Federal Home Loan Bank of Des Moines 10-Q 8 Nov 13 2013 Q3 Quarterly report Financial data

Document_and_Entity_Informatio

Document and Entity Information	9 Months Ended
	Sep. 30, 2013	Oct. 31, 2013
Document and Entity Information [Abstract]	'	'
Document Type	'10-Q	'
Amendment Flag	'false	'
Document Period End Date	30-Sep-13	'
Document Fiscal Year Focus	'2013	'
Document Fiscal Period Focus	'Q3	'
Entity Registrant Name	'Federal Home Loan Bank of Des Moines	'
Entity Central Index Key	'0001325814	'
Current Fiscal Year End Date	'--12-31	'
Entity Filer Category	'Non-accelerated Filer	'
Entity Common Stock, Shares Outstanding	'	26,889,212

Statements_of_Condition

Statements of Condition (USD $)	Sep. 30, 2013		Dec. 31, 2012
In Thousands, unless otherwise specified
ASSETS	'		'
Cash and due from banks	$182,672		$252,113
Interest-bearing deposits	3,128		3,238
Securities purchased under agreements to resell	2,450,000		3,425,000
Federal funds sold	585,000		960,000
Investment securities	'		'
Trading securities (Note 3)	1,042,348		1,145,430
Available-for-sale securities (Note 4)	6,304,783		4,859,806
Held-to-maturity securities (fair value of $2,028,648 and $3,198,129) (Note 5)	1,950,808		3,039,721
Total investment securities	9,297,939		9,044,957
Advances (Note 7)	45,786,532		26,613,915
Mortgage loans held for portfolio, net	'		'
Mortgage loans held for portfolio (Note 8)	6,603,729		6,967,603
Allowance for credit losses on mortgage loans (Note 9)	-14,240		-15,793
Total mortgage loans held for portfolio, net	6,589,489		6,951,810
Accrued interest receivable	74,968		66,410
Premises, software, and equipment, net	17,890		13,534
Derivative assets, net (Note 10)	43,591	[1]	3,813	[1]
Other assets	31,514		32,486
TOTAL ASSETS	65,062,723		47,367,276
LIABILITIES	'		'
Interest-bearing	531,805		872,852
Non-interest-bearing	128,873		211,892
Total deposits	660,678		1,084,744
Consolidated obligations (Note 11)	'		'
Discount notes	28,217,530		8,674,370
Bonds (includes $50,060 and $1,866,985 at fair value under the fair value option)	32,227,351		34,345,183
Total consolidated obligations	60,444,881		43,019,553
Mandatorily redeemable capital stock (Note 12)	13,383		9,561
Accrued interest payable	107,078		106,611
Affordable Housing Program payable	37,211		36,720
Derivative liabilities, net (Note 10)	70,582	[1]	100,700	[1]
Other liabilities	310,306		175,086
TOTAL LIABILITIES	61,644,119		44,532,975
Commitments and contingencies (Note 14)	'		'
CAPITAL (Note 12)	'		'
Capital stock - Class B putable ($100 par value); 26,899 and 20,627 issued and outstanding shares	2,689,936		2,062,714
Retained earnings	'		'
Unrestricted	612,522		593,129
Restricted	43,433		28,820
Total retained earnings	655,955		621,949
Accumulated other comprehensive income	72,713		149,638
TOTAL CAPITAL	3,418,604		2,834,301
TOTAL LIABILITIES AND CAPITAL	$65,062,723		$47,367,276
[1]	Represents the net unsecured amount of credit exposure.

Statements_of_Condition_Parent

Statements of Condition (Parenthetical) (USD $)	Sep. 30, 2013	Dec. 31, 2012
In Thousands, except Per Share data, unless otherwise specified
Statement of Financial Position [Abstract]	'	'
Held-To-Maturity Securities, Fair Value	$2,028,648	$3,198,129
Bonds, Fair Value Under the Fair Value Option	$50,060	$1,866,985
Capital Stock - Class B putable; Shares Issued	26,899	20,627
Capital Stock - Class B putable; Shares Outstanding	26,899	20,627
Capital Stock - Class B putable; Par Value	$100	$100

Statements_of_Income

Statements of Income (USD $)	3 Months Ended		9 Months Ended
In Thousands, unless otherwise specified	Sep. 30, 2013	Sep. 30, 2012	Sep. 30, 2013	Sep. 30, 2012
INTEREST INCOME	'	'	'	'
Advances	$46,542	$60,087	$140,392	$187,442
Prepayment fees on advances, net	1,351	5,900	4,437	24,083
Interest-bearing deposits	57	167	325	498
Securities purchased under agreements to resell	289	1,067	2,831	2,482
Federal funds sold	211	640	909	1,787
Trading securities	8,370	5,622	24,920	17,834
Available-for-sale securities	19,569	18,812	54,445	57,868
Held-to-maturity securities	14,619	26,807	51,414	90,558
Mortgage loans held for portfolio	62,020	70,639	190,923	217,916
Total interest income	153,028	189,741	470,596	600,468
INTEREST EXPENSE	'	'	'	'
Consolidated obligations - Discount notes	2,431	3,674	6,114	7,879
Consolidated obligations - Bonds	99,734	126,561	309,442	407,884
Deposits	28	133	92	308
Borrowings from other FHLBanks	1	1	1	1
Mandatorily redeemable capital stock	93	52	235	179
Total interest expense	102,287	130,421	315,884	416,251
NET INTEREST INCOME	50,741	59,320	154,712	184,217
OTHER (LOSS) INCOME	'	'	'	'
Other-than-temporary impairment losses	-1,293	0	-1,293	0
Net (losses) gains on trading securities	-7,851	11,950	-87,153	26,871
Net gains on sale of available-for-sale securities	1,094	0	3,039	0
Net gains on consolidated obligations held at fair value	28	738	1,001	2,961
Net gains (losses) on derivatives and hedging activities	2,364	-11,361	72,343	-32,953
Net losses on extinguishment of debt	0	-25,866	-25,742	-48,605
Other, net	1,572	-10	4,209	2,473
Total other loss	-4,086	-24,549	-33,596	-49,253
OTHER EXPENSE	'	'	'	'
Compensation and benefits	7,103	7,700	21,518	24,025
Contractual services	1,556	1,434	4,673	4,155
Other operating expenses	3,236	3,695	9,382	10,624
Federal Housing Finance Agency	608	1,075	2,193	3,454
Office of Finance	685	676	2,141	2,111
Total other expense	13,188	14,580	39,907	44,369
INCOME BEFORE ASSESSMENTS	33,467	20,191	81,209	90,595
Affordable Housing Program assessments	3,357	2,025	8,145	9,078
NET INCOME	$30,110	$18,166	$73,064	$81,517

Statements_of_Comprehensive_In

Statements of Comprehensive Income (USD $)	3 Months Ended		9 Months Ended
In Thousands, unless otherwise specified	Sep. 30, 2013	Sep. 30, 2012	Sep. 30, 2013	Sep. 30, 2012
Statement of Comprehensive Income [Abstract]	'	'	'	'
Net income	$30,110	$18,166	$73,064	$81,517
Other comprehensive (loss) income	'	'	'	'
Unrealized (losses) gains	-13,809	18,467	-75,767	33,270
Reclassification adjustment for other-than-temporary impairment losses on available-for-sale securities included in net income	1,293	0	1,293	0
Reclassification adjustment for realized net gains on the sale of available-for-sale securities included in net income	-1,094	0	-3,039	0
Total net unrealized (losses) gains on available-for-sale securities	-13,610	18,467	-77,513	33,270
Pension and postretirement benefits	141	107	588	291
Total other comprehensive (loss) income	-13,469	18,574	-76,925	33,561
TOTAL COMPREHENSIVE INCOME (LOSS)	$16,641	$36,740	($3,861)	$115,078

Statements_of_Capital

Statements of Capital (USD $)	3 Months Ended		9 Months Ended
In Thousands, unless otherwise specified	Sep. 30, 2013	Sep. 30, 2012	Sep. 30, 2013	Sep. 30, 2012
BALANCE	'	'	$2,834,301	$2,812,414
Proceeds from issuance of capital stock	'	'	1,960,276	867,668
Repurchase/redemption of capital stock	'	'	-1,313,113	-944,673
Net shares reclassified to mandatorily redeemable capital stock	'	'	-19,941	-7,513
Comprehensive income (loss)	16,641	36,740	-3,861	115,078
Cash dividends on capital stock	'	'	-39,058	-44,933
BALANCE	3,418,604	2,798,041	3,418,604	2,798,041
Capital Stock Class B (putable) [Member]	'	'	'	'
BALANCE	'	'	2,062,714	2,108,878
BALANCE (shares)	'	'	20,627	21,089
Proceeds from issuance of capital stock	'	'	1,960,276	867,668
Proceeds from issuance of capital stock (shares)	'	'	19,603	8,677
Repurchase/redemption of capital stock	'	'	-1,313,113	-944,673
Repurchase/redemption of capital stock (shares)	'	'	-13,131	-9,447
Net shares reclassified to mandatorily redeemable capital stock	'	'	-19,941	-7,513
Net shares reclassified to mandatorily redeemable capital stock (shares)	'	'	-200	-75
BALANCE	2,689,936	2,024,360	2,689,936	2,024,360
BALANCE (shares)	26,899	20,244	26,899	20,244
Retained Earnings, Unrestricted [Member]	'	'	'	'
BALANCE	'	'	593,129	562,442
Comprehensive income (loss)	'	'	58,451	65,213
Cash dividends on capital stock	'	'	-39,058	-44,933
BALANCE	612,522	582,722	612,522	582,722
Retained Earnings, Restricted [Member]	'	'	'	'
BALANCE	'	'	28,820	6,533
Comprehensive income (loss)	'	'	14,613	16,304
BALANCE	43,433	22,837	43,433	22,837
Retained Earnings [Member]	'	'	'	'
BALANCE	'	'	621,949	568,975
Comprehensive income (loss)	'	'	73,064	81,517
Cash dividends on capital stock	'	'	-39,058	-44,933
BALANCE	655,955	605,559	655,955	605,559
Accumulated Other Comprehensive Income [Member]	'	'	'	'
BALANCE	'	'	149,638	134,561
Comprehensive income (loss)	'	'	-76,925	33,561
BALANCE	$72,713	$168,122	$72,713	$168,122

Statements_of_Cash_Flows

Statements of Cash Flows (USD $)	9 Months Ended
In Thousands, unless otherwise specified	Sep. 30, 2013	Sep. 30, 2012
OPERATING ACTIVITIES	'	'
Net income	$73,064	$81,517
Adjustments to reconcile net income to net cash provided by operating activities	'	'
Depreciation and amortization	2,707	332,617
Other-than-temporary impairment losses	1,293	0
Net losses (gains) on trading securities	87,153	-26,871
Net gains on sale of available-for-sale securities	-3,039	0
Net gains on consolidated obligations held at fair value	-1,001	-2,961
Net change in derivatives and hedging activities	-79,538	-253,799
Net losses on extinguishment of debt	25,742	48,605
Other adjustments	1,280	-1,620
Net change in:	'	'
Accrued interest receivable	-8,275	-4,291
Other assets	1,691	8,689
Accrued interest payable	-455	-24,977
Other liabilities	-1,825	1,028
Total adjustments	25,733	76,420
Net cash provided by operating activities	98,797	157,937
INVESTING ACTIVITIES	'	'
Interest-bearing deposits	129,546	220,904
Securities purchased under agreements to resell	975,000	-4,300,000
Federal funds sold	375,000	785,000
Premises, software, and equipment	-6,197	-1,882
Trading securities	'	'
Proceeds from maturities of long-term	15,928	1,010,660
Purchases of long-term	-140,579	-295,415
Available-for-sale securities	'	'
Proceeds from sales and maturities of long-term	948,144	1,618,173
Purchases of long-term	-2,277,344	-1,095,753
Held-to-maturity securities	'	'
Net decrease in short-term	0	340,000
Proceeds from maturities of long-term	1,087,245	1,350,452
Advances	'	'
Principal collected	46,552,289	36,196,408
Originated	-65,935,653	-35,740,185
Mortgage loans held for portfolio	'	'
Principal collected	1,338,707	1,669,472
Originated or purchased	-1,011,847	-1,674,486
Proceeds from sales of foreclosed assets	19,763	22,079
Net cash (used in) provided by investing activities	-17,929,998	105,427
FINANCING ACTIVITIES	'	'
Net change in deposits	-399,416	457,796
Net payments on derivative contracts with financing elements	-5,987	-6,927
Net proceeds from issuance of consolidated obligations	'	'
Discount notes	90,857,889	237,611,755
Bonds	30,389,908	15,666,208
Payments for maturing and retiring consolidated obligations	'	'
Discount notes	-71,313,457	-230,263,866
Bonds	-32,186,422	-23,507,996
Bonds transferred to other FHLBanks	-172,741	-130,276
Proceeds from issuance of capital stock	1,960,276	867,668
Payments for repurchase/redemption of mandatorily redeemable capital stock	-16,119	-3,339
Payments for repurchase/redemption of capital stock	-1,313,113	-944,673
Cash dividends paid	-39,058	-44,933
Net cash provided by (used in) financing activities	17,761,760	-298,583
Net decrease in cash and due from banks	-69,441	-35,219
Cash and due from banks at beginning of the period	252,113	240,156
Cash and due from banks at end of the period	182,672	204,937
SUPPLEMENTAL DISCLOSURES	'	'
Interest paid	630,785	880,235
Affordable Housing Program payments	7,654	11,503
Transfers of mortgage loans to real estate owned	$12,465	$16,431

Background_Information

Background Information	9 Months Ended
	Sep. 30, 2013
Background Information [Abstract]	'
Background Information	'
	Background Information
	The Federal Home Loan Bank of Des Moines (the Bank) is a federally chartered corporation organized on October 31, 1932, that is exempt from all federal, state, and local taxation (except real property taxes) and is one of 12 district Federal Home Loan Banks (FHLBanks). The FHLBanks were created under the authority of the Federal Home Loan Bank Act of 1932 (FHLBank Act). With the passage of the Housing and Economic Recovery Act of 2008 (Housing Act), the Federal Housing Finance Agency (Finance Agency) was established and became the new independent federal regulator of Federal National Mortgage Association (Fannie Mae) and Federal Home Loan Mortgage Corporation (Freddie Mac) (collectively, Enterprises), as well as the FHLBanks and FHLBanks' Office of Finance, effective July 30, 2008. The Finance Agency's mission is to ensure that the Enterprises and FHLBanks operate in a safe and sound manner so that they serve as a reliable source of liquidity and funding for housing finance and community investment. The Finance Agency establishes policies and regulations governing the operations of the Enterprises and FHLBanks. Each FHLBank operates as a separate entity with its own management, employees, and board of directors.
	The FHLBanks are government-sponsored enterprises (GSEs) that serve the public by enhancing the availability of funds for residential mortgages and targeted community development. The Bank provides a readily available, low cost source of funds to its member institutions and eligible housing associates in Iowa, Minnesota, Missouri, North Dakota, and South Dakota. Commercial banks, thrifts, credit unions, insurance companies, and community development financial institutions (CDFIs) may apply for membership. State and local housing associates that meet certain statutory criteria may also borrow from the Bank; while eligible to borrow, housing associates are not members of the Bank and, as such, are not permitted to hold capital stock.
	The Bank is a cooperative. This means the Bank is owned by its customers, whom the Bank calls members. As a condition of membership in the Bank, all members must purchase and maintain membership capital stock based on a percentage of their total assets as of the preceding December 31st subject to a cap of $10.0 million and a floor of $10,000. Each member is also required to purchase and maintain activity-based capital stock to support certain business activities with the Bank.
	The Bank's current members own nearly all of the outstanding capital stock of the Bank. Former members own the remaining capital stock, included in mandatorily redeemable capital stock, to support business transactions still carried on the Bank's Statements of Condition. All stockholders, including current members and former members, may receive dividends on their capital stock investment to the extent declared by the Bank's Board of Directors.

Basis_of_Presentation

Basis of Presentation	9 Months Ended
	Sep. 30, 2013
Accounting Policies [Abstract]	'
Basis of Presentation	'
	Basis of Presentation
	The accompanying unaudited financial statements have been prepared in accordance with accounting principles generally accepted in the U.S. (GAAP) for interim financial information. Accordingly, they do not include all of the disclosures required by GAAP for annual financial statements and should be read in conjunction with the audited financial statements for the year ended December 31, 2012, which are contained in the Bank's 2012 Annual Report on Form 10-K filed with the Securities and Exchange Commission on March 13, 2013 (2012 Form 10-K).
	In the opinion of management, the unaudited financial information is complete and reflects all adjustments, consisting of normal recurring adjustments, necessary for a fair statement of results for the interim periods. The preparation of financial statements in conformity with GAAP requires management to make estimates and assumptions that affect the amounts reported in the financial statements and accompanying notes. Actual results could differ from those estimates. The results of operations for interim periods are not necessarily indicative of the results to be expected for the full year ending December 31, 2013.
	Descriptions of the Bank's significant accounting policies are included in “Note 1 — Summary of Significant Accounting Policies” of the Bank's 2012 Form 10-K, with the exception of one policy noted below.
	Financial Instruments Meeting Netting Requirements
	The Bank has certain financial instruments, including derivative instruments and securities purchased under agreements to resell, that may be presented on a net basis when there is 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 it has met the netting requirements. The Bank does 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 and therefore, there may be a delay between the time this exposure change is identified and additional collateral is requested, and the time when this collateral is received or pledged. Likewise, there may be a delay for excess collateral to be returned. For derivative instruments that meet the requirements for netting, 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 10 — Derivatives and Hedging Activities.”
	Based on the fair value of the related collateral held, the Bank's securities purchased under agreements to resell were fully collateralized for the periods presented. Additional information about the Bank's securities purchased under agreements to resell is disclosed in “Note 1 — Summary of Significant Accounting Policies” of the Bank's 2012 Form 10-K.
	Reclassifications
	Certain amounts in the Bank's 2012 financial statements and footnotes have been reclassified to conform to the presentation for the three and nine months ended September 30, 2013.
	Out of Period Adjustments
	Included in net income for the three months ended September 30, 2013 was $3.0 million in out of period adjustments, of which $2.1 million and $0.1 million related to income that should have been recorded during the three months ended March 31, 2013 and June 30, 2013. The remaining $0.8 million related to income that should have been recorded in periods prior to 2013. These out of period adjustments were recorded as a component of other (loss) income in “Net gains (losses) on derivatives and hedging activities.” Management has determined after evaluating the quantitative and qualitative aspects of the errors that such errors were not material to the previously issued financial statements.

Recently_Adopted_and_Issued_Ac

Recently Adopted and Issued Accounting Guidance	9 Months Ended
	Sep. 30, 2013
New Accounting Pronouncements and Changes in Accounting Principles [Abstract]	'
Recently Adopted and Issued Accounting Guidance	'
	Recently Adopted and Issued Accounting Guidance
	ADOPTED ACCOUNTING GUIDANCE
	Inclusion of the Overnight Index Swap Rate as a Benchmark Interest Rate for Hedge Accounting Purposes
	On July 17, 2013, the Financial Accounting Standards Board (FASB) amended existing guidance to include the Fed Funds Effective Swap Rate, also referred to as the Overnight Index Swap Rate (OIS), as a U.S. benchmark interest rate for hedge accounting purposes. Including OIS as an acceptable U.S. benchmark interest rate, in addition to U.S. Treasuries and London Interbank Offered Rate (LIBOR), provides a more comprehensive spectrum of interest rate resets to utilize as the designated benchmark interest rate risk component under hedge accounting guidance. The amendments also remove the restriction on using different benchmark interest rates for similar hedges. The amendments apply to all entities that elect to apply hedge accounting of the benchmark interest rate, and were effective prospectively for qualifying new or redesignated hedging relationships entered into on or after July 17, 2013. The Bank does not anticipate this guidance having an effect on its hedging strategies.
	Presentation of Comprehensive Income
	On February 5, 2013, the FASB issued guidance to improve the transparency of reporting reclassifications out of accumulated other comprehensive income (AOCI). This guidance does not change the current requirements for reporting net income or comprehensive income in financial statements. However, it does require an entity to provide information about the amounts reclassified out of AOCI by component. In addition, an entity is required to present, either on the face of the financial statements where net income is presented or in the footnotes, significant amounts reclassified out of AOCI. These amounts would be presented based on the respective lines of net income only if the amount reclassified is required under GAAP to be reclassified to net income in its entirety in the same reporting period. For other amounts that are not required under GAAP to be reclassified in their entirety to net income, an entity would be required to cross-reference to other required disclosures that provide additional detail about these amounts. This guidance became effective for interim and annual periods beginning on January 1, 2013 and was applied prospectively. The adoption of this guidance resulted in increased interim and annual financial statement disclosures, but did not affect the Bank's financial condition, results of operations, or cash flows.
	Disclosures about Offsetting Assets and Liabilities
	On December 16, 2011, the FASB and the International Accounting Standards Board (IASB) issued common disclosure requirements intended to help investors and other financial statement users better assess the effect or potential effect of offsetting arrangements on a company's financial position, whether a company's financial statements are prepared on the basis of GAAP or International Financial Reporting Standards (IFRS). This guidance was amended on January 31, 2013 to clarify that its scope only included certain financial instruments that are either offset on the balance sheet or are subject to an enforceable master netting arrangement or similar agreement. An entity is required to disclose both gross and net information about derivative, repurchase, and security lending instruments that meet these criteria. This guidance, as amended, became effective for interim and annual periods beginning on January 1, 2013 and was applied retrospectively for all comparative periods presented. The adoption of this guidance resulted in increased interim and annual financial statement disclosures, but did not affect the Bank's financial condition, results of operations, or cash flows.
	ISSUED ACCOUNTING GUIDANCE
	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 this guidance is fixed at the reporting date. This guidance requires an entity to measure these obligations as the sum of the amount the entity agreed to pay on the basis of its arrangement among its co-obligors and any additional amount the entity expects to pay on behalf of its co-obligors. In addition, this guidance requires an entity to disclose the nature and amount of the obligations as well as other information about the obligations. This guidance is effective for interim and annual periods beginning on or after December 15, 2013 and should be applied retrospectively to obligations with joint and several liabilities existing at the beginning of an entity's fiscal year of adoption. This guidance will not affect the Bank's financial condition, results of operations, or cash flows.
	Finance Agency Advisory Bulletin on Asset Classification
	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). AB 2012-02 establishes a standard and uniform methodology for classifying assets and prescribes the timing of asset charge-offs, excluding investment securities. The guidance in AB 2012-02 is generally consistent with the Uniform Retail Credit Classification and Account Management Policy issued by the federal banking regulators in June 2000. AB 2012-02 states that it was effective upon issuance. However, the Finance Agency issued additional guidance indicating that the adverse classification requirements should be implemented by January 1, 2014 and the charge-off requirements should be implemented no later than January 1, 2015. The Bank is currently assessing the provisions of AB 2012-02 and has not yet determined the effect that this guidance will have on its financial condition, results of operations, or cash flows.

Trading_Securities

Trading Securities	9 Months Ended
	Sep. 30, 2013
Trading Securities [Abstract]	'
Trading Securities	'
	Trading Securities
	Major Security Types
	Trading securities were as follows (dollars in thousands):
		September 30,		December 31,
		2013		2012
	Non-mortgage-backed securities
	Other U.S. obligations	$	276,990	$	309,540
	GSE obligations	55,787		64,445
	Other1	268,844		294,933
	Total non-mortgage-backed securities	601,621		668,918
	Mortgage-backed securities
	GSE - residential	440,727		476,512
	Total fair value	$	1,042,348	$	1,145,430
	1	Consists of taxable municipal bonds.
	Net (Losses) Gains on Trading Securities
	During the three and nine months ended September 30, 2013, the Bank recorded net holding losses of $7.9 million and $87.2 million on its trading securities compared to net holding gains of $12.0 million and $26.9 million for the same periods in 2012. The Bank did not sell any trading securities during the three and nine months ended September 30, 2013 and 2012.

AvailableforSale_Securities

Available-for-Sale Securities	9 Months Ended
	Sep. 30, 2013
Available-for-sale Securities [Abstract]	'
Available-for-Sale Securities	'
	Available-for-Sale Securities
	Major Security Types
	Available-for-sale (AFS) securities were as follows (dollars in thousands):
		30-Sep-13
		Amortized			Gross			Gross			Fair
		Cost1			Unrealized			Unrealized			Value
					Gains			Losses
	Non-mortgage-backed securities
	Other U.S. obligations	$	180,575		$	6,912		$	(110	)	$	187,377
	GSE obligations	491,796			30,159			(2,301		)	519,654
	State or local housing agency obligations	25,260			—			(1,134		)	24,126
	Other2	275,725			5,701			(16		)	281,410
	Total non-mortgage-backed securities	973,356			42,772			(3,561		)	1,012,567
	Mortgage-backed securities
	GSE - residential	5,256,159			57,215			(21,158		)	5,292,216
	Total	$	6,229,515		$	99,987		$	(24,719	)	$	6,304,783
		31-Dec-12
		Amortized			Gross			Gross			Fair
		Cost1			Unrealized			Unrealized			Value
					Gains			Losses
	Non-mortgage-backed securities
	Other U.S. obligations	$	151,764		$	11,451		$	—		$	163,215
	GSE obligations	509,941			46,637			(747		)	555,831
	State or local housing agency obligations	8,351			50			—			8,401
	Other2	391,814			8,596			—			400,410
	Total non-mortgage-backed securities	1,061,870			66,734			(747		)	1,127,857
	Mortgage-backed securities
	GSE - residential	3,645,155			88,595			(1,801		)	3,731,949
	Total	$	4,707,025		$	155,329		$	(2,548	)	$	4,859,806
	1	Amortized cost includes adjustments made to the cost basis of an investment for amortization, accretion, previous other-than-temporary impairment (OTTI) recognized in earnings, and fair value hedge accounting adjustments.
	2	Consists of Private Export Funding Corporation (PEFCO) and taxable municipal bonds.
	Unrealized Losses
	The following table summarizes AFS securities with unrealized losses. The unrealized losses are aggregated by major security type and length of time that individual securities have been in a continuous unrealized loss position (dollars in thousands):
		September 30, 2013
		Less than 12 Months						12 Months or More						Total
		Fair			Unrealized			Fair			Unrealized			Fair		Unrealized
		Value			Losses			Value			Losses			Value		Losses
	Non-mortgage-backed securities
	Other U.S. obligations	$	39,075		$	(110	)	$	—		$	—		$	39,075	$	(110	)
	GSE obligations	87,708			(882		)	59,564			(1,419		)	147,272		(2,301		)
	State or local housing agency obligations	24,126			(1,134		)	—			—			24,126		(1,134		)
	Other	10,407			(16		)	—			—			10,407		(16		)
	Total non-mortgage-backed securities	161,316			(2,142		)	59,564			(1,419		)	220,880		(3,561		)
	Mortgage-backed securities
	GSE - residential	2,383,123			(20,028		)	231,932			(1,130		)	2,615,055		(21,158		)
	Total	$	2,544,439		$	(22,170	)	$	291,496		$	(2,549	)	$	2,835,935	$	(24,719	)
		December 31, 2012
		Less than 12 Months						12 Months or More						Total
		Fair			Unrealized			Fair			Unrealized			Fair		Unrealized
		Value			Losses			Value			Losses			Value		Losses
	Non-mortgage-backed securities
	GSE obligations	$	39,483		$	(357	)	$	22,095		$	(390	)	$	61,578	$	(747	)
	Mortgage-backed securities
	GSE - residential	154,914			(1,395		)	257,974			(406		)	412,888		(1,801		)
	Total	$	194,397		$	(1,752	)	$	280,069		$	(796	)	$	474,466	$	(2,548	)
	Redemption Terms
	The following table summarizes the amortized cost and fair value of AFS securities categorized by contractual maturity. Expected maturities of some securities may differ from contractual maturities because borrowers may have the right to call or prepay obligations with or without call or prepayment fees (dollars in thousands):
			September 30, 2013						December 31, 2012
	Year of Contractual Maturity		Amortized			Fair			Amortized			Fair
			Cost			Value			Cost			Value
	Non-mortgage-backed securities
	Due in one year or less		$	9,965		$	10,135		$	—		$	—
	Due after one year through five years		421,903			449,002			314,601			332,189
Due after five years through ten years		340,866			348,967			542,448			583,674
Due after ten years		200,622			204,463			204,821			211,994
Total non-mortgage-backed securities		973,356			1,012,567			1,061,870			1,127,857
Mortgage-backed securities		5,256,159			5,292,216			3,645,155			3,731,949
Total		$	6,229,515		$	6,304,783		$	4,707,025		$	4,859,806
Net Gains on Sale of AFS Securities
During the three months ended September 30, 2013, the Bank received $88.0 million in proceeds from the sale of AFS securities and recognized gross gains of $1.1 million. During the nine months ended September 30, 2013, the Bank received $100.6 million in proceeds from the sale of AFS securities and recognized gross gains of $3.0 million. During the three and nine months ended September 30, 2012, the Bank did not sell any AFS securities.

