Federal Home Loan Bank of Des Moines 10-Q 8 May 15 2015 Q1 Quarterly report Financial data

Document_and_Entity_Informatio

Document and Entity Information	3 Months Ended
	Mar. 31, 2015	Apr. 30, 2015
Document and Entity Information [Abstract]
Entity Registrant Name	Federal Home Loan Bank of Des Moines
Entity Central Index Key	1325814
Document Type	10-Q
Document Period End Date	31-Mar-15
Document Fiscal Year Focus	2015
Document Fiscal Period Focus	Q1
Amendment Flag	FALSE
Current Fiscal Year End Date	-19
Entity Filer Category	Non-accelerated Filer
Entity Common Stock, Shares Outstanding		35,313,090

Statements_of_Condition

Statements of Condition (USD $)	Mar. 31, 2015	Dec. 31, 2014
In Thousands, unless otherwise specified
ASSETS
Cash and due from banks	$341,844	$495,197
Interest-bearing deposits	1,854	1,942
Securities purchased under agreements to resell	9,170,000	5,091,000
Federal funds sold	1,580,000	1,860,000
Investment securities
Trading securities (Note 3)	2,544,459	2,530,490
Available-for-sale securities (Note 4)	12,656,377	12,383,792
Held-to-maturity securities (fair value of $1,198,021 and $1,299,048) (Note 5)	1,105,821	1,211,460
Total investment securities	16,306,657	16,125,742
Advances (Note 7)	63,562,410	65,168,274
Mortgage loans held for portfolio, net
Mortgage loans held for portfolio (Note 8)	6,544,741	6,567,369
Allowance for credit losses on mortgage loans (Note 9)	-1,100	-4,900
Total mortgage loans held for portfolio, net	6,543,641	6,562,469
Accrued interest receivable	90,687	84,440
Premises, software, and equipment, net	19,792	18,794
Derivative assets, net (Note 10)	85,236	80,112
Other assets	29,987	35,975
TOTAL ASSETS	97,732,108	95,523,945
LIABILITIES
Interest-bearing	603,134	417,348
Non-interest-bearing	114,382	95,210
Total deposits	717,516	512,558
Consolidated obligations (Note 11)
Discount notes	60,419,645	57,772,890
Bonds	32,031,318	32,362,110
Total consolidated obligations	92,450,963	90,135,000
Mandatorily redeemable capital stock (Note 12)	24,191	24,367
Accrued interest payable	102,816	89,509
Affordable Housing Program payable	43,725	41,232
Derivative liabilities, net (Note 10)	73,858	76,632
Other liabilities	31,631	332,499
TOTAL LIABILITIES	93,444,700	91,211,797
Commitments and contingencies (Note 14)
CAPITAL (Note 12)
Capital stock - Class B putable ($100 par value); 34,278 and 34,685 issued and outstanding shares	3,427,778	3,468,503
Retained earnings
Unrestricted	647,470	645,434
Restricted	81,910	74,989
Total retained earnings	729,380	720,423
Accumulated other comprehensive income	130,250	123,222
TOTAL CAPITAL	4,287,408	4,312,148
TOTAL LIABILITIES AND CAPITAL	$97,732,108	$95,523,945

Statements_of_Condition_Parent

Statements of Condition (Parenthetical) (USD $)	Mar. 31, 2015	Dec. 31, 2014
In Thousands, except Per Share data, unless otherwise specified
Held-to-Maturity Securities - Fair Value	$1,198,021	$1,299,048
Capital Stock - Class B Putable, Par Value	$100	$100
Capital Stock - Class B Putable, Issued Shares	34,278	34,685
Capital Stock - Class B Putable, Outstanding Shares	34,278	34,685
Consolidated Obligation Bonds [Member]
Fair Value Option Bonds	$0	$0

Statements_of_Income

Statements of Income (USD $)	3 Months Ended
In Thousands, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
INTEREST INCOME
Advances	$66,176	$52,862
Prepayment fees on advances, net	507	166
Interest-bearing deposits	125	45
Securities purchased under agreements to resell	1,310	785
Federal funds sold	1,019	306
Trading securities	8,618	8,242
Available-for-sale securities	31,114	22,743
Held-to-maturity securities	8,098	12,247
Mortgage loans held for portfolio	59,198	62,303
Total interest income	176,165	159,699
INTEREST EXPENSE
Consolidated obligations - Discount notes	14,824	9,288
Consolidated obligations - Bonds	92,667	97,946
Deposits	15	22
Mandatorily redeemable capital stock	179	45
Total interest expense	107,685	107,301
NET INTEREST INCOME	68,480	52,398
Provision (reversal) for credit losses on mortgage loans	415	-334
NET INTEREST INCOME AFTER PROVISION (REVERSAL) FOR CREDIT LOSSES	68,065	52,732
OTHER (LOSS) INCOME
Net gains on trading securities	18,863	24,203
Net gains from sale of available-for-sale securities	0	826
Net gains on consolidated obligations held at fair value	0	2
Net losses on derivatives and hedging activities	-30,911	-23,084
Other, net	2,587	1,515
Total other (loss) income	-9,461	3,462
OTHER EXPENSE
Compensation and benefits	9,786	7,684
Contractual services	1,619	2,080
Professional fees	2,429	647
Other operating expenses	2,942	2,136
Federal Housing Finance Agency	1,537	938
Office of Finance	1,128	1,208
Other, net	691	369
Total other expense	20,132	15,062
NET INCOME BEFORE ASSESSMENTS	38,472	41,132
Affordable Housing Program assessments	3,865	4,118
NET INCOME	$34,607	$37,014

Statements_of_Comprehensive_In

Statements of Comprehensive Income (USD $)	3 Months Ended
In Thousands, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
Statement of Comprehensive Income [Abstract]
Net income	$34,607	$37,014
Net unrealized gains on available-for-sale securities
Unrealized gains	6,836	21,150
Reclassification of realized net gains included in net income	0	-826
Total net unrealized gains on available-for-sale securities	6,836	20,324
Pension and postretirement benefits	192	44
Total other comprehensive income	7,028	20,368
TOTAL COMPREHENSIVE INCOME	$41,635	$57,382

Statements_of_Capital

Statements of Capital (USD $)	3 Months Ended
In Thousands, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
Increase (Decrease) in Stockholders' Equity [Roll Forward]
BALANCE	$4,312,148	$3,456,867
Proceeds from issuance of capital stock	411,917	326,536
Repurchases/redemptions of capital stock	-451,549	-347,539
Net shares reclassified to mandatorily redeemable capital stock	-1,093	-178
Comprehensive income	41,635	57,382
Cash dividends on capital stock	-25,650	-18,867
BALANCE	4,287,408	3,474,201
Capital Stock Class B (putable) [Member]
Increase (Decrease) in Stockholders' Equity [Roll Forward]
BALANCE	3,468,503	2,691,568
BALANCE (shares)	34,685	26,916
Proceeds from issuance of capital stock	411,917	326,536
Proceeds from issuance of capital stock (shares)	4,119	3,265
Repurchases/redemptions of capital stock	-451,549	-347,539
Repurchases/redemptions of capital stock (shares)	-4,515	-3,475
Net shares reclassified to mandatorily redeemable capital stock	-1,093	-178
Net shares reclassified to mandatorily redeemable capital stock (shares)	-11	-2
BALANCE	3,427,778	2,670,387
BALANCE (shares)	34,278	26,704
Retained Earnings, Unrestricted [Member]
Increase (Decrease) in Stockholders' Equity [Roll Forward]
BALANCE	645,434	627,473
Comprehensive income	27,686	29,611
Cash dividends on capital stock	-25,650	-18,867
BALANCE	647,470	638,217
Retained Earnings, Restricted [Member]
Increase (Decrease) in Stockholders' Equity [Roll Forward]
BALANCE	74,989	50,782
Comprehensive income	6,921	7,403
BALANCE	81,910	58,185
Retained Earnings [Member]
Increase (Decrease) in Stockholders' Equity [Roll Forward]
BALANCE	720,423	678,255
Comprehensive income	34,607	37,014
Cash dividends on capital stock	-25,650	-18,867
BALANCE	729,380	696,402
Accumulated Other Comprehensive Income [Member]
Increase (Decrease) in Stockholders' Equity [Roll Forward]
BALANCE	123,222	87,044
Comprehensive income	7,028	20,368
BALANCE	$130,250	$107,412

Statements_of_Cash_Flows

Statements of Cash Flows (USD $)	3 Months Ended
In Thousands, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
OPERATING ACTIVITIES
Net income	$34,607	$37,014
Adjustments to reconcile net income to net cash provided by operating activities
Depreciation and amortization	1,629	-3,732
Net gains on trading securities	-18,863	-24,203
Net gains from sale of available-for-sale securities	0	-826
Net gains on consolidated obligations held at fair value	0	-2
Net change in derivatives and hedging activities	22,173	21,358
Other adjustments	-376	-1,405
Net change in:
Accrued interest receivable	-9,917	-9,550
Other assets	790	2,432
Accrued interest payable	13,306	21,390
Other liabilities	558	-831
Total adjustments	9,300	4,631
Net cash provided by operating activities	43,907	41,645
INVESTING ACTIVITIES
Interest-bearing deposits	-117,818	-38,196
Securities purchased under agreements to resell	-4,079,000	710,000
Federal funds sold	280,000	-675,000
Premises, software, and equipment	-1,813	-889
Trading securities
Proceeds from maturities of long-term	7,194	7,003
Available-for-sale securities
Proceeds from sales and maturities of long-term	241,140	505,237
Purchases of long-term	-697,364	-1,216,342
Held-to-maturity securities
Proceeds from maturities of long-term	108,259	132,733
Advances
Principal collected	19,138,962	15,911,267
Originated	-17,500,548	-15,199,350
Mortgage loans held for portfolio
Principal collected	274,691	191,569
Originated or purchased	-261,241	-123,840
Proceeds from sales of foreclosed assets	2,420	5,419
Net cash (used in) provided by investing activities	-2,605,118	209,611
FINANCING ACTIVITIES
Net change in deposits	204,958	3,233
Net payments on derivative contracts with financing elements	-1,930	-1,971
Net proceeds from issuance of consolidated obligations
Discount notes	61,115,718	36,783,899
Bonds	7,926,797	4,021,253
Payments for maturing consolidated obligations
Discount notes	-58,469,742	-32,106,084
Bonds	-8,301,392	-8,998,239
Proceeds from issuance of capital stock	411,917	326,536
Payments for repurchases/redemptions of capital stock	-451,549	-347,539
Net payments for repurchases/redemptions of mandatorily redeemable capital stock	-1,269	-418
Cash dividends paid	-25,650	-18,867
Net cash provided by (used in) financing activities	2,407,858	-338,197
Net decrease in cash and due from banks	-153,353	-86,941
Cash and due from banks at beginning of the period	495,197	448,278
Cash and due from banks at end of the period	341,844	361,337
SUPPLEMENTAL DISCLOSURES
Interest paid	216,272	181,037
Affordable Housing Program payments	1,372	1,939
Capitalized interest on reverse mortgage securities	3,548	0
Mortgage loan charge-offs	4,343	266
Transfers of mortgage loans to real estate owned	$1,805	$3,255

Background_Information

Background Information	3 Months Ended
	Mar. 31, 2015
Background Information [Abstract]
Nature of Operations [Text Block]	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. 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 and former members, may receive dividends on their capital stock investment to the extent declared by the Bank's Board of Directors.
	Proposed Merger
	On September 25, 2014, the Bank and the Federal Home Loan Bank of Seattle (Seattle Bank) executed a definitive merger agreement after receiving unanimous approval from their boards of directors. On December 19, 2014, the Finance Agency approved the merger application submitted by the banks, subject to the satisfaction of certain specified closing conditions. Following this approval, on January 12, 2015, the banks distributed a Joint Merger Disclosure Statement and voting materials to their members seeking ratification of the Merger Agreement by the members of both banks through a voting process which was completed on February 23, 2015. On February 27, 2015, the banks issued a joint press release announcing the ratification of the merger by members of both banks. The consummation of the merger will be effective only after the Finance Agency determines that the closing conditions identified in its approval letter have been satisfied and the Finance Agency determines that the combined bank's organizational certificate complies with the requirements of the Finance Agency's merger rules. Assuming the Finance Agency makes these determinations, the merger is expected to be effective on May 31, 2015. Material details of the Merger Agreement and the Joint Merger Disclosure Statement are included in the banks’ related Form 8-K filings with the Securities and Exchange Commission (SEC).
	The Bank believes the merger would combine two complementary organizations with similar cultures, membership characteristics, and solid financial positions. The combined bank would remain a member-owned and member-centric cooperative, focused on helping its members strengthen their institutions to better serve their customers and communities. It would provide funding solutions for more than 1,500 member financial institutions in 13 states and the U.S. Pacific territories. The combined bank would be headquartered in Des Moines.

