0
Actual return on plan assets	0	0
Employer contributions	0	0
Benefits paid	0	0
Fair value of plan assets, end of the year	0	0	0
Funded status at the end of the year	-23	-21
Post-retirement Health Benefit Plan
Defined Benefit Plan, Change in Benefit Obligation [Roll Forward]
Benefit obligation, beginning of the year	2	2
Service cost	0	0	0
Interest cost	0	0	0
Amendments	0	0
Actuarial gain/(loss)	0	0
Benefits paid	0	0
Benefit obligation, end of the year	2	2	2
Defined Benefit Plan, Change in Fair Value of Plan Assets [Roll Forward]
Fair value of plan assets, beginning of the year	0	0
Actual return on plan assets	0	0
Employer contributions	0	0
Benefits paid	0	0
Fair value of plan assets, end of the year	0	0	0
Funded status at the end of the year	($2)	($2)

Employee_Retirement_Plans_and_3

Employee Retirement Plans and Incentive Compensation Plans (Amounts recognized in Statements of Condition) (Details) (USD $)	Dec. 31, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Cash Balance Plan
Defined Benefit Plan Disclosure [Line Items]
Other liabilities		$1
Other liabilities - accrued benefit liability	-2
Non-Qualified Defined Benefit Plans
Defined Benefit Plan Disclosure [Line Items]
Other liabilities - accrued benefit liability	-23	-21
Post-retirement Health Benefit Plan
Defined Benefit Plan Disclosure [Line Items]
Other liabilities - accrued benefit liability	($2)	($2)

Employee_Retirement_Plans_and_4

Employee Retirement Plans and Incentive Compensation Plans (Amounts recognized in AOCI) (Details) (USD $)	Dec. 31, 2014	Dec. 31, 2013
In Millions, unless otherwise specified
Cash Balance Plan
Defined Benefit Plan Disclosure [Line Items]
Net loss/(gain)	$9	$5
Prior Service Cost	0	0
AOCI	9	5
Non-Qualified Defined Benefit Plans
Defined Benefit Plan Disclosure [Line Items]
Net loss/(gain)	4	3
Prior Service Cost	1	1
AOCI	5	4
Post-retirement Health Benefit Plan
Defined Benefit Plan Disclosure [Line Items]
Net loss/(gain)	-2	-2
Prior Service Cost	0	0
AOCI	($2)	($2)

Employee_Retirement_Plans_and_5

Employee Retirement Plans and Incentive Compensation Plans (Benefit Obligations in Excess of Plan Assets) (Details) (USD $)	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
In Millions, unless otherwise specified
Cash Balance Plan
Defined Benefit Plan Disclosure [Line Items]
Projected benefit obligation, Pension Plans with ABO in excess of Plan assets	$43
Projected benefit obligation	43	37	36
Accumulated benefit obligation, Pension Plans with ABO in excess of Plan Assets	41
Accumulated benefit obligation		36
Fair value of plan assets	41	38	32
Non-Qualified Defined Benefit Plans
Defined Benefit Plan Disclosure [Line Items]
Projected benefit obligation, Pension Plans with ABO in excess of Plan assets	23	21
Projected benefit obligation	23	21	18
Accumulated benefit obligation, Pension Plans with ABO in excess of Plan Assets	22	20
Fair value of plan assets	0	0	0
Post-retirement Health Benefit Plan
Defined Benefit Plan Disclosure [Line Items]
Projected benefit obligation, Pension Plans with ABO in excess of Plan assets	2	2
Projected benefit obligation	2	2	2
Accumulated benefit obligation, Pension Plans with ABO in excess of Plan Assets	2	2
Fair value of plan assets	$0	$0	$0

Employee_Retirement_Plans_and_6

Employee Retirement Plans and Incentive Compensation Plans (Components of Net Periodic Benefit Costs) (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
Cash Balance Plan
Defined Benefit Plan Disclosure [Line Items]
Service cost	$2	$3	$3
Interest cost	2	1	1
Expected return on plan assets	-3	-3	-2
Amortization of net loss/(gain)	0	1	1
Net periodic benefit cost	1	2	3
Net loss/(gain)	4	-5	-1
Prior Service Cost	0	0	0
Total recognized in other comprehensive income	4	-5	-1
Total recognized in net periodic benefit cost and other comprehensive income	5	-3	2
Non-Qualified Defined Benefit Plans
Defined Benefit Plan Disclosure [Line Items]
Service cost	1	2	1
Interest cost	1	1	1
Expected return on plan assets	0	0	0
Amortization of net loss/(gain)	0	0	0
Net periodic benefit cost	2	3	2
Net loss/(gain)	1	0	0
Prior Service Cost	0	1	0
Total recognized in other comprehensive income	1	1	0
Total recognized in net periodic benefit cost and other comprehensive income	3	4	2
Post-retirement Health Benefit Plan
Defined Benefit Plan Disclosure [Line Items]
Service cost	0	0	0
Interest cost	0	0	0
Expected return on plan assets	0	0	0
Amortization of net loss/(gain)	0	0	0
Net periodic benefit cost	0	0	0
Net loss/(gain)	0	-1	0
Prior Service Cost	0	0	0
Total recognized in other comprehensive income	0	-1	0
Total recognized in net periodic benefit cost and other comprehensive income	$0	($1)	$0