HeldtoMaturity_Securities

Held-to-Maturity Securities	9 Months Ended
	Sep. 30, 2013
Held-to-maturity Securities, Unclassified [Abstract]	'
Held-to-Maturity Securities	'
	Held-to-Maturity Securities
	Major Security Types
	Held-to-maturity (HTM) securities were as follows (dollars in thousands):
		30-Sep-13
		Amortized			Gross			Gross			Fair
		Cost1			Unrealized			Unrealized			Value
					Gains			Losses
	Non-mortgage-backed securities
	GSE obligations	$	307,268		$	39,879		$	—		$	347,147
	State or local housing agency obligations	74,151			3,980			—			78,131
	Other2	807			—			—			807
	Total non-mortgage-backed securities	382,226			43,859			—			426,085
	Mortgage-backed securities
	Other U.S. obligations - residential	5,875			22			—			5,897
	Other U.S. obligations - commercial	2,203			6			—			2,209
	GSE - residential	1,528,683			35,459			(826		)	1,563,316
	Private-label - residential	31,821			125			(805		)	31,141
	Total mortgage-backed securities	1,568,582			35,612			(1,631		)	1,602,563
	Total	$	1,950,808		$	79,471		$	(1,631	)	$	2,028,648
		31-Dec-12
		Amortized			Gross			Gross			Fair
		Cost1			Unrealized			Unrealized			Value
					Gains			Losses
	Non-mortgage-backed securities
	GSE obligations	$	308,496		$	86,601		$	—		$	395,097
	State or local housing agency obligations	87,659			8,930			—			96,589
	Other2	1,795			—			—			1,795
	Total non-mortgage-backed securities	397,950			95,531			—			493,481
	Mortgage-backed securities
	Other U.S. obligations - residential	7,756			32			—			7,788
	Other U.S. obligations - commercial	2,884			10			—			2,894
	GSE - residential	2,590,195			63,902			(226		)	2,653,871
	Private-label - residential	40,936			480			(1,321		)	40,095
	Total mortgage-backed securities	2,641,771			64,424			(1,547		)	2,704,648
	Total	$	3,039,721		$	159,955		$	(1,547	)	$	3,198,129
	1	Amortized cost includes adjustments made to the cost basis of an investment for amortization and accretion.
	2	Consists of an investment in a Small Business Investment Company.
	Unrealized Losses
	The following tables summarize HTM securities with unrealized losses. 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 (dollars in thousands):
		September 30, 2013
		Less than 12 Months						12 Months or More						Total
		Fair			Unrealized			Fair			Unrealized			Fair		Unrealized
		Value			Losses			Value			Losses			Value		Losses
	Mortgage-backed securities
	GSE - residential	$	76,816		$	(193	)	$	122,958		$	(633	)	$	199,774	$	(826	)
	Private-label - residential	—			—			20,719			(805		)	20,719		(805		)
	Total mortgage-backed securities	$	76,816		$	(193	)	$	143,677		$	(1,438	)	$	220,493	$	(1,631	)
		December 31, 2012
		Less than 12 Months						12 Months or More						Total
		Fair			Unrealized			Fair			Unrealized			Fair		Unrealized
		Value			Losses			Value			Losses			Value		Losses
	Mortgage-backed securities
	GSE - residential	$	—		$	—		$	156,945		$	(226	)	$	156,945	$	(226	)
	Private-label - residential	—			—			26,277			(1,321		)	26,277		(1,321		)
	Total mortgage-backed securities	$	—		$	—		$	183,222		$	(1,547	)	$	183,222	$	(1,547	)
	Redemption Terms
	The following table summarizes the amortized cost and fair value of HTM securities categorized by contractual maturity. Expected maturities of some securities may differ from contractual maturities because borrowers may have the right to call or prepay obligations with or without call or prepayment fees (dollars in thousands):
			September 30, 2013						December 31, 2012
	Year of Contractual Maturity		Amortized			Fair			Amortized			Fair
			Cost			Value			Cost			Value
	Non-mortgage-backed securities
	Due after one year through five years		$	807		$	807		$	1,795		$	1,795
	Due after ten years		381,419			425,278			396,155			491,686
Total non-mortgage-backed securities		382,226			426,085			397,950			493,481
Mortgage-backed securities		1,568,582			1,602,563			2,641,771			2,704,648
Total		$	1,950,808		$	2,028,648		$	3,039,721		$	3,198,129

OtherThanTemporary_Impairment

Other-Than-Temporary Impairment	9 Months Ended
	Sep. 30, 2013
Other than Temporary Impairment Losses, Investments [Abstract]	'
Other-Than-Temporary Impairment	'
	Other-Than-Temporary Impairment
	The Bank evaluates its individual AFS and HTM securities in an unrealized loss position for OTTI on a quarterly basis. As part of its OTTI evaluation, the Bank considers its intent to sell each debt security and whether it is more likely than not that it will be required to sell the security before its anticipated recovery. If either of these conditions is met, the Bank will recognize an OTTI charge to earnings equal to the entire difference between the security's amortized cost basis and its fair value at the reporting date. For securities in an unrealized loss position that meet neither of these conditions, the Bank performs analyses to determine if any of these securities are other-than-temporarily impaired.
	During the third quarter of 2013, the Bank changed its intent and decided to sell three similar non-mortgage-backed securities held in its AFS portfolio. Two of these securities were sold during the third quarter of 2013 and the Bank recorded gross gains on these sales of $1.1 million through "Net gains on sale of available-for-sale securities" in the Statements of Income. The third and only remaining security of that type was in an unrealized loss position at September 30, 2013. The decline in value was due to changes in interest rates, credit spreads, and illiquidity in the credit markets, and not to a significant deterioration in the fundamental credit quality of the obligation. Due to the Bank's intent to sell the security, an OTTI charge of $1.3 million was recorded through “Other-than-temporary impairment losses" in the Statements of Income. This charge represented the entire difference between the amortized cost basis and estimated fair value of the security.
	Private-Label Mortgage-Backed Securities
	On a quarterly basis, the Bank engages other designated FHLBanks to perform cash flow analyses on its private-label mortgage-backed securities (MBS) in order to determine whether the entire amortized cost bases of these securities are expected to be recovered. To ensure consistency in the determination of OTTI, an OTTI Governance Committee, comprised of representation from all 12 FHLBanks, is responsible for reviewing and approving the key modeling assumptions, inputs, and methodologies used by the designated FHLBanks when generating the cash flow projections.
	As of September 30, 2013, the Bank obtained cash flow analyses for all of its private-label MBS from its designated FHLBanks. The cash flow analyses used two third-party models. The first third-party model considered borrower characteristics and the particular attributes of the loans underlying the Bank's securities, in conjunction with assumptions about future changes in home prices and interest rates, to project prepayments, defaults, and loss severities. A significant input to the first model was the forecast of future housing price changes for the relevant states and core based statistical areas (CBSAs), which is based upon an assessment of the individual housing markets. CBSAs refer collectively to metropolitan and micropolitan statistical areas as defined by the U.S. Office of Management and Budget. A CBSA must contain at least one urban area with a population of 10,000 or more people.
	The OTTI Governance Committee developed a short-term housing price forecast using whole percentages, with projected changes ranging from a decline of five percent to an increase of eight percent over the twelve month period beginning July 1, 2013. For the vast majority of markets, the short-term forecast had changes ranging from a decline of one percent to an increase of seven percent. Thereafter, home prices were projected to recover using one of five different recovery paths.
	The following table presents projected home price recovery by months following the short-term housing price forecast:
			Recovery Range % (Annualized Rates)
	Months		Minimum	Maximum
	6-Jan		0	3
	12-Jul		1	4
	13 - 18		2	4
	19 - 30		2	5
	31 - 54		2	6
	Thereafter		2.3	5.6
	The month-by-month projections of future loan performance derived from the first model, which reflected projected prepayments, defaults, and loss severities, were then input into a second model that allocated the projected loan level cash flows and losses to the various security classes in the securitization structure in accordance with its prescribed cash flow and loss allocation rules. In a securitization in which the credit enhancement for the senior securities was derived from the presence of subordinate securities, losses were generally allocated first to the subordinate securities until their principal balance was reduced to zero. The projected cash flows were 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 reflects a best estimate scenario and includes a base case current-to-trough housing price forecast and a base case housing price recovery path.
	The Bank compared the present value of the cash flows expected to be collected with respect to its private-label MBS to the amortized cost bases of the securities to determine whether a credit loss existed. At September 30, 2013, the Bank's cash flow analyses for private-label MBS did not project any credit losses. Even under an adverse scenario that delays recovery of the housing price index, no credit losses were projected. The Bank does not intend to sell its private-label MBS and it is not more likely than not that the Bank will be required to sell its private-label MBS before recovery of their amortized cost bases. As a result, the Bank did not consider any of its private-label MBS to be other-than-temporarily impaired at September 30, 2013.
	All Other Investment Securities
	On a quarterly basis, the Bank reviews all remaining AFS and HTM securities in an unrealized loss position to determine whether they are other-than temporarily impaired. The following was determined for the Bank's other investment securities in an unrealized loss position at September 30, 2013:
	•	Other U.S. obligations and GSE securities. The unrealized losses were due primarily to interest rate volatility. Because the Bank expects to recover the amortized cost bases on these securities and neither intends to sell these securities nor considers it more likely than not that it will be required to sell these securities before recovery of their amortized cost bases, it did not consider any of these securities to be other-than-temporarily impaired at September 30, 2013. Additionally, the strength of the issuers' guarantees through direct obligations or support from the U.S. Government was sufficient to protect the Bank from losses based on current expectations.
	•	State housing agency obligations and taxable municipal bonds. The unrealized losses were due to changes in interest rates, credit spreads, and illiquidity in the credit markets, and not to a significant deterioration in the fundamental credit quality of the obligations. The Bank does not intend to sell these securities nor is it more likely than not that it will be required to sell these securities before recovery of the amortized cost bases. As such, the Bank did not consider these securities to be other-than-temporarily impaired at September 30, 2013. Additionally, the creditworthiness of the issuers and the strength of the underlying collateral and credit enhancements was sufficient to protect the Bank from losses based on current expectations.

Advances

Advances	9 Months Ended
	Sep. 30, 2013
Advances [Abstract]	'
Advances	'
	Advances
	Redemption Terms
	The following table summarizes the Bank's advances outstanding by year of contractual maturity (dollars in thousands):
			September 30, 2013						December 31, 2012
	Year of Contractual Maturity		Amount				Weighted		Amount				Weighted
							Average						Average
							Interest						Interest
							Rate						Rate
	Overdrawn demand deposit accounts		$	17			3.3		$	35			3.32
	Due in one year or less		7,906,978				0.72		10,306,571				1.03
	Due after one year through two years		3,540,790				0.93		1,900,515				1.59
	Due after two years through three years		2,713,391				1.89		2,289,104				1.62
	Due after three years through four years		2,828,571				2.19		2,096,668				2.34
	Due after four years through five years		22,590,181				0.52		2,893,016				2.49
	Thereafter		5,858,200				0.96		6,568,855				1.58
	Total par value		45,438,128				0.83		26,054,764				1.53
	Premiums		157						169
	Discounts		(8,262		)				(3,247		)
	Fair value hedging adjustments		356,509						562,229
	Total		$	45,786,532					$	26,613,915
	The Bank offers advances to members and eligible housing associates that may be prepaid on pertinent dates (call dates) without incurring prepayment fees (callable advances). In exchange for receiving the right to call the advance on a predetermined call date, the borrower pays a higher fixed rate for the advance relative to an equivalent maturity, noncallable, fixed rate advance. If the call option is exercised, replacement funding may be available. Other advances may only be prepaid by paying a fee to the Bank (prepayment fee) that makes the Bank financially indifferent to the prepayment of the advance. At September 30, 2013 and December 31, 2012, the Bank had callable advances outstanding totaling $26.4 billion and $5.7 billion.
	The Bank also offers putable advances. With a putable advance, the Bank has the right to terminate the advance at predetermined exercise dates, which the Bank typically would exercise when interest rates increase, and the borrower may then apply for a new advance at the prevailing market rate. At September 30, 2013 and December 31, 2012, the Bank had putable advances outstanding totaling $2.5 billion and $2.9 billion.
	Prepayment Fees
	The Bank charges a prepayment fee for advances that a borrower elects to terminate prior to the stated maturity or outside of a predetermined call or put date. The fees charged are priced to make the Bank financially indifferent to the prepayment of the advance. Prepayment fees are recorded net of fair value hedging adjustments in the Statements of Income. The following table summarizes the Bank's prepayment fees on advances, net (dollars in thousands):
		For the Three Months Ended								For the Nine Months Ended
		September 30,								September 30,
		2013				2012				2013				2012
	Gross prepayment fee income	$	1,650			$	13,347			$	15,460			$	353,876
	Fair value hedging adjustments	(299		)		(7,447		)		(11,023		)		(329,793		)
	Prepayment fees on advances, net	$	1,351			$	5,900			$	4,437			$	24,083
	For information related to the Bank's credit risk exposure on advances, refer to "Note 9 — Allowance for Credit Losses."

Mortgage_Loans_Held_for_Portfo

Mortgage Loans Held for Portfolio	9 Months Ended
	Sep. 30, 2013
Mortgage Loans on Real Estate [Abstract]	'
Mortgage Loans Held for Portfolio	'
	Mortgage Loans Held for Portfolio
	The Mortgage Partnership Finance (MPF) program (Mortgage Partnership Finance and MPF are registered trademarks of the FHLBank of Chicago) involves investment by the Bank in single family mortgage loans held for portfolio that are either purchased from participating financial institutions (PFIs) or funded by the Bank through PFIs. MPF loans may also be acquired through participations in pools of eligible mortgage loans purchased from other FHLBanks. The Bank's PFIs generally originate, service, and credit enhance mortgage loans that are sold to the Bank. PFIs participating in the servicing release program do not service the loans owned by the Bank. The servicing on these loans is sold concurrently by the PFI to a designated mortgage service provider.
	The following table presents information on the Bank's mortgage loans held for portfolio (dollars in thousands):
		September 30,			December 31,
		2013			2012
	Fixed rate, medium-term single family mortgages1	$	1,708,193		$	1,880,646
	Fixed rate, long-term single family mortgages	4,821,562			5,005,194
	Total unpaid principal balance	6,529,755			6,885,840
	Premiums	81,833			86,112
	Discounts	(16,482		)	(21,277		)
	Basis adjustments from mortgage loan commitments	8,623			16,928
	Total mortgage loans held for portfolio	6,603,729			6,967,603
	Allowance for credit losses	(14,240		)	(15,793		)
	Total mortgage loans held for portfolio, net	$	6,589,489		$	6,951,810
	1	Medium-term is defined as a term of 15 years or less.
	The following table presents the Bank's mortgage loans held for portfolio by type (dollars in thousands):
		September 30,			December 31,
		2013			2012
	Conventional loans	$	5,990,943		$	6,372,542
	Government-insured loans	538,812			513,298
	Total unpaid principal balance	$	6,529,755		$	6,885,840
	For information related to the Bank's credit risk exposure on mortgage loans held for portfolio, refer to "Note 9 — Allowance for Credit Losses."

Allowance_for_Credit_Losses

Allowance for Credit Losses	9 Months Ended
	Sep. 30, 2013
Allowance for Credit Losses [Abstract]	'
Allowance for Credit Losses	'
	Allowance for Credit Losses
	The Bank has established an allowance for credit losses methodology for each of its financing receivable portfolio segments: advances, standby letters of credit, and other extensions of credit to borrowers (collectively, credit products), government-insured mortgage loans held for portfolio, conventional mortgage loans held for portfolio, and term securities purchased under agreements to resell.
	Credit Products
	The Bank manages its credit exposure to credit products through an approach that provides for an established credit limit for each borrower, ongoing reviews of each borrower's financial condition, and detailed collateral and lending policies to limit risk of loss while balancing borrowers' needs for a reliable source of funding. In addition, the Bank lends to its borrowers in accordance with the FHLBank Act, Finance Agency regulations, and other applicable laws.
	The Bank is required by regulation to obtain sufficient collateral to fully secure credit products. The estimated value of the collateral required to secure each borrower's credit products is calculated by applying collateral discounts, or haircuts, to the unpaid principal balance or market value, if available, of the collateral. Eligible collateral includes (i) whole first mortgages on improved residential real property or securities representing a whole interest in such mortgages, (ii) loans and securities issued, insured, or guaranteed by the U.S. Government or any agency thereof, including MBS issued or guaranteed by Fannie Mae, Freddie Mac, or Government National Mortgage Association and Federal Family Education Loan Program guaranteed student loans, (iii) cash deposited with the Bank, and (iv) other real estate-related collateral acceptable to the Bank provided such collateral has a readily ascertainable value and the Bank can perfect a security interest in such property. Community financial institutions may also pledge collateral consisting of secured small business, small agri-business, or small farm loans. As additional security, the FHLBank Act provides that the Bank has a lien on each member's capital stock investment; however, capital stock cannot be pledged as collateral to secure credit exposures.
	Collateral arrangements may vary depending upon borrower credit quality, financial condition and performance, borrowing capacity, and overall credit exposure to the borrower. The Bank can call for additional or substitute collateral to protect its security interest. The Bank periodically evaluates and makes changes to its collateral guidelines and collateral haircuts.
	Borrowers may pledge collateral to the Bank by executing a blanket lien, specifically assigning collateral, or placing physical possession of collateral with the Bank or its custodians. The Bank perfects its security interest in all pledged collateral by filing Uniform Commercial Code financing statements or taking possession or control of the collateral. Under the FHLBank Act, any security interest granted to the Bank by its members, or any affiliates of its members, has priority over the claims and rights of any party (including any receiver, conservator, trustee, or similar party having rights of a lien creditor), unless those claims and rights would be entitled to priority under otherwise applicable law and are held by actual purchasers or by parties that have perfected security interests.
	Under a blanket lien, the Bank is granted a security interest in all financial assets of the borrower to fully secure the borrower's obligation. Other than securities and cash deposits, the Bank does not initially take delivery of collateral pledged by blanket lien borrowers. In the event of deterioration in the financial condition of a blanket lien borrower, the Bank has the ability to require delivery of pledged collateral sufficient to secure the borrower's obligation. With respect to non-blanket lien borrowers that are federally insured, the Bank generally requires collateral to be specifically assigned. With respect to non-blanket lien borrowers that are not federally insured (typically insurance companies, CDFIs, and housing associates), the Bank generally takes control of collateral through the delivery of cash, securities, or loans to the Bank or its custodians.
	Taking into consideration each borrower's financial strength, the Bank considers the types and level of collateral to be the primary indicator of credit quality on its credit products. At September 30, 2013 and December 31, 2012, the Bank had rights to collateral on a borrower-by-borrower basis with an unpaid principal balance or market value, if available, in excess of its outstanding extensions of credit.
	At September 30, 2013 and December 31, 2012, none of the Bank's credit products were past due, on non-accrual status, or considered impaired. In addition, none of the Bank's credit products were troubled debt restructurings (TDRs) during the nine months ended September 30, 2013 and 2012.
	The Bank has never experienced a credit loss on its credit products. Based upon the Bank's collateral and lending policies, the collateral held as security, and the repayment history on credit products, management has determined that there are no probable credit losses on its credit products as of September 30, 2013 and December 31, 2012. Accordingly, the Bank has not recorded any allowance for credit losses.
	Government-Insured Mortgage Loans
	The Bank invests in government-insured fixed rate mortgage loans secured by one-to-four family residential properties. Government-insured mortgage loans are insured or guaranteed by the Federal Housing Administration, the Department of Veterans Affairs, and/or the Rural Housing Service of the Department of Agriculture. The servicer provides and maintains insurance or a guaranty from the applicable government agency. The servicer is responsible for compliance with all government agency requirements and for obtaining the benefit of the applicable insurance or guaranty with respect to defaulted government mortgage loans. Any principal losses incurred on such mortgage loans that are not recovered from the guarantor are absorbed by the servicers. As a result, the Bank did not establish an allowance for credit losses for its government-insured mortgage loans at September 30, 2013 and December 31, 2012. Furthermore, none of these mortgage loans have been placed on non-accrual status because of the U.S. Government guarantee or insurance on these loans and the contractual obligation of the loan servicer to repurchase the loans when certain criteria are met.
	Conventional Mortgage Loans
	The Bank's management of credit risk in the MPF program involves several layers of legal loss protection that are defined in agreements among the Bank and its participating PFIs. For the Bank's conventional MPF loans, the availability of loss protection may differ slightly among MPF products. The Bank's loss protection consists of the following loss layers, in order of priority:
	•	Homeowner Equity.
	•	Primary Mortgage Insurance (PMI). At the time of origination, PMI is required on all loans with homeowner equity of less than 20 percent of the original purchase price or appraised value.
	•	First Loss Account. The first loss account (FLA) is a memorandum account used to track the Bank's potential loss exposure under each master commitment prior to the PFI's credit enhancement obligation. For absorbing certain losses in excess of the FLA, PFIs are paid a credit enhancement fee, a portion of which may be performance-based. The Bank records credit enhancement fees paid to PFIs as a reduction to mortgage loan interest income. Credit enhancement fees paid totaled $3.2 million and $6.0 million during the nine months ended September 30, 2013 and 2012. To the extent the Bank experiences losses under the FLA, it may be able to recapture performance-based credit enhancement fees paid to the PFI to offset these losses. The FLA balance for all master commitments with a PFI credit enhancement obligation was $86.8 million and $126.0 million at September 30, 2013 and December 31, 2012. The decline in the FLA balance was due to the Bank canceling supplemental mortgage insurance (SMI) policies on certain master commitments during the first quarter of 2013. This eliminated the PFI credit enhancement obligation on those master commitments, which in turn reduced the FLA balance on those master commitments to zero.
	•	Credit Enhancement Obligation of PFI. PFIs have a credit enhancement obligation at the time a mortgage loan is purchased to absorb certain losses in excess of the FLA in order to limit the Bank's loss exposure to that of an investor in an MBS that is rated the equivalent of AA by a nationally recognized statistical rating organization (NRSRO). PFIs may either pledge collateral or purchase SMI from mortgage insurers to secure this obligation. If at any time the Bank cancels all or a portion of its SMI policies, the respective PFI is no longer required to retain a portion of the credit risk on the mortgage loans purchased by the Bank. In those instances, the Bank holds additional retained earnings to protect against losses and no credit enhancement fees are paid to the PFI.
	The Bank utilizes an allowance for credit losses to reserve for estimated losses in its conventional mortgage loan portfolio at the balance sheet date. The measurement of the Bank's allowance for credit losses is determined by (i) reviewing similar conventional mortgage loans for impairment on a collective basis, (ii) reviewing conventional mortgage loans for impairment on an individual basis, (iii) estimating additional credit losses in the conventional mortgage loan portfolio, and (iv) considering the recapture of performance-based credit enhancement fees from the PFI, if available.
	Collectively Evaluated Conventional Mortgage Loans. The Bank collectively evaluates the majority of its conventional mortgage loan portfolio for impairment and estimates an allowance for credit losses based upon factors that vary by MPF product. These factors include, but are not limited to, (i) loan delinquencies, (ii) loans migrating to real estate owned (REO), (iii) actual historical loss severities, and (iv) certain quantifiable economic factors, such as unemployment rates and home prices. The Bank utilizes a roll-rate methodology when estimating its allowance for credit losses. This methodology projects loans migrating to REO status based on historical average rates of delinquency. The Bank then applies a loss severity factor to calculate an estimate of credit losses.
	Individually Identified Conventional Mortgage Loans. The Bank individually evaluates certain conventional mortgage loans for impairment, including TDRs and collateral-dependent loans. TDRs occur when the Bank grants a concession to a borrower that it would not otherwise consider for economic or legal reasons related to the borrower's financial difficulties. The Bank's TDRs include loans granted under its temporary loan modification plan and loans discharged under Chapter 7 bankruptcy. The Bank generally measures impairment of TDRs based on the present value of expected future cash flows discounted at the loan's effective interest rate. Collateral-dependent loans are loans in which repayment is expected to be provided solely by the sale of the underlying collateral. The Bank considers TDRs where principal or interest is 60 days or more past due to be collateral-dependent. The Bank measures impairment of collateral-dependent loans based on the estimated fair value of the underlying collateral less selling costs.
	Estimating Additional Credit Loss in the Conventional Mortgage Loan Portfolio. The Bank may make an adjustment for certain limitations in its estimation of credit losses. This adjustment recognizes the imprecise nature of an estimate and represents a subjective management judgment that is intended to cover losses resulting from other macroeconomic factors that may not be captured in the collective methodology previously described at the balance sheet date.
	Performance-Based Credit Enhancement Fees. When reserving for estimated credit losses, the Bank may take into consideration performance-based credit enhancement fees available for recapture from the PFIs. Performance-based credit enhancement fees available for recapture consist of accrued performance-based credit enhancement fees to be paid to the PFIs and projected performance-based credit enhancement fees to be paid to the PFIs over the next 12 months, less any losses incurred that are in the process of recapture.
	Available performance-based credit enhancement fees cannot be shared between master commitments and, as a result, some master commitments may have sufficient performance-based credit enhancement fees to recapture losses while other master commitments may not. At September 30, 2013 and December 31, 2012, the Bank determined that the amount of performance-based credit enhancement fees available for recapture from the PFIs at the master commitment level was immaterial. As such, it did not factor credit enhancement fees into its estimate of the allowance for credit losses.
	Allowance for Credit Losses on Conventional Mortgage Loans
	The following table presents a rollforward of the allowance for credit losses on the Bank's conventional mortgage loan portfolio (dollars in thousands):
		For the Three Months Ended						For the Nine Months Ended
		September 30,						September 30,
		2013			2012			2013			2012
	Balance, beginning of period	$	14,656		$	17,424		$	15,793		$	18,963
	Charge-offs	(416		)	(1,058		)	(1,553		)	(2,597		)
	Balance, end of period	$	14,240		$	16,366		$	14,240		$	16,366
	The following table summarizes the allowance for credit losses and recorded investment of the Bank's conventional mortgage loan portfolio by impairment methodology (dollars in thousands):
		September 30,			December 31,
		2013			2012
	Allowance for credit losses
	Collectively evaluated for impairment	$	3,858		$	5,444
	Individually evaluated for impairment	10,382			10,349
	Total allowance for credit losses	$	14,240		$	15,793
	Recorded investment1
	Collectively evaluated for impairment	$	6,039,275		$	6,415,718
	Individually evaluated for impairment, with or without a related allowance	44,331			59,344
	Total recorded investment	$	6,083,606		$	6,475,062
	1	Represents the unpaid principal balance adjusted for accrued interest, unamortized premiums, discounts, basis adjustments, and direct write-downs.
	Credit Quality Indicators. Key credit quality indicators for mortgage loans include the migration of past due loans, loans in process of foreclosure, and non-accrual loans. The tables below summarize the Bank's key credit quality indicators for mortgage loans (dollars in thousands):
		September 30, 2013
		Conventional			Government Insured			Total
	Past due 30 - 59 days	$	68,381		$	20,633		$	89,014
	Past due 60 - 89 days	21,905			5,821			27,726
	Past due 90 - 179 days	15,571			3,521			19,092
	Past due 180 days or more	54,791			3,123			57,914
	Total past due loans	160,648			33,098			193,746
	Total current loans	5,922,958			520,338			6,443,296
	Total recorded investment of mortgage loans1	$	6,083,606		$	553,436		$	6,637,042
	In process of foreclosure (included above)2	$	40,907		$	1,056		$	41,963
	Serious delinquency rate3	1.2		%	1.2		%	1.2		%
	Past due 90 days or more and still accruing interest4	$	—		$	6,644		$	6,644
	Non-accrual mortgage loans5	$	73,387		$	—		$	73,387
		December 31, 2012
		Conventional			Government Insured			Total
	Past due 30 - 59 days	$	77,568		$	17,582		$	95,150
	Past due 60 - 89 days	24,809			4,849			29,658
Past due 90 - 179 days	21,483			2,193			23,676
Past due 180 days or more	64,920			3,099			68,019
Total past due loans	188,780			27,723			216,503
Total current loans	6,286,282			500,112			6,786,394
Total recorded investment of mortgage loans1	$	6,475,062		$	527,835		$	7,002,897
In process of foreclosure (included above)2	$	56,692		$	878		$	57,570
Serious delinquency rate3	1.4		%	1		%	1.3		%
Past due 90 days or more and still accruing interest4	$	—		$	5,292		$	5,292
Non-accrual mortgage loans5	$	88,992		$	—		$	88,992
1	Represents the unpaid principal balance adjusted for accrued interest, unamortized premiums, discounts, basis adjustments, and direct write-downs.
2	Includes loans where the decision of foreclosure or similar alternative such as pursuit of deed-in-lieu has been reported. Loans in process of foreclosure are included in past due or current loans depending on their payment status.
3	Represents mortgage loans that are 90 days or more past due or in the process of foreclosure expressed as a percentage of the total recorded investment.
4	Represents government-insured mortgage loans that are 90 days or more past due.
5	Represents conventional mortgage loans that are 90 days or more past due and TDRs.
Individually Evaluated Impaired Loans. A 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. The Bank considers all TDRs and collateral-dependent loans (i.e., loans in which repayment is expected to be provided solely by the sale of the underlying collateral) to be impaired. The following table summarizes the recorded investment and related allowance of the Bank's individually evaluated impaired loans (dollars in thousands):
	September 30, 2013						December 31, 2012
	Recorded Investment			Related Allowance			Recorded Investment			Related Allowance
Impaired loans with an allowance	$	42,991		$	10,382		$	58,145		$	10,349
Impaired loans without an allowance	1,340			—			1,199			—
Total	$	44,331		$	10,382		$	59,344		$	10,349
The Bank did not recognize any interest income on impaired loans during the three and nine months ended September 30, 2013 and 2012. The average recorded investment on impaired loans with an allowance was $45.3 million and $50.6 million during the three and nine months ended September 30, 2013. The average recorded investment on impaired loans with an allowance was $61.2 million and $65.2 million during the three and nine months ended September 30, 2012. The average recorded investment on impaired loans without an allowance was $1.4 million and $1.3 million during the three and nine months ended September 30, 2013. The average recorded investment on impaired loans without an allowance was $0.9 million and $0.7 million during the three and nine months ended September 30, 2012.
Real Estate Owned. At September 30, 2013 and December 31, 2012, the Bank had $13.2 million and $16.4 million of REO recorded as a component of "Other assets" in the Statements of Condition.
Term Securities Purchased Under Agreements to Resell
Term securities purchased under agreements to resell are considered collateralized financing agreements and represent short-term investments. The terms of these investments are structured such that 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 in safekeeping in the name of the Bank or remit an equivalent amount of cash. Otherwise, the dollar value of the resale agreement will decrease accordingly. If a resale agreement is deemed impaired, the difference between the fair value of the collateral and the amortized cost of the agreement will be charged to earnings to establish an allowance for credit losses. At September 30, 2013 and December 31, 2012, based upon the collateral held as security, the Bank determined that no allowance for credit losses was needed for term securities purchased under agreements to resell.
Off-Balance Sheet Credit Exposures
At September 30, 2013 and December 31, 2012, the Bank did not record a liability to reflect an allowance for credit losses for off-balance sheet credit exposures. For additional information on the Bank's off-balance sheet credit exposures, see "Note 14 — Commitments and Contingencies."