Summary_of_Significant_Account

Summary of Significant Accounting Policies	3 Months Ended
	Mar. 31, 2015
Accounting Policies [Abstract]
Basis of Accounting [Text Block]	Basis of Presentation
	The accompanying unaudited financial statements have been prepared in accordance with accounting principles generally accepted in the United States of America (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, 2014, which are contained in the Bank's 2014 Annual Report on Form 10-K filed with the SEC on March 6, 2015 (2014 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 accordance with GAAP requires management to make assumptions and estimates that affect the amounts reported in the financial statements and accompanying notes. Actual results could differ from these 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, 2015.
	Descriptions of the Bank's significant accounting policies are included in “Note 1 — Summary of Significant Accounting Policies” in the 2014 Form 10-K.
	Reclassifications
	Certain amounts in the Bank's 2014 financial statements have been reclassified to conform to the presentation for the three months ended March 31, 2015.

Recently_Adopted_and_Issued_Ac

Recently Adopted and Issued Accounting Guidance	3 Months Ended
	Mar. 31, 2015
New Accounting Pronouncements and Changes in Accounting Principles [Abstract]
Recently Adopted and Issued Accounting Guidance [Text Block]	Recently Adopted and Issued Accounting Guidance
	ADOPTED ACCOUNTING GUIDANCE
	Classification of Certain Government-Guaranteed Mortgage Loans upon Foreclosure
	On August 8, 2014, the Financial Accounting Standards Board (FASB) issued amended guidance relating to the classification and measurement of certain government-guaranteed mortgage loans upon foreclosure. The amendments in this guidance require that a mortgage loan be de-recognized and that a separate other receivable be recognized upon foreclosure if certain conditions are met. This guidance became effective for the Bank beginning on January 1, 2015 and was adopted prospectively. The adoption of this guidance did not have a material effect on the Bank's financial condition, results of operations, or cash flows.
	Repurchase-to-Maturity Transactions, Repurchase Financings, and Disclosures
	On June 12, 2014, the FASB issued amended guidance for repurchase-to-maturity transactions and repurchase agreements executed as repurchase financing. This amendment requires secured borrowing accounting treatment for repurchase-to-maturity transactions and provides guidance on accounting for repurchase financing arrangements. In addition, this guidance requires additional disclosures, particularly on transfers accounted for as sales that are economically similar to repurchase agreements and on the nature of collateral pledged in repurchase agreements accounted for as secured borrowings. This guidance became effective for the Bank beginning on January 1, 2015. The adoption of this guidance did not have an effect on the Bank's financial condition, results of operations, cash flows, or financial statement disclosures.
	Reclassification of Residential Real Estate Collateralized Consumer Mortgage Loans upon Foreclosure
	On January 17, 2014, the FASB issued guidance clarifying when consumer mortgage loans collateralized by real estate should be reclassified to real estate owned (REO). Specifically, such collateralized mortgage loans should be reclassified to REO when either the creditor obtains legal title to the residential real estate property upon completion of a foreclosure or the borrower conveys all interest in the residential real estate property to the creditor to satisfy that loan through completion of a deed in lieu of foreclosure or through a similar legal agreement. This guidance became effective for the Bank beginning on January 1, 2015 and was adopted prospectively. The adoption of this guidance did not have an effect on 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. The adverse classification requirements were implemented as of January 1, 2014 and the charge-off requirements were implemented on January 1, 2015. This guidance did not have a material effect on the Bank's financial condition, results of operations, or cash flows.
	ISSUED ACCOUNTING GUIDANCE
	Cloud Computing Arrangements
	On April 15, 2015, the FASB issued amendments to clarify the accounting for cloud computing arrangements. The amendments provide guidance to customers about whether a cloud computing arrangement includes a software license and how to account for it. This guidance becomes effective for the Bank for the interim and annual periods beginning after December 15, 2015, and early adoption is permitted. The Bank can elect to adopt the amendments either (i) prospectively to all arrangements entered into or materially modified after the effective date or (ii) retrospectively. This guidance is not expected to affect the Bank’s financial condition, results of operations, or cash flows.
	Simplifying the Presentation of Debt Issuance Costs
	On April 7, 2015, the FASB issued guidance to simplify the presentation of debt issuance costs. This guidance requires that debt issuance costs related to a recognized debt liability be presented on the statement of condition as a direct deduction from the carrying amount of that debt liability, consistent with the presentation of debt discounts. This guidance becomes effective for the Bank for the interim and annual periods beginning after December 15, 2015, and early adoption is permitted for financial statements that have not been previously issued. The guidance is required to be applied on a retrospective basis to each individual period presented on the statement of condition. The Bank is in the process of evaluating this guidance and its effect on the Bank's financial condition, results of operations, or cash flows is not expected to be material.
	Amendments to the Consolidation Analysis
	On February 18, 2015, the FASB issued amended guidance intended to enhance consolidation guidance for legal entities such as limited partnerships, limited liability corporations, and securitization structures (collateralized debt obligations, collateralized loan obligations, and mortgage-backed security transactions). The new guidance primarily focuses on the following:
	•	Placing more emphasis on risk of loss when determining a controlling financial interest. A reporting organization may no longer have to consolidate a legal entity in certain circumstances based solely on its fee arrangement, when certain criteria are met.
	•	Reducing the frequency of the application of related-party guidance when determining a controlling financial interest in a VIE.
	•	Changing consolidation conclusions for entities in several industries that typically make use of limited partnerships or VIEs.
	This guidance becomes effective for the Bank for the interim and annual periods beginning after December 15, 2015, and early adoption is permitted, including adoption in an interim period. This guidance is not expected to affect the Bank’s financial condition, results of operations, or cash flows.
	Disclosure of Uncertainties about an Entity's Ability to Continue as a Going Concern
	On August 27, 2014, the FASB issued guidance about management’s responsibility to evaluate whether there is substantial doubt about an entity’s ability to continue as a going concern and to provide related footnote disclosures. This guidance requires management to perform interim and annual assessments of an entity’s ability to continue as a going concern within one year after the date the financial statements are issued or within one year after the financial statements are available to be issued, when applicable. Substantial doubt exists if it is probable that the entity will be unable to meet its obligations for the assessed period. This guidance becomes effective for the interim and annual periods ending after December 15, 2016, and early application is permitted. Management will be required to make the initial assessment required by this guidance as of December 31, 2016. This guidance is not expected to have an effect on the Bank's financial condition, results of operations, cash flows, or financial statement disclosures.
	Revenue from Contracts with Customers
	On May 28, 2014, the FASB issued guidance on revenue from contracts with customers. This guidance outlines a single comprehensive model for entities to use in accounting for revenue arising from contracts with customers and supersedes most current revenue recognition guidance. In addition, this guidance amends the existing requirements for the recognition of a gain or loss on the transfer of non-financial assets that are not in a contract with a customer. This guidance applies to all contracts with customers except those that are within the scope of certain other standards, such as financial instruments, certain guarantees, insurance contracts, or lease contracts. This guidance becomes effective for the interim and annual reporting periods beginning after December 15, 2016, and early application is not permitted. The guidance provides entities with the option of using the following two methods upon adoption: a full retrospective method, retrospectively to each prior reporting period presented; or a transition method, retrospectively with the cumulative effect of initially applying this guidance recognized at the date of initial application. The Bank is in the process of evaluating this guidance and its effect on the Bank's financial condition, results of operations, or cash flows is not expected to be material.

Trading_Securities

Trading Securities	3 Months Ended
	Mar. 31, 2015
Trading Securities [Abstract]
Trading Securities [Text Block]	Trading Securities
	Major Security Types
	Trading securities were as follows (dollars in thousands):
		March 31,		December 31,
		2015		2014
	Non-mortgage-backed securities
	Other U.S. obligations	$	257,222	$	256,267
	GSE obligations	1,532,786		1,531,811
	Other1	284,324		280,215
	Total non-mortgage-backed securities	2,074,332		2,068,293
	Mortgage-backed securities
	GSE multifamily	470,127		462,197
	Total fair value	$	2,544,459	$	2,530,490
	1	Consists of taxable municipal bonds.
	Net Gains on Trading Securities
	During the three months ended March 31, 2015, the Bank recorded net holding gains of $18.9 million on its trading securities compared to net holding gains of $24.2 million for the same period in 2014. The Bank did not sell any trading securities during the three months ended March 31, 2015 and 2014.