Employee_Retirement_Plans_and_7

Employee Retirement Plans and Incentive Compensation Plans (Weighted-Average Assumptions in Determining Benefit Obligations) (Details)	Dec. 31, 2014	Dec. 31, 2013
Cash Balance Plan
Defined Benefit Plan Disclosure [Line Items]
Discount rate	3.50%	4.25%
Non-Qualified Defined Benefit Plans
Defined Benefit Plan Disclosure [Line Items]
Discount rate	3.50%	4.25%
Post-retirement Health Benefit Plan
Defined Benefit Plan Disclosure [Line Items]
Discount rate	3.75%	4.75%
Rate of salary increase	0.00%	0.00%
Through 2015 | Cash Balance Plan
Defined Benefit Plan Disclosure [Line Items]
Rate of salary increase	3.00%	3.00%
Through 2015 | Non-Qualified Defined Benefit Plans
Defined Benefit Plan Disclosure [Line Items]
Rate of salary increase	3.00%	3.00%
Thereafter | Cash Balance Plan
Defined Benefit Plan Disclosure [Line Items]
Rate of salary increase	4.00%	4.00%
Thereafter | Non-Qualified Defined Benefit Plans
Defined Benefit Plan Disclosure [Line Items]
Rate of salary increase	4.00%	4.00%

Employee_Retirement_Plans_and_8

Employee Retirement Plans and Incentive Compensation Plans (Weighted-Average Assumptions in Determining Net Periodic Benefit Cost) (Details)	12 Months Ended
	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
Cash Balance Plan
Defined Benefit Plan Disclosure [Line Items]
Discount rate	4.25%	3.25%	4.00%
Rate of salary increase			4.00%
Expected return on plan assets	8.00%	8.00%	8.00%
Non-Qualified Defined Benefit Plans
Defined Benefit Plan Disclosure [Line Items]
Discount rate	4.25%	3.25%	4.00%
Rate of salary increase			4.00%
Expected return on plan assets	0.00%	0.00%	0.00%
Post-retirement Health Benefit Plan
Defined Benefit Plan Disclosure [Line Items]
Discount rate	4.75%	3.75%	4.25%
Rate of salary increase	0.00%	0.00%	0.00%
Expected return on plan assets	0.00%	0.00%	0.00%
Through 2015 | Cash Balance Plan
Defined Benefit Plan Disclosure [Line Items]
Rate of salary increase	3.00%	3.00%
Through 2015 | Non-Qualified Defined Benefit Plans
Defined Benefit Plan Disclosure [Line Items]
Rate of salary increase	3.00%	3.00%
Thereafter | Cash Balance Plan
Defined Benefit Plan Disclosure [Line Items]
Rate of salary increase	4.00%	4.00%
Thereafter | Non-Qualified Defined Benefit Plans
Defined Benefit Plan Disclosure [Line Items]
Rate of salary increase	4.00%	4.00%

Employee_Retirement_Plans_and_9

Employee Retirement Plans and Incentive Compensation Plans (Fair Value of Cash Balance Plan) (Details) (Cash Balance Plan, USD $)	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
In Millions, unless otherwise specified
Defined Benefit Plan Disclosure [Line Items]
Fair value of plan assets	$41	$38	$32
Fair Value, Inputs, Level 1 [Member]
Defined Benefit Plan Disclosure [Line Items]
Fair value of plan assets	41	38
Fair Value, Inputs, Level 2 [Member]
Defined Benefit Plan Disclosure [Line Items]
Fair value of plan assets	0	0
Fair Value, Inputs, Level 3 [Member]
Defined Benefit Plan Disclosure [Line Items]
Fair value of plan assets	0	0
Cash and cash equivalents
Defined Benefit Plan Disclosure [Line Items]
Fair value of plan assets	1	1
Cash and cash equivalents | Fair Value, Inputs, Level 1 [Member]
Defined Benefit Plan Disclosure [Line Items]
Fair value of plan assets	1	1
Cash and cash equivalents | Fair Value, Inputs, Level 2 [Member]
Defined Benefit Plan Disclosure [Line Items]
Fair value of plan assets	0	0
Cash and cash equivalents | Fair Value, Inputs, Level 3 [Member]
Defined Benefit Plan Disclosure [Line Items]
Fair value of plan assets	0	0
Equity mutual funds
Defined Benefit Plan Disclosure [Line Items]
Fair value of plan assets	25	24
Equity mutual funds | Fair Value, Inputs, Level 1 [Member]
Defined Benefit Plan Disclosure [Line Items]
Fair value of plan assets	25	24
Equity mutual funds | Fair Value, Inputs, Level 2 [Member]
Defined Benefit Plan Disclosure [Line Items]
Fair value of plan assets	0	0
Equity mutual funds | Fair Value, Inputs, Level 3 [Member]
Defined Benefit Plan Disclosure [Line Items]
Fair value of plan assets	0	0
Fixed income mutual funds
Defined Benefit Plan Disclosure [Line Items]
Fair value of plan assets	13	12
Fixed income mutual funds | Fair Value, Inputs, Level 1 [Member]
Defined Benefit Plan Disclosure [Line Items]
Fair value of plan assets	13	12
Fixed income mutual funds | Fair Value, Inputs, Level 2 [Member]
Defined Benefit Plan Disclosure [Line Items]
Fair value of plan assets	0	0
Fixed income mutual funds | Fair Value, Inputs, Level 3 [Member]
Defined Benefit Plan Disclosure [Line Items]
Fair value of plan assets	0	0
Real estate mutual funds
Defined Benefit Plan Disclosure [Line Items]
Fair value of plan assets	1	1
Real estate mutual funds | Fair Value, Inputs, Level 1 [Member]
Defined Benefit Plan Disclosure [Line Items]
Fair value of plan assets	1	1
Real estate mutual funds | Fair Value, Inputs, Level 2 [Member]
Defined Benefit Plan Disclosure [Line Items]
Fair value of plan assets	0	0
Real estate mutual funds | Fair Value, Inputs, Level 3 [Member]
Defined Benefit Plan Disclosure [Line Items]
Fair value of plan assets	0	0
Other mutual funds
Defined Benefit Plan Disclosure [Line Items]
Fair value of plan assets	1	0
Other mutual funds | Fair Value, Inputs, Level 1 [Member]
Defined Benefit Plan Disclosure [Line Items]
Fair value of plan assets	1	0
Other mutual funds | Fair Value, Inputs, Level 2 [Member]
Defined Benefit Plan Disclosure [Line Items]
Fair value of plan assets	0	0
Other mutual funds | Fair Value, Inputs, Level 3 [Member]
Defined Benefit Plan Disclosure [Line Items]
Fair value of plan assets	$0	$0