Derivatives_and_Hedging_Activi

Derivatives and Hedging Activities	9 Months Ended
	Sep. 30, 2013
Derivative Instruments and Hedging Activities Disclosure [Abstract]	'
Derivatives and Hedging Activities	'
	Derivatives and Hedging Activities
	Nature of Business Activity
	The Bank is exposed to interest rate risk primarily from the effect of interest rate changes on its interest-earning assets and its related funding sources. The goal of the Bank's interest rate risk management strategy is not to eliminate interest rate risk, but to manage it within appropriate limits. To mitigate the risk of loss, the Bank has established policies and procedures, which include guidelines on the amount of exposure to interest rate changes it is willing to accept.
	The Bank enters into derivative contracts to manage the interest rate risk exposures inherent in its otherwise unhedged assets and funding positions. Finance Agency regulations and the Bank's Enterprise Risk Management Policy (ERMP) establish guidelines for derivatives, prohibit trading in or the speculative use of derivatives, and limit credit risk arising from derivatives.
	The Bank executes most of its derivative transactions with large banks and major broker-dealers. Over-the-counter derivative transactions may be either executed directly with a counterparty (bilateral derivatives) or cleared through a Futures Commission Merchant (i.e., clearing agent), with a Derivative Clearing Organization (cleared derivatives).
	Once a derivative transaction has been accepted for clearing by a Derivative Clearing Organization (Clearinghouse), the derivative transaction is novated and the executing counterparty is replaced with the Clearinghouse. The Clearinghouse notifies the clearing agent of the required initial and variation margin and the clearing agent notifies the Bank of the required initial and variation margin.
	The most common ways in which the Bank uses derivatives are to:
	•	reduce the interest rate sensitivity and repricing gaps of assets and liabilities;
	•	reduce funding costs by combining a derivative with a consolidated obligation, as the cost of a combined funding structure can be lower than the cost of a comparable consolidated obligation;
	•	preserve a favorable interest rate spread between the yield of an asset (e.g., advance) and the cost of the related liability (e.g., consolidated obligation). Without the use of derivatives, this interest rate spread could be reduced or eliminated when a change in the interest rate on the advance does not match a change in the interest rate on the consolidated obligation;
	•	mitigate the adverse earnings effects of the shortening or extension of certain assets (e.g., mortgage assets) and liabilities; and
	•	manage embedded options in assets and liabilities.
	Application of Derivatives
	Derivative instruments are used by the Bank in two ways:
	•	as a fair value hedge of an associated financial instrument or firm commitment; or
	•	as an economic hedge to manage certain defined risks in its Statements of Condition. These hedges are primarily used to manage mismatches between the coupon features of the Bank's assets and liabilities and offset prepayment risk in certain assets.
	Derivative instruments are used by the Bank when they are considered to be cost-effective in achieving the Bank's financial and risk management objectives. The Bank reevaluates its hedging strategies from time to time and may change the hedging techniques it uses or adopt new strategies.
	Types of Derivatives
	The Bank may use the following derivative instruments:
	•	interest rate swaps;
	•	swaptions;
	•	interest rate caps and floors;
	•	options; and
	•	future/forward contracts.
	Types of Hedged Items
	The Bank documents at inception all relationships between derivatives designated as 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 hedges to assets and liabilities in the Statements of Condition or firm commitments. The Bank also formally assesses (both at the hedge's inception and at least quarterly) whether the derivatives it uses in hedging transactions have been effective in offsetting changes in the fair value of hedged items and whether those derivatives are expected to remain effective in future periods. The Bank uses regression analyses to assess the effectiveness of its hedges.
	The Bank may have the following types of hedged items:
	•	advances;
	•	investment securities;
	•	mortgage loans;
	•	consolidated obligations; and
	•	firm commitments.
	Financial Statement Effect and Additional Financial Information
	The notional amount of derivatives serves as a factor in determining periodic interest payments and 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 and market risk. The risks of derivatives can be measured meaningfully on a portfolio basis that takes into account the counterparties, the types of derivatives, the items being hedged, and any offsets between the derivatives and the items being hedged.
	The following tables summarize the Bank's fair value of derivative instruments. For purposes of this disclosure, the derivative values include fair value of derivatives and related accrued interest (dollars in thousands):
			September 30, 2013
	Fair Value of Derivative Instruments		Notional				Derivative				Derivative
			Amount				Assets				Liabilities
	Derivatives designated as hedging instruments
	Interest rate swaps		$	36,218,525			$	133,766			$	440,761
	Derivatives not designated as hedging instruments
	Interest rate swaps		1,306,129				43,980				34,849
	Forward settlement agreements (TBAs)		55,000				—				887
	Mortgage delivery commitments		57,722				636				—
	Total derivatives not designated as hedging instruments		1,418,851				44,616				35,736
	Total derivatives before netting and collateral adjustments		$	37,637,376			178,382				476,497
	Netting adjustments						(106,537		)		(106,537		)
	Cash collateral and related accrued interest						(28,254		)		(299,378		)
	Total netting adjustments and cash collateral1						(134,791		)		(405,915		)
	Total derivative assets and total derivative liabilities						$	43,591			$	70,582
			December 31, 2012
	Fair Value of Derivative Instruments		Notional				Derivative				Derivative
			Amount				Assets				Liabilities
	Derivatives designated as hedging instruments
	Interest rate swaps		$	23,648,999			$	118,157			$	604,525
	Derivatives not designated as hedging instruments
	Interest rate swaps		4,368,562				32,702				71,330
	Interest rate caps		3,450,000				2,868				—
	Forward settlement agreements (TBAs)		93,500				58				128
	Mortgage delivery commitments		96,220				104				54
	Total derivatives not designated as hedging instruments		8,008,282				35,732				71,512
	Total derivatives before netting and collateral adjustments		$	31,657,281			153,889				676,037
	Netting adjustments						(146,474		)		(146,474		)
Cash collateral and related accrued interest						(3,602		)		(428,863		)
Total netting adjustments and cash collateral1						(150,076		)		(575,337		)
Total derivative assets and total derivative liabilities						$	3,813			$	100,700
1	Amounts represent the application of the netting requirements that allow the Bank to net settle positive and negative positions and also cash collateral and the related accrued interest held or placed with the same counterparty and/or clearing agent.
The following table summarizes the components of “Net gains (losses) on derivatives and hedging activities” as presented in the Statements of Income (dollars in thousands):
	For the Three Months Ended								For the Nine Months Ended
	September 30,								September 30,
	2013				2012				2013				2012
Derivatives designated as hedging instruments
Interest rate swaps	$	1,960			$	(4,826	)		$	8,304			$	(2,423	)
Derivatives not designated as hedging instruments
Interest rate swaps	5,083				(831		)		71,177				(5,513		)
Interest rate caps	—				(327		)		3,992				(11,103		)
Forward settlement agreements (TBAs)	(496		)		(5,439		)		4,831				(12,876		)
Mortgage delivery commitments	715				3,119				(4,464		)		9,303
Net interest settlements	(4,898		)		(3,057		)		(11,497		)		(10,341		)
Total net gains (losses) related to derivatives not designated as hedging instruments	404				(6,535		)		64,039				(30,530		)
Net gains (losses) on derivatives and hedging activities	$	2,364			$	(11,361	)		$	72,343			$	(32,953	)
The following tables summarize, by type of hedged item, the gains (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 (dollars in thousands):
		For the Three Months Ended
		30-Sep-13
Hedged Item Type		(Losses) Gains on				Gains (Losses) on				Net Fair Value				Effect on
		Derivatives				Hedged Items				Hedge				Net Interest
										Ineffectiveness				Income1
Available-for-sale investments		$	(7,548	)		$	7,933			$	385			$	(12,429	)
Advances		(2,769		)		3,289				520				(39,562		)
Consolidated obligation bonds		7,569				(6,514		)		1,055				14,425
Total		$	(2,748	)		$	4,708			$	1,960			$	(37,566	)
		For the Three Months Ended
		30-Sep-12
Hedged Item Type		(Losses) Gains on				Gains (Losses) on				Net Fair Value				Effect on
		Derivatives				Hedged Items				Hedge				Net Interest
										Ineffectiveness				Income1
Available-for-sale investments		$	(3,553	)		$	3,998			$	445			$	(3,213	)
Advances		(31,480		)		32,337				857				(45,091		)
Consolidated obligation bonds		21,363				(27,491		)		(6,128		)		27,398
Total		$	(13,670	)		$	8,844			$	(4,826	)		$	(20,906	)
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 following tables summarize, by type of hedged item, the gains (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 (dollars in thousands):
		For the Nine Months Ended
		30-Sep-13
Hedged Item Type		Gains (Losses) on				(Losses) Gains on				Net Fair Value				Effect on
		Derivatives				Hedged Items				Hedge				Net Interest
										Ineffectiveness				Income1
Available-for-sale investments		$	90,662			$	(86,254	)		$	4,408			$	(23,911	)
Advances		181,256				(179,019		)		2,237				(122,235		)
Consolidated obligation bonds		(131,558		)		133,217				1,659				48,009
Total		$	140,360			$	(132,056	)		$	8,304			$	(98,137	)
		For the Nine Months Ended
		30-Sep-12
Hedged Item Type		(Losses) Gains on				Gains (Losses) on				Net Fair Value				Effect on
		Derivatives				Hedged Items				Hedge				Net Interest
										Ineffectiveness				Income1
Available-for-sale investments		$	(14,325	)		$	15,046			$	721			$	(9,377	)
Advances		(50,218		)		53,027				2,809				(151,381		)
Consolidated obligation bonds		53,743				(59,696		)		(5,953		)		102,132
Total		$	(10,800	)		$	8,377			$	(2,423	)		$	(58,626	)
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.
Managing Credit Risk on Derivatives
The Bank is subject to credit risk due to the risk of nonperformance by counterparties to its derivative contracts. The Bank manages credit risk through credit analyses, collateral requirements, and adherence to the requirements set forth in Bank policies, U.S. Commodity Futures Trading Commission regulations, and Finance Agency regulations. For bilateral derivatives, the degree of credit risk depends on the extent to which master netting arrangements are included in such contracts to mitigate the risk. The Bank requires collateral agreements with collateral delivery thresholds on the majority of its bilateral derivatives.
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 if the clearing agent or the Clearinghouse fails to meet its obligations. The use of cleared derivatives is intended to mitigate credit risk exposure because a central counterparty is substituted for individual counterparties and collateral is posted daily, through a clearing agent, for changes in the fair value of cleared derivatives.
The Bank has analyzed the enforceability of offsetting rights incorporated in its cleared derivative transactions and has determined that the exercise of those offsetting rights by a non-defaulting party under these transactions would likely be upheld under applicable law upon an event of default, including a bankruptcy, insolvency or similar proceeding involving the Clearinghouse or the clearing agent, or both. 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.
A majority of the Bank's bilateral derivative contracts contain provisions that require the Bank to deliver additional collateral on derivatives in net liability positions to counterparties if there is deterioration in the Bank's credit rating. At September 30, 2013, the aggregate fair value of all bilateral derivative instruments with credit-risk related contingent features that were in a net liability position (before cash collateral and related accrued interest) was $313.0 million. For these derivatives, the Bank posted cash collateral (including accrued interest) of $245.8 million in the normal course of business. If the Bank's credit rating had been lowered by an NRSRO from its current rating to the next lower rating, the Bank would have been required to deliver up to an additional $42.0 million of collateral to its bilateral derivative counterparties at September 30, 2013.
Offsetting of Derivative Assets and Derivative Liabilities
The Bank presents derivative instruments, related cash collateral received or pledged, including initial and variation margin, and associated accrued interest on a net basis by clearing agent and/or by counterparty when it has met the netting requirements. The following table presents the fair value of derivative assets meeting or not meeting the netting requirements, including the related collateral received from or pledged to counterparties (dollars in thousands):
	Derivative Assets
	September 30,				December 31,
	2013				2012
Derivative instruments meeting netting requirements
Gross recognized amount
Bilateral derivatives	$	176,947			$	153,785
Cleared derivatives	799				—
Total gross recognized amount	177,746				153,785
Gross amounts of netting adjustments and cash collateral
Bilateral derivatives	(171,691		)		(150,076		)
Cleared derivatives	36,900				—
Total gross amounts of netting adjustments and cash collateral	(134,791		)		(150,076		)
Net amounts after netting adjustments
Bilateral derivatives	5,256				3,709
Cleared derivatives	37,699				—
Total net amounts after netting adjustments	42,955				3,709
Bilateral derivative instruments not meeting netting requirements1	636				104
Total derivative assets
Bilateral derivatives	5,892				3,813
Cleared derivatives	37,699				—
Total derivative assets presented in the Statements of Condition2	$	43,591			$	3,813
1	Represents mortgage delivery commitments.
2	Represents the net unsecured amount of credit exposure.
The following table presents the fair value of derivative liabilities meeting or not meeting the netting requirements, including the related collateral received from or pledged to counterparties (dollars in thousands):
	Derivative Liabilities
	September 30,				December 31,
	2013				2012
Derivative instruments meeting netting requirements
Gross recognized amount
Bilateral derivatives	$	459,833			$	675,983
Cleared derivatives	16,664				—
Total gross recognized amount	476,497				675,983
Gross amounts of netting adjustments and cash collateral
Bilateral derivatives	(389,251		)		(575,337		)
Cleared derivatives	(16,664		)		—
Total gross amounts of netting adjustments and cash collateral	(405,915		)		(575,337		)
Net amounts after netting adjustments
Bilateral derivatives	70,582				100,646
Cleared derivatives	—				—
Total net amounts after netting adjustments	70,582				100,646
Bilateral derivative instruments not meeting netting requirements1	—				54
Total derivative liabilities
Bilateral derivatives	70,582				100,700
Cleared derivatives	—				—
Total derivative liabilities presented in the Statements of Condition2	$	70,582			$	100,700
1	Represents mortgage delivery commitments.
2	Represents the net unsecured amount of credit exposure.

Consolidated_Obligations

Consolidated Obligations	9 Months Ended
	Sep. 30, 2013
Debt Disclosure [Abstract]	'
Consolidated Obligations	'
	Consolidated Obligations
	Consolidated obligations consist of bonds and discount notes. The FHLBanks issue consolidated obligations through the Office of Finance as their agent. Bonds are issued primarily to raise intermediate- and long-term funds for the Bank and are not subject to any statutory or regulatory limits on their maturity. Discount notes are issued primarily to raise short-term funds for the Bank and have original maturities of one year or less. Discount notes sell at or below their face amount and are redeemed at par value when they mature.
	Although the Bank is primarily liable for the portion of consolidated obligations issued on its behalf, it is also jointly and severally liable with the other 11 FHLBanks for the payment of principal and interest on all FHLBank System consolidated obligations. The Finance Agency, at its discretion, may require any FHLBank to make principal and/or interest payments due on any consolidated obligation, whether or not the primary obligor FHLBank has defaulted on the payment of that consolidated obligation. The Finance Agency has never exercised this discretionary authority. At September 30, 2013 and December 31, 2012, the total par value of outstanding consolidated obligations of the 12 FHLBanks was approximately $720.7 billion and $687.9 billion.
	BONDS
	The following table summarizes the Bank's bonds outstanding by year of contractual maturity (dollars in thousands):
		September 30, 2013					December 31, 2012
	Year of Contractual Maturity	Amount			Weighted		Amount			Weighted
					Average					Average
					Interest					Interest
					Rate					Rate
	Due in one year or less	$	19,377,460		0.33		$	21,491,480		0.62
	Due after one year through two years	1,510,840			2.02		2,317,015			1.89
	Due after two years through three years	2,477,750			4.11		2,213,990			3.4
	Due after three years through four years	1,948,940			3.83		1,507,905			4.47
	Due after four years through five years	1,054,035			3.15		2,002,060			4.36
	Thereafter	5,614,970			2.96		4,291,205			3.35
	Index amortizing notes	225,838			5.21		331,300			5.21
	Total par value	32,209,833			1.49		34,154,955			1.67
	Premiums	22,926					24,544
	Discounts	(18,160		)			(18,746		)
	Fair value hedging adjustments	12,692					182,445
	Fair value option adjustments	60					1,985
	Total	$	32,227,351				$	34,345,183
	The following table summarizes the Bank's bonds outstanding by call features (dollars in thousands):
		September 30,			December 31,
		2013			2012
	Noncallable or nonputable	$	28,714,833		$	32,272,455
	Callable	3,495,000			1,882,500
	Total par value	$	32,209,833		$	34,154,955
	Extinguishment of Debt
	During the three months ended September 30, 2013, the Bank did not extinguish any debt. During the nine months ended September 30, 2013, the Bank extinguished bonds with a total par value of $162.1 million and recognized losses of $25.7 million in other (loss) income. During the three and nine months ended September 30, 2012, the Bank extinguished bonds with a total par value of $137.6 million and $288.1 million and recognized losses of $25.9 million and $48.6 million in other (loss) income.
	DISCOUNT NOTES
	The following table summarizes the Bank's discount notes (dollars in thousands):
		September 30, 2013					December 31, 2012
		Amount			Weighted		Amount			Weighted
					Average					Average
					Interest					Interest
					Rate					Rate
	Par value	$	28,220,000		0.05		$	8,676,903		0.13
	Discounts	(2,470		)			(2,533		)
	Total	$	28,217,530				$	8,674,370

Capital

Capital	9 Months Ended
	Sep. 30, 2013
Capital [Abstract]	'
Capital	'
	Capital
	The Bank is subject to three regulatory capital requirements:
	•	Risk-based capital. The Bank must maintain at all times permanent capital greater than or equal to the sum of its credit, market, and operations risk capital requirements, all calculated in accordance with Finance Agency regulations. Only permanent capital, defined as Class B capital stock (which includes mandatorily redeemable capital stock) and retained earnings, can satisfy this risk-based capital requirement.
	•	Regulatory capital. The Bank is required to maintain a minimum four percent capital-to-asset ratio, which is defined as total regulatory capital divided by total assets. Total regulatory capital includes all capital stock, including mandatorily redeemable capital stock, and retained earnings. It does not include accumulated other comprehensive income.
	•	Leverage capital. The Bank is required to maintain a minimum five percent leverage ratio, which is defined as the sum of permanent capital weighted 1.5 times and nonpermanent capital weighted 1.0 times, divided by total assets. At September 30, 2013 and December 31, 2012, the Bank did not have any nonpermanent capital.
	If the Bank's capital falls below the required levels, the Finance Agency has authority to take actions necessary to return it to safe and sound business operations. The following table shows the Bank's compliance with the Finance Agency's three regulatory capital requirements (dollars in thousands):
		September 30, 2013						December 31, 2012
		Required			Actual			Required			Actual
	Regulatory capital requirements
	Risk-based capital	$	658,791		$	3,359,274		$	372,277		$	2,694,224
	Regulatory capital	$	2,602,509		$	3,359,274		$	1,894,691		$	2,694,224
	Leverage capital	$	3,253,136		$	5,038,911		$	2,368,364		$	4,041,335
	Capital-to-asset ratio	4		%	5.16		%	4		%	5.69		%
	Leverage ratio	5		%	7.74		%	5		%	8.53		%
	The Bank issues a single class of capital stock (Class B capital stock). The Bank's capital stock has a par value of $100 per share, and all shares are issued, redeemed, or repurchased by the Bank at the stated par value. The Bank has two subclasses of capital stock: membership and activity-based. Each member must purchase and hold membership capital stock in an amount equal to 0.12 percent of its total assets as of the preceding December 31st, subject to a cap of $10.0 million and a floor of $10,000. Each member is also required to purchase activity-based capital stock equal to a certain percentage of its advances and mortgage loans outstanding in the Bank's Statements of Condition. All capital stock issued is subject to a five year notice of redemption period.
	The capital stock requirements established in the Bank's Capital Plan are designed so that the Bank can remain adequately capitalized as member activity changes. The Bank's Board of Directors may make adjustments to the investment requirements within ranges established in the Capital Plan. During the second quarter of 2013, the Bank's Board of Directors approved a reduction in the activity-based capital stock requirement from 4.45 percent to 4.00 percent. This became effective August 1, 2013 and resulted in the Bank repurchasing approximately $150 million of capital stock from members.
	Excess Stock
	Capital stock owned by members in excess of their investment requirement is deemed excess capital stock. Under its Capital Plan, the Bank, at its discretion and upon 15 days' written notice, may repurchase excess membership capital stock. The Bank, at its discretion, may also repurchase excess activity-based capital stock to the extent that (i) the excess capital stock balance exceeds an operational threshold set forth in the Capital Plan, which is currently set at zero, or (ii) a member submits a notice to redeem all or a portion of the excess activity-based capital stock. At September 30, 2013 and December 31, 2012, the Bank had no excess capital stock outstanding.
	Mandatorily Redeemable Capital Stock
	The Bank reclassifies capital stock subject to redemption from equity to a liability (mandatorily redeemable capital stock) when a member engages in any of the following activities: (i) submits a written notice to redeem all or part of its capital stock, (ii) submits a written notice of its intent to withdraw from membership, or (iii) terminates its membership voluntarily as a result of a merger or consolidation into a non-member or into a member of another FHLBank. At September 30, 2013 and December 31, 2012, the Bank's mandatorily redeemable capital stock totaled $13.4 million and $9.6 million.
	Restricted Retained Earnings
	The Bank entered into a Joint Capital Enhancement Agreement (JCE Agreement), as amended, with the other 11 FHLBanks in February 2011. The JCE Agreement is intended to enhance the capital position of the Bank over time. It requires the Bank to allocate 20 percent of its quarterly net income to a separate restricted retained earnings account until the balance of that account equals at least one percent of its average balance of outstanding consolidated obligations for the previous quarter. The restricted retained earnings are not available to pay dividends. At September 30, 2013 and December 31, 2012, the Bank's restricted retained earnings account totaled $43.4 million and $28.8 million.
	Accumulated Other Comprehensive Income
	The following table summarizes the changes in accumulated other comprehensive income for the three months ended September 30, 2013 and 2012 (dollars in thousands):
		Net unrealized gains on AFS securities			Pension and postretirement benefits			Total accumulated other comprehensive income
		(Notes 4 and 6)
	Balance, June 30, 2012	$	152,043		$	(2,495	)	$	149,548
	Other comprehensive income	18,467			107			18,574
	Balance, September 30, 2012	$	170,510		$	(2,388	)	$	168,122
	Balance, June 30, 2013	$	88,878		$	(2,696	)	$	86,182
	Other comprehensive (loss) income before reclassifications
	Net unrealized losses	(13,809		)	—			(13,809		)
	Reclassifications from other comprehensive (loss) income to net income
	Other-than-temporary impairment losses on securities	1,293			—			1,293
	Net realized gains on the sale of securities	(1,094		)	—			(1,094		)
	Amortization - pension and postretirement	—			141			141
	Net current period other comprehensive (loss) income	(13,610		)	141			(13,469		)
	Balance, September 30, 2013	$	75,268		$	(2,555	)	$	72,713
	The following table summarizes the changes in accumulated other comprehensive income for the nine months ended September 30, 2013 and 2012 (dollars in thousands):
		Net unrealized gains on AFS securities			Pension and postretirement benefits			Total accumulated other comprehensive income
		(Notes 4 and 6)
	Balance, December 31, 2011	$	137,240		$	(2,679	)	$	134,561
	Other comprehensive income	33,270			291			33,561
	Balance, September 30, 2012	$	170,510		$	(2,388	)	$	168,122
	Balance, December 31, 2012	$	152,781		$	(3,143	)	$	149,638
	Other comprehensive (loss) income before reclassifications
	Net unrealized losses	(75,767		)	—			(75,767		)
	Reclassifications from other comprehensive (loss) income to net income
	Other-than-temporary impairment losses on securities	1,293			—			1,293
	Net realized gains on sale of securities	(3,039		)	—			(3,039		)
	Amortization - pension and postretirement	—			588			588
	Net current period other comprehensive (loss) income	(77,513		)	588			(76,925		)
	Balance, September 30, 2013	$	75,268		$	(2,555	)	$	72,713

Fair_Value

Fair Value	9 Months Ended
	Sep. 30, 2013
Fair Value Disclosures [Abstract]	'
Fair Value	'
	Fair Value
	Fair value amounts are determined by the Bank using available market information and the Bank's best judgment of appropriate valuation methods. The fair value hierarchy requires an entity to maximize the use of observable inputs and minimize the use of unobservable inputs when measuring fair value. 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 prioritizes the inputs used to measure fair value into three broad levels:
	•	Level 1 Inputs. Quoted prices (unadjusted) for identical assets or liabilities in an active market that the Bank can access on the measurement date.
	•	Level 2 Inputs. 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: (i) quoted prices for similar assets or liabilities in active markets, (ii) quoted prices for identical or similar assets or liabilities in markets that are not active, (iii) 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, implied volatilities, and credit spreads), and (iv) market-corroborated inputs.
	•	Level 3 Inputs. Unobservable inputs for the asset or liability.
	The Bank reviews its 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. These reclassifications are reported as transfers in/out as of the beginning of the quarter in which the changes occur. There were no such transfers during the nine months ended September 30, 2013 and 2012.
	The following table summarizes the carrying value and fair value of the Bank's financial instruments at September 30, 2013 (dollars in thousands). The fair values do 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 assets versus liabilities.
							Fair Value
	Financial Instruments		Carrying Value				Level 1				Level 2			Level 3			Netting Adjustment1			Total
	Assets
	Cash and due from banks		$	182,672			$	182,672			$	—		$	—		$	—		$	182,672
	Interest-bearing deposits		3,128				—				3,095			—			—			3,095
	Securities purchased under agreements to resell		2,450,000				—				2,450,000			—			—			2,450,000
	Federal funds sold		585,000				—				585,000			—			—			585,000
	Trading securities		1,042,348				—				1,042,348			—			—			1,042,348
	Available-for-sale securities		6,304,783				—				6,304,783			—			—			6,304,783
	Held-to-maturity securities		1,950,808				—				1,997,507			31,141			—			2,028,648
	Advances		45,786,532				—				45,865,964			—			—			45,865,964
	Mortgage loans held for portfolio, net		6,589,489				—				6,797,110			33,949			—			6,831,059
	Accrued interest receivable		74,968				—				74,968			—			—			74,968
	Derivative assets, net		43,591				—				178,382			—			(134,791		)	43,591
	Other assets		9,811				9,811				—			—			—			9,811
	Liabilities
	Deposits		(660,678		)		—				(660,677		)	—			—			(660,677		)
	Discount notes		(28,217,530		)		—				(28,218,782		)	—			—			(28,218,782		)
	Bonds		(32,227,351		)		—				(32,870,966		)	—			—			(32,870,966		)
	Mandatorily redeemable capital stock		(13,383		)		(13,383		)		—			—			—			(13,383		)
	Accrued interest payable		(107,078		)		—				(107,078		)	—			—			(107,078		)
	Derivative liabilities, net		(70,582		)		(887		)		(475,610		)	—			405,915			(70,582		)
	Other
	Standby letters of credit		(2,622		)		—				—			(2,622		)	—			(2,622		)
	Standby bond purchase agreements		—				—				3,219			—			—			3,219
	1	Amounts represent the application of the netting requirements that allow the Bank to net settle positive and negative positions and also cash collateral and the related accrued interest held or placed with the same counterparty and/or clearing agent.
	The following table summarizes the carrying value and fair value of the Bank's financial instruments at December 31, 2012 (dollars in thousands):
							Fair Value
	Financial Instruments		Carrying Value				Level 1				Level 2			Level 3			Netting Adjustment1			Total
	Assets
	Cash and due from banks		$	252,113			$	252,113			$	—		$	—		$	—		$	252,113
	Interest-bearing deposits		3,238				—				3,203			—			—			3,203
	Securities purchased under agreements to resell		3,425,000				—				3,425,000			—			—			3,425,000
	Federal funds sold		960,000				—				960,000			—			—			960,000
	Trading securities		1,145,430				—				1,145,430			—			—			1,145,430
	Available-for-sale securities		4,859,806				—				4,859,806			—			—			4,859,806
	Held-to-maturity securities		3,039,721				—				3,158,034			40,095			—			3,198,129
	Advances		26,613,915				—				26,828,132			—			—			26,828,132
	Mortgage loans held for portfolio, net		6,951,810				—				7,323,009			48,995			—			7,372,004
	Accrued interest receivable		66,410				—				66,410			—			—			66,410
	Derivative assets, net		3,813				58				153,831			—			(150,076		)	3,813
	Other assets		8,261				8,261				—			—			—			8,261
	Liabilities
	Deposits		(1,084,744		)		—				(1,084,738		)	—			—			(1,084,738		)
	Discount notes		(8,674,370		)		—				(8,675,102		)	—			—			(8,675,102		)
	Bonds		(34,345,183		)		—				(35,570,458		)	—			—			(35,570,458		)
	Mandatorily redeemable capital stock		(9,561		)		(9,561		)		—			—			—			(9,561		)
	Accrued interest payable		(106,611		)		—				(106,611		)	—			—			(106,611		)
	Derivative liabilities, net		(100,700		)		(128		)		(675,909		)	—			575,337			(100,700		)
	Other
	Standby letters of credit		(1,522		)		—				—			(1,522		)	—			(1,522		)
	Standby bond purchase agreements		—				—				2,136			—			—			2,136
	1	Amounts represent the application of the netting requirements that allow the Bank to net settle positive and negative positions and also cash collateral and the related accrued interest held or placed with the same counterparty and/or clearing agent.
	Summary of Valuation Techniques and Primary Inputs
	Cash and Due from Banks. The fair value equals the carrying value.
Interest-Bearing Deposits. For interest-bearing deposits with less than three months to maturity, the fair value approximates the carrying value. For interest-bearing deposits with more than three months to maturity, the fair value is determined by calculating the present value of the expected future cash flows and reducing the amount for accrued interest receivable.
Securities Purchased under Agreements to Resell. For overnight and term securities purchased under agreements to resell with less than three months to maturity, the fair value approximates the carrying value. For term securities purchased under agreements to resell with more than three months to maturity, the fair value is determined by calculating the present value of the expected future cash flows. The discount rates used in these calculations are the rates for securities with similar terms.
Overnight Federal Funds Sold. The fair value approximates the carrying value.
Investment Securities. The Bank's valuation technique incorporates prices from four designated third-party pricing vendors, when available. The pricing vendors generally use proprietary models to price investment securities. The inputs to those models are derived from various sources including, but not limited to, benchmark securities and yields, reported trades, dealer estimates, issuer spreads, bids, offers, and other market-related data. Since many investment securities do not trade on a daily basis, the pricing vendors use available information, as applicable, such as benchmark curves, benchmarking of like securities, sector groupings, and matrix pricing to determine the prices for individual securities. Each pricing vendor has an established process in place to challenge investment valuations, which facilitates resolution of questionable prices identified by the Bank. Annually, the Bank conducts reviews of the four pricing vendors to confirm and further augment its understanding of the vendors' pricing processes, methodologies, and control procedures for investment securities.
The Bank's valuation technique for estimating the fair values of its investment securities first requires the establishment of a “median” price for each security. If four 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 final price) subject to some type of validation. All prices that are within a specified tolerance threshold of the median price are included in the cluster of prices that are averaged to compute a default price. All 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 non-binding dealer estimates) to determine if an outlier is a better estimate of 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 final price rather than the default price. Alternatively, if the analysis confirms that an outlier (or outliers) is (are) in fact not representative of fair value and the default price is the best estimate, then the default price is used as the final price. In all cases, the final price is used to determine the fair value of the security. In limited instances, when no prices are available from the four designated pricing services, the Bank obtains prices from dealers.
As an additional step, the Bank reviews the final fair value estimates of its private-label MBS holdings quarterly for reasonableness using an implied yield test. The Bank calculated an implied yield for each of its private-label MBS using the estimated fair value derived from the process previously described and the security's projected cash flows and compared such yield to the yield for comparable securities according to dealers and/or other third-party sources. No significant variances were noted. Therefore, the Bank determined that its fair value estimates for private-label MBS were appropriate at September 30, 2013.
As of September 30, 2013 and December 31, 2012, three or four prices were received for substantially all of the Bank's investment securities and the final prices for substantially all of those securities were computed by averaging the prices received. Based on the Bank's review of the pricing methods and controls employed by the third-party pricing vendors and the relative lack of dispersion among the vendor prices, the Bank believes its final prices are representative of the prices that would have been received if the assets had been sold at the measurement date (i.e., exit prices) and further, that the fair value measurements are classified appropriately in the fair value hierarchy.
Advances. The fair value of advances is determined by calculating the present value of the expected future cash flows and reducing the amount for accrued interest receivable. The discount rates used in these calculations are equivalent to the replacement advance rates for advances with similar terms. In accordance with Finance Agency regulations, advances generally require a prepayment fee sufficient to make the Bank financially indifferent to a borrower's decision to prepay the advances. Therefore, the fair value of advances does not assume prepayment risk.
The Bank uses the following inputs for measuring the fair value of advances:
•	Consolidated Obligation Curve (CO Curve). The Office of Finance constructs a market-observable curve referred to as the CO Curve. The CO Curve is constructed using the U.S. Treasury Curve as a base curve which is then adjusted by adding indicative spreads obtained largely from market-observable sources. These market indications are generally derived from pricing indications from dealers, historical pricing relationships, recent GSE trades, and secondary market activity. The Bank utilizes the CO Curve as its input to fair value for advances because it represents the Bank's cost of funds and is used to price advances.
•	Volatility assumption. Market-based expectations of future interest rate volatility implied from current market prices for similar options.
•	Spread assumption. Represents a spread adjustment to the CO Curve.
Mortgage Loans Held for Portfolio. The fair value of mortgage loans held for portfolio is determined based on quoted market prices of similar mortgage loans available in the market, if available, or modeled prices. The modeled prices start with prices for new MBS issued by GSEs or similar mortgage loans. They are then adjusted for credit risk, servicing spreads, seasoning, and cash flow remittances. The prices for new MBS or similar mortgage loans are highly dependent upon the underlying prepayment assumptions priced in the secondary market. Changes in the prepayment rates often have a material effect on the fair value estimates.
Impaired Mortgage Loans Held for Portfolio. The fair value of impaired mortgage loans held for portfolio is estimated by either applying a historical loss severity rate incurred on sales to the underlying property value or calculating the present value of expected future cash flows discounted at the loan's effective interest rate.
Real Estate Owned. The fair value of REO is estimated using a current property value from the MPF Servicer or a broker price opinion adjusted for estimated selling costs.
Accrued Interest Receivable and Payable. The fair value approximates the carrying value.
Derivative Assets and Liabilities. The fair value of derivatives is generally estimated using standard valuation techniques such as discounted cash flow analyses and comparisons to similar instruments. In limited instances, fair value estimates for interest-rate related derivatives may be obtained using an external pricing model that utilizes observable market data. The Bank is subject to credit risk in derivatives transactions due to the potential nonperformance of its derivatives counterparties. The use of cleared derivatives is intended to mitigate credit risk exposure because a central counterparty is substituted for individual counterparties and collateral is posted daily, through a clearing agent, for changes in the fair value of cleared derivatives. To mitigate credit risk on bilateral derivatives, the Bank enters into master netting agreements with its counterparties as well as collateral agreements that provide for the delivery of collateral at specified levels tied to those counterparties' credit ratings. The Bank has evaluated the potential for the fair value of its derivatives to be affected by counterparty credit risk and its own credit risk and has determined that no adjustments were significant to the overall fair value measurements.
The fair values of the Bank's derivative assets and derivative 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 due to their short-term nature. The fair values of derivatives are netted by clearing agent and/or counterparty if the netting requirements are met. If these netted amounts are positive, they are classified as an asset and, if negative, they are classified as a liability.
The Bank's discounted cash flow model utilizes market-observable inputs (inputs that are actively quoted and can be validated to external sources). The Bank uses the following inputs for measuring the fair value of interest-related derivatives:
•	Discount rate assumption. The Bank utilizes the OIS curve.
•	Forward interest rate assumption. The Bank utilizes the LIBOR swap curve.
•	Volatility assumption. Market-based expectations of future interest rate volatility implied from current market prices for similar options.
For forward settlement agreements (TBAs), the Bank utilizes TBA securities prices that are determined by coupon class and expected term until settlement. For mortgage delivery commitments, the Bank utilizes TBA securities prices adjusted for factors such as credit risk and servicing spreads.
Other Assets. These represent assets held in a Rabbi Trust for the Bank's nonqualified retirement plan. These assets include cash equivalents and mutual funds, both of which are carried at estimated fair value based on quoted market prices as of the last business day of the reporting period.
Deposits. For deposits with three months or less to maturity, the fair value approximates the carrying value. For deposits with more than three months to maturity, the fair value is determined by calculating the present value of the expected future cash flows 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. The fair value of consolidated obligations is based on prices received from pricing services (consistent with the methodology for investment securities discussed above) or determined by calculating the present value of the expected future cash flows and reducing the amount for accrued interest payable. For consolidated obligations elected under the fair value option, fair value includes accrued interest payable. The discount rates used in these calculations are for consolidated obligations with similar terms. The Bank uses the CO Curve and a volatility assumption for measuring the fair value of these consolidated obligations.
Mandatorily Redeemable Capital Stock. The fair value of capital stock subject to mandatory redemption is generally reported at par value. Fair value also includes an estimated dividend earned at the time of reclassification from equity to a liability (if applicable), until such amount is paid. Capital stock can only be acquired by members at par value and redeemed at par value. Capital stock is not publicly traded and no market mechanism exists for the exchange of stock outside the cooperative structure.
Standby Letters of Credit. The fair value of standby letters of credit is based on either the fees currently charged for similar agreements or the estimated cost to terminate the agreement or otherwise settle the obligation with the counterparty.
Standby Bond Purchase Agreements. The fair value of standby bond purchase agreements is calculated using the present value of the expected future fees related to the agreements. The discount rates used in the calculations are based on municipal spreads over the U.S. Treasury Curve, which are comparable to discount rates used to value the underlying bonds. Upon purchase of any bonds under these agreements, the Bank estimates fair value using the "Investment Securities" fair value methodology.
Subjectivity of Estimates. Estimates of the fair value of financial assets and liabilities using the methods previously described are highly subjective and require judgments regarding significant matters, such as the amount and timing of future cash flows, prepayment speed assumptions, expected interest rate volatility, possible distributions of future interest rates used to value options, and the selection of discount rates that appropriately reflect market and credit risks. The use of different assumptions could have a material effect on the fair value estimates.
Fair Value on a Recurring Basis
The following table summarizes, for each hierarchy level, the Bank's assets and liabilities that are measured at fair value in the Statements of Condition at September 30, 2013 (dollars in thousands):
Recurring Fair Value Measurements		Level 1				Level 2				Level 3			Netting Adjustment1			Total
Assets
Trading securities
Other U.S. obligations		$	—			$	276,990			$	—		$	—		$	276,990
GSE obligations		—				55,787				—			—			55,787
Other non-MBS		—				268,844				—			—			268,844
GSE MBS - residential		—				440,727				—			—			440,727
Total trading securities		—				1,042,348				—			—			1,042,348
Available-for-sale securities
Other U.S. obligations		—				187,377				—			—			187,377
GSE obligations		—				519,655				—			—			519,655
State or local housing agency obligations		—				24,126				—			—			24,126
Other non-MBS		—				281,410				—			—			281,410
GSE MBS - residential		—				5,292,215				—			—			5,292,215
Total available-for-sale securities		—				6,304,783				—			—			6,304,783
Derivative assets, net
Interest-rate related		—				177,746				—			(134,791		)	42,955
Mortgage delivery commitments		—				636				—			—			636
Total derivative assets, net		—				178,382				—			(134,791		)	43,591
Other assets		9,811				—				—			—			9,811
Total recurring assets at fair value		$	9,811			$	7,525,513			$	—		$	(134,791	)	$	7,400,533
Liabilities
Bonds2		$	—			$	(50,060	)		$	—		$	—		$	(50,060	)
Derivative liabilities, net
Interest-rate related		—				(475,610		)		—			405,915			(69,695		)
Forward settlement agreements (TBAs)		(887		)		—				—			—			(887		)
Total derivative liabilities, net		(887		)		(475,610		)		—			405,915			(70,582		)
Total recurring liabilities at fair value		$	(887	)		$	(525,670	)		$	—		$	405,915		$	(120,642	)
1	Amounts represent the application of the netting requirements that allow the Bank to net settle positive and negative positions and also cash collateral and the related accrued interest held or placed with the same counterparty and/or clearing agent.
2	Represents bonds recorded under the fair value option.
The following table summarizes, for each hierarchy level, the Bank's assets and liabilities that are measured at fair value in the Statements of Condition at December 31, 2012 (dollars in thousands):
Recurring Fair Value Measurements		Level 1				Level 2				Level 3			Netting Adjustment1			Total
Assets
Trading securities
Other U.S. obligations		$	—			$	309,540			$	—		$	—		$	309,540
GSE obligations		—				64,445				—			—			64,445
Other non-MBS		—				294,933				—			—			294,933
GSE MBS - residential		—				476,512				—			—			476,512
Total trading securities		—				1,145,430				—			—			1,145,430
Available-for-sale securities
Other U.S. obligations		—				163,215				—			—			163,215
GSE obligations		—				555,831				—			—			555,831
State or local housing agency obligations		—				8,401				—			—			8,401
Other non-MBS		—				400,410				—			—			400,410
GSE MBS - residential		—				3,731,949				—			—			3,731,949
Total available-for-sale securities		—				4,859,806				—			—			4,859,806
Derivative assets, net
Interest-rate related		—				153,727				—			(150,076		)	3,651
Forward settlement agreements (TBAs)		58				—				—			—			58
Mortgage delivery commitments		—				104				—			—			104
Total derivative assets, net		58				153,831				—			(150,076		)	3,813
Other assets		8,261				—				—			—			8,261
Total recurring assets at fair value		$	8,319			$	6,159,067			$	—		$	(150,076	)	$	6,017,310
Liabilities
Bonds2		$	—			$	(1,866,985	)		$	—		$	—		$	(1,866,985	)
Derivative liabilities, net
Interest-rate related		—				(675,855		)		—			575,337			(100,518		)
Forward settlement agreements (TBAs)		(128		)		—				—			—			(128		)
Mortgage delivery commitments		—				(54		)		—			—			(54		)
Total derivative liabilities, net		(128		)		(675,909		)		—			575,337			(100,700		)
Total recurring liabilities at fair value		$	(128	)		$	(2,542,894	)		$	—		$	575,337		$	(1,967,685	)
1	Amounts represent the application of the netting requirements that allow the Bank to net settle positive and negative positions and also cash collateral and the related accrued interest held or placed with the same counterparty and/or clearing agent.
2	Represents bonds recorded under the fair value option.
Fair Value on a Non-Recurring Basis
The Bank measures certain impaired mortgage loans held for portfolio and REO at Level 3 fair value on a non-recurring basis. These assets are subject to fair value adjustments in certain circumstances. In the case of impaired mortgage loans, the Bank estimates fair value based on historical loss severity rates incurred on sales or discounted cash flows. At September 30, 2013, the historical loss severity rate used to estimate the fair value of a majority of impaired mortgage loans held for portfolio was 13.2 percent. Significant increases/decreases in this loss severity rate may result in significantly lower/higher fair value measurements. In the case of REO, the Bank estimates fair value based on a current property value from the MPF Servicer or a broker price opinion adjusted for estimated selling costs.
The following table summarizes impaired mortgage loans held for portfolio and REO that were recorded at fair value as a result of a non-recurring change in fair value having been recorded in the quarter then ended (dollars in thousands):
	September 30,				December 31,
	2013				2012
Impaired mortgage loans held for portfolio	$	33,949			$	48,995
Real estate owned	592				941
Total non-recurring assets	$	34,541			$	49,936
Fair Value Option
The fair value option provides 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 entities to display the fair value of those assets and liabilities for which it 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.
The Bank elected the fair value option for certain bonds and discount notes that did not qualify for hedge accounting, primarily in an effort to mitigate the potential income statement 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 following tables summarize the activity related to consolidated obligations for which the fair value option has been elected (dollars in thousands):
	For the Three Months Ended
	September 30,
	2013				2012				2012
	Bonds				Bonds				Discount Notes
Balance, beginning of period	$	100,122			$	2,779,143			$	2,386,190
New consolidated obligations elected for fair value option	—				—				—
Maturities and terminations	(50,000		)		(910,000		)		(1,424,703		)
Net gains on consolidated obligations held at fair value	(28		)		(673		)		(65		)
Change in accrued interest/unaccreted balance	(34		)		(365		)		626
Balance, end of period	$	50,060			$	1,868,105			$	962,048
	For the Nine Months Ended
	September 30,
	2013				2012				2012
	Bonds				Bonds				Discount Notes
Balance, beginning of period	$	1,866,985			$	2,694,687			$	3,474,596
New consolidated obligations elected for fair value option	—				100,000				—
Maturities and terminations	(1,815,000		)		(925,000		)		(2,514,449		)
Net gains on consolidated obligations held at fair value	(1,001		)		(1,604		)		(1,357		)
Change in accrued interest/unaccreted balance	(924		)		22				3,258
Balance, end of period	$	50,060			$	1,868,105			$	962,048
For consolidated obligations recorded under the fair value option, the related contractual interest expense as well as the discount amortization on fair value option discount notes is recorded as part of net interest income in the Statements of Income. The remaining changes are recorded as “Net gains on consolidated obligations held at fair value” in the Statements of Income. At September 30, 2013 and December 31, 2012, the Bank determined no credit risk adjustments for nonperformance were necessary to the consolidated obligations recorded under the fair value option. Concessions paid on consolidated obligations under the fair value option are expensed as incurred and recorded in other (loss) income.
The following table summarizes the difference between the unpaid principal balance and fair value of outstanding bonds for which the fair value option has been elected (dollars in thousands):
	September 30,				December 31,
	2013				2012
Unpaid principal balance	$	50,000			$	1,865,000
Fair value	50,060				1,866,985
Fair value over unpaid principal balance	$	60			$	1,985