AvailableforSale_Securities

Available-for-Sale Securities	3 Months Ended
	Mar. 31, 2015
Available-for-sale Securities [Abstract]
Available-for-Sale Securities [Text Block]	Available-for-Sale Securities
	Major Security Types
	Available-for-sale (AFS) securities were as follows (dollars in thousands):
		31-Mar-15
		Amortized			Gross			Gross			Fair
		Cost1			Unrealized			Unrealized			Value
					Gains			Losses
	Non-mortgage-backed securities
	Other U.S. obligations	$	155,373		$	4,735		$	—		$	160,108
	GSE obligations	987,599			24,174			(4		)	1,011,769
	State or local housing agency obligations	35,529			88			(397		)	35,220
	Other2	180,272			7,710			—			187,982
	Total non-mortgage-backed securities	1,358,773			36,707			(401		)	1,395,079
	Mortgage-backed securities
	Other U.S. obligations single-family	2,200,806			7,653			—			2,208,459
	GSE single-family	1,894,163			20,481			(184		)	1,914,460
	GSE multifamily	7,069,168			75,024			(5,813		)	7,138,379
	Total mortgage-backed securities	11,164,137			103,158			(5,997		)	11,261,298
	Total	$	12,522,910		$	139,865		$	(6,398	)	$	12,656,377
		31-Dec-14
		Amortized			Gross			Gross			Fair
		Cost1			Unrealized			Unrealized			Value
					Gains			Losses
	Non-mortgage-backed securities
	Other U.S. obligations	$	158,864		$	4,761		$	(56	)	$	163,569
	GSE obligations	993,681			22,682			(4,055		)	1,012,308
	State or local housing agency obligations	36,320			176			(148		)	36,348
	Other2	176,277			7,425			—			183,702
	Total non-mortgage-backed securities	1,365,142			35,044			(4,259		)	1,395,927
	Mortgage-backed securities
	Other U.S. obligations single-family	1,979,226			340			(3,875		)	1,975,691
	GSE single-family	1,991,471			17,586			(150		)	2,008,907
	GSE multifamily	6,921,322			85,334			(3,389		)	7,003,267
	Total mortgage-backed securities	10,892,019			103,260			(7,414		)	10,987,865
	Total	$	12,257,161		$	138,304		$	(11,673	)	$	12,383,792
	1	Amortized cost includes adjustments made to the cost basis of an investment for accretion, amortization, and/or fair value hedge accounting adjustments.
	2	Consists of taxable municipal bonds.
	Unrealized Losses
	The following tables summarize AFS securities with unrealized losses by major security type and length of time that individual securities have been in a continuous unrealized loss position (dollars in thousands):
		March 31, 2015
		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	$	—		$	—		$	48,499		$	(4	)	$	48,499	$	(4	)
	State or local housing agency obligations	11,499			(68		)	6,116			(329		)	17,615		(397		)
	Total non-mortgage-backed securities	11,499			(68		)	54,615			(333		)	66,114		(401		)
	Mortgage-backed securities
	GSE single-family	40,904			(6		)	100,583			(178		)	141,487		(184		)
	GSE multifamily	1,838,368			(4,797		)	230,330			(1,016		)	2,068,698		(5,813		)
	Total mortgage-backed securities	1,879,272			(4,803		)	330,913			(1,194		)	2,210,185		(5,997		)
	Total	$	1,890,771		$	(4,871	)	$	385,528		$	(1,527	)	$	2,276,299	$	(6,398	)
		December 31, 2014
		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	$	34,993		$	(56	)	$	—		$	—		$	34,993	$	(56	)
	GSE obligations	230,965			(286		)	109,669			(3,769		)	340,634		(4,055		)
	State or local housing agency obligations	—			—			6,527			(148		)	6,527		(148		)
	Total non-mortgage-backed securities	265,958			(342		)	116,196			(3,917		)	382,154		(4,259		)
	Mortgage-backed securities
	Other U.S. obligations single-family	1,698,157			(3,875		)	—			—			1,698,157		(3,875		)
	GSE single-family	—			—			107,910			(150		)	107,910		(150		)
GSE multifamily	1,331,057			(3,053		)	74,806			(336		)	1,405,863		(3,389		)
Total mortgage-backed securities	3,029,214			(6,928		)	182,716			(486		)	3,211,930		(7,414		)
Total	$	3,295,172		$	(7,270	)	$	298,912		$	(4,403	)	$	3,594,084	$	(11,673	)
Contractual Maturity
The following table summarizes AFS securities by contractual maturity. Expected maturities of some securities may differ from contractual maturities as borrowers may have the right to call or prepay obligations with or without call or prepayment fees (dollars in thousands):
		March 31, 2015						December 31, 2014
Year of Contractual Maturity		Amortized			Fair			Amortized			Fair
		Cost			Value			Cost			Value
Non-mortgage-backed securities
Due in one year or less		$	89,447		$	90,484		$	66,673		$	66,904
Due after one year through five years		869,370			891,114			898,464			915,574
Due after five years through ten years		245,605			253,041			247,821			255,333
Due after ten years		154,351			160,440			152,184			158,116
Total non-mortgage-backed securities		1,358,773			1,395,079			1,365,142			1,395,927
Mortgage-backed securities		11,164,137			11,261,298			10,892,019			10,987,865
Total		$	12,522,910		$	12,656,377		$	12,257,161		$	12,383,792
Net Gains from Sale of AFS Securities
During the three months ended March 31, 2015, the Bank did not sell any AFS securities. During the three months ended March 31, 2014, the Bank received $97.2 million in proceeds from the sale of an AFS security and recognized a gross gain of $0.8 million.

HeldtoMaturity_Securities

Held-to-Maturity Securities	3 Months Ended
	Mar. 31, 2015
Held-to-maturity Securities, Unclassified [Abstract]
Held-to-Maturity Securities [Text Block]	Held-to-Maturity Securities
	Major Security Types
	Held-to-maturity (HTM) securities were as follows (dollars in thousands):
		31-Mar-15
		Amortized			Gross			Gross			Fair
		Cost1			Unrealized			Unrealized			Value
					Gains			Losses
	Non-mortgage-backed securities
	GSE obligations	$	304,675		$	76,859		$	—		$	381,534
	State or local housing agency obligations	58,588			5,267			—			63,855
	Total non-mortgage-backed securities	363,263			82,126			—			445,389
	Mortgage-backed securities
	Other U.S. obligations single-family	2,803			9			—			2,812
	Other U.S. obligations commercial	1,178			—			(1		)	1,177
	GSE single-family	714,702			10,678			(53		)	725,327
	Private-label residential	23,875			123			(682		)	23,316
	Total mortgage-backed securities	742,558			10,810			(736		)	752,632
	Total	$	1,105,821		$	92,936		$	(736	)	$	1,198,021
		31-Dec-14
		Amortized			Gross			Gross			Fair
		Cost1			Unrealized			Unrealized			Value
					Gains			Losses
	Non-mortgage-backed securities
	GSE obligations	$	305,126		$	69,730		$	—		$	374,856
	State or local housing agency obligations	59,963			6,042			—			66,005
	Total non-mortgage-backed securities	365,089			75,772			—			440,861
	Mortgage-backed securities
	Other U.S. obligations single-family	3,247			11			—			3,258
	Other U.S. obligations commercial	1,415			—			(1		)	1,414
	GSE single-family	816,793			12,302			(31		)	829,064
	Private-label residential	24,916			58			(523		)	24,451
	Total mortgage-backed securities	846,371			12,371			(555		)	858,187
	Total	$	1,211,460		$	88,143		$	(555	)	$	1,299,048
	1	Amortized cost includes adjustments made to the cost basis of an investment for accretion and/or amortization.
	Unrealized Losses
	The following tables summarize HTM securities with unrealized losses by major security type and the length of time that individual securities have been in a continuous unrealized loss position (dollars in thousands):
		March 31, 2015
		Less than 12 Months						12 Months or More						Total
		Fair			Unrealized			Fair			Unrealized			Fair		Unrealized
		Value			Losses			Value			Losses			Value		Losses
	Mortgage-backed securities
	Other U.S. obligations commercial	$	—		$	—		$	373		$	(1	)	$	373	$	(1	)
	GSE single-family	3,861			(7		)	36,676			(46		)	40,537		(53		)
	Private-label residential	—			—			15,407			(682		)	15,407		(682		)
	Total mortgage-backed securities	$	3,861		$	(7	)	$	52,456		$	(729	)	$	56,317	$	(736	)
		December 31, 2014
		Less than 12 Months						12 Months or More						Total
		Fair			Unrealized			Fair			Unrealized			Fair		Unrealized
		Value			Losses			Value			Losses			Value		Losses
	Mortgage-backed securities
	Other U.S. obligations commercial	$	—		$	—		$	248		$	(1	)	$	248	$	(1	)
	GSE single-family	1,436			(4		)	38,607			(27		)	40,043		(31		)
	Private-label residential	—			—			16,243			(523		)	16,243		(523		)
	Total mortgage-backed securities	$	1,436		$	(4	)	$	55,098		$	(551	)	$	56,534	$	(555	)
	Contractual Maturity
	The following table summarizes HTM securities by contractual maturity. Expected maturities of some securities may differ from contractual maturities as borrowers may have the right to call or prepay obligations with or without call or prepayment fees (dollars in thousands):
			March 31, 2015						December 31, 2014
	Year of Contractual Maturity		Amortized			Fair			Amortized			Fair
			Cost			Value			Cost			Value
	Non-mortgage-backed securities
	Due after ten years		$	363,263		$	445,389		$	365,089		$	440,861
	Total non-mortgage-backed securities		363,263			445,389			365,089			440,861
	Mortgage-backed securities		742,558			752,632			846,371			858,187
	Total		$	1,105,821		$	1,198,021		$	1,211,460		$	1,299,048

OtherThanTemporary_Impairment

Other-Than-Temporary Impairment	3 Months Ended
	Mar. 31, 2015
Other than Temporary Impairment Losses, Investments [Abstract]
Other-Than-Temporary Impairment [Text Block]	Other-Than-Temporary Impairment
	The Bank evaluates its individual AFS and HTM securities in an unrealized loss position for other-than-temporary impairment (OTTI) on a quarterly basis. As part of its evaluation of securities for OTTI, 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.
	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) using two third-party models in order to assess whether the entire amortized cost bases of these securities will be recovered. For a description of these models, refer to "Item 8. Financial Statements and Supplementary Data - Note 7 - Other-than-Temporary Impairment" in the Bank's 2014 Form 10-K.
	The FHLBanks' OTTI Governance Committee developed a short-term housing price forecast with projected changes ranging from a decrease of three percent to an increase of eight percent over the twelve month period beginning January 1, 2015. For the vast majority of markets, the projected short-term housing price changes range from an increase of one percent to an increase of five percent. Thereafter, a unique path is projected for each geographical area based on an internally developed framework derived from historical data.
	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 March 31, 2015, 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 March 31, 2015.
	All Other AFS and HTM 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 March 31, 2015:
	•	Other U.S. obligations and GSE securities. The unrealized losses were due primarily to interest rate volatility. 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. 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. As such, the Bank did not consider these securities to be other-than-temporarily impaired at March 31, 2015.
	•	State or local housing agency obligations. 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 creditworthiness of the issuers and the strength of the underlying collateral and credit enhancements were sufficient to protect the Bank from losses based on current expectations. 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 their amortized cost bases. As such, the Bank did not consider these securities to be other-than-temporarily impaired at March 31, 2015.