Recovered_Sheet1

Employee Retirement Plans and Incentive Compensation Plans (Weighted-Average Asset Allocation of Cash Balance Plan) (Details) (Cash Balance Plan)	Dec. 31, 2014	Dec. 31, 2013
Defined Benefit Plan Disclosure [Line Items]
Defined Benefit Plan, Actual Plan Asset Allocations	100.00%	100.00%
Cash and cash equivalents
Defined Benefit Plan Disclosure [Line Items]
Defined Benefit Plan, Actual Plan Asset Allocations	4.00%	2.00%
Equity mutual funds
Defined Benefit Plan Disclosure [Line Items]
Defined Benefit Plan, Actual Plan Asset Allocations	61.00%	62.00%
Fixed income mutual funds
Defined Benefit Plan Disclosure [Line Items]
Defined Benefit Plan, Actual Plan Asset Allocations	31.00%	32.00%
Real estate mutual funds
Defined Benefit Plan Disclosure [Line Items]
Defined Benefit Plan, Actual Plan Asset Allocations	2.00%	2.00%
Other mutual funds
Defined Benefit Plan Disclosure [Line Items]
Defined Benefit Plan, Actual Plan Asset Allocations	2.00%	2.00%

Recovered_Sheet2

Employee Retirement Plans and Incentive Compensation Plans (Future benefit payments) (Details) (USD $)	Dec. 31, 2014
In Millions, unless otherwise specified
Cash Balance Plan
Defined Benefit Plan Disclosure [Line Items]
2015	$3
2016	3
2017	3
2018	3
2019	3
2020 - 2024	20
Non-Qualified Defined Benefit Plans
Defined Benefit Plan Disclosure [Line Items]
2015	6
2016	1
2017	1
2018	4
2019	1
2020 - 2024	15
Post-retirement Health Benefit Plan
Defined Benefit Plan Disclosure [Line Items]
2015	0
2016	0
2017	0
2018	0
2019	0
2020 - 2024	$0

Recovered_Sheet3

Employee Retirement Plans and Incentive Compensation Plans (Narrative) (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
Defined Benefit Plan Disclosure [Line Items]
Defined Contribution Plan, Maximum Annual Contributions per Employee, Percent	20.00%
Defined Contribution Plan, Employer Matching Contribution, Percent of Employees' Gross Pay	6.00%
Defined Contribution Plan, Cost Recognized	$2	$2	$2
Deferred Compensation Arrangement with Individual, Recorded Liability	33	30	25
Defined Contribution Plan, Employer Discretionary Contribution Amount Liability	12	12
Cash Balance Plan
Defined Benefit Plan Disclosure [Line Items]
CBP Eligibility Required Service Period	6 months
Cash Balance Plan Defined Benefit Accrual Percentage	6.00%
Cash Balance Plan Defined Benefit Interest	6.00%
Employer contributions	2	2
Cash Balance Plan, Expected Future Employer Contributions, Next Twelve Months	2
Defined Benefit Plan, Expected Future Benefit Payments, Next Twelve Months	3
Non-Qualified Defined Benefit Plan - SERP
Defined Benefit Plan Disclosure [Line Items]
Supplemental Executive Retirement Plan Defined Benefit Interest	6.00%
Non-Qualified Defined Benefit Plans and Postretirement Health Benefit
Defined Benefit Plan Disclosure [Line Items]
Employer contributions	0	0
Defined Benefit Plan, Expected Future Benefit Payments, Next Twelve Months	$6
Equity mutual funds
Defined Benefit Plan Disclosure [Line Items]
CBP Target Plan Asset Allocation Range, Minimum	30.00%
CBP Target Plan Asset Allocation Range, Maximum	70.00%
Real estate mutual funds
Defined Benefit Plan Disclosure [Line Items]
CBP Target Plan Asset Allocation Range, Minimum	5.00%
CBP Target Plan Asset Allocation Range, Maximum	45.00%
Fixed income mutual funds
Defined Benefit Plan Disclosure [Line Items]
CBP Target Plan Asset Allocation Range, Minimum		10.00%
CBP Target Plan Asset Allocation Range, Maximum		40.00%

Segment_Information_Details

Segment Information (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014		Dec. 31, 2013		Dec. 31, 2012
	segment
Segment Reporting Information [Line Items]
Number of Operating Segments	2
Adjusted Net Interest Income	$576		$624		$786
Amortization of Basis Adjustments	-19	[1]	-48	[1]	-104	[1]
Income/ (Expense) on Economic Hedges	-64	[2]	34	[2]	-10	[2]
Interest Expense on Mandatorily Redeemable Capital Stock	120	[3]	155	[3]	51	[3]
Net Interest Income	539		483		849
Other Income/(Loss)	-154		5		-164
Other Expense	144		128		134
Income Before Assessments	241		360		551
Net OTTI loss, credit-related	-4		-7		-44
Assets	75,807		85,774		86,421
Advances-Related Business [Member]
Segment Reporting Information [Line Items]
Adjusted Net Interest Income	166		175		274
Assets	55,424		62,297		62,306
Mortgage-Related Business [Member]
Segment Reporting Information [Line Items]
Adjusted Net Interest Income	410	[4]	449	[4]	512	[4]
Assets	$20,383		$23,477		$24,115
[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 net 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 $4, $7 and $44 for the years ended December 31, 2014, 2013, and 2012, respectively.