Commitments_and_Contingencies

Commitments and Contingencies	9 Months Ended
	Sep. 30, 2013
Commitments and Contingencies Disclosure [Abstract]	'
Commitments and Contingencies	'
	Commitments and Contingencies
	Joint and Several Liability. The 12 FHLBanks have joint and several liability for all consolidated obligations issued. Accordingly, if an FHLBank were unable to repay any consolidated obligation for which it is the primary obligor, each of the other FHLBanks could be called upon by the Finance Agency to repay all or part of such obligations. No FHLBank has ever been asked or required to repay the principal or interest on any consolidated obligation on behalf of another FHLBank. At September 30, 2013 and December 31, 2012, the total par value of outstanding consolidated obligations issued on behalf of other FHLBanks for which the Bank is jointly and severally liable was approximately $660.3 billion and $645.1 billion.
	The following table summarizes additional off-balance sheet commitments for the Bank (dollars in thousands):
		September 30, 2013						December 31, 2012
		Expire		Expire		Total		Total
		within one year		after one year
	Standby letters of credit outstanding	$	4,217,369	$	240,050	$	4,457,419	$	3,655,401
	Standby bond purchase agreements outstanding	29,737		600,338		630,075		680,119
	Commitments to purchase mortgage loans	57,722		—		57,722		96,220
	Commitments to issue bonds	3,002,600		—		3,002,600		—
	Standby Letters of Credit. Standby letters of credit are executed with members for a fee. A standby letter of credit is a financing arrangement between the Bank and a member. If the Bank is required to make payment for a beneficiary's draw, the payment is withdrawn from the member's demand account. Any resulting overdraft is converted into a collateralized advance to the member. The original terms of standby letters of credit range from less than one month to 20 years, currently no later than 2030. Unearned fees for standby letters of credit are recorded in “Other liabilities” in the Statements of Condition and amounted to $2.6 million and $1.5 million at September 30, 2013 and December 31, 2012.
	The Bank monitors the creditworthiness of its standby letters of credit based on an evaluation of its borrowers. The Bank has established parameters for the measurement, review, classification, and monitoring of credit risk related to these standby letters of credit. Based on management's credit analyses and collateral requirements, the Bank does not deem it necessary to have any provision for credit losses on these standby letters of credit. All standby letters of credit are fully collateralized at the time of issuance. The estimated fair value of standby letters of credit at September 30, 2013 and December 31, 2012 is reported in “Note 13 — Fair Value.”
	Standby Bond Purchase Agreements. The Bank has entered into standby bond purchase agreements with state housing associates within its district whereby, for a fee, it agrees to serve as a standby liquidity provider if required, to purchase and hold the housing associate's bonds until the designated marketing agent can find a suitable investor or the housing associate repurchases the bonds according to a schedule established by the agreement. Each standby bond purchase agreement includes the provisions under which the Bank would be required to purchase the bonds. The standby bond purchase commitments entered into by the Bank have original expiration periods of up to seven years, currently no later than 2016. At September 30, 2013 and December 31, 2012, the Bank had standby bond purchase agreements with four housing associates. During the nine months ended September 30, 2013 and 2012, the Bank was not required to purchase any bonds under these agreements. For the three and nine months ended September 30, 2013, the Bank received fees for the guarantees that amounted to $0.5 million and $1.5 million. For the three and nine months ended September 30, 2012, the Bank received fees for the guarantees that amounted to $0.6 million and $1.6 million. The estimated fair value of standby bond purchase agreements at September 30, 2013 and December 31, 2012 is reported in “Note 13 — Fair Value.”
	Commitments to Purchase Mortgage Loans. The Bank enters into commitments that unconditionally obligate it to purchase mortgage loans. Commitments are generally for periods not to exceed 45 days. These commitments are considered derivatives and their estimated fair value at September 30, 2013 and December 31, 2012 is reported in “Note 10 — Derivatives and Hedging Activities” as mortgage delivery commitments.
	Other Commitments. As previously described in “Note 9 — Allowance for Credit Losses”, the FLA is a memorandum account used to track the Bank's potential loss exposure under each master commitment prior to the PFI's credit enhancement obligation. For absorbing certain losses in excess of the FLA, PFIs are paid a credit enhancement fee, a portion of which may be performance-based. To the extent the Bank experiences losses under the FLA, it may be able to recapture performance-based credit enhancement fees paid to the PFI to offset these losses. The FLA balance for all master commitments with a PFI credit enhancement obligation was $86.8 million and $126.0 million at September 30, 2013 and December 31, 2012.
	The Bank is contractually obligated to pay the FHLBank of Chicago a service fee for its participation in the MPF program. This service fee expense is recorded in other (loss) income. Refer to “Note 16 — Activities with Other FHLBanks” for additional details.
	In conjunction with its sale of certain mortgage loans to Fannie Mae through the FHLBank of Chicago in 2009, the Bank entered into an agreement with the FHLBank of Chicago on June 11, 2009 to indemnify the FHLBank of Chicago for potential losses on mortgage loans remaining in four master commitments from which the mortgage loans were sold. The Bank agreed to indemnify the FHLBank of Chicago for any losses not otherwise recovered through credit enhancement fees, subject to an indemnification cap of $0.8 million by December 31, 2015 and $0.3 million by December 31, 2020. At September 30, 2013, the FHLBank of Chicago had not requested any indemnification payments from the Bank pursuant to this agreement.
	Legal Proceedings. The Bank is not currently aware of any material pending legal proceedings other than ordinary routine litigation incidental to the business, to which it is a party or of which any of its property is the subject.

Activities_with_Stockholders

Activities with Stockholders	9 Months Ended
	Sep. 30, 2013
Related Party Transactions [Abstract]	'
Activities with Stockholders	'
	Activities with Stockholders
	The Bank is a cooperative whose current members own nearly all of the outstanding capital stock of the Bank. Former members own the remaining capital stock to support business transactions still carried on the Bank's Statements of Condition. All stockholders, including current and former members, may receive dividends on their capital stock investment to the extent declared by the Bank's Board of Directors.
	Transactions with Directors' Financial Institutions
	In the normal course of business, the Bank extends credit to its members whose directors and officers serve as Bank directors (Directors' Financial Institutions). Finance Agency regulations require that transactions with Directors' Financial Institutions be subject to the same eligibility and credit criteria, as well as the same terms and conditions, as all other transactions. The following table summarizes the Bank's outstanding transactions with Directors' Financial Institutions (dollars in thousands):
			September 30, 2013			December 31, 2012
			Amount		% of Total	Amount		% of Total
	Interest-bearing deposits		$	—	—	$	239	7.4
	Advances		650,529		1.4	587,643		2.3
	Mortgage loans		89,458		1.4	83,227		1.2
	Deposits		5,431		0.8	5,338		0.5
	Capital stock		42,232		1.6	41,172		2
	Business Concentrations
	The Bank considers itself to have business concentrations with stockholders owning 10 percent or more of its total capital stock outstanding (including mandatorily redeemable capital stock). At September 30, 2013, the Bank had the following business concentrations with stockholders (dollars in thousands):
			Capital Stock					Mortgage		Interest
	Stockholder		Amount		% of Total	Advances		Loans		Income1
	Wells Fargo Bank, N.A.		$	770,000	28.5	$	19,000,000	$	—	$	2,908
	Superior Guaranty Insurance Company2		64,133		2.4	—		1,576,743		—
	Total		$	834,133	30.9	$	19,000,000	$	1,576,743	$	2,908
	1	Represents interest income earned on advances during the nine months ended September 30, 2013.
	2	Superior Guaranty Insurance Company is an affiliate of Wells Fargo Bank, N.A.
	At December 31, 2012, the Bank concluded that it did not have any business concentrations with stockholders.

Activities_with_Other_FHLBanks

Activities with Other FHLBanks	9 Months Ended
	Sep. 30, 2013
Activities with Other FHLBanks [Abstract]	'
Activities with Other FHLBanks	'
	Activities with Other FHLBanks
	MPF Mortgage Loans. The Bank pays a service fee to the FHLBank of Chicago for its participation in the MPF program. This service fee expense is recorded in other (loss) income. For both the three months ended September 30, 2013 and 2012, the Bank recorded $0.6 million in service fee expense to the FHLBank of Chicago. For the nine months ended September 30, 2013 and 2012, the Bank recorded $1.9 million and $1.8 million in service fee expense to the FHLBank of Chicago.
	Overnight Funds. The Bank may lend or borrow unsecured overnight funds to or from other FHLBanks. All such transactions are at current market rates. The Bank loaned $17.0 million to the FHLBank of Atlanta during the nine months ended September 30, 2013. The Bank did not loan any funds to other FHLBanks during the nine months ended September 30, 2012. The Bank borrowed $70.0 million from the FHLBank of Topeka and $200.0 million from each of the FHLBanks of Chicago and New York during the nine months ended September 30, 2013. The Bank borrowed $125.0 million from the FHLBank of Chicago during the nine months ended September 30, 2012. At September 30, 2013 and 2012, none of these transactions were outstanding on the Bank's Statements of Condition.
	Debt Transfers. The Bank may transfer debt from time to time in an effort to better match its projected asset cash flows or reduce its future interest costs. These transfers are accounted for in the same manner as debt extinguishments. In connection with these transactions, the assuming FHLBanks become the primary obligors for the transferred debt. During the nine months ended September 30, 2013, the Bank transferred $80.0 million and $70.0 million of par value bonds to the FHLBanks of San Francisco and Boston and recorded aggregate net losses of $13.9 million and $10.6 million through "Net losses on extinguishment of debt" in the Statements of Income. During the nine months ended September 30, 2012, the Bank transferred $112.0 million of par value bonds to the FHLBank of Boston and recorded aggregate net losses of $20.9 million through "Net losses on extinguishment of debt" in the Statements of Income.

Basis_of_Presentation_Policies

Basis of Presentation (Policies)	9 Months Ended
	Sep. 30, 2013
Accounting Policies [Abstract]	'
Prior Period Reclassifications	'
	Certain amounts in the Bank's 2012 financial statements and footnotes have been reclassified to conform to the presentation for the three and nine months ended September 30, 2013.
Other-Than-Temporary Impairment	'
	The Bank evaluates its individual AFS and HTM securities in an unrealized loss position for OTTI on a quarterly basis. As part of its OTTI evaluation, the Bank considers its intent to sell each debt security and whether it is more likely than not that it will be required to sell the security before its anticipated recovery. If either of these conditions is met, the Bank will recognize an OTTI charge to earnings equal to the entire difference between the security's amortized cost basis and its fair value at the reporting date. For securities in an unrealized loss position that meet neither of these conditions, the Bank performs analyses to determine if any of these securities are other-than-temporarily impaired.
Advance Prepayment Fees	'
	The Bank charges a prepayment fee for advances that a borrower elects to terminate prior to the stated maturity or outside of a predetermined call or put date. The fees charged are priced to make the Bank financially indifferent to the prepayment of the advance. Prepayment fees are recorded net of fair value hedging adjustments in the Statements of Income.
Allowance for Loan Losses	'
	The Bank utilizes an allowance for credit losses to reserve for estimated losses in its conventional mortgage loan portfolio at the balance sheet date. The measurement of the Bank's allowance for credit losses is determined by (i) reviewing similar conventional mortgage loans for impairment on a collective basis, (ii) reviewing conventional mortgage loans for impairment on an individual basis, (iii) estimating additional credit losses in the conventional mortgage loan portfolio, and (iv) considering the recapture of performance-based credit enhancement fees from the PFI, if available.
	Collectively Evaluated Conventional Mortgage Loans. The Bank collectively evaluates the majority of its conventional mortgage loan portfolio for impairment and estimates an allowance for credit losses based upon factors that vary by MPF product. These factors include, but are not limited to, (i) loan delinquencies, (ii) loans migrating to real estate owned (REO), (iii) actual historical loss severities, and (iv) certain quantifiable economic factors, such as unemployment rates and home prices. The Bank utilizes a roll-rate methodology when estimating its allowance for credit losses. This methodology projects loans migrating to REO status based on historical average rates of delinquency. The Bank then applies a loss severity factor to calculate an estimate of credit losses.
	Individually Identified Conventional Mortgage Loans. The Bank individually evaluates certain conventional mortgage loans for impairment, including TDRs and collateral-dependent loans. TDRs occur when the Bank grants a concession to a borrower that it would not otherwise consider for economic or legal reasons related to the borrower's financial difficulties. The Bank's TDRs include loans granted under its temporary loan modification plan and loans discharged under Chapter 7 bankruptcy. The Bank generally measures impairment of TDRs based on the present value of expected future cash flows discounted at the loan's effective interest rate. Collateral-dependent loans are loans in which repayment is expected to be provided solely by the sale of the underlying collateral. The Bank considers TDRs where principal or interest is 60 days or more past due to be collateral-dependent. The Bank measures impairment of collateral-dependent loans based on the estimated fair value of the underlying collateral less selling costs.
	Estimating Additional Credit Loss in the Conventional Mortgage Loan Portfolio. The Bank may make an adjustment for certain limitations in its estimation of credit losses. This adjustment recognizes the imprecise nature of an estimate and represents a subjective management judgment that is intended to cover losses resulting from other macroeconomic factors that may not be captured in the collective methodology previously described at the balance sheet date.
	Performance-Based Credit Enhancement Fees. When reserving for estimated credit losses, the Bank may take into consideration performance-based credit enhancement fees available for recapture from the PFIs. Performance-based credit enhancement fees available for recapture consist of accrued performance-based credit enhancement fees to be paid to the PFIs and projected performance-based credit enhancement fees to be paid to the PFIs over the next 12 months, less any losses incurred that are in the process of recapture.
Impaired Financing Receivables	'
	A 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. The Bank considers all TDRs and collateral-dependent loans (i.e., loans in which repayment is expected to be provided solely by the sale of the underlying collateral) to be impaired.
Derivatives	'
	Application of Derivatives
	Derivative instruments are used by the Bank in two ways:
	•	as a fair value hedge of an associated financial instrument or firm commitment; or
	•	as an economic hedge to manage certain defined risks in its Statements of Condition. These hedges are primarily used to manage mismatches between the coupon features of the Bank's assets and liabilities and offset prepayment risk in certain assets.
	Derivative instruments are used by the Bank when they are considered to be cost-effective in achieving the Bank's financial and risk management objectives. The Bank reevaluates its hedging strategies from time to time and may change the hedging techniques it uses or adopt new strategies.
	Types of Derivatives
	The Bank may use the following derivative instruments:
	•	interest rate swaps;
	•	swaptions;
	•	interest rate caps and floors;
	•	options; and
	•	future/forward contracts.
	Types of Hedged Items
	The Bank documents at inception all relationships between derivatives designated as 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 hedges to assets and liabilities in the Statements of Condition or firm commitments. The Bank also formally assesses (both at the hedge's inception and at least quarterly) whether the derivatives it uses in hedging transactions have been effective in offsetting changes in the fair value of hedged items and whether those derivatives are expected to remain effective in future periods. The Bank uses regression analyses to assess the effectiveness of its hedges.
	The Bank may have the following types of hedged items:
	•	advances;
	•	investment securities;
	•	mortgage loans;
	•	consolidated obligations; and
	•	firm commitments.
Derivatives - Offsetting Fair Value Amounts	'
	The Bank presents derivative instruments, related cash collateral received or pledged, including initial and variation margin, and associated accrued interest on a net basis by clearing agent and/or by counterparty when it has met the netting requirements.
Shares Subject to Mandatory Redemption	'
	The Bank reclassifies capital stock subject to redemption from equity to a liability (mandatorily redeemable capital stock) when a member engages in any of the following activities: (i) submits a written notice to redeem all or part of its capital stock, (ii) submits a written notice of its intent to withdraw from membership, or (iii) terminates its membership voluntarily as a result of a merger or consolidation into a non-member or into a member of another FHLBank.
Restricted Retained Earnings	'
	The Bank entered into a Joint Capital Enhancement Agreement (JCE Agreement), as amended, with the other 11 FHLBanks in February 2011. The JCE Agreement is intended to enhance the capital position of the Bank over time. It requires the Bank to allocate 20 percent of its quarterly net income to a separate restricted retained earnings account until the balance of that account equals at least one percent of its average balance of outstanding consolidated obligations for the previous quarter. The restricted retained earnings are not available to pay dividends.
Fair Value of Financial Instruments	'
	Fair value amounts are determined by the Bank using available market information and the Bank's best judgment of appropriate valuation methods. The fair value hierarchy requires an entity to maximize the use of observable inputs and minimize the use of unobservable inputs when measuring fair value. 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 prioritizes the inputs used to measure fair value into three broad levels:
	•	Level 1 Inputs. Quoted prices (unadjusted) for identical assets or liabilities in an active market that the Bank can access on the measurement date.
	•	Level 2 Inputs. 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: (i) quoted prices for similar assets or liabilities in active markets, (ii) quoted prices for identical or similar assets or liabilities in markets that are not active, (iii) 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, implied volatilities, and credit spreads), and (iv) market-corroborated inputs.
	•	Level 3 Inputs. Unobservable inputs for the asset or liability.
	The Bank reviews its 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. These reclassifications are reported as transfers in/out as of the beginning of the quarter in which the changes occur.

Trading_Securities_Tables

Trading Securities (Tables) (Trading Securities [Member])	9 Months Ended
	Sep. 30, 2013
Trading Securities [Member]	'
Schedule of Trading Securities and Other Trading Assets [Line Items]	'
Trading Securities	'
	Trading securities were as follows (dollars in thousands):
		September 30,		December 31,
		2013		2012
	Non-mortgage-backed securities
	Other U.S. obligations	$	276,990	$	309,540
	GSE obligations	55,787		64,445
	Other1	268,844		294,933
	Total non-mortgage-backed securities	601,621		668,918
	Mortgage-backed securities
	GSE - residential	440,727		476,512
	Total fair value	$	1,042,348	$	1,145,430
	1	Consists of taxable municipal bonds.

AvailableforSale_Securities_Ta

Available-for-Sale Securities (Tables)	9 Months Ended
	Sep. 30, 2013
Schedule of Available-for-sale Securities [Line Items]	'
Schedule of Available-for-sale Securities Reconciliation	'
	Available-for-sale (AFS) securities were as follows (dollars in thousands):
		30-Sep-13
		Amortized			Gross			Gross			Fair
		Cost1			Unrealized			Unrealized			Value
					Gains			Losses
	Non-mortgage-backed securities
	Other U.S. obligations	$	180,575		$	6,912		$	(110	)	$	187,377
	GSE obligations	491,796			30,159			(2,301		)	519,654
	State or local housing agency obligations	25,260			—			(1,134		)	24,126
	Other2	275,725			5,701			(16		)	281,410
	Total non-mortgage-backed securities	973,356			42,772			(3,561		)	1,012,567
	Mortgage-backed securities
	GSE - residential	5,256,159			57,215			(21,158		)	5,292,216
	Total	$	6,229,515		$	99,987		$	(24,719	)	$	6,304,783
		31-Dec-12
		Amortized			Gross			Gross			Fair
		Cost1			Unrealized			Unrealized			Value
					Gains			Losses
	Non-mortgage-backed securities
	Other U.S. obligations	$	151,764		$	11,451		$	—		$	163,215
	GSE obligations	509,941			46,637			(747		)	555,831
	State or local housing agency obligations	8,351			50			—			8,401
	Other2	391,814			8,596			—			400,410
	Total non-mortgage-backed securities	1,061,870			66,734			(747		)	1,127,857
	Mortgage-backed securities
	GSE - residential	3,645,155			88,595			(1,801		)	3,731,949
	Total	$	4,707,025		$	155,329		$	(2,548	)	$	4,859,806
	1	Amortized cost includes adjustments made to the cost basis of an investment for amortization, accretion, previous other-than-temporary impairment (OTTI) recognized in earnings, and fair value hedge accounting adjustments.
	2	Consists of Private Export Funding Corporation (PEFCO) and taxable municipal bonds.
Available-for-sale Securities [Member]	'
Schedule of Available-for-sale Securities [Line Items]	'
Schedule of Unrealized Losses on Investments	'
	The following table summarizes AFS securities with unrealized losses. The unrealized losses are aggregated by major security type and length of time that individual securities have been in a continuous unrealized loss position (dollars in thousands):
		September 30, 2013
		Less than 12 Months						12 Months or More						Total
		Fair			Unrealized			Fair			Unrealized			Fair		Unrealized
		Value			Losses			Value			Losses			Value		Losses
	Non-mortgage-backed securities
	Other U.S. obligations	$	39,075		$	(110	)	$	—		$	—		$	39,075	$	(110	)
	GSE obligations	87,708			(882		)	59,564			(1,419		)	147,272		(2,301		)
	State or local housing agency obligations	24,126			(1,134		)	—			—			24,126		(1,134		)
	Other	10,407			(16		)	—			—			10,407		(16		)
	Total non-mortgage-backed securities	161,316			(2,142		)	59,564			(1,419		)	220,880		(3,561		)
	Mortgage-backed securities
	GSE - residential	2,383,123			(20,028		)	231,932			(1,130		)	2,615,055		(21,158		)
	Total	$	2,544,439		$	(22,170	)	$	291,496		$	(2,549	)	$	2,835,935	$	(24,719	)
		December 31, 2012
		Less than 12 Months						12 Months or More						Total
		Fair			Unrealized			Fair			Unrealized			Fair		Unrealized
		Value			Losses			Value			Losses			Value		Losses
	Non-mortgage-backed securities
	GSE obligations	$	39,483		$	(357	)	$	22,095		$	(390	)	$	61,578	$	(747	)
	Mortgage-backed securities
	GSE - residential	154,914			(1,395		)	257,974			(406		)	412,888		(1,801		)
	Total	$	194,397		$	(1,752	)	$	280,069		$	(796	)	$	474,466	$	(2,548	)
Investments Classified by Contractual Maturity Date	'
	The following table summarizes the amortized cost and fair value of AFS securities categorized by contractual maturity. Expected maturities of some securities may differ from contractual maturities because borrowers may have the right to call or prepay obligations with or without call or prepayment fees (dollars in thousands):
			September 30, 2013						December 31, 2012
	Year of Contractual Maturity		Amortized			Fair			Amortized			Fair
			Cost			Value			Cost			Value
	Non-mortgage-backed securities
	Due in one year or less		$	9,965		$	10,135		$	—		$	—
	Due after one year through five years		421,903			449,002			314,601			332,189
	Due after five years through ten years		340,866			348,967			542,448			583,674
	Due after ten years		200,622			204,463			204,821			211,994
	Total non-mortgage-backed securities		973,356			1,012,567			1,061,870			1,127,857
	Mortgage-backed securities		5,256,159			5,292,216			3,645,155			3,731,949
	Total		$	6,229,515		$	6,304,783		$	4,707,025		$	4,859,806