Advances

Advances	3 Months Ended
	Mar. 31, 2015
Advances [Abstract]
Advances [Text Block]	Advances
	Contractual Maturity
	The following table summarizes the Bank's advances outstanding by contractual maturity (dollars in thousands):
			March 31, 2015						December 31, 2014
	Year of Contractual Maturity		Amount				Weighted		Amount			Weighted
							Average					Average
							Interest					Interest
							Rate					Rate
	Overdrawn demand deposit accounts		$	261			3.28		$	66		3.28
	Due in one year or less		6,422,064				0.84		7,997,497			0.66
	Due after one year through two years		4,710,261				1.33		4,028,617			1.45
	Due after two years through three years		4,187,208				2.06		4,437,280			1.68
	Due after three years through four years		23,814,150				0.42		20,706,329			0.56
	Due after four years through five years		17,706,098				0.36		21,447,326			0.33
	Thereafter		6,473,752				0.93		6,335,093			0.98
	Total par value		63,313,794				0.67		64,952,208			0.67
	Premiums		133						137
	Discounts		(6,020		)				(6,388		)
	Fair value hedging adjustments		254,503						222,317
	Total		$	63,562,410					$	65,168,274
	The Bank offers advances to members and eligible housing associates that may be prepaid on pertinent dates (call dates) prior to maturity without incurring prepayment fees (callable advances). 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 both March 31, 2015 and December 31, 2014, the Bank had callable advances outstanding totaling $44.6 billion.
	The Bank also offers putable advances. With a putable advance, the Bank has the right to terminate the advance from the borrower on predetermined exercise dates, and the borrower may then apply for a new advance at the prevailing market rate. Generally, put options are exercised when interest rates increase. At both March 31, 2015 and December 31, 2014, the Bank had putable advances outstanding totaling $2.1 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
		March 31,
		2015				2014
	Gross prepayment fee income	$	265			$	331
	Fair value hedging adjustments1	242				(165		)
	Prepayment fees on advances, net	$	507			$	166
	1	Represents the amortization/accretion of fair value hedging adjustments on closed advance fair value hedge relationships resulting from advance prepayments.
	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	3 Months Ended
	Mar. 31, 2015
Mortgage Loans on Real Estate [Abstract]
Mortgage Loans Held for Portfolio [Text Block]	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):
		March 31,			December 31,
		2015			2014
	Fixed rate, long-term single-family mortgage loans	$	5,042,306		$	5,024,393
	Fixed rate, medium-term1 single-family mortgage loans	1,421,520			1,462,014
	Total unpaid principal balance	6,463,826			6,486,407
	Premiums	81,322			82,206
	Discounts	(11,461		)	(12,191		)
	Basis adjustments from mortgage loan commitments	11,054			10,947
	Total mortgage loans held for portfolio	$	6,544,741		$	6,567,369
	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 collateral or guarantee type (dollars in thousands):
		March 31,			December 31,
		2015			2014
	Conventional mortgage loans	$	5,899,768		$	5,916,651
	Government-insured mortgage loans	564,058			569,756
	Total unpaid principal balance	$	6,463,826		$	6,486,407
	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	3 Months Ended
	Mar. 31, 2015
Allowance for Credit Losses [Abstract]
Allowance for Credit Losses [Text Block]	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 includes establishing a 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 eligible 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. In addition, 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 also require 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 by 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.
	Using a risk-based approach and 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 March 31, 2015 and December 31, 2014, 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 March 31, 2015 and December 31, 2014, none of the Bank's credit products were past due, on non-accrual status, or considered impaired. In addition, there were no troubled debt restructurings (TDRs) related to credit products during the three months ended March 31, 2015 and 2014.
	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 were no probable credit losses on its credit products as of March 31, 2015 and December 31, 2014. Accordingly, the Bank has not recorded any allowance for credit losses for its credit products.
	Government-Insured Mortgage Loans
	The Bank invests in government-insured fixed rate mortgage loans that 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 or PFI obtains and maintains insurance or a guaranty from the applicable government agency. The servicer or PFI is responsible for compliance with all government agency requirements and for obtaining the benefit of the applicable guarantee or insurance with respect to defaulted government-insured mortgage loans. Any losses incurred on these loans that are not recovered from the insurer/guarantor are absorbed by the servicers. As such, the Bank only has credit risk for these loans if the servicer or PFI fails to pay for losses not covered by the guarantee or insurance. Management views this risk as remote and has never experienced a credit loss on its government-insured mortgage loans. As a result, the Bank did not establish an allowance for credit losses for its government-insured mortgage loans at March 31, 2015 and December 31, 2014. 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, whichever is less and as applicable to the specific loan.
	•	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 $1.2 million and $1.1 million during the three months ended March 31, 2015 and 2014. 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 $92.4 million and $92.2 million at March 31, 2015 and December 31, 2014.
	•	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 pledge collateral to secure this obligation.
	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, (iv) considering the recapture of performance-based credit enhancement fees from the PFI, if available, and (v) considering the credit enhancement obligation of the PFI, if estimated losses exceed the FLA.
	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 collateral-dependent status, (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 collateral-dependent 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, including TDRs and collateral-dependent loans, for impairment. The Bank's TDRs include loans granted under its temporary loan modification plan and loans discharged under Chapter 7 bankruptcy that have not been reaffirmed by the borrower. 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's collateral-dependent loans include loans in process of foreclosure, loans 180 days or more past due, and bankruptcy loans and TDRs 60 days or more past due. The Bank measures impairment of collateral-dependent loans based on the estimated fair value of the underlying collateral, which is determined using property values, less selling costs and expected proceeds from PMI.
	A charge-off is recorded if it is estimated that the recorded investment in a loan will not be recovered. The Bank evaluates whether to record a charge-off based upon the occurrence of a confirming event. Prior to January 1, 2015, charge-offs generally were recorded at the time a mortgage loan was transferred to real estate owned. Beginning January 1, 2015, the Bank began to also charge-off the portion of the outstanding conventional mortgage loan balance in excess of the fair value of the underlying collateral for all collateral-dependent mortgage loans. This change did not have a material effect on the Bank's financial condition or results of operations.
	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 factors that may not be captured in the 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, if any, 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 March 31, 2015 and December 31, 2014, 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.
	PFI Credit Enhancement Obligation. When reserving for estimated credit losses, the Bank may take into consideration the PFI credit enhancement obligation, which is intended to absorb losses in excess of the FLA. At March 31, 2015 and December 31, 2014, the Bank determined that the amount of credit enhancement obligation available to offset losses was immaterial. As such, it did not factor credit enhancement obligation 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
		March 31,
		2015			2014
	Balance, beginning of period	$	4,900		$	8,000
	Charge-offs	(4,343		)	(266		)
	Recoveries	128			—
	Provision (reversal) for credit losses	415			(334		)
	Balance, end of period	$	1,100		$	7,400
	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):
		March 31,			December 31,
		2015			2014
	Allowance for credit losses
	Collectively evaluated for impairment	$	1,100		$	1,500
	Individually evaluated for impairment	—			3,400
	Total allowance for credit losses	$	1,100		$	4,900
	Recorded investment1
	Collectively evaluated for impairment	$	5,953,474		$	5,966,025
	Individually evaluated for impairment, with or without a related allowance	45,472			50,151
	Total recorded investment	$	5,998,946		$	6,016,176
	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 table below summarizes the Bank's key credit quality indicators for mortgage loans (dollars in thousands):
		March 31, 2015
		Conventional			Government Insured			Total
	Past due 30 - 59 days	$	65,744		$	18,297		$	84,041
	Past due 60 - 89 days	20,826			5,118			25,944
	Past due 90 - 179 days	14,172			5,767			19,939
	Past due 180 days or more	35,779			6,409			42,188
	Total past due mortgage loans	136,521			35,591			172,112
	Total current mortgage loans	5,862,425			544,311			6,406,736
	Total recorded investment of mortgage loans1	$	5,998,946		$	579,902		$	6,578,848
	In process of foreclosure (included above)2	$	25,614		$	4,485		$	30,099
	Serious delinquency rate3	0.8		%	2.1		%	0.9		%
	Past due 90 days or more and still accruing interest4	$	—		$	12,176		$	12,176
	Non-accrual mortgage loans5	$	54,425		$	—		$	54,425
	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.
The table below summarizes the Bank's key credit quality indicators for mortgage loans (dollars in thousands):
	December 31, 2014
	Conventional			Government Insured			Total
Past due 30 - 59 days	$	70,646		$	20,279		$	90,925
Past due 60 - 89 days	22,000			7,036			29,036
Past due 90 - 179 days	16,355			4,644			20,999
Past due 180 days or more	38,157			6,155			44,312
Total past due mortgage loans	147,158			38,114			185,272
Total current mortgage loans	5,869,018			547,686			6,416,704
Total recorded investment of mortgage loans1	$	6,016,176		$	585,800		$	6,601,976
In process of foreclosure (included above)2	$	26,715		$	4,111		$	30,826
Serious delinquency rate3	0.9		%	1.8		%	1		%
Past due 90 days or more and still accruing interest4	$	—		$	10,799		$	10,799
Non-accrual mortgage loans5	$	58,832		$	—		$	58,832
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. As previously described, the Bank evaluates certain conventional mortgage loans for impairment individually. 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 following table summarizes the recorded investment and related allowance of the Bank's individually evaluated impaired loans (dollars in thousands):
	March 31, 2015						December 31, 2014
	Recorded Investment			Related Allowance1			Recorded Investment			Related Allowance
Impaired loans with an allowance	$	—		$	—		$	19,342		$	3,400
Impaired loans without an allowance	45,472			—			30,809			—
Total	$	45,472		$	—		$	50,151		$	3,400
1	Beginning January 1, 2015, the Bank began to charge-off the portion of the outstanding conventional mortgage loan balance in excess of the fair value of the underlying collateral for all collateral-dependent mortgage loans. As such, those loans no longer have an associated allowance.
The Bank did not recognize any interest income on impaired loans during the three months ended March 31, 2015 and 2014.
The following table summarizes the average recorded investment on the Bank's individually evaluated impaired loans (dollars in thousands):
	For the Three Months Ended
	March 31,
	2015			2014
Impaired loans with an allowance	$	—		$	21,647
Impaired loans without an allowance	47,812			28,181
Total	$	47,812		$	49,828
Real Estate Owned. At March 31, 2015 and December 31, 2014, the Bank had $9.2 million and $8.9 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 as collateral or remit an equivalent amount of cash. Otherwise, the dollar value of the resale agreement will decrease accordingly. If an agreement to resell is deemed to be impaired, the difference between the fair value of the collateral and the amortized cost of the agreement will be charged to earnings to establish an allowance for credit losses. Based upon the collateral held as security, the Bank determined that no allowance for credit losses was needed for its term securities purchased under agreements to resell at March 31, 2015 and December 31, 2014.
Off-Balance Sheet Credit Exposures
At March 31, 2015 and December 31, 2014, 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	3 Months Ended
	Mar. 31, 2015
Derivative Instruments and Hedging Activities Disclosure [Abstract]
Derivatives and Hedging Activities [Text Block]	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 most common ways in which the Bank uses derivatives are to:
	•	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;
	•	reduce the interest rate sensitivity and repricing gaps of assets and liabilities;
	•	preserve a favorable interest rate spread between the yield of an asset and the cost of the related liability. Without the use of derivatives, this interest rate spread could be reduced or eliminated when a change in the interest rate on the asset does not match a change in the interest rate on the liability;
	•	mitigate the adverse earnings effects of the shortening or extension of certain 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 for those items qualifying under applicable accounting guidance; 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 a cost-effective alternative to achieve 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.
	The Bank transacts 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.
	Types of Derivatives
	The Bank may use the following derivative instruments:
	•	interest rate swaps;
	•	options;
	•	swaptions;
	•	interest rate caps and floors; and
	•	future/forward contracts.
	Types of Hedged Items
	The Bank documents at inception all fair value hedging 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 attributable to the hedged risk 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:
	•	investment securities;
	•	advances;
	•	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 table summarizes the Bank's fair value of derivative instruments, including the effect of netting adjustments and cash collateral. For purposes of this disclosure, the derivative values include the fair value of derivatives and the related accrued interest (dollars in thousands):
			March 31, 2015												31-Dec-14
			Notional				Derivative				Derivative				Notional			Derivative			Derivative
			Amount				Assets				Liabilities				Amount			Assets			Liabilities
	Derivatives designated as hedging instruments (fair value)
	Interest rate swaps		$	39,785,572			$	111,351			$	573,009			$	38,703,467		$	84,362		$	459,437
	Derivatives not designated as hedging instruments (economic)
	Interest rate swaps		997,777				1,813				64,700				1,012,577			11,714			51,260
	Forward settlement agreements (TBAs)		51,500				5				417				65,000			1			322
	Mortgage delivery commitments		61,675				255				9				70,106			245			7
	Total derivatives not designated as hedging instruments		1,110,952				2,073				65,126				1,147,683			11,960			51,589
	Total derivatives before netting and collateral adjustments		$	40,896,524			113,424				638,135				$	39,851,150		96,322			511,026
	Netting adjustments and cash collateral1						(28,188		)		(564,277		)					(16,210		)	(434,394		)
	Total derivative assets and derivative liabilities						$	85,236			$	73,858						$	80,112		$	76,632
	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 clearing agent and/or counterparty. Cash collateral posted by the Bank (including accrued interest) was $536.1 million and $418.2 million at March 31, 2015 and December 31, 2014. At March 31, 2015 and December 31, 2014, the Bank had not received any cash collateral from clearing agents and/or counterparties.
	The following table summarizes the components of “Net losses on derivatives and hedging activities” as presented in the Statements of Income (dollars in thousands):
		For the Three Months Ended
		March 31,
		2015				2014
	Derivatives designated as hedging instruments (fair value)
	Interest rate swaps	$	(4,126	)		$	(6,461	)
	Derivatives not designated as hedging instruments (economic)
	Interest rate swaps	(21,216		)		(13,087		)
	Forward settlement agreements (TBAs)	(855		)		(530		)
	Mortgage delivery commitments	797				487
	Net interest settlements	(5,511		)		(3,493		)
	Total net losses related to derivatives not designated as hedging instruments	(26,785		)		(16,623		)
	Net losses on derivatives and hedging activities	$	(30,911	)		$	(23,084	)
	The following table summarizes, by type of hedged item, the gains (losses) on derivatives and the related hedged items in fair value hedging relationships, the net fair value hedge ineffectiveness, and the effect of those derivatives on the Bank's net interest income (dollars in thousands):
			For the Three Months Ended March 31, 2015
	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		$	(108,543	)		$	103,549			$	(4,994	)		$	(31,495	)
Advances		(33,376		)		33,672				296				(40,140		)
Consolidated obligation bonds		48,703				(48,131		)		572				25,756
Total		$	(93,216	)		$	89,090			$	(4,126	)		$	(45,879	)
The following table summarizes, by type of hedged item, the gains (losses) on derivatives and the related hedged items in fair value hedging relationships, the net fair value hedge ineffectiveness, and the effect of those derivatives on the Bank's net interest income (dollars in thousands):
		For the Three Months Ended March 31, 2014
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		$	(87,933	)		$	80,581			$	(7,352	)		$	(24,713	)
Advances		13,200				(12,767		)		433				(40,294		)
Consolidated obligation bonds		15,128				(14,670		)		458				11,251
Total		$	(59,605	)		$	53,144			$	(6,461	)		$	(53,756	)
1	The net interest income on derivatives in fair value hedge relationships is included in the interest income or interest expense line item of the respective hedged item type.
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 the Bank's 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 these 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 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 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 should 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 post additional collateral with its counterparties if there is deterioration in the Bank's credit rating. If the Bank's credit rating is lowered by an NRSRO, the Bank may be required to deliver additional collateral on bilateral derivative instruments in net liability positions. 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) at March 31, 2015 was $301.3 million, for which the Bank posted collateral of $227.7 million in the normal course of business. If the Bank's credit rating had been lowered from its current rating to the next lower rating that would have triggered additional collateral to be delivered, the Bank would have been required to deliver an additional $46.4 million of collateral to its bilateral derivative counterparties at March 31, 2015.
For cleared derivatives, the Clearinghouse determines initial margin requirements and generally credit ratings are not factored into the initial margin. However, clearing agents may require additional initial margin to be posted based on credit considerations, including but not limited to, credit rating downgrades. The Bank was not required to post additional initial margin by its clearing agents, based on credit considerations, at March 31, 2015.
Offsetting of Derivative Assets and Derivative Liabilities
The Bank presents derivative instruments, related cash collateral, including initial and variation margin, received or pledged, 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 instruments meeting or not meeting the netting requirements, including the related collateral received from or pledged to counterparties (dollars in thousands):
	March 31, 2015								December 31, 2014
	Derivative Assets				Derivative Liabilities				Derivative Assets				Derivative Liabilities
Derivative instruments meeting netting requirements
Gross recognized amount
Bilateral derivatives	$	53,133			$	353,943			$	59,574			$	316,472
Cleared derivatives	60,036				284,183				36,503				194,547
Total gross recognized amount	113,169				638,126				96,077				511,019
Gross amounts of netting adjustments and cash collateral
Bilateral derivatives	(52,374		)		(280,094		)		(56,327		)		(239,847		)
Cleared derivatives	24,186				(284,183		)		40,117				(194,547		)
Total gross amounts of netting adjustments and cash collateral	(28,188		)		(564,277		)		(16,210		)		(434,394		)
Net amounts after netting adjustments and cash collateral
Bilateral derivatives	759				73,849				3,247				76,625
Cleared derivatives	84,222				—				76,620				—
Total net amounts after netting adjustments and cash collateral	84,981				73,849				79,867				76,625
Bilateral derivatives instruments not meeting netting requirements1	255				9				245				7
Total derivative assets and derivative liabilities
Bilateral derivatives	1,014				73,858				3,492				76,632
Cleared derivatives	84,222				—				76,620				—
Total derivative assets and derivative liabilities	$	85,236			$	73,858			$	80,112			$	76,632
1	Represents mortgage delivery commitments that are not subject to an enforceable netting agreement.