Derivatives_and_Hedging_Activi2

Derivatives and Hedging Activities (Narrative) (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2013
Derivative [Line Items]
Derivative, Notional Amount	62,297	$81,570
Derivative, Net Liability Position, Aggregate Fair Value	56
Collateral Already Posted, Aggregate Fair Value	38
Additional Collateral, Aggregate Fair Value	11
Derivatives With Intermediary Transactions [Member]
Derivative [Line Items]
Derivative, Notional Amount	0	$330
Maximum [Member]
Derivative [Line Items]
Advances, Maturity Term	30 years

Derivatives_and_Hedging_Activi3

Derivatives and Hedging Activities (Derivatives in Statement of Condition) (Details) (USD $)	Dec. 31, 2014		Dec. 31, 2013
In Millions, unless otherwise specified
Derivatives, Fair Value [Line Items]
Derivative, Notional Amount	$62,297		$81,570
Derivative Asset, Fair Value, Gross Asset	455		720
Derivative Asset, Total collateral and netting adjustments	-396	[1]	-604	[1]
Derivative Assets as reported on the Statements of Condition	59		116
Derivative Liability, Fair Value, Gross Liability	233		402
Derivative Liability, Total collateral and netting adjustments	-213	[1]	-355	[1]
Derivative Liabilities as reported on the Statements of Condition	20		47
Cash collateral posted	65		53
Cash collateral received	248		302
Designated as Hedging Instrument [Member]
Derivatives, Fair Value [Line Items]
Derivative, Notional Amount	28,018		31,395
Derivative Asset, Fair Value, Gross Asset	374		572
Derivative Liability, Fair Value, Gross Liability	103		156
Designated as Hedging Instrument [Member] | Interest rate swaps [Member]
Derivatives, Fair Value [Line Items]
Derivative, Notional Amount	28,018		31,395
Derivative Asset, Fair Value, Gross Asset	374		572
Derivative Liability, Fair Value, Gross Liability	103		156
Not Designated as Hedging Instrument [Member]
Derivatives, Fair Value [Line Items]
Derivative, Notional Amount	34,279		50,175
Derivative Asset, Fair Value, Gross Asset	81		148
Derivative Liability, Fair Value, Gross Liability	130		246
Not Designated as Hedging Instrument [Member] | Interest rate swaps [Member]
Derivatives, Fair Value [Line Items]
Derivative, Notional Amount	31,973		49,715
Derivative Asset, Fair Value, Gross Asset	72		146
Derivative Liability, Fair Value, Gross Liability	129		242
Not Designated as Hedging Instrument [Member] | Interest rate caps, floors, corridors, and/or collars [Member]
Derivatives, Fair Value [Line Items]
Derivative, Notional Amount	2,306		460
Derivative Asset, Fair Value, Gross Asset	9		2
Derivative Liability, Fair Value, Gross Liability	$1		$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. Cash collateral posted was $65 and $53 at December 31, 2014 and 2013, respectively. Cash collateral received was $248 and $302 at December 31, 2014 and 2013, respectively

Derivatives_and_Hedging_Activi4

Derivatives and Hedging Activities (Derivatives in Statement of Income) (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
Derivative Instruments, Gain (Loss) [Line Items]
Total net gain (loss) related to fair value hedge ineffectiveness	($12)	($2)	($19)
Total net gain/(loss) related to derivatives not designated as hedging instruments	-52	28	-82
Net gain/(loss) on derivatives and hedging activities	-64	26	-101
Interest rate swaps [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Total net gain (loss) related to fair value hedge ineffectiveness	-12	-2	-19
Total net gain/(loss) related to derivatives not designated as hedging instruments	26	-8	-73
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	-14	2	1
Net settlements [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Total net gain/(loss) related to derivatives not designated as hedging instruments	($64)	$34	($10)

Derivatives_and_Hedging_Activi5

Derivatives and Hedging Activities (Derivatives in Statement of Income and Impact on Interest) (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014		Dec. 31, 2013		Dec. 31, 2012
Derivative Instruments, Gain (Loss) [Line Items]
Gain/(Loss) on Derivatives	($166)		($195)		($291)
Gain/(Loss) on Hedged Item	154		193		272
Net Fair Value Hedge Ineffectiveness	-12		-2		-19
Effect of Derivatives on Net Interest Income	132	[1]	240	[1]	376	[1]
Advances [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Gain/(Loss) on Derivatives	23		178		-32
Gain/(Loss) on Hedged Item	-23		-175		32
Net Fair Value Hedge Ineffectiveness	0		3		0
Effect of Derivatives on Net Interest Income	-128	[1]	-126	[1]	-143	[1]
Consolidated obligation bonds [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Gain/(Loss) on Derivatives	-189		-373		-259
Gain/(Loss) on Hedged Item	177		368		240
Net Fair Value Hedge Ineffectiveness	-12		-5		-19
Effect of Derivatives on Net Interest Income	$260	[1]	$366	[1]	$519	[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 $)	Dec. 31, 2014		Dec. 31, 2013
In Millions, unless otherwise specified
Derivative [Line Items]
Derivative Asset, Fair Value, Gross Recognized Amount	$455		$720
Derivative Asset, Total collateral and netting adjustments	-396	[1]	-604	[1]
Derivative Assets as reported on the Statements of Condition	59		116
Derivative Asset, Fair Value, Net Unsecured Amount	34		27
Derivative Liability, Fair Value, Gross Recognized Amount	233		402
Derivative Liability, Total collateral and netting adjustments	-213	[1]	-355	[1]
Derivative Liabilities as reported on the Statements of Condition	20		47
Derivative Liability, Fair Value, Net Unsecured Amount	20		47
Uncleared derivatives [Member]
Derivative [Line Items]
Derivative Asset, Fair Value, Gross Recognized Amount	352		699
Derivative Asset, Total collateral and netting adjustments	-324		-604
Derivative Asset, Net Fair Value Amount, After Offsetting Adjustment	28		95
Derivative Asset, Collateral Received or Pledged not offset, Can Be Sold or Repledged	25		89
Derivative Asset, Fair Value, Net Unsecured Amount	3		6
Derivative Liability, Fair Value, Gross Recognized Amount	199		395
Derivative Liability, Total collateral and netting adjustments	-179		-348
Derivative Liability, Net Fair Value Amount, After Offsetting Adjustment	20		47
Derivative Liability, Collateral Received or Pledged not offset, Can be sold or repledged	0		0
Derivative Liability, Fair Value, Net Unsecured Amount	20		47
Cleared derivatives [Member]
Derivative [Line Items]
Derivative Asset, Fair Value, Gross Recognized Amount	103		21
Derivative Asset, Total collateral and netting adjustments	-72		0
Derivative Asset, Net Fair Value Amount, After Offsetting Adjustment	31		21
Derivative Asset, Fair Value, Net Unsecured Amount	31		21
Derivative Liability, Fair Value, Gross Recognized Amount	34		7
Derivative Liability, Total collateral and netting adjustments	-34		-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. Cash collateral posted was $65 and $53 at December 31, 2014 and 2013, respectively. Cash collateral received was $248 and $302 at December 31, 2014 and 2013, respectively