HeldtoMaturity_Securities_Tabl

Held-to-Maturity Securities (Tables)	9 Months Ended
	Sep. 30, 2013
Schedule of Held-to-maturity Securities [Line Items]	'
Held-to-maturity Securities	'
	Held-to-maturity (HTM) securities were as follows (dollars in thousands):
		30-Sep-13
		Amortized			Gross			Gross			Fair
		Cost1			Unrealized			Unrealized			Value
					Gains			Losses
	Non-mortgage-backed securities
	GSE obligations	$	307,268		$	39,879		$	—		$	347,147
	State or local housing agency obligations	74,151			3,980			—			78,131
	Other2	807			—			—			807
	Total non-mortgage-backed securities	382,226			43,859			—			426,085
	Mortgage-backed securities
	Other U.S. obligations - residential	5,875			22			—			5,897
	Other U.S. obligations - commercial	2,203			6			—			2,209
	GSE - residential	1,528,683			35,459			(826		)	1,563,316
	Private-label - residential	31,821			125			(805		)	31,141
	Total mortgage-backed securities	1,568,582			35,612			(1,631		)	1,602,563
	Total	$	1,950,808		$	79,471		$	(1,631	)	$	2,028,648
		31-Dec-12
		Amortized			Gross			Gross			Fair
		Cost1			Unrealized			Unrealized			Value
					Gains			Losses
	Non-mortgage-backed securities
	GSE obligations	$	308,496		$	86,601		$	—		$	395,097
	State or local housing agency obligations	87,659			8,930			—			96,589
	Other2	1,795			—			—			1,795
	Total non-mortgage-backed securities	397,950			95,531			—			493,481
	Mortgage-backed securities
	Other U.S. obligations - residential	7,756			32			—			7,788
	Other U.S. obligations - commercial	2,884			10			—			2,894
	GSE - residential	2,590,195			63,902			(226		)	2,653,871
	Private-label - residential	40,936			480			(1,321		)	40,095
	Total mortgage-backed securities	2,641,771			64,424			(1,547		)	2,704,648
	Total	$	3,039,721		$	159,955		$	(1,547	)	$	3,198,129
	1	Amortized cost includes adjustments made to the cost basis of an investment for amortization and accretion.
	2	Consists of an investment in a Small Business Investment Company.
Held-to-maturity Securities [Member]	'
Schedule of Held-to-maturity Securities [Line Items]	'
Schedule of Unrealized Losses on Investments	'
	The following tables summarize HTM securities with unrealized losses. 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 (dollars in thousands):
		September 30, 2013
		Less than 12 Months						12 Months or More						Total
		Fair			Unrealized			Fair			Unrealized			Fair		Unrealized
		Value			Losses			Value			Losses			Value		Losses
	Mortgage-backed securities
	GSE - residential	$	76,816		$	(193	)	$	122,958		$	(633	)	$	199,774	$	(826	)
	Private-label - residential	—			—			20,719			(805		)	20,719		(805		)
	Total mortgage-backed securities	$	76,816		$	(193	)	$	143,677		$	(1,438	)	$	220,493	$	(1,631	)
		December 31, 2012
		Less than 12 Months						12 Months or More						Total
		Fair			Unrealized			Fair			Unrealized			Fair		Unrealized
		Value			Losses			Value			Losses			Value		Losses
	Mortgage-backed securities
	GSE - residential	$	—		$	—		$	156,945		$	(226	)	$	156,945	$	(226	)
	Private-label - residential	—			—			26,277			(1,321		)	26,277		(1,321		)
	Total mortgage-backed securities	$	—		$	—		$	183,222		$	(1,547	)	$	183,222	$	(1,547	)
Investments Classified by Contractual Maturity Date	'
	The following table summarizes the amortized cost and fair value of HTM securities categorized by contractual maturity. Expected maturities of some securities may differ from contractual maturities because borrowers may have the right to call or prepay obligations with or without call or prepayment fees (dollars in thousands):
			September 30, 2013						December 31, 2012
	Year of Contractual Maturity		Amortized			Fair			Amortized			Fair
			Cost			Value			Cost			Value
	Non-mortgage-backed securities
	Due after one year through five years		$	807		$	807		$	1,795		$	1,795
	Due after ten years		381,419			425,278			396,155			491,686
	Total non-mortgage-backed securities		382,226			426,085			397,950			493,481
	Mortgage-backed securities		1,568,582			1,602,563			2,641,771			2,704,648
	Total		$	1,950,808		$	2,028,648		$	3,039,721		$	3,198,129

OtherThanTemporary_Impairment_

Other-Than-Temporary Impairment (Tables)	9 Months Ended
	Sep. 30, 2013
Other than Temporary Impairment Losses, Investments [Abstract]	'
Schedule of Projected Housing Prices Recovery	'
	The following table presents projected home price recovery by months following the short-term housing price forecast:
		Recovery Range % (Annualized Rates)
	Months	Minimum	Maximum
	6-Jan	0	3
	12-Jul	1	4
	13 - 18	2	4
	19 - 30	2	5
	31 - 54	2	6
	Thereafter	2.3	5.6

Advances_Tables

Advances (Tables)	9 Months Ended
	Sep. 30, 2013
Advances [Abstract]	'
Schedule of Advances Classified by Contractual Maturity Date	'
	The following table summarizes the Bank's advances outstanding by year of contractual maturity (dollars in thousands):
			September 30, 2013						December 31, 2012
	Year of Contractual Maturity		Amount				Weighted		Amount				Weighted
							Average						Average
							Interest						Interest
							Rate						Rate
	Overdrawn demand deposit accounts		$	17			3.3		$	35			3.32
	Due in one year or less		7,906,978				0.72		10,306,571				1.03
	Due after one year through two years		3,540,790				0.93		1,900,515				1.59
	Due after two years through three years		2,713,391				1.89		2,289,104				1.62
	Due after three years through four years		2,828,571				2.19		2,096,668				2.34
	Due after four years through five years		22,590,181				0.52		2,893,016				2.49
	Thereafter		5,858,200				0.96		6,568,855				1.58
	Total par value		45,438,128				0.83		26,054,764				1.53
	Premiums		157						169
	Discounts		(8,262		)				(3,247		)
	Fair value hedging adjustments		356,509						562,229
	Total		$	45,786,532					$	26,613,915
Schedule of Prepayment Fees on Advances	'
	The following table summarizes the Bank's prepayment fees on advances, net (dollars in thousands):
		For the Three Months Ended								For the Nine Months Ended
		September 30,								September 30,
		2013				2012				2013				2012
	Gross prepayment fee income	$	1,650			$	13,347			$	15,460			$	353,876
	Fair value hedging adjustments	(299		)		(7,447		)		(11,023		)		(329,793		)
	Prepayment fees on advances, net	$	1,351			$	5,900			$	4,437			$	24,083

Mortgage_Loans_Held_for_Portfo1

Mortgage Loans Held for Portfolio (Tables)	9 Months Ended
	Sep. 30, 2013
Mortgage Loans on Real Estate [Abstract]	'
Mortgage Loans Held for Portfolio by Type and Maturity	'
	The following table presents information on the Bank's mortgage loans held for portfolio (dollars in thousands):
		September 30,			December 31,
		2013			2012
	Fixed rate, medium-term single family mortgages1	$	1,708,193		$	1,880,646
	Fixed rate, long-term single family mortgages	4,821,562			5,005,194
	Total unpaid principal balance	6,529,755			6,885,840
	Premiums	81,833			86,112
	Discounts	(16,482		)	(21,277		)
	Basis adjustments from mortgage loan commitments	8,623			16,928
	Total mortgage loans held for portfolio	6,603,729			6,967,603
	Allowance for credit losses	(14,240		)	(15,793		)
	Total mortgage loans held for portfolio, net	$	6,589,489		$	6,951,810
	1	Medium-term is defined as a term of 15 years or less.
Mortgage Loans Held for Portfolio by Collateral or Guarantee Type	'
	The following table presents the Bank's mortgage loans held for portfolio by type (dollars in thousands):
		September 30,			December 31,
		2013			2012
	Conventional loans	$	5,990,943		$	6,372,542
	Government-insured loans	538,812			513,298
	Total unpaid principal balance	$	6,529,755		$	6,885,840

Allowance_for_Credit_Losses_Ta

Allowance for Credit Losses (Tables)	9 Months Ended
	Sep. 30, 2013
Allowance for Credit Losses [Abstract]	'
Allowance for Credit Losses on Financing Receivables	'
	The following table presents a rollforward of the allowance for credit losses on the Bank's conventional mortgage loan portfolio (dollars in thousands):
		For the Three Months Ended						For the Nine Months Ended
		September 30,						September 30,
		2013			2012			2013			2012
	Balance, beginning of period	$	14,656		$	17,424		$	15,793		$	18,963
	Charge-offs	(416		)	(1,058		)	(1,553		)	(2,597		)
	Balance, end of period	$	14,240		$	16,366		$	14,240		$	16,366
Allowance for Credit Losses by Impairment Methodology	'
	The following table summarizes the allowance for credit losses and recorded investment of the Bank's conventional mortgage loan portfolio by impairment methodology (dollars in thousands):
		September 30,			December 31,
		2013			2012
	Allowance for credit losses
	Collectively evaluated for impairment	$	3,858		$	5,444
	Individually evaluated for impairment	10,382			10,349
	Total allowance for credit losses	$	14,240		$	15,793
	Recorded investment1
	Collectively evaluated for impairment	$	6,039,275		$	6,415,718
	Individually evaluated for impairment, with or without a related allowance	44,331			59,344
	Total recorded investment	$	6,083,606		$	6,475,062
	1	Represents the unpaid principal balance adjusted for accrued interest, unamortized premiums, discounts, basis adjustments, and direct write-downs.
Past Due Financing Receivables	'
	The tables below summarize the Bank's key credit quality indicators for mortgage loans (dollars in thousands):
		September 30, 2013
		Conventional			Government Insured			Total
	Past due 30 - 59 days	$	68,381		$	20,633		$	89,014
	Past due 60 - 89 days	21,905			5,821			27,726
	Past due 90 - 179 days	15,571			3,521			19,092
	Past due 180 days or more	54,791			3,123			57,914
	Total past due loans	160,648			33,098			193,746
	Total current loans	5,922,958			520,338			6,443,296
	Total recorded investment of mortgage loans1	$	6,083,606		$	553,436		$	6,637,042
	In process of foreclosure (included above)2	$	40,907		$	1,056		$	41,963
	Serious delinquency rate3	1.2		%	1.2		%	1.2		%
	Past due 90 days or more and still accruing interest4	$	—		$	6,644		$	6,644
	Non-accrual mortgage loans5	$	73,387		$	—		$	73,387
		December 31, 2012
		Conventional			Government Insured			Total
	Past due 30 - 59 days	$	77,568		$	17,582		$	95,150
	Past due 60 - 89 days	24,809			4,849			29,658
	Past due 90 - 179 days	21,483			2,193			23,676
	Past due 180 days or more	64,920			3,099			68,019
	Total past due loans	188,780			27,723			216,503
	Total current loans	6,286,282			500,112			6,786,394
	Total recorded investment of mortgage loans1	$	6,475,062		$	527,835		$	7,002,897
	In process of foreclosure (included above)2	$	56,692		$	878		$	57,570
	Serious delinquency rate3	1.4		%	1		%	1.3		%
	Past due 90 days or more and still accruing interest4	$	—		$	5,292		$	5,292
	Non-accrual mortgage loans5	$	88,992		$	—		$	88,992
	1	Represents the unpaid principal balance adjusted for accrued interest, unamortized premiums, discounts, basis adjustments, and direct write-downs.
	2	Includes loans where the decision of foreclosure or similar alternative such as pursuit of deed-in-lieu has been reported. Loans in process of foreclosure are included in past due or current loans depending on their payment status.
	3	Represents mortgage loans that are 90 days or more past due or in the process of foreclosure expressed as a percentage of the total recorded investment.
	4	Represents government-insured mortgage loans that are 90 days or more past due.
	5	Represents conventional mortgage loans that are 90 days or more past due and TDRs.
Loans Individually Evaluated for Impairment	'
	The following table summarizes the recorded investment and related allowance of the Bank's individually evaluated impaired loans (dollars in thousands):
		September 30, 2013						December 31, 2012
		Recorded Investment			Related Allowance			Recorded Investment			Related Allowance
	Impaired loans with an allowance	$	42,991		$	10,382		$	58,145		$	10,349
	Impaired loans without an allowance	1,340			—			1,199			—
	Total	$	44,331		$	10,382		$	59,344		$	10,349

Derivatives_and_Hedging_Activi1

Derivatives and Hedging Activities (Tables)	9 Months Ended
	Sep. 30, 2013
Derivative Instruments and Hedging Activities Disclosure [Abstract]	'
Schedule of Derivative Instruments in Statement of Financial Position, Fair Value	'
	The following tables summarize the Bank's fair value of derivative instruments. For purposes of this disclosure, the derivative values include fair value of derivatives and related accrued interest (dollars in thousands):
			September 30, 2013
	Fair Value of Derivative Instruments		Notional				Derivative				Derivative
			Amount				Assets				Liabilities
	Derivatives designated as hedging instruments
	Interest rate swaps		$	36,218,525			$	133,766			$	440,761
	Derivatives not designated as hedging instruments
	Interest rate swaps		1,306,129				43,980				34,849
	Forward settlement agreements (TBAs)		55,000				—				887
	Mortgage delivery commitments		57,722				636				—
	Total derivatives not designated as hedging instruments		1,418,851				44,616				35,736
	Total derivatives before netting and collateral adjustments		$	37,637,376			178,382				476,497
	Netting adjustments						(106,537		)		(106,537		)
	Cash collateral and related accrued interest						(28,254		)		(299,378		)
	Total netting adjustments and cash collateral1						(134,791		)		(405,915		)
	Total derivative assets and total derivative liabilities						$	43,591			$	70,582
			December 31, 2012
	Fair Value of Derivative Instruments		Notional				Derivative				Derivative
			Amount				Assets				Liabilities
	Derivatives designated as hedging instruments
	Interest rate swaps		$	23,648,999			$	118,157			$	604,525
	Derivatives not designated as hedging instruments
	Interest rate swaps		4,368,562				32,702				71,330
	Interest rate caps		3,450,000				2,868				—
	Forward settlement agreements (TBAs)		93,500				58				128
	Mortgage delivery commitments		96,220				104				54
	Total derivatives not designated as hedging instruments		8,008,282				35,732				71,512
	Total derivatives before netting and collateral adjustments		$	31,657,281			153,889				676,037
	Netting adjustments						(146,474		)		(146,474		)
	Cash collateral and related accrued interest						(3,602		)		(428,863		)
	Total netting adjustments and cash collateral1						(150,076		)		(575,337		)
	Total derivative assets and total derivative liabilities						$	3,813			$	100,700
	1	Amounts represent the application of the netting requirements that allow the Bank to net settle positive and negative positions and also cash collateral and the related accrued interest held or placed with the same counterparty and/or clearing agent.
Schedule of Derivative Instruments, Gain (Loss) in Statement of Financial Performance	'
	The following table summarizes the components of “Net gains (losses) on derivatives and hedging activities” as presented in the Statements of Income (dollars in thousands):
		For the Three Months Ended								For the Nine Months Ended
		September 30,								September 30,
		2013				2012				2013				2012
	Derivatives designated as hedging instruments
	Interest rate swaps	$	1,960			$	(4,826	)		$	8,304			$	(2,423	)
	Derivatives not designated as hedging instruments
	Interest rate swaps	5,083				(831		)		71,177				(5,513		)
	Interest rate caps	—				(327		)		3,992				(11,103		)
	Forward settlement agreements (TBAs)	(496		)		(5,439		)		4,831				(12,876		)
	Mortgage delivery commitments	715				3,119				(4,464		)		9,303
	Net interest settlements	(4,898		)		(3,057		)		(11,497		)		(10,341		)
	Total net gains (losses) related to derivatives not designated as hedging instruments	404				(6,535		)		64,039				(30,530		)
	Net gains (losses) on derivatives and hedging activities	$	2,364			$	(11,361	)		$	72,343			$	(32,953	)
Schedule of Derivative Instruments By Type, Gain (Loss) in Statement of Financial Performance	'
	The following tables summarize, by type of hedged item, the gains (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 (dollars in thousands):
			For the Three Months Ended
			30-Sep-13
	Hedged Item Type		(Losses) Gains on				Gains (Losses) on				Net Fair Value				Effect on
			Derivatives				Hedged Items				Hedge				Net Interest
											Ineffectiveness				Income1
	Available-for-sale investments		$	(7,548	)		$	7,933			$	385			$	(12,429	)
	Advances		(2,769		)		3,289				520				(39,562		)
	Consolidated obligation bonds		7,569				(6,514		)		1,055				14,425
	Total		$	(2,748	)		$	4,708			$	1,960			$	(37,566	)
			For the Three Months Ended
			30-Sep-12
	Hedged Item Type		(Losses) Gains on				Gains (Losses) on				Net Fair Value				Effect on
			Derivatives				Hedged Items				Hedge				Net Interest
											Ineffectiveness				Income1
	Available-for-sale investments		$	(3,553	)		$	3,998			$	445			$	(3,213	)
	Advances		(31,480		)		32,337				857				(45,091		)
	Consolidated obligation bonds		21,363				(27,491		)		(6,128		)		27,398
	Total		$	(13,670	)		$	8,844			$	(4,826	)		$	(20,906	)
	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 following tables summarize, by type of hedged item, the gains (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 (dollars in thousands):
			For the Nine Months Ended
			30-Sep-13
	Hedged Item Type		Gains (Losses) on				(Losses) Gains on				Net Fair Value				Effect on
			Derivatives				Hedged Items				Hedge				Net Interest
											Ineffectiveness				Income1
	Available-for-sale investments		$	90,662			$	(86,254	)		$	4,408			$	(23,911	)
	Advances		181,256				(179,019		)		2,237				(122,235		)
	Consolidated obligation bonds		(131,558		)		133,217				1,659				48,009
	Total		$	140,360			$	(132,056	)		$	8,304			$	(98,137	)
			For the Nine Months Ended
			30-Sep-12
	Hedged Item Type		(Losses) Gains on				Gains (Losses) on				Net Fair Value				Effect on
			Derivatives				Hedged Items				Hedge				Net Interest
											Ineffectiveness				Income1
	Available-for-sale investments		$	(14,325	)		$	15,046			$	721			$	(9,377	)
	Advances		(50,218		)		53,027				2,809				(151,381		)
	Consolidated obligation bonds		53,743				(59,696		)		(5,953		)		102,132
	Total		$	(10,800	)		$	8,377			$	(2,423	)		$	(58,626	)
	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.
Offsetting Derivative Assets	'
	The following table presents the fair value of derivative assets meeting or not meeting the netting requirements, including the related collateral received from or pledged to counterparties (dollars in thousands):
		Derivative Assets
		September 30,				December 31,
		2013				2012
	Derivative instruments meeting netting requirements
	Gross recognized amount
	Bilateral derivatives	$	176,947			$	153,785
	Cleared derivatives	799				—
	Total gross recognized amount	177,746				153,785
	Gross amounts of netting adjustments and cash collateral
	Bilateral derivatives	(171,691		)		(150,076		)
	Cleared derivatives	36,900				—
	Total gross amounts of netting adjustments and cash collateral	(134,791		)		(150,076		)
	Net amounts after netting adjustments
	Bilateral derivatives	5,256				3,709
	Cleared derivatives	37,699				—
	Total net amounts after netting adjustments	42,955				3,709
	Bilateral derivative instruments not meeting netting requirements1	636				104
	Total derivative assets
	Bilateral derivatives	5,892				3,813
	Cleared derivatives	37,699				—
	Total derivative assets presented in the Statements of Condition2	$	43,591			$	3,813
	1	Represents mortgage delivery commitments.
	2	Represents the net unsecured amount of credit exposure.
Offsetting Derivative Liabilities	'
	The following table presents the fair value of derivative liabilities meeting or not meeting the netting requirements, including the related collateral received from or pledged to counterparties (dollars in thousands):
		Derivative Liabilities
		September 30,				December 31,
		2013				2012
	Derivative instruments meeting netting requirements
	Gross recognized amount
	Bilateral derivatives	$	459,833			$	675,983
	Cleared derivatives	16,664				—
	Total gross recognized amount	476,497				675,983
	Gross amounts of netting adjustments and cash collateral
	Bilateral derivatives	(389,251		)		(575,337		)
	Cleared derivatives	(16,664		)		—
	Total gross amounts of netting adjustments and cash collateral	(405,915		)		(575,337		)
	Net amounts after netting adjustments
	Bilateral derivatives	70,582				100,646
	Cleared derivatives	—				—
	Total net amounts after netting adjustments	70,582				100,646
	Bilateral derivative instruments not meeting netting requirements1	—				54
	Total derivative liabilities
	Bilateral derivatives	70,582				100,700
	Cleared derivatives	—				—
	Total derivative liabilities presented in the Statements of Condition2	$	70,582			$	100,700
	1	Represents mortgage delivery commitments.
	2	Represents the net unsecured amount of credit exposure.

Consolidated_Obligations_Table

Consolidated Obligations (Tables)	9 Months Ended
	Sep. 30, 2013
Debt Disclosure [Abstract]	'
Schedule of Maturities of Long-term Debt	'
	The following table summarizes the Bank's bonds outstanding by year of contractual maturity (dollars in thousands):
		September 30, 2013					December 31, 2012
	Year of Contractual Maturity	Amount			Weighted		Amount			Weighted
					Average					Average
					Interest					Interest
					Rate					Rate
	Due in one year or less	$	19,377,460		0.33		$	21,491,480		0.62
	Due after one year through two years	1,510,840			2.02		2,317,015			1.89
	Due after two years through three years	2,477,750			4.11		2,213,990			3.4
	Due after three years through four years	1,948,940			3.83		1,507,905			4.47
	Due after four years through five years	1,054,035			3.15		2,002,060			4.36
	Thereafter	5,614,970			2.96		4,291,205			3.35
	Index amortizing notes	225,838			5.21		331,300			5.21
	Total par value	32,209,833			1.49		34,154,955			1.67
	Premiums	22,926					24,544
	Discounts	(18,160		)			(18,746		)
	Fair value hedging adjustments	12,692					182,445
	Fair value option adjustments	60					1,985
	Total	$	32,227,351				$	34,345,183
Schedule of Long-term Debt by Call Feature	'
	The following table summarizes the Bank's bonds outstanding by call features (dollars in thousands):
		September 30,			December 31,
		2013			2012
	Noncallable or nonputable	$	28,714,833		$	32,272,455
	Callable	3,495,000			1,882,500
	Total par value	$	32,209,833		$	34,154,955
Schedule of Short-term Debt	'
	The following table summarizes the Bank's discount notes (dollars in thousands):
		September 30, 2013					December 31, 2012
		Amount			Weighted		Amount			Weighted
					Average					Average
					Interest					Interest
					Rate					Rate
	Par value	$	28,220,000		0.05		$	8,676,903		0.13
	Discounts	(2,470		)			(2,533		)
	Total	$	28,217,530				$	8,674,370

Capital_Tables

Capital (Tables)	9 Months Ended
	Sep. 30, 2013
Capital [Abstract]	'
Schedule of Compliance with Regulatory Capital Requirements under Banking Regulations	'
	The following table shows the Bank's compliance with the Finance Agency's three regulatory capital requirements (dollars in thousands):
		September 30, 2013						December 31, 2012
		Required			Actual			Required			Actual
	Regulatory capital requirements
	Risk-based capital	$	658,791		$	3,359,274		$	372,277		$	2,694,224
	Regulatory capital	$	2,602,509		$	3,359,274		$	1,894,691		$	2,694,224
	Leverage capital	$	3,253,136		$	5,038,911		$	2,368,364		$	4,041,335
	Capital-to-asset ratio	4		%	5.16		%	4		%	5.69		%
	Leverage ratio	5		%	7.74		%	5		%	8.53		%
Schedule of Accumulated Other Comprehensive Income (Loss)	'
	The following table summarizes the changes in accumulated other comprehensive income for the three months ended September 30, 2013 and 2012 (dollars in thousands):
		Net unrealized gains on AFS securities			Pension and postretirement benefits			Total accumulated other comprehensive income
		(Notes 4 and 6)
	Balance, June 30, 2012	$	152,043		$	(2,495	)	$	149,548
	Other comprehensive income	18,467			107			18,574
	Balance, September 30, 2012	$	170,510		$	(2,388	)	$	168,122
	Balance, June 30, 2013	$	88,878		$	(2,696	)	$	86,182
	Other comprehensive (loss) income before reclassifications
	Net unrealized losses	(13,809		)	—			(13,809		)
	Reclassifications from other comprehensive (loss) income to net income
	Other-than-temporary impairment losses on securities	1,293			—			1,293
	Net realized gains on the sale of securities	(1,094		)	—			(1,094		)
	Amortization - pension and postretirement	—			141			141
	Net current period other comprehensive (loss) income	(13,610		)	141			(13,469		)
	Balance, September 30, 2013	$	75,268		$	(2,555	)	$	72,713
	The following table summarizes the changes in accumulated other comprehensive income for the nine months ended September 30, 2013 and 2012 (dollars in thousands):
		Net unrealized gains on AFS securities			Pension and postretirement benefits			Total accumulated other comprehensive income
		(Notes 4 and 6)
	Balance, December 31, 2011	$	137,240		$	(2,679	)	$	134,561
	Other comprehensive income	33,270			291			33,561
	Balance, September 30, 2012	$	170,510		$	(2,388	)	$	168,122
	Balance, December 31, 2012	$	152,781		$	(3,143	)	$	149,638
	Other comprehensive (loss) income before reclassifications
	Net unrealized losses	(75,767		)	—			(75,767		)
	Reclassifications from other comprehensive (loss) income to net income
	Other-than-temporary impairment losses on securities	1,293			—			1,293
	Net realized gains on sale of securities	(3,039		)	—			(3,039		)
	Amortization - pension and postretirement	—			588			588
	Net current period other comprehensive (loss) income	(77,513		)	588			(76,925		)
	Balance, September 30, 2013	$	75,268		$	(2,555	)	$	72,713

Fair_Value_Tables

Fair Value (Tables)	9 Months Ended
	Sep. 30, 2013
Fair Value Disclosures [Abstract]	'
Fair Value, by Balance Sheet Grouping	'
	The following table summarizes the carrying value and fair value of the Bank's financial instruments at September 30, 2013 (dollars in thousands). The fair values do 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 assets versus liabilities.
							Fair Value
	Financial Instruments		Carrying Value				Level 1				Level 2			Level 3			Netting Adjustment1			Total
	Assets
	Cash and due from banks		$	182,672			$	182,672			$	—		$	—		$	—		$	182,672
	Interest-bearing deposits		3,128				—				3,095			—			—			3,095
	Securities purchased under agreements to resell		2,450,000				—				2,450,000			—			—			2,450,000
	Federal funds sold		585,000				—				585,000			—			—			585,000
	Trading securities		1,042,348				—				1,042,348			—			—			1,042,348
	Available-for-sale securities		6,304,783				—				6,304,783			—			—			6,304,783
	Held-to-maturity securities		1,950,808				—				1,997,507			31,141			—			2,028,648
	Advances		45,786,532				—				45,865,964			—			—			45,865,964
	Mortgage loans held for portfolio, net		6,589,489				—				6,797,110			33,949			—			6,831,059
	Accrued interest receivable		74,968				—				74,968			—			—			74,968
	Derivative assets, net		43,591				—				178,382			—			(134,791		)	43,591
	Other assets		9,811				9,811				—			—			—			9,811
	Liabilities
	Deposits		(660,678		)		—				(660,677		)	—			—			(660,677		)
	Discount notes		(28,217,530		)		—				(28,218,782		)	—			—			(28,218,782		)
	Bonds		(32,227,351		)		—				(32,870,966		)	—			—			(32,870,966		)
	Mandatorily redeemable capital stock		(13,383		)		(13,383		)		—			—			—			(13,383		)
	Accrued interest payable		(107,078		)		—				(107,078		)	—			—			(107,078		)
	Derivative liabilities, net		(70,582		)		(887		)		(475,610		)	—			405,915			(70,582		)
	Other
	Standby letters of credit		(2,622		)		—				—			(2,622		)	—			(2,622		)
	Standby bond purchase agreements		—				—				3,219			—			—			3,219
	1	Amounts represent the application of the netting requirements that allow the Bank to net settle positive and negative positions and also cash collateral and the related accrued interest held or placed with the same counterparty and/or clearing agent.
	The following table summarizes the carrying value and fair value of the Bank's financial instruments at December 31, 2012 (dollars in thousands):
							Fair Value
	Financial Instruments		Carrying Value				Level 1				Level 2			Level 3			Netting Adjustment1			Total
	Assets
	Cash and due from banks		$	252,113			$	252,113			$	—		$	—		$	—		$	252,113
	Interest-bearing deposits		3,238				—				3,203			—			—			3,203
	Securities purchased under agreements to resell		3,425,000				—				3,425,000			—			—			3,425,000
	Federal funds sold		960,000				—				960,000			—			—			960,000
	Trading securities		1,145,430				—				1,145,430			—			—			1,145,430
	Available-for-sale securities		4,859,806				—				4,859,806			—			—			4,859,806
	Held-to-maturity securities		3,039,721				—				3,158,034			40,095			—			3,198,129
	Advances		26,613,915				—				26,828,132			—			—			26,828,132
	Mortgage loans held for portfolio, net		6,951,810				—				7,323,009			48,995			—			7,372,004
	Accrued interest receivable		66,410				—				66,410			—			—			66,410
	Derivative assets, net		3,813				58				153,831			—			(150,076		)	3,813
	Other assets		8,261				8,261				—			—			—			8,261
	Liabilities
	Deposits		(1,084,744		)		—				(1,084,738		)	—			—			(1,084,738		)
	Discount notes		(8,674,370		)		—				(8,675,102		)	—			—			(8,675,102		)
	Bonds		(34,345,183		)		—				(35,570,458		)	—			—			(35,570,458		)
	Mandatorily redeemable capital stock		(9,561		)		(9,561		)		—			—			—			(9,561		)
	Accrued interest payable		(106,611		)		—				(106,611		)	—			—			(106,611		)
	Derivative liabilities, net		(100,700		)		(128		)		(675,909		)	—			575,337			(100,700		)
	Other
	Standby letters of credit		(1,522		)		—				—			(1,522		)	—			(1,522		)
	Standby bond purchase agreements		—				—				2,136			—			—			2,136
	1	Amounts represent the application of the netting requirements that allow the Bank to net settle positive and negative positions and also cash collateral and the related accrued interest held or placed with the same counterparty and/or clearing agent.
Schedule of Fair Value, Assets and Liabilities Measured on Recurring Basis	'
	The following table summarizes, for each hierarchy level, the Bank's assets and liabilities that are measured at fair value in the Statements of Condition at September 30, 2013 (dollars in thousands):
	Recurring Fair Value Measurements		Level 1				Level 2				Level 3			Netting Adjustment1			Total
	Assets
	Trading securities
	Other U.S. obligations		$	—			$	276,990			$	—		$	—		$	276,990
	GSE obligations		—				55,787				—			—			55,787
	Other non-MBS		—				268,844				—			—			268,844
	GSE MBS - residential		—				440,727				—			—			440,727
	Total trading securities		—				1,042,348				—			—			1,042,348
	Available-for-sale securities
	Other U.S. obligations		—				187,377				—			—			187,377
	GSE obligations		—				519,655				—			—			519,655
	State or local housing agency obligations		—				24,126				—			—			24,126
	Other non-MBS		—				281,410				—			—			281,410
	GSE MBS - residential		—				5,292,215				—			—			5,292,215
	Total available-for-sale securities		—				6,304,783				—			—			6,304,783
	Derivative assets, net
	Interest-rate related		—				177,746				—			(134,791		)	42,955
	Mortgage delivery commitments		—				636				—			—			636
	Total derivative assets, net		—				178,382				—			(134,791		)	43,591
	Other assets		9,811				—				—			—			9,811
	Total recurring assets at fair value		$	9,811			$	7,525,513			$	—		$	(134,791	)	$	7,400,533
	Liabilities
	Bonds2		$	—			$	(50,060	)		$	—		$	—		$	(50,060	)
	Derivative liabilities, net
	Interest-rate related		—				(475,610		)		—			405,915			(69,695		)
	Forward settlement agreements (TBAs)		(887		)		—				—			—			(887		)
	Total derivative liabilities, net		(887		)		(475,610		)		—			405,915			(70,582		)
	Total recurring liabilities at fair value		$	(887	)		$	(525,670	)		$	—		$	405,915		$	(120,642	)
	1	Amounts represent the application of the netting requirements that allow the Bank to net settle positive and negative positions and also cash collateral and the related accrued interest held or placed with the same counterparty and/or clearing agent.
	2	Represents bonds recorded under the fair value option.
	The following table summarizes, for each hierarchy level, the Bank's assets and liabilities that are measured at fair value in the Statements of Condition at December 31, 2012 (dollars in thousands):
	Recurring Fair Value Measurements		Level 1				Level 2				Level 3			Netting Adjustment1			Total
	Assets
	Trading securities
	Other U.S. obligations		$	—			$	309,540			$	—		$	—		$	309,540
	GSE obligations		—				64,445				—			—			64,445
	Other non-MBS		—				294,933				—			—			294,933
	GSE MBS - residential		—				476,512				—			—			476,512
	Total trading securities		—				1,145,430				—			—			1,145,430
	Available-for-sale securities
	Other U.S. obligations		—				163,215				—			—			163,215
	GSE obligations		—				555,831				—			—			555,831
	State or local housing agency obligations		—				8,401				—			—			8,401
	Other non-MBS		—				400,410				—			—			400,410
	GSE MBS - residential		—				3,731,949				—			—			3,731,949
	Total available-for-sale securities		—				4,859,806				—			—			4,859,806
	Derivative assets, net
	Interest-rate related		—				153,727				—			(150,076		)	3,651
	Forward settlement agreements (TBAs)		58				—				—			—			58
	Mortgage delivery commitments		—				104				—			—			104
	Total derivative assets, net		58				153,831				—			(150,076		)	3,813
	Other assets		8,261				—				—			—			8,261
	Total recurring assets at fair value		$	8,319			$	6,159,067			$	—		$	(150,076	)	$	6,017,310
	Liabilities
	Bonds2		$	—			$	(1,866,985	)		$	—		$	—		$	(1,866,985	)
	Derivative liabilities, net
	Interest-rate related		—				(675,855		)		—			575,337			(100,518		)
	Forward settlement agreements (TBAs)		(128		)		—				—			—			(128		)
	Mortgage delivery commitments		—				(54		)		—			—			(54		)
	Total derivative liabilities, net		(128		)		(675,909		)		—			575,337			(100,700		)
	Total recurring liabilities at fair value		$	(128	)		$	(2,542,894	)		$	—		$	575,337		$	(1,967,685	)
	1	Amounts represent the application of the netting requirements that allow the Bank to net settle positive and negative positions and also cash collateral and the related accrued interest held or placed with the same counterparty and/or clearing agent.
2	Represents bonds recorded under the fair value option.
Fair Value, Assets and Liabilities Measured on Nonrecurring Basis	'
	The following table summarizes impaired mortgage loans held for portfolio and REO that were recorded at fair value as a result of a non-recurring change in fair value having been recorded in the quarter then ended (dollars in thousands):
		September 30,				December 31,
		2013				2012
	Impaired mortgage loans held for portfolio	$	33,949			$	48,995
	Real estate owned	592				941
	Total non-recurring assets	$	34,541			$	49,936
Fair Value Option, Quantitative Disclosures	'
	The following tables summarize the activity related to consolidated obligations for which the fair value option has been elected (dollars in thousands):
		For the Three Months Ended
		September 30,
		2013				2012				2012
		Bonds				Bonds				Discount Notes
	Balance, beginning of period	$	100,122			$	2,779,143			$	2,386,190
	New consolidated obligations elected for fair value option	—				—				—
	Maturities and terminations	(50,000		)		(910,000		)		(1,424,703		)
	Net gains on consolidated obligations held at fair value	(28		)		(673		)		(65		)
	Change in accrued interest/unaccreted balance	(34		)		(365		)		626
	Balance, end of period	$	50,060			$	1,868,105			$	962,048
		For the Nine Months Ended
		September 30,
		2013				2012				2012
		Bonds				Bonds				Discount Notes
	Balance, beginning of period	$	1,866,985			$	2,694,687			$	3,474,596
	New consolidated obligations elected for fair value option	—				100,000				—
	Maturities and terminations	(1,815,000		)		(925,000		)		(2,514,449		)
	Net gains on consolidated obligations held at fair value	(1,001		)		(1,604		)		(1,357		)
	Change in accrued interest/unaccreted balance	(924		)		22				3,258
	Balance, end of period	$	50,060			$	1,868,105			$	962,048
Fair Value Option, Quantitative Disclosures, Difference Between Aggregate Fair Value and Aggregate Remaining Contractual Principal Balance Outstanding	'
	The following table summarizes the difference between the unpaid principal balance and fair value of outstanding bonds for which the fair value option has been elected (dollars in thousands):
		September 30,				December 31,
		2013				2012
	Unpaid principal balance	$	50,000			$	1,865,000
	Fair value	50,060				1,866,985
	Fair value over unpaid principal balance	$	60			$	1,985