Consolidated_Obligations

Consolidated Obligations	3 Months Ended
	Mar. 31, 2015
Debt Disclosure [Abstract]
Consolidated Obligations [Text Block]	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 up to one year. 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 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 March 31, 2015 and December 31, 2014, the total par value of outstanding consolidated obligations of the 12 FHLBanks was $812.2 billion and $847.2 billion.
	Discount Notes
	The following table summarizes the Bank's discount notes (dollars in thousands):
		March 31, 2015						December 31, 2014
		Amount				Weighted		Amount				Weighted
						Average						Average
						Interest						Interest
						Rate						Rate
	Par value	$	60,427,796			0.09		$	57,781,155			0.09
	Discounts	(8,151		)				(8,265		)
	Total	$	60,419,645					$	57,772,890
	Bonds
	The following table summarizes the Bank's bonds outstanding by contractual maturity (dollars in thousands):
			March 31, 2015						December 31, 2014
	Year of Contractual Maturity		Amount				Weighted		Amount				Weighted
							Average						Average
							Interest						Interest
							Rate						Rate
	Due in one year or less		$	16,830,305			0.57		$	18,392,675			0.59
	Due after one year through two years		4,404,715				1.72		3,144,800				2.31
	Due after two years through three years		2,395,325				3.55		2,731,455				3.39
	Due after three years through four years		798,700				1.48		632,740				1.47
	Due after four years through five years		2,854,785				2.78		1,883,450				2.02
	Thereafter		4,518,725				2.84		5,382,770				3.06
	Index amortizing notes		155,759				5.21		165,016				5.21
	Total par value		31,958,314				1.51		32,332,906				1.53
	Premiums		20,047						21,045
	Discounts		(17,731		)				(18,289		)
	Fair value hedging adjustments		70,688						26,448
	Total		$	32,031,318					$	32,362,110
	The following table summarizes the Bank's bonds outstanding by call features (dollars in thousands):
		March 31,				December 31,
		2015				2014
	Noncallable or nonputable	$	25,688,314			$	19,667,906
	Callable	6,270,000				12,665,000
	Total par value	$	31,958,314			$	32,332,906

Capital

Capital	3 Months Ended
	Mar. 31, 2015
Capital [Abstract]
Capital [Text Block]	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 (AOCI).
	•	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 March 31, 2015 and December 31, 2014, 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 levels that it deems to be consistent with safe and sound business operations.
	The following table shows the Bank's compliance with the Finance Agency's regulatory capital requirements (dollars in thousands):
		March 31, 2015						December 31, 2014
		Required			Actual			Required			Actual
	Regulatory capital requirements
	Risk-based capital	$	556,816		$	4,181,349		$	579,898		$	4,213,293
	Regulatory capital	$	3,909,284		$	4,181,349		$	3,820,958		$	4,213,293
	Leverage capital	$	4,886,605		$	6,272,024		$	4,776,197		$	6,319,939
	Capital-to-assets ratio	4		%	4.28		%	4		%	4.41		%
	Leverage ratio	5		%	6.42		%	5		%	6.62		%
	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 4.00 percent 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 capital stock requirements within ranges established in the Capital Plan.
	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 March 31, 2015 and December 31, 2014, 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 consolidation into a non-member or into a member of another FHLBank. Dividends on mandatorily redeemable capital stock are classified as interest expense in the Statements of Income. At March 31, 2015 and December 31, 2014, the Bank's mandatorily redeemable capital stock totaled $24.2 million and $24.4 million.
	Restricted Retained Earnings
	The Bank entered into a Joint Capital Enhancement Agreement (JCE Agreement) with all of the other FHLBanks in February 2011. The JCE Agreement, as amended, 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 March 31, 2015 and December 31, 2014, the Bank's restricted retained earnings account totaled $81.9 million and $75.0 million.
	Accumulated Other Comprehensive Income
	The following table summarizes changes in AOCI (dollars in thousands):
		Net unrealized gains on AFS securities (Note 4)			Pension and postretirement benefits			Total AOCI
	Balance, December 31, 2013	$	88,399		$	(1,355	)	$	87,044
	Other comprehensive (loss) income before reclassifications
	Net unrealized gains	21,150			—			21,150
	Reclassifications from other comprehensive income to net income
	Net realized gains on sale of securities	(826		)	—			(826		)
	Amortization - pension and postretirement	—			44			44
	Net current period other comprehensive income	20,324			44			20,368
	Balance, March 31, 2014	$	108,723		$	(1,311	)	$	107,412
	Balance, December 31, 2014	$	126,631		$	(3,409	)	$	123,222
	Other comprehensive income before reclassifications
	Net unrealized gains	6,836			—			6,836
	Amortization - pension and postretirement	—			192			192
	Net current period other comprehensive income	6,836			192			7,028
	Balance, March 31, 2015	$	133,467		$	(3,217	)	$	130,250