Fair_Value_Carrying_Value_and_

Fair Value (Carrying Value and Fair Value of Financial Instruments) (Details) (USD $)	Dec. 31, 2014		Dec. 31, 2013		Dec. 31, 2012	Dec. 31, 2011
In Millions, unless otherwise specified
Assets
Trading securities	$3,524	[1]	$3,208	[1]
Available-for-sale (AFS) securities	6,371	[1]	7,047	[1]
HTM securities, Carrying Value	13,551	[2],[3]	17,507	[2],[3]
HTM Securities, Fair Value	13,657		17,352
Derivative assets, Net	59		116
Derivative Asset, Gross	455		720
Derivative Asset, Netting adjustments	-396	[4]	-604	[4]
Liabilities
Federal Home Loan Bank, Consolidated Obligations	68,856		77,401
Mandatorily redeemable capital stock	719		2,071		4,343	5,578
Derivative liabilities, Net	20		47
Derivative Liability, Gross	233		402
Derivative Liability, Netting adjustments	-213	[4]	-355	[4]
Carrying (Reported) Amount, Fair Value Disclosure [Member]
Assets
Cash and due from banks	3,920		4,906
Securities purchased under agreements to resell	1,000
Federal funds sold	7,503		7,498
Trading securities	3,524		3,208
Available-for-sale (AFS) securities	6,371		7,047
HTM securities, Carrying Value	13,551		17,507
Advances	38,986		44,395
Mortgage loans held for portfolio, net of allowance for credit losses on mortgage loans	708		905
Accrued interest receivable	67		81
Derivative assets, Net	59	[5]	116	[5]
Other Assets	11	[6]	10	[6]
Liabilities
Deposits	160		193
Federal Home Loan Bank, Consolidated Obligations	68,856		77,401
Mandatorily redeemable capital stock	719		2,071
Accrued interest payable	95		95
Derivative liabilities, Net	20	[5]	47	[5]
Estimate of Fair Value, Fair Value Disclosure [Member]
Assets
Cash and due from banks	3,920		4,906
Securities purchased under agreements to resell	1,000
Federal funds sold	7,503		7,498
Trading securities	3,524		3,208
Available-for-sale (AFS) securities	6,371		7,047
HTM Securities, Fair Value	13,657		17,352
Advances	39,060		44,457
Mortgage loans held for portfolio, net of allowance for credit losses on mortgage loans	769		956
Accrued interest receivable	67		81
Derivative assets, Net	59	[5]	116	[5]
Other Assets	11	[6]	10	[6]
Liabilities
Deposits	160		193
Federal Home Loan Bank, Consolidated Obligations	68,832		77,135
Mandatorily redeemable capital stock	719		2,071
Accrued interest payable	95		95
Derivative liabilities, Net	20	[5]	47	[5]
Fair Value, Inputs, Level 1 [Member]
Assets
Cash and due from banks	3,920		4,906
Securities purchased under agreements to resell	0
Federal funds sold	0		0
Trading securities	0		0
Available-for-sale (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	[5]	0	[5]
Other Assets	11	[6]	10	[6]
Liabilities
Deposits	0		0
Federal Home Loan Bank, Consolidated Obligations	0		0
Mandatorily redeemable capital stock	719		2,071
Accrued interest payable	0		0
Derivative Liability, Gross	0	[5]	0	[5]
Fair Value, Inputs, Level 2 [Member]
Assets
Cash and due from banks	0		0
Securities purchased under agreements to resell	1,000
Federal funds sold	7,503		7,498
Trading securities	3,524		3,208
Available-for-sale (AFS) securities	0		0
HTM Securities, Fair Value	11,521		14,802
Advances	39,060		44,457
Mortgage loans held for portfolio, net of allowance for credit losses on mortgage loans	769		956
Accrued interest receivable	67		81
Derivative Asset, Gross	455	[5]	720	[5]
Derivative Asset, Netting adjustments	-396	[5]	-604	[5]
Other Assets	0	[6]	0	[6]
Liabilities
Deposits	160		193
Federal Home Loan Bank, Consolidated Obligations	68,832		77,135
Mandatorily redeemable capital stock	0		0
Accrued interest payable	95		95
Derivative Liability, Gross	233	[5]	402	[5]
Derivative Liability, Netting adjustments	-213	[5]	-355	[5]
Fair Value, Inputs, Level 3 [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
Available-for-sale (AFS) securities	6,371		7,047
HTM Securities, Fair Value	2,136		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	[5]	0	[5]
Other Assets	0	[6]	0	[6]
Liabilities
Deposits	0		0
Federal Home Loan Bank, Consolidated Obligations	0		0
Mandatorily redeemable capital stock	0		0
Accrued interest payable	0		0
Derivative Liability, Gross	0	[5]	0	[5]
Consolidated Obligations, Discount Notes [Member] | Carrying (Reported) Amount, Fair Value Disclosure [Member]
Liabilities
Discount notes	21,811		24,194
Consolidated Obligations, Discount Notes [Member] | Estimate of Fair Value, Fair Value Disclosure [Member]
Liabilities
Discount notes	21,811		24,195
Consolidated Obligations, Discount Notes [Member] | Fair Value, Inputs, Level 1 [Member]
Liabilities
Discount notes	0		0
Consolidated Obligations, Discount Notes [Member] | Fair Value, Inputs, Level 2 [Member]
Liabilities
Discount notes	21,811		24,195
Consolidated Obligations, Discount Notes [Member] | Fair Value, Inputs, Level 3 [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]
Other
Other commitments	0		0
Standby letters of credit [Member] | Fair Value, Inputs, Level 2 [Member]
Other
Other commitments	12		12
Standby letters of credit [Member] | Fair Value, Inputs, Level 3 [Member]
Other
Other commitments	0		0
Commitments to fund advances [Member] | Carrying (Reported) Amount, Fair Value Disclosure [Member]
Other
Other commitments	0	[7]	0	[8]
Commitments to fund advances [Member] | Estimate of Fair Value, Fair Value Disclosure [Member]
Other
Other commitments	2	[8]	-1	[8]
Commitments to fund advances [Member] | Fair Value, Inputs, Level 1 [Member]
Other
Other commitments	0	[8]	0	[8]
Commitments to fund advances [Member] | Fair Value, Inputs, Level 2 [Member]
Other
Other commitments	2	[8]	-1	[8]
Commitments to fund advances [Member] | Fair Value, Inputs, Level 3 [Member]
Other
Other commitments	0	[8]	0	[8]
Consolidated obligation bonds [Member]
Liabilities
Consolidated obligation bonds	6,717		10,115
Consolidated obligation bonds [Member] | Carrying (Reported) Amount, Fair Value Disclosure [Member]
Liabilities
Consolidated obligation bonds	47,045		53,207
Consolidated obligation bonds [Member] | Estimate of Fair Value, Fair Value Disclosure [Member]
Liabilities
Consolidated obligation bonds	47,021		52,940
Consolidated obligation bonds [Member] | Fair Value, Inputs, Level 1 [Member]
Liabilities
Consolidated obligation bonds	0		0
Consolidated obligation bonds [Member] | Fair Value, Inputs, Level 2 [Member]
Liabilities
Consolidated obligation bonds	47,021		52,940
Consolidated obligation bonds [Member] | Fair Value, Inputs, Level 3 [Member]
Liabilities
Consolidated obligation bonds	$0		$0
[1]	At December 31, 2014 and 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 December 31, 2014, a de minimis amount 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. Cash collateral posted was $65 and $53 at December 31, 2014 and 2013, respectively. Cash collateral received was $248 and $302 at December 31, 2014 and 2013, respectively
[5]	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.
[6]	Represents publicly traded mutual funds held in a grantor trust.
[7]	Represents consolidated obligation bonds recorded under the fair value option at December 31, 2014 and 2013
[8]	Estimated fair values of these commitments are presented as a net gain or (loss). For more information regarding these commitments, see Note 20 – Commitments and Contingencies