Commitments_and_Contingencies_

Commitments and Contingencies (Tables)	9 Months Ended
	Sep. 30, 2013
Commitments and Contingencies Disclosure [Abstract]	'
Off-Balance Sheet Commitments	'
	The following table summarizes additional off-balance sheet commitments for the Bank (dollars in thousands):
		September 30, 2013						December 31, 2012
		Expire		Expire		Total		Total
		within one year		after one year
	Standby letters of credit outstanding	$	4,217,369	$	240,050	$	4,457,419	$	3,655,401
	Standby bond purchase agreements outstanding	29,737		600,338		630,075		680,119
	Commitments to purchase mortgage loans	57,722		—		57,722		96,220
	Commitments to issue bonds	3,002,600		—		3,002,600		—

Activities_with_Stockholders_T

Activities with Stockholders (Tables)	9 Months Ended
	Sep. 30, 2013
Related Party Transactions [Abstract]	'
Related Party Transactions by Balance Sheet Grouping	'
	The following table summarizes the Bank's outstanding transactions with Directors' Financial Institutions (dollars in thousands):
			September 30, 2013			December 31, 2012
			Amount		% of Total	Amount		% of Total
	Interest-bearing deposits		$	—	—	$	239	7.4
	Advances		650,529		1.4	587,643		2.3
	Mortgage loans		89,458		1.4	83,227		1.2
	Deposits		5,431		0.8	5,338		0.5
	Capital stock		42,232		1.6	41,172		2
Schedule Of Related Party Transactions By Related Party	'
	At September 30, 2013, the Bank had the following business concentrations with stockholders (dollars in thousands):
			Capital Stock					Mortgage		Interest
	Stockholder		Amount		% of Total	Advances		Loans		Income1
	Wells Fargo Bank, N.A.		$	770,000	28.5	$	19,000,000	$	—	$	2,908
	Superior Guaranty Insurance Company2		64,133		2.4	—		1,576,743		—
	Total		$	834,133	30.9	$	19,000,000	$	1,576,743	$	2,908
	1	Represents interest income earned on advances during the nine months ended September 30, 2013.
	2	Superior Guaranty Insurance Company is an affiliate of Wells Fargo Bank, N.A.

Background_Information_Details

Background Information (Details) (USD $)	Sep. 30, 2013
	bank
Background Information [Abstract]	'
Number of Federal Home Loan Banks	12
Minimum [Member]	'
Capital [Line Items]	'
Federal Home Loan Banks, Membership Requirements, Capital Stock	10,000
Maximum [Member]	'
Capital [Line Items]	'
Federal Home Loan Banks, Membership Requirements, Capital Stock	10,000,000

Basis_of_Presentation_Out_of_P

Basis of Presentation (Out of Period Adjustments) (Details) (USD $)	3 Months Ended			48 Months Ended
In Thousands, unless otherwise specified	Sep. 30, 2013	Jun. 30, 2013	Mar. 31, 2013	Dec. 31, 2012
Accounting Changes and Error Corrections [Abstract]	'	'	'	'
Quantifying Misstatement in Current Year Financial Statements, Amount	$3,000	$100	$2,100	$800

Trading_Securities_Major_Secur

Trading Securities (Major Security Types) (Details) (USD $)	Sep. 30, 2013		Dec. 31, 2012
In Thousands, unless otherwise specified
Schedule of Trading Securities and Other Trading Assets [Line Items]	'		'
Trading securities	$1,042,348		$1,145,430
Other U.S. obligations [Member]	'		'
Schedule of Trading Securities and Other Trading Assets [Line Items]	'		'
Trading securities	276,990		309,540
GSE obligations [Member]	'		'
Schedule of Trading Securities and Other Trading Assets [Line Items]	'		'
Trading securities	55,787		64,445
Other [Member]	'		'
Schedule of Trading Securities and Other Trading Assets [Line Items]	'		'
Trading securities	268,844	[1]	294,933	[1]
Non-mortgage-backed securities [Member]	'		'
Schedule of Trading Securities and Other Trading Assets [Line Items]	'		'
Trading securities	601,621		668,918
Mortgage-backed securities, GSE - residential [Member]	'		'
Schedule of Trading Securities and Other Trading Assets [Line Items]	'		'
Trading securities	$440,727		$476,512
[1]	Consists of taxable municipal bonds.

Trading_Securities_Net_Losses_

Trading Securities (Net (Losses) Gains on Trading Securities) (Details) (USD $)	3 Months Ended		9 Months Ended
In Thousands, unless otherwise specified	Sep. 30, 2013	Sep. 30, 2012	Sep. 30, 2013	Sep. 30, 2012
Trading Securities [Abstract]	'	'	'	'
Net holding (losses) gains on trading securities	($7,851)	$11,950	($87,153)	$26,871
Par value of trading securities sold	0	0	0	0
Net realized gains (losses) on sale of trading securities	$0	$0	$0	$0

AvailableforSale_Securities_Ma

Available-for-Sale Securities (Major Security Types) (Details) (USD $)	Sep. 30, 2013		Dec. 31, 2012
In Thousands, unless otherwise specified
Schedule of Available-for-sale Securities [Line Items]	'		'
Amortized Cost	$6,229,515	[1]	$4,707,025	[1]
Gross Unrealized Gains	99,987		155,329
Gross Unrealized Losses	-24,719		-2,548
Fair Value	6,304,783		4,859,806
Other U.S. obligations [Member]	'		'
Schedule of Available-for-sale Securities [Line Items]	'		'
Amortized Cost	180,575	[1]	151,764	[1]
Gross Unrealized Gains	6,912		11,451
Gross Unrealized Losses	-110		0
Fair Value	187,377		163,215
GSE obligations [Member]	'		'
Schedule of Available-for-sale Securities [Line Items]	'		'
Amortized Cost	491,796	[1]	509,941	[1]
Gross Unrealized Gains	30,159		46,637
Gross Unrealized Losses	-2,301		-747
Fair Value	519,654		555,831
State or local housing agency obligations [Member]	'		'
Schedule of Available-for-sale Securities [Line Items]	'		'
Amortized Cost	25,260	[1]	8,351	[1]
Gross Unrealized Gains	0		50
Gross Unrealized Losses	-1,134		0
Fair Value	24,126		8,401
Other [Member]	'		'
Schedule of Available-for-sale Securities [Line Items]	'		'
Amortized Cost	275,725	[1],[2]	391,814	[1],[2]
Gross Unrealized Gains	5,701	[2]	8,596	[2]
Gross Unrealized Losses	-16	[2]	0	[2]
Fair Value	281,410	[2]	400,410	[2]
Non-mortgage-backed securities [Member]	'		'
Schedule of Available-for-sale Securities [Line Items]	'		'
Amortized Cost	973,356	[1]	1,061,870	[1]
Gross Unrealized Gains	42,772		66,734
Gross Unrealized Losses	-3,561		-747
Fair Value	1,012,567		1,127,857
Mortgage-backed securities, GSE - residential [Member]	'		'
Schedule of Available-for-sale Securities [Line Items]	'		'
Amortized Cost	5,256,159	[1]	3,645,155	[1]
Gross Unrealized Gains	57,215		88,595
Gross Unrealized Losses	-21,158		-1,801
Fair Value	$5,292,216		$3,731,949
[1]	Amortized cost includes adjustments made to the cost basis of an investment for amortization, accretion, previous other-than-temporary impairment (OTTI) recognized in earnings, and fair value hedge accounting adjustments.
[2]	Consists of Private Export Funding Corporation (PEFCO) and taxable municipal bonds.

AvailableforSale_Securities_Un

Available-for-Sale Securities (Unrealized Losses) (Details) (USD $)	Sep. 30, 2013	Dec. 31, 2012
In Thousands, unless otherwise specified
Schedule of Available-for-sale Securities [Line Items]	'	'
Continuous Unrealized Loss Position, Less than 12 Months, Fair Value	$2,544,439	$194,397
Continuous Unrealized Loss Position, Less than 12 Months, Unrealized Losses	-22,170	-1,752
Continuous Unrealized Loss Position, 12 Months or Longer, Fair Value	291,496	280,069
Continuous Unrealized Loss Position, 12 Months or Longer, Unrealized Losses	-2,549	-796
Continuous Unrealized Loss Position, Fair Value	2,835,935	474,466
Continuous Unrealized Loss Position, Unrealized Losses	-24,719	-2,548
Other U.S. obligations [Member]	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Continuous Unrealized Loss Position, Less than 12 Months, Fair Value	39,075	'
Continuous Unrealized Loss Position, Less than 12 Months, Unrealized Losses	-110	'
Continuous Unrealized Loss Position, 12 Months or Longer, Fair Value	0	'
Continuous Unrealized Loss Position, 12 Months or Longer, Unrealized Losses	0	'
Continuous Unrealized Loss Position, Fair Value	39,075	'
Continuous Unrealized Loss Position, Unrealized Losses	-110	'
GSE obligations [Member]	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Continuous Unrealized Loss Position, Less than 12 Months, Fair Value	87,708	39,483
Continuous Unrealized Loss Position, Less than 12 Months, Unrealized Losses	-882	-357
Continuous Unrealized Loss Position, 12 Months or Longer, Fair Value	59,564	22,095
Continuous Unrealized Loss Position, 12 Months or Longer, Unrealized Losses	-1,419	-390
Continuous Unrealized Loss Position, Fair Value	147,272	61,578
Continuous Unrealized Loss Position, Unrealized Losses	-2,301	-747
State or local housing agency obligations [Member]	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Continuous Unrealized Loss Position, Less than 12 Months, Fair Value	24,126	'
Continuous Unrealized Loss Position, Less than 12 Months, Unrealized Losses	-1,134	'
Continuous Unrealized Loss Position, 12 Months or Longer, Fair Value	0	'
Continuous Unrealized Loss Position, 12 Months or Longer, Unrealized Losses	0	'
Continuous Unrealized Loss Position, Fair Value	24,126	'
Continuous Unrealized Loss Position, Unrealized Losses	-1,134	'
Other [Member]	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Continuous Unrealized Loss Position, Less than 12 Months, Fair Value	10,407	'
Continuous Unrealized Loss Position, Less than 12 Months, Unrealized Losses	-16	'
Continuous Unrealized Loss Position, 12 Months or Longer, Fair Value	0	'
Continuous Unrealized Loss Position, 12 Months or Longer, Unrealized Losses	0	'
Continuous Unrealized Loss Position, Fair Value	10,407	'
Continuous Unrealized Loss Position, Unrealized Losses	-16	'
Non-mortgage-backed securities [Member]	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Continuous Unrealized Loss Position, Less than 12 Months, Fair Value	161,316	'
Continuous Unrealized Loss Position, Less than 12 Months, Unrealized Losses	-2,142	'
Continuous Unrealized Loss Position, 12 Months or Longer, Fair Value	59,564	'
Continuous Unrealized Loss Position, 12 Months or Longer, Unrealized Losses	-1,419	'
Continuous Unrealized Loss Position, Fair Value	220,880	'
Continuous Unrealized Loss Position, Unrealized Losses	-3,561	'
Mortgage-backed securities, GSE - residential [Member]	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Continuous Unrealized Loss Position, Less than 12 Months, Fair Value	2,383,123	154,914
Continuous Unrealized Loss Position, Less than 12 Months, Unrealized Losses	-20,028	-1,395
Continuous Unrealized Loss Position, 12 Months or Longer, Fair Value	231,932	257,974
Continuous Unrealized Loss Position, 12 Months or Longer, Unrealized Losses	-1,130	-406
Continuous Unrealized Loss Position, Fair Value	2,615,055	412,888
Continuous Unrealized Loss Position, Unrealized Losses	($21,158)	($1,801)

AvailableforSale_Securities_Re

Available-for-Sale Securities (Redemption Terms) (Details) (USD $)	Sep. 30, 2013		Dec. 31, 2012
In Thousands, unless otherwise specified
Schedule of Available-for-sale Securities [Line Items]	'		'
Amortized Cost	$6,229,515	[1]	$4,707,025	[1]
Fair Value	6,304,783		4,859,806
Non-mortgage-backed securities [Member]	'		'
Schedule of Available-for-sale Securities [Line Items]	'		'
Contractual Maturities, Due in one year or less, Amortized Cost	9,965		0
Contractual Maturities, Due in one year or less, Fair Value	10,135		0
Contractual Maturities, Due after one year through five years, Amortized Cost	421,903		314,601
Contractual Maturities, Due after one year through five years, Fair Value	449,002		332,189
Contractual Maturities, Due after five years through ten years, Amortized Cost	340,866		542,448
Contractual Maturities, Due after five years through ten years, Fair Value	348,967		583,674
Contractual Maturities, Due after ten years, Amortized Cost	200,622		204,821
Contractual Maturities, Due after ten years, Fair Value	204,463		211,994
Amortized Cost	973,356	[1]	1,061,870	[1]
Fair Value	1,012,567		1,127,857
Mortgage-backed securities, GSE - residential [Member]	'		'
Schedule of Available-for-sale Securities [Line Items]	'		'
Amortized Cost	5,256,159	[1]	3,645,155	[1]
Fair Value	$5,292,216		$3,731,949
[1]	Amortized cost includes adjustments made to the cost basis of an investment for amortization, accretion, previous other-than-temporary impairment (OTTI) recognized in earnings, and fair value hedge accounting adjustments.

AvailableforSale_Securities_Ne

Available-for-Sale Securities (Net Gains on Sale of AFS Securities) (Details) (USD $)	3 Months Ended		9 Months Ended
In Thousands, unless otherwise specified	Sep. 30, 2013	Sep. 30, 2012	Sep. 30, 2013	Sep. 30, 2012
Available-for-sale Securities [Abstract]	'	'	'	'
Proceeds from the sale of available-for-sale securities	$88,047	$0	$100,646	$0
Gross realized gains on the sale of available-for-sale securities	$1,094	$0	$3,039	$0

HeldtoMaturity_Securities_Majo

Held-to-Maturity Securities (Major Security Types) (Details) (USD $)	Sep. 30, 2013		Dec. 31, 2012
In Thousands, unless otherwise specified
Schedule of Held-to-maturity Securities [Line Items]	'		'
Amortized Cost	$1,950,808	[1]	$3,039,721	[1]
Gross Unrealized Gains	79,471		159,955
Gross Unrealized Losses	-1,631		-1,547
Fair Value	2,028,648		3,198,129
GSE obligations [Member]	'		'
Schedule of Held-to-maturity Securities [Line Items]	'		'
Amortized Cost	307,268	[1]	308,496	[1]
Gross Unrealized Gains	39,879		86,601
Gross Unrealized Losses	0		0
Fair Value	347,147		395,097
State or local housing agency obligations [Member]	'		'
Schedule of Held-to-maturity Securities [Line Items]	'		'
Amortized Cost	74,151	[1]	87,659	[1]
Gross Unrealized Gains	3,980		8,930
Gross Unrealized Losses	0		0
Fair Value	78,131		96,589
Other [Member]	'		'
Schedule of Held-to-maturity Securities [Line Items]	'		'
Amortized Cost	807	[1],[2]	1,795	[1],[2]
Gross Unrealized Gains	0	[2]	0	[2]
Gross Unrealized Losses	0	[2]	0	[2]
Fair Value	807	[2]	1,795	[2]
Non-mortgage-backed securities [Member]	'		'
Schedule of Held-to-maturity Securities [Line Items]	'		'
Amortized Cost	382,226	[1]	397,950	[1]
Gross Unrealized Gains	43,859		95,531
Gross Unrealized Losses	0		0
Fair Value	426,085		493,481
Mortgage-backed securities, Other U.S. obligations - residential [Member]	'		'
Schedule of Held-to-maturity Securities [Line Items]	'		'
Amortized Cost	5,875	[1]	7,756	[1]
Gross Unrealized Gains	22		32
Gross Unrealized Losses	0		0
Fair Value	5,897		7,788
Mortgage-backed securities, Other U.S. obligations - commercial [Member]	'		'
Schedule of Held-to-maturity Securities [Line Items]	'		'
Amortized Cost	2,203	[1]	2,884	[1]
Gross Unrealized Gains	6		10
Gross Unrealized Losses	0		0
Fair Value	2,209		2,894
Mortgage-backed securities, GSE - residential [Member]	'		'
Schedule of Held-to-maturity Securities [Line Items]	'		'
Amortized Cost	1,528,683	[1]	2,590,195	[1]
Gross Unrealized Gains	35,459		63,902
Gross Unrealized Losses	-826		-226
Fair Value	1,563,316		2,653,871
Mortgage-backed securities, Private-label - residential [Member]	'		'
Schedule of Held-to-maturity Securities [Line Items]	'		'
Amortized Cost	31,821	[1]	40,936	[1]
Gross Unrealized Gains	125		480
Gross Unrealized Losses	-805		-1,321
Fair Value	31,141		40,095
Mortgage-backed securities [Member]	'		'
Schedule of Held-to-maturity Securities [Line Items]	'		'
Amortized Cost	1,568,582	[1]	2,641,771	[1]
Gross Unrealized Gains	35,612		64,424
Gross Unrealized Losses	-1,631		-1,547
Fair Value	$1,602,563		$2,704,648
[1]	Amortized cost includes adjustments made to the cost basis of an investment for amortization and accretion.
[2]	Consists of an investment in a Small Business Investment Company.

HeldtoMaturity_Securities_Unre

Held-to-Maturity Securities (Unrealized Losses) (Details) (USD $)	Sep. 30, 2013	Dec. 31, 2012
In Thousands, unless otherwise specified
Schedule of Held-to-maturity Securities [Line Items]	'	'
Continuous Unrealized Loss Position, Unrealized Losses	($1,631)	($1,547)
Mortgage-backed securities, GSE - residential [Member]	'	'
Schedule of Held-to-maturity Securities [Line Items]	'	'
Continuous Unrealized Loss Position, Less than 12 Months, Fair Value	76,816	0
Continuous Unrealized Loss Position, Less than 12 Months, Unrealized Losses	-193	0
Continuous Unrealized Loss Position, 12 Months or Longer, Fair Value	122,958	156,945
Continuous Unrealized Loss Position, 12 Months or Longer, Unrealized Losses	-633	-226
Continuous Unrealized Loss Position, Fair Value	199,774	156,945
Continuous Unrealized Loss Position, Unrealized Losses	-826	-226
Mortgage-backed securities, Private-label - residential [Member]	'	'
Schedule of Held-to-maturity Securities [Line Items]	'	'
Continuous Unrealized Loss Position, Less than 12 Months, Fair Value	0	0
Continuous Unrealized Loss Position, Less than 12 Months, Unrealized Losses	0	0
Continuous Unrealized Loss Position, 12 Months or Longer, Fair Value	20,719	26,277
Continuous Unrealized Loss Position, 12 Months or Longer, Unrealized Losses	-805	-1,321
Continuous Unrealized Loss Position, Fair Value	20,719	26,277
Continuous Unrealized Loss Position, Unrealized Losses	-805	-1,321
Mortgage-backed securities [Member]	'	'
Schedule of Held-to-maturity Securities [Line Items]	'	'
Continuous Unrealized Loss Position, Less than 12 Months, Fair Value	76,816	0
Continuous Unrealized Loss Position, Less than 12 Months, Unrealized Losses	-193	0
Continuous Unrealized Loss Position, 12 Months or Longer, Fair Value	143,677	183,222
Continuous Unrealized Loss Position, 12 Months or Longer, Unrealized Losses	-1,438	-1,547
Continuous Unrealized Loss Position, Fair Value	220,493	183,222
Continuous Unrealized Loss Position, Unrealized Losses	($1,631)	($1,547)

HeldtoMaturity_Securities_Rede

Held-to-Maturity Securities (Redemption Terms) (Details) (USD $)	Sep. 30, 2013		Dec. 31, 2012
In Thousands, unless otherwise specified
Schedule of Held-to-maturity Securities [Line Items]	'		'
Amortized Cost	$1,950,808	[1]	$3,039,721	[1]
Fair Value	2,028,648		3,198,129
Non-mortgage-backed securities [Member]	'		'
Schedule of Held-to-maturity Securities [Line Items]	'		'
Contractual Maturities, Due after one year through five years, Amortized Cost	807		1,795
Contractual Maturities, Due after one year through five years, Fair Value	807		1,795
Contractual Maturities, Due after ten years, Amortized Cost	381,419		396,155
Contractual Maturities, Due after ten years, Fair Value	425,278		491,686
Amortized Cost	382,226	[1]	397,950	[1]
Fair Value	426,085		493,481
Mortgage-backed securities [Member]	'		'
Schedule of Held-to-maturity Securities [Line Items]	'		'
Amortized Cost	1,568,582	[1]	2,641,771	[1]
Fair Value	$1,602,563		$2,704,648
[1]	Amortized cost includes adjustments made to the cost basis of an investment for amortization and accretion.

OtherThanTemporary_Impairment_1

Other-Than-Temporary Impairment (Details) (USD $)	3 Months Ended		9 Months Ended
In Thousands, unless otherwise specified	Sep. 30, 2013	Sep. 30, 2012	Sep. 30, 2013	Sep. 30, 2012
	area		area
	people		people
	bank		bank
	model		model
Other than Temporary Impairment, Disclosure [Line Items]	'	'	'	'
Gross realized gains on the sale of available-for-sale securities	$1,094	$0	$3,039	$0
Other-than-temporary impairment losses	($1,293)	$0	($1,293)	$0
Number of Federal Home Loan Banks	12	'	12	'
Number of Third Party Models To Assess Recovery of Amortized Cost Basis of Securities	2	'	2	'
Core-Based Statistical Areas, Current Requirements, Number of Urban Areas	1	'	1	'
Core-Based Statistical Areas, Current Requirements, Urban Area, Population	10,000	'	10,000	'
Minimum [Member]	'	'	'	'
Home Price Recovery [Abstract]	'	'	'	'
Projected Home Price Recovery, One to Six Months, Percent	0.00%	'	0.00%	'
Projected Home Price Recovery, Seven to Twelve Months, Percent	1.00%	'	1.00%	'
Projected Home Price Recovery, Thirteen to Eighteen Months, Percent	2.00%	'	2.00%	'
Projected Home Price Recovery, Nineteen to Thirty Months, Percent	2.00%	'	2.00%	'
Projected Home Price Recovery, Thirty One to Fifty Four Months, Percent	2.00%	'	2.00%	'
Projected Home Price Recovery, Months Thereafter, Percent	2.30%	'	2.30%	'
Maximum [Member]	'	'	'	'
Home Price Recovery [Abstract]	'	'	'	'
Projected Home Price Recovery, One to Six Months, Percent	3.00%	'	3.00%	'
Projected Home Price Recovery, Seven to Twelve Months, Percent	4.00%	'	4.00%	'
Projected Home Price Recovery, Thirteen to Eighteen Months, Percent	4.00%	'	4.00%	'
Projected Home Price Recovery, Nineteen to Thirty Months, Percent	5.00%	'	5.00%	'
Projected Home Price Recovery, Thirty One to Fifty Four Months, Percent	6.00%	'	6.00%	'
Projected Home Price Recovery, Months Thereafter, Percent	5.60%	'	5.60%	'
Mortgage-backed securities, Private-label - residential [Member] | Minimum [Member]	'	'	'	'
Home Price Recovery [Abstract]	'	'	'	'
Projected House Price Increase (Decrease) Rate	-5.00%	'	-5.00%	'
Projected House Price Increase (Decrease) Rate For Vast Majority Of Markets	-1.00%	'	-1.00%	'
Mortgage-backed securities, Private-label - residential [Member] | Maximum [Member]	'	'	'	'
Home Price Recovery [Abstract]	'	'	'	'
Projected House Price Increase (Decrease) Rate	8.00%	'	8.00%	'
Projected House Price Increase (Decrease) Rate For Vast Majority Of Markets	7.00%	'	7.00%	'

Advances_Redemption_Terms_Deta

Advances (Redemption Terms) (Details) (USD $)	Sep. 30, 2013	Dec. 31, 2012
In Thousands, unless otherwise specified
Advances [Abstract]	'	'
Overdrawn demand deposit accounts	$17	$35
Overdrawn demand deposit accounts, Weighted Average Interest Rate	3.30%	3.32%
Due in one year or less	7,906,978	10,306,571
Due in one year or less, Weighted Average Interest Rate	0.72%	1.03%
Due after one year through two years	3,540,790	1,900,515
Due after one year through two years, Weighted Average Interest Rate	0.93%	1.59%
Due after two years through three years	2,713,391	2,289,104
Due after two years through three years, Weighted Average Interest Rate	1.89%	1.62%
Due after three years through four years	2,828,571	2,096,668
Due after three years through four years, Weighted Average Interest Rate	2.19%	2.34%
Due after four years through five years	22,590,181	2,893,016
Due after four years through five years, Weighted Average Interest Rate	0.52%	2.49%
Thereafter	5,858,200	6,568,855
Thereafter, Weighted Average Interest Rate	0.96%	1.58%
Total par value	45,438,128	26,054,764
Total par value, Weighted Average Interest Rate	0.83%	1.53%
Premiums	157	169
Discounts	-8,262	-3,247
Fair value hedging adjustments	356,509	562,229
Total	$45,786,532	$26,613,915

Advances_Narrative_Details

Advances (Narrative) (Details) (USD $)	Sep. 30, 2013	Dec. 31, 2012
In Billions, unless otherwise specified
Advances [Abstract]	'	'
Callable Advances	$26.40	$5.70
Putable Advances	$2.50	$2.90

Advances_Prepayment_Fees_Detai

Advances (Prepayment Fees) (Details) (USD $)	3 Months Ended		9 Months Ended
In Thousands, unless otherwise specified	Sep. 30, 2013	Sep. 30, 2012	Sep. 30, 2013	Sep. 30, 2012
Advances [Abstract]	'	'	'	'
Gross prepayment fee income	$1,650	$13,347	$15,460	$353,876
Fair value hedging adjustments	-299	-7,447	-11,023	-329,793
Prepayment fees on advances, net	$1,351	$5,900	$4,437	$24,083

Mortgage_Loans_Held_for_Portfo2

Mortgage Loans Held for Portfolio (Mortgage Loans Held for Portfolio) (Details) (USD $)	Sep. 30, 2013	Dec. 31, 2012	Sep. 30, 2013		Dec. 31, 2012		Sep. 30, 2013	Dec. 31, 2012	Sep. 30, 2013
In Thousands, unless otherwise specified			Fixed rate, medium-term single family mortgages [Member]		Fixed rate, medium-term single family mortgages [Member]		Fixed rate, long-term single family mortgages [Member]	Fixed rate, long-term single family mortgages [Member]	Maximum [Member]
									Fixed rate, medium-term single family mortgages [Member]
Mortgage Loans on Real Estate [Line Items]	'	'	'		'		'	'	'
Mortgage Loans on Real Estate, Original Contractual Terms	'	'	'		'		'	'	'15 years
Total unpaid principal balance	$6,529,755	$6,885,840	$1,708,193	[1]	$1,880,646	[1]	$4,821,562	$5,005,194	'
Premiums	81,833	86,112	'		'		'	'	'
Discounts	-16,482	-21,277	'		'		'	'	'
Basis adjustments from mortgage loan commitments	8,623	16,928	'		'		'	'	'
Total mortgage loans held for portfolio	6,603,729	6,967,603	'		'		'	'	'
Allowance for credit losses	-14,240	-15,793	'		'		'	'	'
Total mortgage loans held for portfolio, net	$6,589,489	$6,951,810	'		'		'	'	'
[1]	Medium-term is defined as a term of 15 years or less.