Fair_Value

Fair Value	3 Months Ended
	Mar. 31, 2015
Fair Value Disclosures [Abstract]
Fair Value [Text Block]	Fair Value
	Fair value amounts are determined by the Bank using available market information and reflect 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 three months ended March 31, 2015 and 2014.
	The following table summarizes the carrying value, fair value, and fair value hierarchy of the Bank's financial instruments at March 31, 2015 (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 and liabilities.
							Fair Value
	Financial Instruments		Carrying Value				Level 1			Level 2			Level 3			Netting Adjustment1			Total
	Assets
	Cash and due from banks		$	341,844			$	341,844		$	—		$	—		$	—		$	341,844
	Interest-bearing deposits		1,854				—			1,839			—			—			1,839
	Securities purchased under agreements to resell		9,170,000				—			9,170,000			—			—			9,170,000
	Federal funds sold		1,580,000				—			1,580,000			—			—			1,580,000
	Trading securities		2,544,459				—			2,544,459			—			—			2,544,459
	Available-for-sale securities		12,656,377				—			12,656,377			—			—			12,656,377
	Held-to-maturity securities		1,105,821				—			1,174,705			23,316			—			1,198,021
	Advances		63,562,410				—			63,698,450			—			—			63,698,450
	Mortgage loans held for portfolio, net		6,543,641				—			6,840,992			64,272			—			6,905,264
	Accrued interest receivable		90,687				—			90,687			—			—			90,687
	Derivative assets, net		85,236				5			113,419			—			(28,188		)	85,236
	Other assets		12,220				12,220			—			—			—			12,220
	Liabilities
	Deposits		(717,516		)		—			(717,514		)	—			—			(717,514		)
	Consolidated obligations
	Discount notes		(60,419,645		)		—			(60,421,895		)	—			—			(60,421,895		)
	Bonds		(32,031,318		)		—			(32,678,021		)	—			—			(32,678,021		)
	Total consolidated obligations		(92,450,963		)		—			(93,099,916		)	—			—			(93,099,916		)
	Mandatorily redeemable capital stock		(24,191		)		(24,191		)	—			—			—			(24,191		)
	Accrued interest payable		(102,816		)		—			(102,816		)	—			—			(102,816		)
	Derivative liabilities, net		(73,858		)		(417		)	(637,718		)	—			564,277			(73,858		)
	Other
	Commitments to fund advances		—				—			(467		)	—			—			(467		)
	Standby letters of credit		(1,403		)		—			—			(1,403		)	—			(1,403		)
	Standby bond purchase agreements		—				—			1,312			—			—			1,312
	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 clearing agent and/or counterparty.
	The following table summarizes the carrying value, fair value, and fair value hierarchy of the Bank's financial instruments at December 31, 2014 (dollars in thousands):
							Fair Value
	Financial Instruments		Carrying Value				Level 1			Level 2			Level 3			Netting Adjustment1			Total
	Assets
	Cash and due from banks		$	495,197			$	495,197		$	—		$	—		$	—		$	495,197
	Interest-bearing deposits		1,942				—			1,921			—			—			1,921
	Securities purchased under agreements to resell		5,091,000				—			5,091,000			—			—			5,091,000
	Federal funds sold		1,860,000				—			1,860,000			—			—			1,860,000
	Trading securities		2,530,490				—			2,530,490			—			—			2,530,490
	Available-for-sale securities		12,383,792				—			12,383,792			—			—			12,383,792
	Held-to-maturity securities		1,211,460				—			1,274,597			24,451			—			1,299,048
	Advances		65,168,274				—			65,293,461			—			—			65,293,461
	Mortgage loans held for portfolio, net		6,562,469				—			6,833,531			62,218			—			6,895,749
	Accrued interest receivable		84,440				—			84,440			—			—			84,440
	Derivative assets, net		80,112				1			96,321			—			(16,210		)	80,112
	Other assets		12,069				12,069			—			—			—			12,069
	Liabilities
	Deposits		(512,558		)		—			(512,553		)	—			—			(512,553		)
	Consolidated obligations
	Discount notes		(57,772,890		)		—			(57,773,924		)	—			—			(57,773,924		)
	Bonds		(32,362,110		)		—			(32,958,871		)	—			—			(32,958,871		)
	Total consolidated obligations		(90,135,000		)		—			(90,732,795		)	—			—			(90,732,795		)
	Mandatorily redeemable capital stock		(24,367		)		(24,367		)	—			—			—			(24,367		)
	Accrued interest payable		(89,509		)		—			(89,509		)	—			—			(89,509		)
	Derivative liabilities, net		(76,632		)		(322		)	(510,704		)	—			434,394			(76,632		)
	Other
	Commitments to fund advances		—				—			194			—			—			194
Standby letters of credit		(1,978		)		—			—			(1,978		)	—			(1,978		)
Standby bond purchase agreements		—				—			1,809			—			—			1,809
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 clearing agent and/or counterparty.
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 and reducing the amount for accrued interest receivable. 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 various 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 validation of outliers.
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 of March 31, 2015 and December 31, 2014, 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.
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 from the Bank's OTTI process. These yields were compared to the market yield of comparable securities according to dealers and/or other third-party sources. This analysis did not indicate any significant variances. Therefore, the Bank determined that its fair value estimates for private-label MBS were appropriate at March 31, 2015.
Advances. The fair value of advances is determined by calculating the present value of the expected future cash flows, excluding 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 estimated 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 new mortgage loans. The prices are adjusted for credit risk, servicing spreads, seasoning, and cash flow remittances. The prices for new MBS or similar new mortgage loans are highly dependent upon the underlying prepayment assumptions priced in the secondary market. Changes in expected 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 obtaining property values from an external pricing vendor. This vendor utilizes multiple pricing models that generally factor in market observable inputs, including actual sales transactions and home price indices. The Bank applies an adjustment to these values to capture certain limitations in the estimation process and takes into consideration estimated selling costs and expected PMI proceeds. In limited instances, the Bank may estimate the fair value of an impaired mortgage loan by 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 and expected PMI proceeds.
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 Overnight-Index Swap (OIS) curve.
•	Forward interest rate assumption. The Bank utilizes the London Interbank Offered Rate (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 vendors (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.
Commitments to Fund Advances. The fair value of advance commitments is based on the present value of fees currently charged for similar agreements, taking into account the remaining terms of the agreement and the difference between current levels of interest rates and the committed rates.
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 a
t March 31, 2015 (dollars in thousands):
Recurring Fair Value Measurements		Level 1				Level 2			Level 3			Netting Adjustment1			Total
Assets
Trading securities
Other U.S. obligations		$	—			$	257,222		$	—		$	—		$	257,222
GSE obligations		—				1,532,786			—			—			1,532,786
Other non-MBS		—				284,324			—			—			284,324
GSE multifamily MBS		—				470,127			—			—			470,127
Total trading securities		—				2,544,459			—			—			2,544,459
Available-for-sale securities
Other U.S. obligations		—				160,108			—			—			160,108
GSE obligations		—				1,011,769			—			—			1,011,769
State or local housing agency obligations		—				35,220			—			—			35,220
Other non-MBS		—				187,982			—			—			187,982
Other U.S. obligations single-family MBS		—				2,208,459			—			—			2,208,459
GSE single-family MBS		—				1,914,460			—			—			1,914,460
GSE multifamily MBS		—				7,138,379			—			—			7,138,379
Total available-for-sale securities		—				12,656,377			—			—			12,656,377
Derivative assets, net
Interest-rate related		—				113,164			—			(28,183		)	84,981
Forward settlement agreements (TBAs)		5				—			—			(5		)	—
Mortgage delivery commitments		—				255			—			—			255
Total derivative assets, net		5				113,419			—			(28,188		)	85,236
Other assets		12,220				—			—			—			12,220
Total recurring assets at fair value		$	12,225			$	15,314,255		$	—		$	(28,188	)	$	15,298,292
Liabilities
Derivative liabilities, net
Interest-rate related		$	—			$	(637,709	)	$	—		$	564,272		$	(73,437	)
Forward settlement agreements (TBAs)		(417		)		—			—			5			(412		)
Mortgage delivery commitments		—				(9		)	—			—			(9		)
Total derivative liabilities, net		(417		)		(637,718		)	—			564,277			(73,858		)
Total recurring liabilities at fair value		$	(417	)		$	(637,718	)	$	—		$	564,277		$	(73,858	)
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 clearing agent and/or counterparty.
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, 2014 (dollars in thousands):
Recurring Fair Value Measurements		Level 1				Level 2			Level 3			Netting Adjustment1			Total
Assets
Trading securities
Other U.S. obligations		$	—			$	256,267		$	—		$	—		$	256,267
GSE obligations		—				1,531,811			—			—			1,531,811
Other non-MBS		—				280,215			—			—			280,215
GSE multifamily MBS		—				462,197			—			—			462,197
Total trading securities		—				2,530,490			—			—			2,530,490
Available-for-sale securities
Other U.S. obligations		—				163,569			—			—			163,569
GSE obligations		—				1,012,308			—			—			1,012,308
State or local housing agency obligations		—				36,348			—			—			36,348
Other non-MBS		—				183,702			—			—			183,702
Other U.S. obligations single-family MBS		—				1,975,691			—			—			1,975,691
GSE single-family MBS		—				2,008,907			—			—			2,008,907
GSE multifamily MBS		—				7,003,267			—			—			7,003,267
Total available-for-sale securities		—				12,383,792			—			—			12,383,792
Derivative assets, net
Interest-rate related		—				96,076			—			(16,209		)	79,867
Forward settlement agreements (TBAs)		1				—			—			(1		)	—
Mortgage delivery commitments		—				245			—			—			245
Total derivative assets, net		1				96,321			—			(16,210		)	80,112
Other assets		12,069				—			—			—			12,069
Total recurring assets at fair value		$	12,070			$	15,010,603		$	—		$	(16,210	)	$	15,006,463
Liabilities
Derivative liabilities, net
Interest-rate related		$	—			$	(510,697	)	$	—		$	434,393		$	(76,304	)
Forward settlement agreements (TBAs)		(322		)		—			—			1			(321		)
Mortgage delivery commitments		—				(7		)	—			—			(7		)
Total derivative liabilities, net		(322		)		(510,704		)	—			434,394			(76,632		)
Total recurring liabilities at fair value		$	(322	)		$	(510,704	)	$	—		$	434,394		$	(76,632	)
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 clearing agent and/or counterparty.
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 primarily on property values from an external pricing vendor. These values are further adjusted by the Bank to capture certain limitations in the estimation process and take into consideration estimated selling costs and expected PMI proceeds. 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 and expected PMI proceeds. 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):
	March 31,				December 31,
	2015				2014
Impaired mortgage loans held for portfolio	$	17,531			$	15,942
Real estate owned	618				773
Total non-recurring assets	$	18,149			$	16,715
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 consolidated obligation bonds 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. All bonds previously elected under the fair value option matured during the first quarter of 2014.
The following table summarizes the activity related to consolidated obligation bonds for which the fair value option was elected (dollars in thousands):
		For the Three
		Months Ended
		31-Mar-14
Balance, beginning of period		$	50,033
Maturities and terminations		(50,000		)
Net gains on bonds held at fair value		(2		)
Change in accrued interest		(31		)
Balance, end of period		$	—
For consolidated obligation bonds recorded under the fair value option, the related contractual interest expense 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.