Fair_Value_Summary_of_Valuatio

Fair Value (Summary of Valuation Methodologies and Primary Inputs) (Details)	Dec. 31, 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 $)	Dec. 31, 2014		Dec. 31, 2013
In Millions, unless otherwise specified
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Trading securities	$3,524	[1]	$3,208	[1]
Available-for-sale (AFS) securities	6,371	[1]	7,047	[1]
Advances, Fair Value Disclosure	5,137		7,069
Derivative Asset, Fair Value, Gross Asset	455		720
Derivative Asset, Netting adjustments	-396	[2]	-604	[2]
Derivative Liability, Fair Value, Gross Liability	233		402
Derivative Liability, Netting adjustments	-213	[2]	-355	[2]
Fair Value, Inputs, Level 1 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Trading securities	0		0
Available-for-sale (AFS) securities	0		0
Other Assets	11	[3]	10	[3]
Fair Value, Inputs, Level 2 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Trading securities	3,524		3,208
Available-for-sale (AFS) securities	0		0
Derivative Asset, Netting adjustments	-396	[4]	-604	[4]
Other Assets	0	[3]	0	[3]
Derivative Liability, Netting adjustments	-213	[4]	-355	[4]
Fair Value, Inputs, Level 3 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Trading securities	0		0
Available-for-sale (AFS) securities	6,371		7,047
Other Assets	0	[3]	0	[3]
Fair Value, Measurements, Recurring [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Derivative Asset, Netting adjustments	-396	[5]	-604	[5]
Derivative Liability, Netting adjustments	-213	[5]	-355	[5]
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
Available-for-sale (AFS) securities	0		0
Advances, Fair Value Disclosure	0	[6]	0	[6]
Derivative Asset, Fair Value, Gross Asset	0		0
Other Assets	11		10
Total recurring fair value measurements – Assets	11		10
Derivative Liability, Fair Value, Gross Liability	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	3,524		3,208
Available-for-sale (AFS) securities	0		0
Advances, Fair Value Disclosure	5,137	[6]	7,069	[6]
Derivative Asset, Fair Value, Gross Asset	455		720
Other Assets	0		0
Total recurring fair value measurements – Assets	9,116		10,997
Derivative Liability, Fair Value, Gross Liability	233		402
Total recurring fair value measurements – Liabilities	6,950		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
Available-for-sale (AFS) securities	6,371		7,047
Advances, Fair Value Disclosure	0	[6]	0	[6]
Derivative Asset, Fair Value, Gross Asset	0		0
Other Assets	0		0
Total recurring fair value measurements – Assets	6,371		7,047
Derivative Liability, Fair Value, Gross Liability	0		0
Total recurring fair value measurements – Liabilities	0		0
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	3,513		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	3,513		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
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Trading securities	11		14
Ginnie Mae | 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 | 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	11		14
Ginnie Mae | 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, Inputs, Level 1 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale (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]
Available-for-sale (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]
Available-for-sale (AFS) securities	6,371		7,047
Consolidated obligation bonds [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Consolidated obligation bonds	6,717		10,115
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
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	47,021		52,940
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
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	[7]	0	[7]
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	6,717	[7]	10,115	[7]
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	[7]	0	[7]
Estimate of Fair Value Measurement [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Trading securities	3,524		3,208
Available-for-sale (AFS) securities	6,371		7,047
Other Assets	11	[3]	10	[3]
Estimate of Fair Value Measurement [Member] | Fair Value, Measurements, Recurring [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Trading securities	3,524		3,208
Available-for-sale (AFS) securities	6,371		7,047
Advances, Fair Value Disclosure	5,137	[6]	7,069	[6]
Derivative assets, net: interest rate-related	59		116
Other Assets	11		10
Total recurring fair value measurements – Assets	15,102		17,450
Derivative liabilities, net: interest rate-related	20		47
Total recurring fair value measurements – Liabilities	6,737		10,162
Estimate of Fair Value Measurement [Member] | Fair Value, Measurements, Nonrecurring [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
REO	1		2
Estimate of Fair Value Measurement [Member] | FFCB bonds [Member] | Fair Value, Measurements, Recurring [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Trading securities	3,513		3,194
Estimate of Fair Value Measurement [Member] | Ginnie Mae | Fair Value, Measurements, Recurring [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Trading securities	11		14
Estimate of Fair Value Measurement [Member] | PLRMBS [Member] | Fair Value, Measurements, Recurring [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale (AFS) securities	6,371		7,047
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	47,021		52,940
Estimate of Fair Value Measurement [Member] | 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	$6,717	[7]	$10,115	[7]
[1]	At December 31, 2014 and 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. Cash collateral posted was $65 and $53 at December 31, 2014 and 2013, respectively. Cash collateral received was $248 and $302 at December 31, 2014 and 2013, respectively
[3]	Represents publicly traded mutual funds held in a grantor trust.
[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]	Amounts represent the netting of derivative assets and liabilities by counterparty, including cash collateral, where the netting requirements have been met.
[6]	Represents advances recorded under the fair value option at December 31, 2014 and 2013.
[7]	Represents consolidated obligation bonds recorded under the fair value option at December 31, 2014 and 2013