Mortgage_Loans_Held_for_Portfo3

Mortgage Loans Held for Portfolio (Mortgage Loans Held for Portfolio) (Details 2) (USD $)	Sep. 30, 2013	Dec. 31, 2012
In Thousands, unless otherwise specified
Mortgage Loans on Real Estate [Line Items]	'	'
Total unpaid principal balance	$6,529,755	$6,885,840
Conventional Mortgage Loan [Member]	'	'
Mortgage Loans on Real Estate [Line Items]	'	'
Total unpaid principal balance	5,990,943	6,372,542
Government Loan [Member]	'	'
Mortgage Loans on Real Estate [Line Items]	'	'
Total unpaid principal balance	$538,812	$513,298

Allowance_for_Credit_Losses_Na

Allowance for Credit Losses (Narrative) (Details) (USD $)	3 Months Ended		9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013	Sep. 30, 2012	Sep. 30, 2013	Sep. 30, 2012	Dec. 31, 2012
Financing Receivable, Allowance for Credit Losses [Line Items]	'	'	'	'	'
Credit Enhancement Fees	'	'	$3.20	$6	'
FLA Balance For All Master Commitments	86.8	'	86.8	'	126
Impaired Financing Receivable, with Related Allowance, Average Recorded Investment	45.3	61.2	50.6	65.2	'
Impaired Financing Receivable, with No Related Allowance, Average Recorded Investment	1.4	0.9	1.3	0.7	'
Real Estate Acquired Through Foreclosure	$13.20	'	$13.20	'	$16.40
Maximum [Member]	'	'	'	'	'
Financing Receivable, Allowance for Credit Losses [Line Items]	'	'	'	'	'
Primary Mortgage Insurance, Homeowner Equity As Percent of Purchase Price or Appraised Value	20.00%	'	20.00%	'	'

Allowance_for_Credit_Losses_Ro

Allowance for Credit Losses (Rollforward of Allowance for Credit Losses) (Details) (USD $)	Sep. 30, 2013	Dec. 31, 2012	Sep. 30, 2013	Sep. 30, 2012	Sep. 30, 2013	Sep. 30, 2012
In Thousands, unless otherwise specified			Conventional Mortgage Loan [Member]	Conventional Mortgage Loan [Member]	Conventional Mortgage Loan [Member]	Conventional Mortgage Loan [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]	'	'	'	'	'	'
Balance, beginning of the period	$14,240	$15,793	$14,656	$17,424	$15,793	$18,963
Charge-offs	'	'	-416	-1,058	-1,553	-2,597
Balance, end of the period	$14,240	$15,793	$14,240	$16,366	$14,240	$16,366

Allowance_for_Credit_Losses_Mo

Allowance for Credit Losses (Mortgage Loan Portfolio by Impairment Methodology) (Details) (USD $)	Sep. 30, 2013		Jun. 30, 2013	Dec. 31, 2012		Sep. 30, 2012	Jun. 30, 2012	Dec. 31, 2011
In Thousands, unless otherwise specified
Financing Receivable, Allowance for Credit Losses [Line Items]	'		'	'		'	'	'
Total allowance for credit losses	$14,240		'	$15,793		'	'	'
Total recorded investment of mortgage loans	6,637,042	[1]	'	7,002,897	[1]	'	'	'
Conventional Mortgage Loan [Member]	'		'	'		'	'	'
Financing Receivable, Allowance for Credit Losses [Line Items]	'		'	'		'	'	'
Collectively evaluated for impairment	3,858		'	5,444		'	'	'
Impaired Financing Receivable, Related Allowance	10,382		'	10,349		'	'	'
Total allowance for credit losses	14,240		14,656	15,793		16,366	17,424	18,963
Collectively evaluated for impairment	6,039,275	[1]	'	6,415,718	[1]	'	'	'
Individually evaluated for impairment, with or without a related allowance	44,331	[1]	'	59,344	[1]	'	'	'
Total recorded investment of mortgage loans	$6,083,606	[1]	'	$6,475,062	[1]	'	'	'
[1]	Represents the unpaid principal balance adjusted for accrued interest, unamortized premiums, discounts, basis adjustments, and direct write-downs.

Allowance_for_Credit_Losses_Cr

Allowance for Credit Losses (Credit Quality Indicators) (Details) (USD $)	Sep. 30, 2013		Dec. 31, 2012
In Thousands, unless otherwise specified
Financing Receivable, Recorded Investment [Line Items]	'		'
Past due 30 - 59 days	$89,014		$95,150
Past due 60 - 89 days	27,726		29,658
Past due 90 - 179 days	19,092		23,676
Past due 180 days or more	57,914		68,019
Total past due loans	193,746		216,503
Total current loans	6,443,296		6,786,394
Total recorded investment of mortgage loans	6,637,042	[1]	7,002,897	[1]
In process of foreclosure	41,963	[2]	57,570	[2]
Serious delinquency rate	1.20%	[3]	1.30%	[3]
Past due 90 days or more and still accruing interest	6,644	[4]	5,292	[4]
Non-accrual mortgage loans	73,387	[5]	88,992	[5]
Conventional Mortgage Loan [Member]	'		'
Financing Receivable, Recorded Investment [Line Items]	'		'
Past due 30 - 59 days	68,381		77,568
Past due 60 - 89 days	21,905		24,809
Past due 90 - 179 days	15,571		21,483
Past due 180 days or more	54,791		64,920
Total past due loans	160,648		188,780
Total current loans	5,922,958		6,286,282
Total recorded investment of mortgage loans	6,083,606	[1]	6,475,062	[1]
In process of foreclosure	40,907	[2]	56,692	[2]
Serious delinquency rate	1.20%	[3]	1.40%	[3]
Past due 90 days or more and still accruing interest	0	[4]	0	[4]
Non-accrual mortgage loans	73,387	[5]	88,992	[5]
Government Loan [Member]	'		'
Financing Receivable, Recorded Investment [Line Items]	'		'
Past due 30 - 59 days	20,633		17,582
Past due 60 - 89 days	5,821		4,849
Past due 90 - 179 days	3,521		2,193
Past due 180 days or more	3,123		3,099
Total past due loans	33,098		27,723
Total current loans	520,338		500,112
Total recorded investment of mortgage loans	553,436	[1]	527,835	[1]
In process of foreclosure	1,056	[2]	878	[2]
Serious delinquency rate	1.20%	[3]	1.00%	[3]
Past due 90 days or more and still accruing interest	6,644	[4]	5,292	[4]
Non-accrual mortgage loans	$0	[5]	$0	[5]
[1]	Represents the unpaid principal balance adjusted for accrued interest, unamortized premiums, discounts, basis adjustments, and direct write-downs.
[2]	Includes loans where the decision of foreclosure or similar alternative such as pursuit of deed-in-lieu has been reported. Loans in process of foreclosure are included in past due or current loans depending on their payment status.
[3]	Represents mortgage loans that are 90 days or more past due or in the process of foreclosure expressed as a percentage of the total recorded investment.
[4]	Represents government-insured mortgage loans that are 90 days or more past due.
[5]	Represents conventional mortgage loans that are 90 days or more past due and TDRs.

Allowance_for_Credit_Losses_In

Allowance for Credit Losses (Individually Evaluated Impaired Loans) (Details) (USD $)	Sep. 30, 2013	Dec. 31, 2012
In Thousands, unless otherwise specified
Financing Receivable, Allowance for Credit Losses [Line Items]	'	'
Impaired loans with an allowance, Individually Evaluated Impaired Loans, Recorded Investment	$42,991	$58,145
Impaired loans without an allowance, Individually Evaluated Impaired Loans, Recorded Investment	1,340	1,199
Impaired Financing Receivable, Recorded Investment	44,331	59,344
Conventional Mortgage Loan [Member]	'	'
Financing Receivable, Allowance for Credit Losses [Line Items]	'	'
Impaired Financing Receivable, Related Allowance	$10,382	$10,349

Derivatives_and_Hedging_Activi2

Derivatives and Hedging Activities (Derivatives in Statement of Condition) (Details) (USD $)	Sep. 30, 2013		Dec. 31, 2012
In Thousands, unless otherwise specified
Derivatives, Fair Value [Line Items]	'		'
Derivative Instruments Not Designated as Hedging Instruments, Asset, at Fair Value	$44,616		$35,732
Derivative Instruments Not Designated as Hedging Instruments, Liability, at Fair Value	35,736		71,512
Notional Amount of Derivatives	37,637,376		31,657,281
Derivative Asset, Fair Value, Gross Asset	178,382		153,889
Derivative Liability, Fair Value, Gross Liability	476,497		676,037
Derivative assets, net	43,591	[1]	3,813	[1]
Derivative liabilities, net	70,582	[1]	100,700	[1]
Netting Adjustment by Counterparty [Member]	'		'
Derivatives, Fair Value [Line Items]	'		'
Derivative Asset, Fair Value, Amount Offset Against Collateral	-106,537		-146,474
Derivative Liability, Fair Value, Amount Offset Against Collateral	-106,537		-146,474
Cash Collateral and Related Accrued Interest [Member]	'		'
Derivatives, Fair Value [Line Items]	'		'
Derivative Asset, Fair Value, Amount Offset Against Collateral	-28,254		-3,602
Derivative Liability, Fair Value, Amount Offset Against Collateral	-299,378		-428,863
Netting and Collateral [Member]	'		'
Derivatives, Fair Value [Line Items]	'		'
Derivative Asset, Fair Value, Amount Offset Against Collateral	-134,791	[2]	-150,076	[2]
Derivative Liability, Fair Value, Amount Offset Against Collateral	-405,915	[2]	-575,337	[2]
Interest Rate Swap [Member]	'		'
Derivatives, Fair Value [Line Items]	'		'
Derivative Instruments in Hedges, Assets, at Fair Value	133,766		118,157
Derivative Instruments in Hedges, Liabilities, at Fair Value	440,761		604,525
Derivative Instruments Not Designated as Hedging Instruments, Asset, at Fair Value	43,980		32,702
Derivative Instruments Not Designated as Hedging Instruments, Liability, at Fair Value	34,849		71,330
Interest Rate Caps [Member]	'		'
Derivatives, Fair Value [Line Items]	'		'
Derivative Instruments Not Designated as Hedging Instruments, Asset, at Fair Value	'		2,868
Derivative Instruments Not Designated as Hedging Instruments, Liability, at Fair Value	'		0
Forward Settlement Agreements (TBAs) [Member]	'		'
Derivatives, Fair Value [Line Items]	'		'
Derivative Instruments Not Designated as Hedging Instruments, Asset, at Fair Value	0		58
Derivative Instruments Not Designated as Hedging Instruments, Liability, at Fair Value	887		128
Mortgage Delivery Commitments [Member]	'		'
Derivatives, Fair Value [Line Items]	'		'
Derivative Instruments Not Designated as Hedging Instruments, Asset, at Fair Value	636		104
Derivative Instruments Not Designated as Hedging Instruments, Liability, at Fair Value	0		54
Designated as Hedging Instrument [Member] | Interest Rate Swap [Member]	'		'
Derivatives, Fair Value [Line Items]	'		'
Notional Amount of Derivatives	36,218,525		23,648,999
Not Designated as Hedging Instrument [Member]	'		'
Derivatives, Fair Value [Line Items]	'		'
Notional Amount of Derivatives	1,418,851		8,008,282
Not Designated as Hedging Instrument [Member] | Interest Rate Swap [Member]	'		'
Derivatives, Fair Value [Line Items]	'		'
Notional Amount of Derivatives	1,306,129		4,368,562
Not Designated as Hedging Instrument [Member] | Interest Rate Caps [Member]	'		'
Derivatives, Fair Value [Line Items]	'		'
Notional Amount of Derivatives	'		3,450,000
Not Designated as Hedging Instrument [Member] | Forward Settlement Agreements (TBAs) [Member]	'		'
Derivatives, Fair Value [Line Items]	'		'
Notional Amount of Derivatives	55,000		93,500
Not Designated as Hedging Instrument [Member] | Mortgage Delivery Commitments [Member]	'		'
Derivatives, Fair Value [Line Items]	'		'
Notional Amount of Derivatives	$57,722		$96,220
[1]	Represents the net unsecured amount of credit exposure.
[2]	Amounts represent the application of the netting requirements that allow the Bank to net settle positive and negative positions and also cash collateral and the related accrued interest held or placed with the same counterparty and/or clearing agent.

Derivatives_and_Hedging_Activi3

Derivatives and Hedging Activities (Derivatives in Statement of Income) (Details) (USD $)	3 Months Ended		9 Months Ended
In Thousands, unless otherwise specified	Sep. 30, 2013	Sep. 30, 2012	Sep. 30, 2013	Sep. 30, 2012
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'	'
Gain (Loss) on Fair Value Hedge Ineffectiveness, Net	$1,960	($4,826)	$8,304	($2,423)
Derivative Instruments Not Designated as Hedging Instruments, Gain (Loss), Net	404	-6,535	64,039	-30,530
Gains (Losses) on Derivative Instruments, Net, Pretax	2,364	-11,361	72,343	-32,953
Interest Rate Swap [Member]	'	'	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'	'
Gain (Loss) on Fair Value Hedge Ineffectiveness, Net	1,960	-4,826	8,304	-2,423
Derivative Instruments Not Designated as Hedging Instruments, Gain (Loss), Net	5,083	-831	71,177	-5,513
Interest Rate Caps [Member]	'	'	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'	'
Derivative Instruments Not Designated as Hedging Instruments, Gain (Loss), Net	0	-327	3,992	-11,103
Forward Settlement Agreements (TBAs) [Member]	'	'	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'	'
Derivative Instruments Not Designated as Hedging Instruments, Gain (Loss), Net	-496	-5,439	4,831	-12,876
Mortgage Delivery Commitments [Member]	'	'	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'	'
Derivative Instruments Not Designated as Hedging Instruments, Gain (Loss), Net	715	3,119	-4,464	9,303
Net Interest Settlements [Member]	'	'	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'	'
Derivative Instruments Not Designated as Hedging Instruments, Gain (Loss), Net	($4,898)	($3,057)	($11,497)	($10,341)

Derivatives_and_Hedging_Activi4

Derivatives and Hedging Activities (Derivatives in Statement of Income and Impact on Interest) (Details) (USD $)	3 Months Ended				9 Months Ended
In Thousands, unless otherwise specified	Sep. 30, 2013		Sep. 30, 2012		Sep. 30, 2013		Sep. 30, 2012
Derivative Instruments, Gain (Loss) [Line Items]	'		'		'		'
Change in Unrealized Gain (Loss) on Fair Value Hedging Instruments	($2,748)		($13,670)		$140,360		($10,800)
Change in Unrealized Gain (Loss) on Hedged Item in Fair Value Hedge	4,708		8,844		-132,056		8,377
Gain (Loss) on Fair Value Hedge Ineffectiveness, Net	1,960		-4,826		8,304		-2,423
Gain (Loss) on Fair Value Hedges Recognized in Net Interest Income	-37,566	[1]	-20,906	[1]	-98,137	[1]	-58,626	[1]
Available-for-sale Securities [Member]	'		'		'		'
Derivative Instruments, Gain (Loss) [Line Items]	'		'		'		'
Change in Unrealized Gain (Loss) on Fair Value Hedging Instruments	-7,548		-3,553		90,662		-14,325
Change in Unrealized Gain (Loss) on Hedged Item in Fair Value Hedge	7,933		3,998		-86,254		15,046
Gain (Loss) on Fair Value Hedge Ineffectiveness, Net	385		445		4,408		721
Gain (Loss) on Fair Value Hedges Recognized in Net Interest Income	-12,429	[1]	-3,213	[1]	-23,911	[1]	-9,377	[1]
Advances [Member]	'		'		'		'
Derivative Instruments, Gain (Loss) [Line Items]	'		'		'		'
Change in Unrealized Gain (Loss) on Fair Value Hedging Instruments	-2,769		-31,480		181,256		-50,218
Change in Unrealized Gain (Loss) on Hedged Item in Fair Value Hedge	3,289		32,337		-179,019		53,027
Gain (Loss) on Fair Value Hedge Ineffectiveness, Net	520		857		2,237		2,809
Gain (Loss) on Fair Value Hedges Recognized in Net Interest Income	-39,562	[1]	-45,091	[1]	-122,235	[1]	-151,381	[1]
Consolidated Obligation Bonds [Member]	'		'		'		'
Derivative Instruments, Gain (Loss) [Line Items]	'		'		'		'
Change in Unrealized Gain (Loss) on Fair Value Hedging Instruments	7,569		21,363		-131,558		53,743
Change in Unrealized Gain (Loss) on Hedged Item in Fair Value Hedge	-6,514		-27,491		133,217		-59,696
Gain (Loss) on Fair Value Hedge Ineffectiveness, Net	1,055		-6,128		1,659		-5,953
Gain (Loss) on Fair Value Hedges Recognized in Net Interest Income	$14,425	[1]	$27,398	[1]	$48,009	[1]	$102,132	[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_Activi5

Derivatives and Hedging Activities (Credit Risk Exposure) (Details) (USD $)	Sep. 30, 2013
In Millions, unless otherwise specified
Derivative Instruments and Hedging Activities Disclosure [Abstract]	'
Derivative, Net Liability Position, Aggregate Fair Value	$313
Collateral Already Posted, Aggregate Fair Value	245.8
Additional Collateral, Aggregate Fair Value	$42

Derivatives_and_Hedging_Activi6

Derivatives and Hedging Activities (Offsetting of Derivative Assets) (Details) (USD $)	Sep. 30, 2013		Dec. 31, 2012
In Thousands, unless otherwise specified
Offsetting Assets [Line Items]	'		'
Derivative Asset Subject To Master Netting Arrangement	$177,746		$153,785
Derivative Asset, Amount Offset Against Collateral and Netting	-134,791		-150,076
Derivative Asset, Net Fair Value Amount, After Offsetting Adjustment	42,955		3,709
Derivative Asset, Not Subject to Master Netting Arrangement	636	[1]	104	[1]
Derivative assets, net	43,591	[2]	3,813	[2]
Over the Counter [Member]	'		'
Offsetting Assets [Line Items]	'		'
Derivative Asset Subject To Master Netting Arrangement	176,947		153,785
Derivative Asset, Amount Offset Against Collateral and Netting	-171,691		-150,076
Derivative Asset, Net Fair Value Amount, After Offsetting Adjustment	5,256		3,709
Derivative assets, net	5,892		3,813
Exchange Cleared [Member]	'		'
Offsetting Assets [Line Items]	'		'
Derivative Asset Subject To Master Netting Arrangement	799		0
Derivative Asset, Amount Offset Against Collateral and Netting	36,900		0
Derivative Asset, Net Fair Value Amount, After Offsetting Adjustment	37,699		0
Derivative assets, net	$37,699		$0
[1]	Represents mortgage delivery commitments.
[2]	Represents the net unsecured amount of credit exposure.

Derivatives_and_Hedging_Activi7

Derivatives and Hedging Activities (Offsetting of Derivative Liabilities) (Details) (USD $)	Sep. 30, 2013		Dec. 31, 2012
In Thousands, unless otherwise specified
Offsetting Liabilities [Line Items]	'		'
Derivative Liability, Subject to Master Nettng Arrangement	$476,497		$675,983
Derivative Liability, Amount Offset Against Collateral and Netting	-405,915		-575,337
Derivative Liability, Net Fair Value Amount, After Offsetting Adjustment	70,582		100,646
Derivative Liability, Not Subject to Master Netting Arrangement	0	[1]	54	[1]
Derivative liabilities, net	70,582	[2]	100,700	[2]
Over the Counter [Member]	'		'
Offsetting Liabilities [Line Items]	'		'
Derivative Liability, Subject to Master Nettng Arrangement	459,833		675,983
Derivative Liability, Amount Offset Against Collateral and Netting	-389,251		-575,337
Derivative Liability, Net Fair Value Amount, After Offsetting Adjustment	70,582		100,646
Derivative liabilities, net	70,582		100,700
Exchange Cleared [Member]	'		'
Offsetting Liabilities [Line Items]	'		'
Derivative Liability, Subject to Master Nettng Arrangement	16,664		0
Derivative Liability, Amount Offset Against Collateral and Netting	-16,664		0
Derivative Liability, Net Fair Value Amount, After Offsetting Adjustment	0		0
Derivative liabilities, net	$0		$0
[1]	Represents mortgage delivery commitments.
[2]	Represents the net unsecured amount of credit exposure.

Consolidated_Obligations_Narra

Consolidated Obligations Narrative (Details) (USD $)	Sep. 30, 2013	Dec. 31, 2012
In Thousands, unless otherwise specified
Schedule of Short-term and Long-term Debt [Line Items]	'	'
Number of Federal Home Loan Banks	12	'
FHLBanks [Member]	'	'
Schedule of Short-term and Long-term Debt [Line Items]	'	'
Par Value of Outstanding Consolidated Obligations	$720,700,000	$687,900,000

Consolidated_Obligations_Bonds

Consolidated Obligations Bonds (Details) (USD $)	Sep. 30, 2013	Dec. 31, 2012
In Thousands, unless otherwise specified
Debt Instrument [Line Items]	'	'
Total	$32,227,351	$34,345,183
Consolidated Obligation Bonds [Member]	'	'
Debt Instrument [Line Items]	'	'
Due in one year or less	19,377,460	21,491,480
Due in one year or less, Weighted Average Interest Rate	0.33%	0.62%
Due after one year through two years	1,510,840	2,317,015
Due after one year through two years, Weighted Average Interest Rate	2.02%	1.89%
Due after two years through three years	2,477,750	2,213,990
Due after two years through three years, Weighted Average Interest Rate	4.11%	3.40%
Due after three years through four years	1,948,940	1,507,905
Due after three years through four years, Weighted Average Interest Rate	3.83%	4.47%
Due after four years through five years	1,054,035	2,002,060
Due after four years through five years, Weighted Average Interest Rate	3.15%	4.36%
Thereafter	5,614,970	4,291,205
Thereafter, Weighted Average Interest Rate	2.96%	3.35%
Index amortizing notes	225,838	331,300
Index amortizing notes, Weighted Average Interest Rate	5.21%	5.21%
Total par value	32,209,833	34,154,955
Total par value, Weighted Average Interest Rate	1.49%	1.67%
Premiums	22,926	24,544
Discounts	-18,160	-18,746
Fair value hedging adjustments	12,692	182,445
Fair value option adjustments	60	1,985
Total	$32,227,351	$34,345,183

Consolidated_Obligations_Bonds1

Consolidated Obligations Bonds by Call Features (Details) (Consolidated Obligation Bonds [Member], USD $)	Sep. 30, 2013	Dec. 31, 2012
In Thousands, unless otherwise specified
Debt Instrument [Line Items]	'	'
Debt, Gross	$32,209,833	$34,154,955
Noncallable or Nonputable [Member]	'	'
Debt Instrument [Line Items]	'	'
Debt, Gross	28,714,833	32,272,455
Callable [Member]	'	'
Debt Instrument [Line Items]	'	'
Debt, Gross	$3,495,000	$1,882,500

Consolidated_Obligations_Extin

Consolidated Obligations Extinguishment of Debt (Details) (USD $)	3 Months Ended		9 Months Ended
In Thousands, unless otherwise specified	Sep. 30, 2013	Sep. 30, 2012	Sep. 30, 2013	Sep. 30, 2012
Debt Disclosure [Abstract]	'	'	'	'
Net losses on extinguishment of debt	$0	($25,866)	($25,742)	($48,605)
Par value of extinguished debt	$0	$137,600	$162,080	$288,100

Consolidated_Obligations_Disco

Consolidated Obligations Discount Notes (Details) (USD $)	Sep. 30, 2013	Dec. 31, 2012
In Thousands, unless otherwise specified
Short-term Debt [Line Items]	'	'
Total	$28,217,530	$8,674,370
Consolidated Obligation Discount Notes [Member]	'	'
Short-term Debt [Line Items]	'	'
Par value	28,220,000	8,676,903
Par Value, Weighted Average Interest Rate	0.05%	0.13%
Discounts	-2,470	-2,533
Total	$28,217,530	$8,674,370

Capital_Narrative_Details

Capital (Narrative) (Details) (USD $)	3 Months Ended	9 Months Ended
	Sep. 30, 2013	Sep. 30, 2013	Jun. 30, 2013	Dec. 31, 2012
	subclasses	subclasses
	regulations	regulations
Compliance with Regulatory Capital Requirements under Banking Regulations [Line Items]	'	'	'	'
Number of Finance Agency Regulatory Capital Requirements	3	3	'	'
Regulatory Capital Ratio, Percent, Minimum	4.00%	4.00%	'	'
Leverage Ratio, Percent, Minimum	5.00%	5.00%	'	'
Weight Applied to Permanent Capital in Computing Leverage Ratio	1.5	1.5	'	'
Weight Applied to Nonpermanent Capital in Computing Leverage Ratio	1	1	'	'
Common Stock, Par or Stated Value Per Share	$100	$100	'	$100
Number of Subclasses of Capital Stock	2	2	'	'
Minimum Capital Stock Required to be Held by Members as a Percent of Total Assets at Preceeding Fiscal Year End, Subject to Cap and Floor	0.12%	0.12%	'	'
Redemption Period Under FHLBank Capital Plan	'	'5 years	'	'
Activity Based Capital Stock Required by Members as a Percent of Total Advances and Mortgage Loans Oustanding as Disclosed in the Statement of Condition	4.00%	4.00%	4.45%	'
Stock Repurchases Resulting from Change in Activity-Based Capital Stock Requirements	$150,000,000	'	'	'
Maximum [Member]	'	'	'	'
Compliance with Regulatory Capital Requirements under Banking Regulations [Line Items]	'	'	'	'
Federal Home Loan Banks, Membership Requirements, Capital Stock	10,000,000	10,000,000	'	'
Minimum [Member]	'	'	'	'
Compliance with Regulatory Capital Requirements under Banking Regulations [Line Items]	'	'	'	'
Federal Home Loan Banks, Membership Requirements, Capital Stock	$10,000	$10,000	'	'

Capital_Regulatory_Capital_Req

Capital (Regulatory Capital Requirements) (Details) (USD $)	Sep. 30, 2013	Dec. 31, 2012
In Thousands, unless otherwise specified
Capital [Abstract]	'	'
Risk Based Capital, Required	$658,791	$372,277
Risk Based Capital, Actual	3,359,274	2,694,224
Regulatory Capital, Required	2,602,509	1,894,691
Regulatory Capital, Actual	3,359,274	2,694,224
Leverage Capital, Required	3,253,136	2,368,364
Leverage Capital, Actual	$5,038,911	$4,041,335
Capital-to-asset ratio, Required	4.00%	4.00%
Capital-to-asset ratio, Actual	5.16%	5.69%
Leverage Ratio, Required	5.00%	5.00%
Leverage Ratio, Actual	7.74%	8.53%

Capital_Excess_Stock_Details

Capital (Excess Stock) (Details) (USD $)	9 Months Ended
	Sep. 30, 2013	Dec. 31, 2012
Capital [Abstract]	'	'
Written Notice Period Required to Repurchase Excess Membership Capital Stock	'15 days	'
Excess Capital	$0	$0

Capital_Mandatorily_Redeemable

Capital (Mandatorily Redeemable Capital Stock) (Details) (USD $)	Sep. 30, 2013	Dec. 31, 2012
In Thousands, unless otherwise specified
Capital [Abstract]	'	'
Mandatorily redeemable capital stock	$13,383	$9,561

Capital_Restricted_Retained_Ea

Capital (Restricted Retained Earnings) (Details) (USD $)	Sep. 30, 2013	Dec. 31, 2012
In Thousands, unless otherwise specified
Capital [Abstract]	'	'
Quarterly Net Income Allocated to Restricted Retained Earnings	20.00%	'
Restricted Retained Earnings Target Balance as a Percent of Average Balance of Outstanding Consolidated Obligations for Previous Quarter	1.00%	'
Restricted Retained Earnings	$43,433	$28,820

Capital_Accumulated_Other_Comp

Capital (Accumulated Other Comprehensive Income) (Details) (USD $)	3 Months Ended		9 Months Ended
In Thousands, unless otherwise specified	Sep. 30, 2013	Sep. 30, 2012	Sep. 30, 2013	Sep. 30, 2012	Jun. 30, 2013	Dec. 31, 2012	Jun. 30, 2012	Dec. 31, 2011
Accumulated Other Comprehensive Income (Loss) [Line Items]	'	'	'	'	'	'	'	'
Other comprehensive (loss) income before reclassifications, Net unrealized losses	($13,809)	$18,467	($75,767)	$33,270	'	'	'	'
Reclassifications from other comprehensive (loss) income to net income, Other-than-temporary impairment losses on securities	-1,293	0	-1,293	0	'	'	'	'
Reclassifications from other comprehensive (loss) income to net income, Net realized gains on the sale of securities	-1,094	0	-3,039	0	'	'	'	'
Reclassification from other comprehensive (loss) income to net income, Amortization - pension and postretirement	141	107	588	291	'	'	'	'
Total other comprehensive (loss) income	-13,469	18,574	-76,925	33,561	'	'	'	'
Accumulated other comprehensive income	72,713	'	72,713	'	'	149,638	'	'
Pension and postretirement benefits [Member]	'	'	'	'	'	'	'	'
Accumulated Other Comprehensive Income (Loss) [Line Items]	'	'	'	'	'	'	'	'
Other comprehensive (loss) income before reclassifications, Net unrealized losses	0	'	0	'	'	'	'	'
Reclassification from other comprehensive (loss) income to net income, Amortization - pension and postretirement	141	'	588	'	'	'	'	'
Total other comprehensive (loss) income	141	107	588	291	'	'	'	'
Accumulated other comprehensive income	-2,555	-2,388	-2,555	-2,388	-2,696	-3,143	-2,495	-2,679
Accumulated Other Comprehensive Income (Loss) [Member]	'	'	'	'	'	'	'	'
Accumulated Other Comprehensive Income (Loss) [Line Items]	'	'	'	'	'	'	'	'
Other comprehensive (loss) income before reclassifications, Net unrealized losses	-13,809	'	-75,767	'	'	'	'	'
Reclassifications from other comprehensive (loss) income to net income, Other-than-temporary impairment losses on securities	1,293	'	1,293	'	'	'	'	'
Reclassifications from other comprehensive (loss) income to net income, Net realized gains on the sale of securities	-1,094	'	-3,039	'	'	'	'	'
Reclassification from other comprehensive (loss) income to net income, Amortization - pension and postretirement	141	'	588	'	'	'	'	'
Total other comprehensive (loss) income	-13,469	18,574	-76,925	33,561	'	'	'	'
Accumulated other comprehensive income	72,713	168,122	72,713	168,122	86,182	149,638	149,548	134,561
Available-for-sale Securities [Member] | Net Unrealized Gain on Available-for-Sale Securities [Member]	'	'	'	'	'	'	'	'
Accumulated Other Comprehensive Income (Loss) [Line Items]	'	'	'	'	'	'	'	'
Other comprehensive (loss) income before reclassifications, Net unrealized losses	-13,809	'	-75,767	'	'	'	'	'
Reclassifications from other comprehensive (loss) income to net income, Other-than-temporary impairment losses on securities	1,293	'	1,293	'	'	'	'	'
Reclassifications from other comprehensive (loss) income to net income, Net realized gains on the sale of securities	-1,094	'	-3,039	'	'	'	'	'
Total other comprehensive (loss) income	-13,610	18,467	-77,513	33,270	'	'	'	'
Accumulated other comprehensive income	$75,268	$170,510	$75,268	$170,510	$88,878	$152,781	$152,043	$137,240