Commitments_and_Contingencies

Commitments and Contingencies	3 Months Ended
	Mar. 31, 2015
Commitments and Contingencies Disclosure [Abstract]
Commitments and Contingencies [Text Block]	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 March 31, 2015 and December 31, 2014, 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 $719.8 billion and $757.1 billion.
	The following table summarizes additional off-balance sheet commitments for the Bank (dollars in thousands):
		March 31, 2015						December 31, 2014
		Expire		Expire		Total		Total
		within one year		after one year
	Standby letters of credit	$	3,959,517	$	61,587	$	4,021,104	$	4,411,783
	Standby bond purchase agreements	239,794		291,903		531,697		557,282
	Commitments to purchase mortgage loans	61,675		—		61,675		70,106
	Commitments to issue bonds	1,116,050		—		1,116,050		170,000
	Commitments to issue discount notes	1,691,137		—		1,691,137		—
	Commitments to fund advances	—		89,000		89,000		14,000
	Other commitments	86,580		—		86,580		86,580
	Standby Letters of Credit. A standby letter of credit is a financing arrangement between the Bank and a member. Standby letters of credit are executed with members for a fee. 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 13 years, currently no later than 2020. Unearned fees for standby letters of credit are recorded in “Other liabilities” in the Statements of Condition and amounted to $1.4 million and $2.0 million at March 31, 2015 and December 31, 2014.
	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 March 31, 2015 and December 31, 2014 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 2017. At March 31, 2015 and December 31, 2014, the Bank had standby bond purchase agreements with four housing associates. During the three months ended March 31, 2015 and 2014, the Bank was not required to purchase any bonds under these agreements. For the three months ended March 31, 2015 and 2014, the Bank received fees for the guarantees that amounted to $0.4 million and $0.5 million.
	Commitments to Purchase Mortgage Loans. The Bank enters into commitments that unconditionally obligate it to purchase mortgage loans from its members. Commitments are generally for periods not to exceed 45 days. These commitments are considered derivatives and their estimated fair value at March 31, 2015 and December 31, 2014 is reported in “Note 10 — Derivatives and Hedging Activities” as mortgage delivery commitments.
	Commitments to Issue Bonds and Discount Notes. At March 31, 2015, the Bank had commitments to issue $1.1 billion of consolidated obligation bonds and $1.7 billion of consolidated obligation discount notes. At December 31, 2014, the Bank had commitments to issue $170.0 million of consolidated obligation bonds. The Bank did not have any commitments to issue discount notes at December 31, 2014.
	Commitments to Fund Advances. The Bank enters into commitments that legally bind it to fund additional advances up to 24 months in the future. At March 31, 2015 and December 31, 2014, the Bank had commitments to fund advances of $89.0 million and $14.0 million.
	Other Commitments. On December 30, 2013, the Bank entered into an agreement with the Iowa Finance Authority (IFA) to purchase up to $100.0 million of taxable multi-family mortgage revenue bonds. The agreement expires on June 30, 2015. As of March 31, 2015, the Bank had purchased $13.4 million of bonds under the IFA agreement. These bonds are classified as AFS in the Bank's Statements of Condition.
	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 $92.4 million and $92.2 million at March 31, 2015 and December 31, 2014.
	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	3 Months Ended
	Mar. 31, 2015
Related Party Transactions [Abstract]
Activities with Stockholders [Text Block]	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 made on the same terms and conditions as those with any other member.
	The following table summarizes the Bank's outstanding transactions with Directors' Financial Institutions (dollars in thousands):
			March 31, 2015			December 31, 2014
			Amount		% of Total	Amount		% of Total
	Advances		$	803,761	1.3	$	822,027	1.3
	Mortgage loans		128,359		2	206,957		3.2
	Deposits		8,217		1.2	3,362		0.7
	Capital stock		54,413		1.6	55,000		1.6
	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 March 31, 2015, 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.		$	1,370,000	39.7	$	34,000,000	$	—	$	23,053
	Superior Guaranty Insurance Company2		45,452		1.3	—		1,106,842		—
	Total		$	1,415,452	41	$	34,000,000	$	1,106,842	$	23,053
	1	Represents interest income earned on advances during the three months ended March 31, 2015. Interest income on mortgage loans is excluded from this table as this interest relates to the borrower, not to Superior Guaranty Insurance Company.
	2	Superior Guaranty Insurance Company is an affiliate of Wells Fargo Bank, N.A.
	At December 31, 2014, 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.		$	1,370,000	39.2	$	34,000,000	$	—	$	63,462
	Superior Guaranty Insurance Company2		47,866		1.4	—		1,173,522		—
	Total		$	1,417,866	40.6	$	34,000,000	$	1,173,522	$	63,462
	1	Represents interest income earned on advances during the year ended December 31, 2014. Interest income on mortgage loans is excluded from this table as this interest relates to the borrower, not to Superior Guaranty Insurance Company.
	2	Superior Guaranty Insurance Company is an affiliate of Wells Fargo Bank, N.A.

Activities_with_Other_FHLBanks

Activities with Other FHLBanks	3 Months Ended
	Mar. 31, 2015
Activities with Other FHLBanks [Abstract]
Activities with Other FHLBanks [Text Block]	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 expense. For both the three months ended March 31, 2015 and 2014, the Bank recorded $0.7 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. During the three months ended March 31, 2015, the Bank did not lend or borrow funds to or from other FHLBanks. The following table summarizes loan activity to other FHLBanks during the three months ended March 31, 2014 (dollars in thousands):
	Other FHLBank	Beginning		Advance		Principal			Ending
		Balance				Repayment			Balance
	2014
	Topeka	$	—	$	10,000	$	(10,000	)	$	—
	The following table summarizes borrowing activity from other FHLBanks during the three months ended March 31, 2014 (dollars in thousands):
	Other FHLBank	Beginning		Borrowing		Principal			Ending
		Balance				Payment			Balance
	2014
	Atlanta	$	—	$	70,000	$	(70,000	)	$	—
	At March 31, 2015 and 2014, none of the previous transactions were outstanding on the Bank's Statements of Condition. The interest income and expense related to these transactions were immaterial.

Summary_of_Significant_Account1

Summary of Significant Accounting Policies (Policies)	3 Months Ended
	Mar. 31, 2015
Accounting Policies [Abstract]
Reclassification, Policy [Policy Text Block]	Certain amounts in the Bank's 2014 financial statements have been reclassified to conform to the presentation for the three months ended March 31, 2015.
Other Than Temporary Impairment, Policy [Policy Text Block]	The Bank evaluates its individual AFS and HTM securities in an unrealized loss position for other-than-temporary impairment (OTTI) on a quarterly basis. As part of its evaluation of securities for OTTI, 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, Policy [Policy Text Block]	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.
Loan and leases Receivable, Allowance for Loan Losses Policy [Policy Text Block]	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, (iv) considering the recapture of performance-based credit enhancement fees from the PFI, if available, and (v) considering the credit enhancement obligation of the PFI, if estimated losses exceed the FLA.
	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 collateral-dependent status, (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 collateral-dependent 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, including TDRs and collateral-dependent loans, for impairment. The Bank's TDRs include loans granted under its temporary loan modification plan and loans discharged under Chapter 7 bankruptcy that have not been reaffirmed by the borrower. 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's collateral-dependent loans include loans in process of foreclosure, loans 180 days or more past due, and bankruptcy loans and TDRs 60 days or more past due. The Bank measures impairment of collateral-dependent loans based on the estimated fair value of the underlying collateral, which is determined using property values, less selling costs and expected proceeds from PMI.
	A charge-off is recorded if it is estimated that the recorded investment in a loan will not be recovered. The Bank evaluates whether to record a charge-off based upon the occurrence of a confirming event. Prior to January 1, 2015, charge-offs generally were recorded at the time a mortgage loan was transferred to real estate owned. Beginning January 1, 2015, the Bank began to also charge-off the portion of the outstanding conventional mortgage loan balance in excess of the fair value of the underlying collateral for all collateral-dependent mortgage loans. This change did not have a material effect on the Bank's financial condition or results of operations.
	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 factors that may not be captured in the 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, if any, 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 March 31, 2015 and December 31, 2014, 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.
	PFI Credit Enhancement Obligation. When reserving for estimated credit losses, the Bank may take into consideration the PFI credit enhancement obligation, which is intended to absorb losses in excess of the FLA. At March 31, 2015 and December 31, 2014, the Bank determined that the amount of credit enhancement obligation available to offset losses was immaterial. As such, it did not factor credit enhancement obligation into its estimate of the allowance for credit losses.
Impairment Financing Receivable, Policy [Policy Text Block]	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.
Derivatives, Policy [Policy Text Block]	The most common ways in which the Bank uses derivatives are to:
	•	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;
	•	reduce the interest rate sensitivity and repricing gaps of assets and liabilities;
	•	preserve a favorable interest rate spread between the yield of an asset and the cost of the related liability. Without the use of derivatives, this interest rate spread could be reduced or eliminated when a change in the interest rate on the asset does not match a change in the interest rate on the liability;
	•	mitigate the adverse earnings effects of the shortening or extension of certain 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 for those items qualifying under applicable accounting guidance; 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 a cost-effective alternative to achieve 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.
	The Bank transacts 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.
	Types of Derivatives
	The Bank may use the following derivative instruments:
	•	interest rate swaps;
	•	options;
	•	swaptions;
	•	interest rate caps and floors; and
	•	future/forward contracts.
	Types of Hedged Items
	The Bank documents at inception all fair value hedging 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 attributable to the hedged risk and whether those derivatives are expected to remain effective in future periods. The Bank uses regression analyses to assess the effectiveness of its hedges.
Derivatives, Methods of Accounting, Hedge Effectiveness [Policy Text Block]	The Bank documents at inception all fair value hedging 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 attributable to the hedged risk and whether those derivatives are expected to remain effective in future periods. The Bank uses regression analyses to assess the effectiveness of its hedges.
Derivatives, Offsetting Fair Value Amounts, Policy [Policy Text Block]	The Bank presents derivative instruments, related cash collateral, including initial and variation margin, received or pledged, 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, Changes in Redemption Value, Policy [Policy Text Block]	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 consolidation into a non-member or into a member of another FHLBank. Dividends on mandatorily redeemable capital stock are classified as interest expense in the Statements of Income.
Restricted Retained Earnings, Policy [Policy Text Block]	The Bank entered into a Joint Capital Enhancement Agreement (JCE Agreement) with all of the other FHLBanks in February 2011. The JCE Agreement, as amended, 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, Policy [Policy Text Block]	Fair value amounts are determined by the Bank using available market information and reflect 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)	3 Months Ended
	Mar. 31, 2015
Schedule of Trading Securities and Other Trading Assets [Line Items]
Trading Securities [Table Text Block]	Trading securities were as follows (dollars in thousands):
		March 31,		December 31,
		2015		2014
	Non-mortgage-backed securities
	Other U.S. obligations	$	257,222	$	256,267
	GSE obligations	1,532,786		1,531,811
	Other1	284,324		280,215
	Total non-mortgage-backed securities	2,074,332		2,068,293
	Mortgage-backed securities
	GSE multifamily	470,127		462,197
	Total fair value	$	2,544,459	$	2,530,490
	1	Consists of taxable municipal bonds.