Fair_Value_Level_3_Details

Fair Value (Level 3) (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014		Dec. 31, 2013		Dec. 31, 2012
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Net OTTI loss, credit-related	($4)	[1]	($7)	[1]	($44)	[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	7,047		7,604		7,687
Interest Income	66		21		-11
Net OTTI loss, credit-related	-4		-7		-44
Unrealized gain/(loss) of other-than temporarily impaired securities included in AOCI	209		644		1,102
Net amount of OTTI loss reclassified to/(from) other income/(loss)	-10		-3		14
Settlements	-937		-1,284		-1,284
Transfers of HTM securities to AFS securities	0		72		140
Balance, end of the period	6,371		7,047		7,604
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	$62		$15		($55)
[1]	For the year ended December 31, 2014, “securities for which OTTI was previously recognized” represents all securities that were also other-than-temporarily impaired prior to January 1, 2014. For the year ended December 31, 2013, “securities for which OTTI was previously recognized” represents all securities that were also other-than-temporarily impaired prior to January 1, 2013. For the year ended December 31, 2012, “securities for which OTTI was previously recognized” represents all securities that were also other-than-temporarily impaired prior to January 1, 2012.

Fair_Value_Fair_Value_Option_D

Fair Value (Fair Value Option) (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014		Dec. 31, 2013		Dec. 31, 2012
Advances and Consolidated Obligation Bonds, Fair Value Option [Roll Forward]
Balance, beginning of the period	$7,069
Net gain/(loss) on advances and net (gain)/loss on consolidated obligation bonds held under fair value option	-93		-23		-15
Balance, end of the period	5,137		7,069
Advances [Member]
Advances and Consolidated Obligation Bonds, Fair Value Option [Roll Forward]
Balance, beginning of the period	7,069	[1]	7,390		8,684
New transactions elected for fair value option	783		837		862
Maturities and terminations	-2,700		-988		-2,127
Net gain/(loss) on advances and net (gain)/loss on consolidated obligation bonds held under fair value option	-11		-169		-22
Change in accrued interest	-4		-1		-7
Balance, end of the period	5,137	[1]	7,069	[1]	7,390
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	82		-146		-7
Balance, beginning of the period	10,115		27,884		15,712
New transactions elected for fair value option	3,607		3,547		25,925
Maturities and terminations	-7,088		-21,165		-13,745
Change in accrued interest	1		-5		-1
Balance, end of the period	$6,717		$10,115		$27,884
[1]	At December 31, 2014 and 2013, none of these advances were 90 days or more past due or had been placed on nonaccrual status.