Fair_Value_Carrying_Value_and_

Fair Value (Carrying Value and Fair Value of Financial Instruments) (Details) (USD $)	Sep. 30, 2013		Dec. 31, 2012
In Thousands, unless otherwise specified
Assets	'		'
Trading securities	$1,042,348		$1,145,430
Available-for-sale securities	6,304,783		4,859,806
Held-to-maturity securities	2,028,648		3,198,129
Derivative assets, net	43,591	[1]	3,813	[1]
Liabilities	'		'
Mandatorily redeemable capital stock	13,383		9,561
Derivative liabilities, net	70,582	[1]	100,700	[1]
Carrying Value [Member]	'		'
Assets	'		'
Cash and due from banks	182,672		252,113
Interest-bearing deposits	3,128		3,238
Securities purchased under agreements to resell	2,450,000		3,425,000
Federal funds sold	585,000		960,000
Trading securities	1,042,348		1,145,430
Available-for-sale securities	6,304,783		4,859,806
Held-to-maturity securities	1,950,808		3,039,721
Advances	45,786,532		26,613,915
Mortgage loans held for portfolio, net	6,589,489		6,951,810
Accrued interest receivable	74,968		66,410
Derivative assets, net	43,591		3,813
Other assets	9,811		8,261
Liabilities	'		'
Deposits	-660,678		-1,084,744
Mandatorily redeemable capital stock	-13,383		-9,561
Accrued interest payable	-107,078		-106,611
Derivative liabilities, net	-70,582		-100,700
Fair Value [Member]	'		'
Assets	'		'
Cash and due from banks	182,672		252,113
Interest-bearing deposits	3,095		3,203
Securities purchased under agreements to resell	2,450,000		3,425,000
Federal funds sold	585,000		960,000
Trading securities	1,042,348		1,145,430
Available-for-sale securities	6,304,783		4,859,806
Held-to-maturity securities	2,028,648		3,198,129
Advances	45,865,964		26,828,132
Mortgage loans held for portfolio, net	6,831,059		7,372,004
Accrued interest receivable	74,968		66,410
Derivative assets, net	43,591		3,813
Other assets	9,811		8,261
Liabilities	'		'
Deposits	-660,677		-1,084,738
Mandatorily redeemable capital stock	-13,383		-9,561
Accrued interest payable	-107,078		-106,611
Derivative liabilities, net	-70,582		-100,700
Fair Value, Level 1 [Member]	'		'
Assets	'		'
Cash and due from banks	182,672		252,113
Interest-bearing deposits	0		0
Securities purchased under agreements to resell	0		0
Federal funds sold	0		0
Trading securities	0		0
Available-for-sale securities	0		0
Held-to-maturity securities	0		0
Advances	0		0
Mortgage loans held for portfolio, net	0		0
Accrued interest receivable	0		0
Derivative assets, net	0		58
Other assets	9,811		8,261
Liabilities	'		'
Deposits	0		0
Mandatorily redeemable capital stock	-13,383		-9,561
Accrued interest payable	0		0
Derivative liabilities, net	-887		-128
Fair Value, Level 2 [Member]	'		'
Assets	'		'
Cash and due from banks	0		0
Interest-bearing deposits	3,095		3,203
Securities purchased under agreements to resell	2,450,000		3,425,000
Federal funds sold	585,000		960,000
Trading securities	1,042,348		1,145,430
Available-for-sale securities	6,304,783		4,859,806
Held-to-maturity securities	1,997,507		3,158,034
Advances	45,865,964		26,828,132
Mortgage loans held for portfolio, net	6,797,110		7,323,009
Accrued interest receivable	74,968		66,410
Derivative assets, net	178,382		153,831
Other assets	0		0
Liabilities	'		'
Deposits	-660,677		-1,084,738
Mandatorily redeemable capital stock	0		0
Accrued interest payable	-107,078		-106,611
Derivative liabilities, net	-475,610		-675,909
Fair Value, Level 3 [Member]	'		'
Assets	'		'
Cash and due from banks	0		0
Interest-bearing deposits	0		0
Securities purchased under agreements to resell	0		0
Federal funds sold	0		0
Trading securities	0		0
Available-for-sale securities	0		0
Held-to-maturity securities	31,141		40,095
Advances	0		0
Mortgage loans held for portfolio, net	33,949		48,995
Accrued interest receivable	0		0
Derivative assets, net	0		0
Other assets	0		0
Liabilities	'		'
Deposits	0		0
Mandatorily redeemable capital stock	0		0
Accrued interest payable	0		0
Derivative liabilities, net	0		0
Netting Adjustment [Member]	'		'
Assets	'		'
Cash and due from banks	0	[2]	0	[2]
Interest-bearing deposits	0	[2]	0	[2]
Securities purchased under agreements to resell	0	[2]	0	[2]
Federal funds sold	0	[2]	0	[2]
Trading securities	0	[2]	0	[2]
Available-for-sale securities	0	[2]	0	[2]
Held-to-maturity securities	0	[2]	0	[2]
Advances	0	[2]	0	[2]
Mortgage loans held for portfolio, net	0	[2]	0	[2]
Accrued interest receivable	0	[2]	0	[2]
Derivative assets, net	-134,791	[2]	-150,076	[2]
Other assets	0	[2]	0	[2]
Liabilities	'		'
Deposits	0	[2]	0	[2]
Mandatorily redeemable capital stock	0	[2]	0	[2]
Accrued interest payable	0	[2]	0	[2]
Derivative liabilities, net	405,915	[2]	575,337	[2]
Consolidated Obligation Bonds [Member] | Carrying Value [Member]	'		'
Liabilities	'		'
Bonds	-32,227,351		-34,345,183
Consolidated Obligation Bonds [Member] | Fair Value [Member]	'		'
Liabilities	'		'
Bonds	-32,870,966		-35,570,458
Consolidated Obligation Bonds [Member] | Fair Value, Level 1 [Member]	'		'
Liabilities	'		'
Bonds	0		0
Consolidated Obligation Bonds [Member] | Fair Value, Level 2 [Member]	'		'
Liabilities	'		'
Bonds	-32,870,966		-35,570,458
Consolidated Obligation Bonds [Member] | Fair Value, Level 3 [Member]	'		'
Liabilities	'		'
Bonds	0		0
Consolidated Obligation Bonds [Member] | Netting Adjustment [Member]	'		'
Liabilities	'		'
Bonds	0	[2]	0	[2]
Consolidated Obligation Discount Notes [Member] | Carrying Value [Member]	'		'
Liabilities	'		'
Discount notes	-28,217,530		-8,674,370
Consolidated Obligation Discount Notes [Member] | Fair Value [Member]	'		'
Liabilities	'		'
Discount notes	-28,218,782		-8,675,102
Consolidated Obligation Discount Notes [Member] | Fair Value, Level 1 [Member]	'		'
Liabilities	'		'
Discount notes	0		0
Consolidated Obligation Discount Notes [Member] | Fair Value, Level 2 [Member]	'		'
Liabilities	'		'
Discount notes	-28,218,782		-8,675,102
Consolidated Obligation Discount Notes [Member] | Fair Value, Level 3 [Member]	'		'
Liabilities	'		'
Discount notes	0		0
Consolidated Obligation Discount Notes [Member] | Netting Adjustment [Member]	'		'
Liabilities	'		'
Discount notes	0	[2]	0	[2]
Standby Letters of Credit [Member] | Carrying Value [Member]	'		'
Other [Abstract]	'		'
Other	-2,622		-1,522
Standby Letters of Credit [Member] | Fair Value [Member]	'		'
Other [Abstract]	'		'
Other	-2,622		-1,522
Standby Letters of Credit [Member] | Fair Value, Level 1 [Member]	'		'
Other [Abstract]	'		'
Other	0		0
Standby Letters of Credit [Member] | Fair Value, Level 2 [Member]	'		'
Other [Abstract]	'		'
Other	0		0
Standby Letters of Credit [Member] | Fair Value, Level 3 [Member]	'		'
Other [Abstract]	'		'
Other	-2,622		-1,522
Standby Letters of Credit [Member] | Netting Adjustment [Member]	'		'
Other [Abstract]	'		'
Other	0	[2]	0	[2]
Standby Bond Purchase Agreements [Member] | Carrying Value [Member]	'		'
Other [Abstract]	'		'
Other	0		0
Standby Bond Purchase Agreements [Member] | Fair Value [Member]	'		'
Other [Abstract]	'		'
Other	3,219		2,136
Standby Bond Purchase Agreements [Member] | Fair Value, Level 1 [Member]	'		'
Other [Abstract]	'		'
Other	0		0
Standby Bond Purchase Agreements [Member] | Fair Value, Level 2 [Member]	'		'
Other [Abstract]	'		'
Other	3,219		2,136
Standby Bond Purchase Agreements [Member] | Fair Value, Level 3 [Member]	'		'
Other [Abstract]	'		'
Other	0		0
Standby Bond Purchase Agreements [Member] | Netting Adjustment [Member]	'		'
Other [Abstract]	'		'
Other	$0	[2]	$0	[2]
[1]	Represents the net unsecured amount of credit exposure.
[2]	Amounts represent the application of the netting requirements that allow the Bank to net settle positive and negative positions and also cash collateral and the related accrued interest held or placed with the same counterparty and/or clearing agent.

Fair_Value_Fair_Value_on_a_Rec

Fair Value (Fair Value on a Recurring Basis) (Details) (USD $)	Sep. 30, 2013		Dec. 31, 2012
In Thousands, unless otherwise specified
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Trading securities	$1,042,348		$1,145,430
Available-for-sale securities	6,304,783		4,859,806
Derivative assets, net	43,591	[1]	3,813	[1]
Derivative liabilities, net	70,582	[1]	100,700	[1]
Fair Value, Level 1 [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Trading securities	0		0
Available-for-sale securities	0		0
Derivative assets, net	0		58
Other assets	9,811		8,261
Derivative liabilities, net	-887		-128
Fair Value, Level 2 [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Trading securities	1,042,348		1,145,430
Available-for-sale securities	6,304,783		4,859,806
Derivative assets, net	178,382		153,831
Other assets	0		0
Derivative liabilities, net	-475,610		-675,909
Fair Value, Level 3 [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Trading securities	0		0
Available-for-sale securities	0		0
Derivative assets, net	0		0
Other assets	0		0
Derivative liabilities, net	0		0
Netting Adjustment [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Trading securities	0	[2]	0	[2]
Available-for-sale securities	0	[2]	0	[2]
Derivative assets, net	-134,791	[2]	-150,076	[2]
Other assets	0	[2]	0	[2]
Derivative liabilities, net	405,915	[2]	575,337	[2]
Fair Value, Measurements, Recurring [Member] | Fair Value, Level 1 [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Trading securities	0		0
Available-for-sale securities	0		0
Interest-rate related derivative assets	0		0
Derivative assets, net	0		58
Other assets	9,811		8,261
Total recurring assets	9,811		8,319
Interest-rate related derivative liabilities	0		0
Derivative liabilities, net	-887		-128
Total recurring liabilities	-887		-128
Fair Value, Measurements, Recurring [Member] | Fair Value, Level 2 [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Trading securities	1,042,348		1,145,430
Available-for-sale securities	6,304,783		4,859,806
Interest-rate related derivative assets	177,746		153,727
Derivative assets, net	178,382		153,831
Other assets	0		0
Total recurring assets	7,525,513		6,159,067
Interest-rate related derivative liabilities	-475,610		-675,855
Derivative liabilities, net	-475,610		-675,909
Total recurring liabilities	-525,670		-2,542,894
Fair Value, Measurements, Recurring [Member] | Fair Value, Level 3 [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Trading securities	0		0
Available-for-sale securities	0		0
Interest-rate related derivative assets	0		0
Derivative assets, net	0		0
Other assets	0		0
Total recurring assets	0		0
Interest-rate related derivative liabilities	0		0
Derivative liabilities, net	0		0
Total recurring liabilities	0		0
Fair Value, Measurements, Recurring [Member] | Netting Adjustment [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Trading securities	0	[2]	0	[2]
Available-for-sale securities	0	[2]	0	[2]
Interest-rate related derivative assets	-134,791	[2]	-150,076	[2]
Derivative assets, net	-134,791	[2]	-150,076	[2]
Other assets	0	[2]	0	[2]
Total recurring assets	-134,791	[2]	-150,076	[2]
Interest-rate related derivative liabilities	405,915	[2]	575,337	[2]
Derivative liabilities, net	405,915	[2]	575,337	[2]
Total recurring liabilities	405,915	[2]	575,337	[2]
Consolidated Obligation Bonds [Member] | Fair Value, Level 1 [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Bonds	0		0
Consolidated Obligation Bonds [Member] | Fair Value, Level 2 [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Bonds	-32,870,966		-35,570,458
Consolidated Obligation Bonds [Member] | Fair Value, Level 3 [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Bonds	0		0
Consolidated Obligation Bonds [Member] | Netting Adjustment [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Bonds	0	[2]	0	[2]
Consolidated Obligation Bonds [Member] | Fair Value, Measurements, Recurring [Member] | Fair Value, Level 1 [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Bonds	0	[3]	0	[3]
Consolidated Obligation Bonds [Member] | Fair Value, Measurements, Recurring [Member] | Fair Value, Level 2 [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Bonds	-50,060	[3]	-1,866,985	[3]
Consolidated Obligation Bonds [Member] | Fair Value, Measurements, Recurring [Member] | Fair Value, Level 3 [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Bonds	0	[3]	0	[3]
Consolidated Obligation Bonds [Member] | Fair Value, Measurements, Recurring [Member] | Netting Adjustment [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Bonds	0	[2],[3]	0	[2],[3]
Forward Settlement Agreements (TBAs) [Member] | Fair Value, Measurements, Recurring [Member] | Fair Value, Level 1 [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Derivative assets, net	'		58
Derivative liabilities, net	-887		-128
Forward Settlement Agreements (TBAs) [Member] | Fair Value, Measurements, Recurring [Member] | Fair Value, Level 2 [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Derivative assets, net	'		0
Derivative liabilities, net	0		0
Forward Settlement Agreements (TBAs) [Member] | Fair Value, Measurements, Recurring [Member] | Fair Value, Level 3 [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Derivative assets, net	'		0
Derivative liabilities, net	0		0
Forward Settlement Agreements (TBAs) [Member] | Fair Value, Measurements, Recurring [Member] | Netting Adjustment [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Derivative assets, net	'		0	[2]
Derivative liabilities, net	0	[2]	0	[2]
Mortgage Delivery Commitments [Member] | Fair Value, Measurements, Recurring [Member] | Fair Value, Level 1 [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Derivative assets, net	0		0
Derivative liabilities, net	'		0
Mortgage Delivery Commitments [Member] | Fair Value, Measurements, Recurring [Member] | Fair Value, Level 2 [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Derivative assets, net	636		104
Derivative liabilities, net	'		-54
Mortgage Delivery Commitments [Member] | Fair Value, Measurements, Recurring [Member] | Fair Value, Level 3 [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Derivative assets, net	0		0
Derivative liabilities, net	'		0
Mortgage Delivery Commitments [Member] | Fair Value, Measurements, Recurring [Member] | Netting Adjustment [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Derivative assets, net	0	[2]	0	[2]
Derivative liabilities, net	'		0	[2]
Other U.S. obligations [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Trading securities	276,990		309,540
Other U.S. obligations [Member] | Fair Value, Measurements, Recurring [Member] | Fair Value, Level 1 [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Trading securities	0		0
Available-for-sale securities	0		0
Other U.S. obligations [Member] | Fair Value, Measurements, Recurring [Member] | Fair Value, Level 2 [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Trading securities	276,990		309,540
Available-for-sale securities	187,377		163,215
Other U.S. obligations [Member] | Fair Value, Measurements, Recurring [Member] | Fair Value, Level 3 [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Trading securities	0		0
Available-for-sale securities	0		0
Other U.S. obligations [Member] | Fair Value, Measurements, Recurring [Member] | Netting Adjustment [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Trading securities	0	[2]	0	[2]
Available-for-sale securities	0	[2]	0	[2]
GSE obligations [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Trading securities	55,787		64,445
GSE obligations [Member] | Fair Value, Measurements, Recurring [Member] | Fair Value, Level 1 [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Trading securities	0		0
Available-for-sale securities	0		0
GSE obligations [Member] | Fair Value, Measurements, Recurring [Member] | Fair Value, Level 2 [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Trading securities	55,787		64,445
Available-for-sale securities	519,655		555,831
GSE obligations [Member] | Fair Value, Measurements, Recurring [Member] | Fair Value, Level 3 [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Trading securities	0		0
Available-for-sale securities	0		0
GSE obligations [Member] | Fair Value, Measurements, Recurring [Member] | Netting Adjustment [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Trading securities	0	[2]	0	[2]
Available-for-sale securities	0	[2]	0	[2]
State or local housing agency obligations [Member] | Fair Value, Measurements, Recurring [Member] | Fair Value, Level 1 [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Available-for-sale securities	0		0
State or local housing agency obligations [Member] | Fair Value, Measurements, Recurring [Member] | Fair Value, Level 2 [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Available-for-sale securities	24,126		8,401
State or local housing agency obligations [Member] | Fair Value, Measurements, Recurring [Member] | Fair Value, Level 3 [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Available-for-sale securities	0		0
State or local housing agency obligations [Member] | Fair Value, Measurements, Recurring [Member] | Netting Adjustment [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Available-for-sale securities	0	[2]	0	[2]
Other non-MBS [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Trading securities	268,844	[4]	294,933	[4]
Other non-MBS [Member] | Fair Value, Measurements, Recurring [Member] | Fair Value, Level 1 [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Trading securities	0		0
Available-for-sale securities	0		0
Other non-MBS [Member] | Fair Value, Measurements, Recurring [Member] | Fair Value, Level 2 [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Trading securities	268,844		294,933
Available-for-sale securities	281,410		400,410
Other non-MBS [Member] | Fair Value, Measurements, Recurring [Member] | Fair Value, Level 3 [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Trading securities	0		0
Available-for-sale securities	0		0
Other non-MBS [Member] | Fair Value, Measurements, Recurring [Member] | Netting Adjustment [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Trading securities	0	[2]	0	[2]
Available-for-sale securities	0	[2]	0	[2]
GSE MBS - residential [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Trading securities	440,727		476,512
GSE MBS - residential [Member] | Fair Value, Measurements, Recurring [Member] | Fair Value, Level 1 [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Trading securities	0		0
Available-for-sale securities	0		0
GSE MBS - residential [Member] | Fair Value, Measurements, Recurring [Member] | Fair Value, Level 2 [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Trading securities	440,727		476,512
Available-for-sale securities	5,292,215		3,731,949
GSE MBS - residential [Member] | Fair Value, Measurements, Recurring [Member] | Fair Value, Level 3 [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Trading securities	0		0
Available-for-sale securities	0		0
GSE MBS - residential [Member] | Fair Value, Measurements, Recurring [Member] | Netting Adjustment [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Trading securities	0	[2]	0	[2]
Available-for-sale securities	0	[2]	0	[2]
Fair Value [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Trading securities	1,042,348		1,145,430
Available-for-sale securities	6,304,783		4,859,806
Derivative assets, net	43,591		3,813
Other assets	9,811		8,261
Derivative liabilities, net	-70,582		-100,700
Fair Value [Member] | Fair Value, Measurements, Recurring [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Trading securities	1,042,348		1,145,430
Available-for-sale securities	6,304,783		4,859,806
Interest-rate related derivative assets	42,955		3,651
Derivative assets, net	43,591		3,813
Other assets	9,811		8,261
Total recurring assets	7,400,533		6,017,310
Interest-rate related derivative liabilities	-69,695		-100,518
Derivative liabilities, net	-70,582		-100,700
Total recurring liabilities	-120,642		-1,967,685
Fair Value [Member] | Consolidated Obligation Bonds [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Bonds	-32,870,966		-35,570,458
Fair Value [Member] | Consolidated Obligation Bonds [Member] | Fair Value, Measurements, Recurring [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Bonds	-50,060	[3]	-1,866,985	[3]
Fair Value [Member] | Forward Settlement Agreements (TBAs) [Member] | Fair Value, Measurements, Recurring [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Derivative assets, net	'		58
Derivative liabilities, net	-887		-128
Fair Value [Member] | Mortgage Delivery Commitments [Member] | Fair Value, Measurements, Recurring [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Derivative assets, net	636		104
Derivative liabilities, net	'		-54
Fair Value [Member] | Other U.S. obligations [Member] | Fair Value, Measurements, Recurring [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Trading securities	276,990		309,540
Available-for-sale securities	187,377		163,215
Fair Value [Member] | GSE obligations [Member] | Fair Value, Measurements, Recurring [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Trading securities	55,787		64,445
Available-for-sale securities	519,655		555,831
Fair Value [Member] | State or local housing agency obligations [Member] | Fair Value, Measurements, Recurring [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Available-for-sale securities	24,126		8,401
Fair Value [Member] | Other non-MBS [Member] | Fair Value, Measurements, Recurring [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Trading securities	268,844		294,933
Available-for-sale securities	281,410		400,410
Fair Value [Member] | GSE MBS - residential [Member] | Fair Value, Measurements, Recurring [Member]	'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'
Trading securities	440,727		476,512
Available-for-sale securities	$5,292,215		$3,731,949
[1]	Represents the net unsecured amount of credit exposure.
[2]	Amounts represent the application of the netting requirements that allow the Bank to net settle positive and negative positions and also cash collateral and the related accrued interest held or placed with the same counterparty and/or clearing agent.
[3]	Represents bonds recorded under the fair value option.
[4]	Consists of taxable municipal bonds.

Fair_Value_Fair_Value_on_a_Non

Fair Value (Fair Value on a Non-Recurring Basis) (Details) (USD $)	Sep. 30, 2013	Dec. 31, 2012
In Thousands, unless otherwise specified
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Loss Severity Rate Used to Estimate Fair Value of Impaired Mortgage Loans Held for Portfolio	-13.20%	'
Total non-recurring assets	$34,541	$49,936
Fair Value, Measurements, Nonrecurring [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Impaired mortgage loans held for portfolio	33,949	48,995
Real estate owned	$592	$941

Fair_Value_Fair_Value_Option_Q

Fair Value (Fair Value Option, Quantitative Disclosures) (Details) (USD $)	3 Months Ended		9 Months Ended
In Thousands, unless otherwise specified	Sep. 30, 2013	Sep. 30, 2012	Sep. 30, 2013	Sep. 30, 2012
Fair Value, Option, Quantitative Disclosures [Roll Forward]	'	'	'	'
Net gains on consolidated obligations held at fair value	$28	$738	$1,001	$2,961
Consolidated Obligation Discount Notes [Member]	'	'	'	'
Fair Value, Option, Quantitative Disclosures [Roll Forward]	'	'	'	'
Balance, beginning of period	'	2,386,190	'	3,474,596
New consolidated obligations elected for fair value option	'	0	'	0
Maturities and terminations	'	-1,424,703	'	-2,514,449
Net gains on consolidated obligations held at fair value	'	-65	'	-1,357
Change in accrued interest/unaccreted balance	'	626	'	3,258
Balance, end of period	'	962,048	'	962,048
Consolidated Obligation Bonds [Member]	'	'	'	'
Fair Value, Option, Quantitative Disclosures [Roll Forward]	'	'	'	'
Balance, beginning of period	100,122	2,779,143	1,866,985	2,694,687
New consolidated obligations elected for fair value option	0	0	0	100,000
Maturities and terminations	-50,000	-910,000	-1,815,000	-925,000
Net gains on consolidated obligations held at fair value	-28	-673	-1,001	-1,604
Change in accrued interest/unaccreted balance	-34	-365	-924	22
Balance, end of period	$50,060	$1,868,105	$50,060	$1,868,105

Fair_Value_Fair_Value_Differen

Fair Value (Fair Value Difference Between Fair Value and Remaining Contractual Principal Balance Outstanding) (Details) (Consolidated Obligation Bonds [Member], USD $)	Sep. 30, 2013	Dec. 31, 2012
In Thousands, unless otherwise specified
Consolidated Obligation Bonds [Member]	'	'
Fair Value, Option, Quantitative Disclosures [Line Items]	'	'
Unpaid principal balance	$50,000	$1,865,000
Fair value	50,060	1,866,985
Fair value over unpaid principal balance	$60	$1,985

Commitments_and_Contingencies_1

Commitments and Contingencies (Details) (USD $)	3 Months Ended		9 Months Ended
	Sep. 30, 2013	Sep. 30, 2012	Sep. 30, 2013	Sep. 30, 2012	Dec. 31, 2020	Dec. 31, 2015	Dec. 31, 2012
	bank		bank
	Institutions		Institutions
Loss Contingencies [Line Items]	'	'	'	'	'	'	'
Number of Federal Home Loan Banks	12	'	12	'	'	'	'
Other liabilities	$310,306,000	'	$310,306,000	'	'	'	$175,086,000
Number of Housing Authorities For Which the Bank Has Standby Bond Purchase Agreements	4	'	4	'	'	'	'
Period of Delivery Commitments	'	'	'45 days	'	'	'	'
Fees Generated From Guarantees Related to Standby Bond Purchase Agreements	500,000	600,000	1,500,000	1,600,000	'	'	'
FLA Balance For All Master Commitments	86,800,000	'	86,800,000	'	'	'	126,000,000
Indemnification Cap On Losses Not Otherwise Recovered Through Credit Enhancement Fees	'	'	'	'	300,000	800,000	'
Maximum [Member]	'	'	'	'	'	'	'
Loss Contingencies [Line Items]	'	'	'	'	'	'	'
Standby Letters Of Credit Original Terms	'	'	'20 years	'	'	'	'
Minimum [Member]	'	'	'	'	'	'	'
Loss Contingencies [Line Items]	'	'	'	'	'	'	'
Standby Letters Of Credit Original Terms	'	'	'1 month	'	'	'	'
Other FHLBanks [Member]	'	'	'	'	'	'	'
Loss Contingencies [Line Items]	'	'	'	'	'	'	'
Debt, Gross	660,300,000,000	'	660,300,000,000	'	'	'	645,100,000,000
Standby Letters of Credit [Member]	'	'	'	'	'	'	'
Loss Contingencies [Line Items]	'	'	'	'	'	'	'
Fair Value Disclosure, Off-balance Sheet Risks, Face Amount, Expiring Within One Year	4,217,369,000	'	4,217,369,000	'	'	'	'
Fair Value Disclosure, Off-balance Sheet Risks, Face Amount, Expiring After One Year	240,050,000	'	240,050,000	'	'	'	'
Fair Value Disclosure, Off-balance Sheet Risks, Face Amount, Liability	4,457,419,000	'	4,457,419,000	'	'	'	3,655,401,000
Other liabilities	2,600,000	'	2,600,000	'	'	'	1,500,000
Standby Bond Purchase Agreements [Member]	'	'	'	'	'	'	'
Loss Contingencies [Line Items]	'	'	'	'	'	'	'
Fair Value Disclosure, Off-balance Sheet Risks, Face Amount, Expiring Within One Year	29,737,000	'	29,737,000	'	'	'	'
Fair Value Disclosure, Off-balance Sheet Risks, Face Amount, Expiring After One Year	600,338,000	'	600,338,000	'	'	'	'
Fair Value Disclosure, Off-balance Sheet Risks, Face Amount, Liability	630,075,000	'	630,075,000	'	'	'	680,119,000
Loan Purchase or Fund Commitments [Member]	'	'	'	'	'	'	'
Loss Contingencies [Line Items]	'	'	'	'	'	'	'
Fair Value Disclosure, Off-balance Sheet Risks, Face Amount, Expiring Within One Year	57,722,000	'	57,722,000	'	'	'	'
Fair Value Disclosure, Off-balance Sheet Risks, Face Amount, Expiring After One Year	0	'	0	'	'	'	'
Fair Value Disclosure, Off-balance Sheet Risks, Face Amount, Liability	57,722,000	'	57,722,000	'	'	'	96,220,000
Commitments to Issue Bonds [Member]	'	'	'	'	'	'	'
Loss Contingencies [Line Items]	'	'	'	'	'	'	'
Fair Value Disclosure, Off-balance Sheet Risks, Face Amount, Expiring Within One Year	3,002,600,000	'	3,002,600,000	'	'	'	'
Fair Value Disclosure, Off-balance Sheet Risks, Face Amount, Expiring After One Year	0	'	0	'	'	'	'
Fair Value Disclosure, Off-balance Sheet Risks, Face Amount, Liability	$3,002,600,000	'	$3,002,600,000	'	'	'	$0

Activities_with_Stockholders_T1

Activities with Stockholders (Transactions with Directors' Financial Institutions) (Details) (USD $)	Sep. 30, 2013	Dec. 31, 2012
In Thousands, unless otherwise specified
Related Party Transaction [Line Items]	'	'
Interest-bearing deposits	$3,128	$3,238
Advances	45,786,532	26,613,915
Mortgage Loans	6,603,729	6,967,603
Capital Stock	2,689,936	2,062,714
Director [Member]	'	'
Related Party Transaction [Line Items]	'	'
Interest-bearing deposits	0	239
Interest-bearing deposits, Percent	0.00%	7.40%
Advances	650,529	587,643
Advances, Percent	1.40%	2.30%
Mortgage Loans	89,458	83,227
Mortgage Loans, Percent	1.40%	1.20%
Deposits	5,431	5,338
Deposits, Percent	0.80%	0.50%
Capital Stock	$42,232	$41,172
Capital Stock, Percent	1.60%	2.00%

Activities_with_Stockholders_B

Activities with Stockholders (Business Concentrations) (Details) (USD $)	3 Months Ended			9 Months Ended
In Thousands, unless otherwise specified	Sep. 30, 2013		Sep. 30, 2012	Sep. 30, 2013		Sep. 30, 2012	Dec. 31, 2012
Related Party Transaction [Line Items]	'		'	'		'	'
Advances	$45,786,532		'	$45,786,532		'	$26,613,915
Mortgage Loans	6,603,729		'	6,603,729		'	6,967,603
Interest Income on Advances	46,542		60,087	140,392		187,442	'
Wells Fargo Bank N.A. [Member]	'		'	'		'	'
Related Party Transaction [Line Items]	'		'	'		'	'
Capital Stock Percentage	28.50%		'	28.50%		'	'
Capital Stock	770,000		'	770,000		'	'
Advances	19,000,000		'	19,000,000		'	'
Mortgage Loans	0		'	0		'	'
Interest Income on Advances	'		'	2,908	[1]	'	'
Superior Guaranty Insurance Company [Member]	'		'	'		'	'
Related Party Transaction [Line Items]	'		'	'		'	'
Capital Stock Percentage	2.40%	[2]	'	2.40%	[2]	'	'
Capital Stock	64,133	[2]	'	64,133	[2]	'	'
Advances	0	[2]	'	0	[2]	'	'
Mortgage Loans	1,576,743	[2]	'	1,576,743	[2]	'	'
Interest Income on Advances	'		'	0	[1],[2]	'	'
Principal Owner [Member]	'		'	'		'	'
Related Party Transaction [Line Items]	'		'	'		'	'
Capital Stock Percentage	30.90%		'	30.90%		'	'
Capital Stock	834,133		'	834,133		'	'
Advances	19,000,000		'	19,000,000		'	'
Mortgage Loans	1,576,743		'	1,576,743		'	'
Interest Income on Advances	'		'	$2,908	[1]	'	'
Stockholders' Equity, Total [Member] | Stockholders' Capital Stock Outstanding Concenetration Risk [Member] | Minimum [Member]	'		'	'		'	'
Related Party Transaction [Line Items]	'		'	'		'	'
Business Concentration Percentage	'		'	10.00%		'	'
[1]	Represents interest income earned on advances during the nine months ended September 30, 2013.
[2]	Superior Guaranty Insurance Company is an affiliate of Wells Fargo Bank, N.A.

Activities_with_Other_FHLBanks1

Activities with Other FHLBanks (Details) (USD $)	3 Months Ended		9 Months Ended
	Sep. 30, 2013	Sep. 30, 2012	Sep. 30, 2013	Sep. 30, 2012
Schedule of Other Transactions [Line Items]	'	'	'	'
Net losses on extinguishment of debt	$0	($25,866,000)	($25,742,000)	($48,605,000)
Federal Home Loan Bank of Boston [Member]	'	'	'	'
Schedule of Other Transactions [Line Items]	'	'	'	'
Par value of consolidated obligations assumed by other FHLBanks	'	'	70,000,000	112,000,000
Net losses on extinguishment of debt	'	'	-10,600,000	-20,900,000
Federal Home Loan Bank of San Francisco [Member]	'	'	'	'
Schedule of Other Transactions [Line Items]	'	'	'	'
Par value of consolidated obligations assumed by other FHLBanks	'	'	80,000,000	'
Net losses on extinguishment of debt	'	'	-13,900,000	'
Federal Home Loan Bank of Topeka [Member]	'	'	'	'
Schedule of Other Transactions [Line Items]	'	'	'	'
Proceeds from Federal Home Loan Bank borrowings	'	'	70,000,000	'
Federal Home Loan Bank of Atlanta [Member]	'	'	'	'
Schedule of Other Transactions [Line Items]	'	'	'	'
Payments for Federal Home Loan Bank loans	'	'	17,000,000	'
Federal Home Loan Bank of Chicago [Member]	'	'	'	'
Schedule of Other Transactions [Line Items]	'	'	'	'
MPF Service Fee Expense	600,000	600,000	1,900,000	1,800,000
Proceeds from Federal Home Loan Bank borrowings	'	'	200,000,000	125,000,000
Federal Home Loan Bank of New York [Member]	'	'	'	'
Schedule of Other Transactions [Line Items]	'	'	'	'
Proceeds from Federal Home Loan Bank borrowings	'	'	$200,000,000	'