Fair_Value_Fair_Value_Differen

Fair Value (Fair Value Difference Between Fair Value and Remaining Contractual Principal Balance Outstanding) (Details) (USD $)	Dec. 31, 2014		Dec. 31, 2013		Dec. 31, 2012	Dec. 31, 2011
In Millions, unless otherwise specified
Fair Value, Option, Quantitative Disclosures [Line Items]
Fair Value of Advances Under the Fair Value Option	$5,137		$7,069
Fair Value Over/(Under) Principal Balance	89		113
Advances [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Principal Balance	5,048	[1]	6,956	[1]
Fair Value of Advances Under the Fair Value Option	5,137	[1]	7,069	[1]	7,390	8,684
Fair Value Over/(Under) Principal Balance	89	[1]	113	[1]
Consolidated obligation bonds [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Principal Balance	6,748		10,230
Fair Value of Bonds Under the Fair Value Option	6,717		10,115		27,884	15,712
Fair Value Over/(Under) Principal Balance	($31)		($115)
[1]	At December 31, 2014 and 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 $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014		Dec. 31, 2013
Loss Contingencies [Line Items]
Total consolidated obligations, par	$68,538		$76,968
Standby Letters Of Credit, Final Expiration	2024
Other liabilities	117		107
Assets Pledged as Collateral	502		149
Held-to-maturity Securities Pledged as Collateral	0		0
Cash Collateral Held	502		149
FHLBanks [Member]
Loss Contingencies [Line Items]
Total consolidated obligations, par	847,175		766,837
Standby letters of credit outstanding [Member]
Loss Contingencies [Line Items]
Expire Within One Year	2,699		1,031
Expire After One Year	2,711		2,572
Total	5,410		3,603
Other liabilities	12		12
Loan Origination Commitments [Member]
Loss Contingencies [Line Items]
Expire Within One Year	121	[1]	4	[1]
Expire After One Year	5	[1]	4	[1]
Total	126	[1]	8	[1]
Consolidated Obligations, Discount Notes [Member]
Loss Contingencies [Line Items]
Expire Within One Year	3		0
Expire After One Year	0		0
Total	3		0
Commitments to issue consolidated obligation bonds, par
Loss Contingencies [Line Items]
Expire Within One Year	0	[2]	1,640	[2]
Expire After One Year	0	[2]	0	[2]
Total	0	[2]	1,640	[2]
Interest rate swaps [Member] | Loan Origination Commitments [Member]
Loss Contingencies [Line Items]
Total	100		0
Interest rate swaps [Member] | Commitments to issue consolidated obligation bonds, par
Loss Contingencies [Line Items]
Total	0		1,640
Minimum [Member]
Loss Contingencies [Line Items]
Standby Letters Of Credit, Original Terms	90 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	$68,538		$76,968
[1]	At December 31, 2014, $100 of the commitments to fund additional advances were hedged with associated interest rate swaps.
[2]	At December 31, 2013, $1,640 of the unsettled consolidated obligation bonds were hedged with associated interest rate swaps.

Commitments_and_Contingencies_2

Commitments and Contingencies Schedule of Future Minimum Rental Payments (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
Operating Leased Assets [Line Items]
Operating Leases, Rent Expense, Net	$5	$5	$5
2015	4
2016	4
2017	4
2018	4
2019	3
Thereafter	2
Total	$21

Transactions_with_Certain_Memb2

Transactions with Certain Members, Certain Nonmembers, and Other FHLBanks (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014		Dec. 31, 2013		Dec. 31, 2012		Dec. 31, 2011
Assets:
Advances	$38,986		$44,395
Mortgage loans held for portfolio	708		905
Accrued interest receivable	67		81
Other assets	90		86
Derivative assets, Net	59		116
Liabilities:
Mandatorily redeemable capital stock	719		2,071		4,343		5,578
Derivative liabilities, Net	20		47
Derivative, Notional Amount	62,297		81,570
Interest Income:
Advances	299		340		520
Mortgage loans held for portfolio	42		50		77
Interest Expense:
Mandatorily redeemable capital stock	120	[1]	155	[1]	51	[1]
Other Income/(Loss):
Net gain/(loss) on derivatives and hedging activities	-64		26		-101
Other income	8		7		7
Certain Members And Certain Nonmembers [Member]
Assets:
Investments	139	[2]	1,176	[2]
Advances	5,081		11,268
Mortgage loans held for portfolio	33		760
Accrued interest receivable	6		25
Other assets	18		37
Derivative assets, Net	0		257
Total Assets	5,277		13,523
Liabilities:
Deposits	3		260
Mandatorily redeemable capital stock	577		1,356
Derivative liabilities, Net	18		37
Total Liabilities	598		1,653
Derivative, Notional Amount	2,858		12,256
Standby letters of credit	21		205
Interest Income:
Investments	22	[2]	30	[2]	38	[2]
Advances	55	[3]	134	[3]	174	[3]
Mortgage loans held for portfolio	11		44		63
Total	88		208		275
Interest Expense:
Mandatorily redeemable capital stock	74		138		45
Consolidated Obligations	-42	[3]	-166	[3]	-217	[3]
Interest Expense, Related Party	32
Interest Income, Related Parties			-28		-172
Other Income/(Loss):
Net gain/(loss) on derivatives and hedging activities	-288		-118		-159
Other income	0		0		1
Total Other Income/ (Loss)	($288)		($118)		($158)
Minimum [Member]
Related Party Transaction [Line Items]
Transaction with Certain Members and Nonmembers, Definition, Capital Stock, Percent	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.

Other_Details

Other (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
Other Income and Expenses [Abstract]
Professional and Contract Services	$48	$33	$31
Travel	2	2	2
Occupancy	5	5	5
Equipment	10	9	10
Other	4	4	4
Total	$69	$53	$52

Subsequent_Events_Narrative_De

Subsequent Events Narrative (Details) (USD $)	12 Months Ended	0 Months Ended	3 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2014	Apr. 01, 2015	Mar. 31, 2015
Subsequent Event [Line Items]
Membership Capital Stock Requirement Cap	$25
Subsequent Event [Member]
Subsequent Event [Line Items]
Litigation Settlement, Amount net of legal and other fees			459
Membership Capital Stock Requirement Cap		$15
Mortgage Loans on Real Estate [Member]
Subsequent Event [Line Items]
Membership Activity-based Stock Requirement	5.00%
Mortgage Loans on Real Estate [Member] | Subsequent Event [Member]
Subsequent Event [Line Items]
Membership Activity-based Stock Requirement		3.00%
Federal Home Loan Bank Advances [Member]
Subsequent Event [Line Items]
Membership Activity-based Stock Requirement	4.70%
Federal Home Loan Bank Advances [Member] | Subsequent Event [Member]
Subsequent Event [Line Items]
Membership Activity-based Stock Requirement		3.00%