AvailableforSale_Securities_Ta

Available-for-Sale Securities (Tables)	3 Months Ended
	Mar. 31, 2015
Schedule of Available-for-sale Securities [Line Items]
Schedule of Available-for-Sale Securities Reconciliation [Table Text Block]	Available-for-sale (AFS) securities were as follows (dollars in thousands):
		31-Mar-15
		Amortized			Gross			Gross			Fair
		Cost1			Unrealized			Unrealized			Value
					Gains			Losses
	Non-mortgage-backed securities
	Other U.S. obligations	$	155,373		$	4,735		$	—		$	160,108
	GSE obligations	987,599			24,174			(4		)	1,011,769
	State or local housing agency obligations	35,529			88			(397		)	35,220
	Other2	180,272			7,710			—			187,982
	Total non-mortgage-backed securities	1,358,773			36,707			(401		)	1,395,079
	Mortgage-backed securities
	Other U.S. obligations single-family	2,200,806			7,653			—			2,208,459
	GSE single-family	1,894,163			20,481			(184		)	1,914,460
	GSE multifamily	7,069,168			75,024			(5,813		)	7,138,379
	Total mortgage-backed securities	11,164,137			103,158			(5,997		)	11,261,298
	Total	$	12,522,910		$	139,865		$	(6,398	)	$	12,656,377
		31-Dec-14
		Amortized			Gross			Gross			Fair
		Cost1			Unrealized			Unrealized			Value
					Gains			Losses
	Non-mortgage-backed securities
	Other U.S. obligations	$	158,864		$	4,761		$	(56	)	$	163,569
	GSE obligations	993,681			22,682			(4,055		)	1,012,308
	State or local housing agency obligations	36,320			176			(148		)	36,348
	Other2	176,277			7,425			—			183,702
	Total non-mortgage-backed securities	1,365,142			35,044			(4,259		)	1,395,927
	Mortgage-backed securities
	Other U.S. obligations single-family	1,979,226			340			(3,875		)	1,975,691
	GSE single-family	1,991,471			17,586			(150		)	2,008,907
	GSE multifamily	6,921,322			85,334			(3,389		)	7,003,267
	Total mortgage-backed securities	10,892,019			103,260			(7,414		)	10,987,865
	Total	$	12,257,161		$	138,304		$	(11,673	)	$	12,383,792
	1	Amortized cost includes adjustments made to the cost basis of an investment for accretion, amortization, and/or fair value hedge accounting adjustments.
	2	Consists of taxable municipal bonds.
Available-for-Sale Securities [Member]
Schedule of Available-for-sale Securities [Line Items]
Schedule of Unrealized Loss on Investments [ Table Text Block]	The following tables summarize AFS securities with unrealized losses by major security type and length of time that individual securities have been in a continuous unrealized loss position (dollars in thousands):
		March 31, 2015
		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	$	—		$	—		$	48,499		$	(4	)	$	48,499	$	(4	)
	State or local housing agency obligations	11,499			(68		)	6,116			(329		)	17,615		(397		)
	Total non-mortgage-backed securities	11,499			(68		)	54,615			(333		)	66,114		(401		)
	Mortgage-backed securities
	GSE single-family	40,904			(6		)	100,583			(178		)	141,487		(184		)
	GSE multifamily	1,838,368			(4,797		)	230,330			(1,016		)	2,068,698		(5,813		)
	Total mortgage-backed securities	1,879,272			(4,803		)	330,913			(1,194		)	2,210,185		(5,997		)
	Total	$	1,890,771		$	(4,871	)	$	385,528		$	(1,527	)	$	2,276,299	$	(6,398	)
		December 31, 2014
		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	$	34,993		$	(56	)	$	—		$	—		$	34,993	$	(56	)
	GSE obligations	230,965			(286		)	109,669			(3,769		)	340,634		(4,055		)
	State or local housing agency obligations	—			—			6,527			(148		)	6,527		(148		)
	Total non-mortgage-backed securities	265,958			(342		)	116,196			(3,917		)	382,154		(4,259		)
	Mortgage-backed securities
	Other U.S. obligations single-family	1,698,157			(3,875		)	—			—			1,698,157		(3,875		)
	GSE single-family	—			—			107,910			(150		)	107,910		(150		)
	GSE multifamily	1,331,057			(3,053		)	74,806			(336		)	1,405,863		(3,389		)
	Total mortgage-backed securities	3,029,214			(6,928		)	182,716			(486		)	3,211,930		(7,414		)
	Total	$	3,295,172		$	(7,270	)	$	298,912		$	(4,403	)	$	3,594,084	$	(11,673	)
Investments Classified by Contractual Maturity Date [Table Text Block]	The following table summarizes AFS securities by contractual maturity. Expected maturities of some securities may differ from contractual maturities as borrowers may have the right to call or prepay obligations with or without call or prepayment fees (dollars in thousands):
			March 31, 2015						December 31, 2014
	Year of Contractual Maturity		Amortized			Fair			Amortized			Fair
			Cost			Value			Cost			Value
	Non-mortgage-backed securities
	Due in one year or less		$	89,447		$	90,484		$	66,673		$	66,904
	Due after one year through five years		869,370			891,114			898,464			915,574
	Due after five years through ten years		245,605			253,041			247,821			255,333
	Due after ten years		154,351			160,440			152,184			158,116
	Total non-mortgage-backed securities		1,358,773			1,395,079			1,365,142			1,395,927
	Mortgage-backed securities		11,164,137			11,261,298			10,892,019			10,987,865
	Total		$	12,522,910		$	12,656,377		$	12,257,161		$	12,383,792

HeldtoMaturity_Securities_Tabl

Held-to-Maturity Securities (Tables)	3 Months Ended
	Mar. 31, 2015
Schedule of Held-to-maturity Securities [Line Items]
Held-to-Maturity Securities [Table Text Block]	Held-to-maturity (HTM) securities were as follows (dollars in thousands):
		31-Mar-15
		Amortized			Gross			Gross			Fair
		Cost1			Unrealized			Unrealized			Value
					Gains			Losses
	Non-mortgage-backed securities
	GSE obligations	$	304,675		$	76,859		$	—		$	381,534
	State or local housing agency obligations	58,588			5,267			—			63,855
	Total non-mortgage-backed securities	363,263			82,126			—			445,389
	Mortgage-backed securities
	Other U.S. obligations single-family	2,803			9			—			2,812
	Other U.S. obligations commercial	1,178			—			(1		)	1,177
	GSE single-family	714,702			10,678			(53		)	725,327
	Private-label residential	23,875			123			(682		)	23,316
	Total mortgage-backed securities	742,558			10,810			(736		)	752,632
	Total	$	1,105,821		$	92,936		$	(736	)	$	1,198,021
		31-Dec-14
		Amortized			Gross			Gross			Fair
		Cost1			Unrealized			Unrealized			Value
					Gains			Losses
	Non-mortgage-backed securities
	GSE obligations	$	305,126		$	69,730		$	—		$	374,856
	State or local housing agency obligations	59,963			6,042			—			66,005
	Total non-mortgage-backed securities	365,089			75,772			—			440,861
	Mortgage-backed securities
	Other U.S. obligations single-family	3,247			11			—			3,258
	Other U.S. obligations commercial	1,415			—			(1		)	1,414
	GSE single-family	816,793			12,302			(31		)	829,064
	Private-label residential	24,916			58			(523		)	24,451
	Total mortgage-backed securities	846,371			12,371			(555		)	858,187
	Total	$	1,211,460		$	88,143		$	(555	)	$	1,299,048
	1	Amortized cost includes adjustments made to the cost basis of an investment for accretion and/or amortization.
Held-to-Maturity Securities [Member]
Schedule of Held-to-maturity Securities [Line Items]
Schedule of Unrealized Loss on Investments [ Table Text Block]	The following tables summarize HTM securities with unrealized losses by major security type and the length of time that individual securities have been in a continuous unrealized loss position (dollars in thousands):
		March 31, 2015
		Less than 12 Months						12 Months or More						Total
		Fair			Unrealized			Fair			Unrealized			Fair		Unrealized
		Value			Losses			Value			Losses			Value		Losses
	Mortgage-backed securities
	Other U.S. obligations commercial	$	—		$	—		$	373		$	(1	)	$	373	$	(1	)
	GSE single-family	3,861			(7		)	36,676			(46		)	40,537		(53		)
	Private-label residential	—			—			15,407			(682		)	15,407		(682		)
	Total mortgage-backed securities	$	3,861		$	(7	)	$	52,456		$	(729	)	$	56,317	$	(736	)
		December 31, 2014
		Less than 12 Months						12 Months or More						Total
		Fair			Unrealized			Fair			Unrealized			Fair		Unrealized
		Value			Losses			Value			Losses			Value		Losses
	Mortgage-backed securities
	Other U.S. obligations commercial	$	—		$	—		$	248		$	(1	)	$	248	$	(1	)
	GSE single-family	1,436			(4		)	38,607			(27		)	40,043		(31		)
	Private-label residential	—			—			16,243			(523		)	16,243		(523		)
	Total mortgage-backed securities	$	1,436		$	(4	)	$	55,098		$	(551	)	$	56,534	$	(555	)
Investments Classified by Contractual Maturity Date [Table Text Block]	The following table summarizes HTM securities by contractual maturity. Expected maturities of some securities may differ from contractual maturities as borrowers may have the right to call or prepay obligations with or without call or prepayment fees (dollars in thousands):
			March 31, 2015						December 31, 2014
	Year of Contractual Maturity		Amortized			Fair			Amortized			Fair
			Cost			Value			Cost			Value
	Non-mortgage-backed securities
	Due after ten years		$	363,263		$	445,389		$	365,089		$	440,861
	Total non-mortgage-backed securities		363,263			445,389			365,089			440,861
	Mortgage-backed securities		742,558			752,632			846,371			858,187
	Total		$	1,105,821		$	1,198,021		$	1,211,460		$	1,299,048

Advances_Tables

Advances (Tables)	3 Months Ended
	Mar. 31, 2015
Advances [Abstract]
Schedule of Federal Home Loan Bank Advances by Year of Contractual Maturity [Table Text Block]	The following table summarizes the Bank's advances outstanding by contractual maturity (dollars in thousands):
			March 31, 2015						December 31, 2014
	Year of Contractual Maturity		Amount				Weighted		Amount			Weighted
							Average					Average
							Interest					Interest
							Rate					Rate
	Overdrawn demand deposit accounts		$	261			3.28		$	66		3.28
	Due in one year or less		6,422,064				0.84		7,997,497			0.66
	Due after one year through two years		4,710,261				1.33		4,028,617			1.45
	Due after two years through three years		4,187,208				2.06		4,437,280			1.68
	Due after three years through four years		23,814,150				0.42		20,706,329			0.56
	Due after four years through five years		17,706,098				0.36		21,447,326			0.33
	Thereafter		6,473,752				0.93		6,335,093			0.98
	Total par value		63,313,794				0.67		64,952,208			0.67
	Premiums		133						137
	Discounts		(6,020		)				(6,388		)
	Fair value hedging adjustments		254,503						222,317
	Total		$	63,562,410					$	65,168,274
Schedule of Prepayment Fees on Advances [Table Text Block]	The following table summarizes the Bank's prepayment fees on advances, net (dollars in thousands):
		For the Three Months Ended
		March 31,
		2015				2014
	Gross prepayment fee income	$	265			$	331
	Fair value hedging adjustments1	242				(165		)
	Prepayment fees on advances, net	$	507			$	166
	1	Represents the amortization/accretion of fair value hedging adjustments on closed advance fair value hedge relationships resulting from advance prepayments.

Mortgage_Loans_Held_for_Portfo1

Mortgage Loans Held for Portfolio (Tables)	3 Months Ended
	Mar. 31, 2015
Mortgage Loans on Real Estate [Abstract]
Mortgage Loans Held for Portfolio [Table Text Block]	The following table presents information on the Bank's mortgage loans held for portfolio (dollars in thousands):
		March 31,			December 31,
		2015			2014
	Fixed rate, long-term single-family mortgage loans	$	5,042,306		$	5,024,393
	Fixed rate, medium-term1 single-family mortgage loans	1,421,520			1,462,014
	Total unpaid principal balance	6,463,826			6,486,407
	Premiums	81,322			82,206
	Discounts	(11,461		)	(12,191		)
	Basis adjustments from mortgage loan commitments	11,054			10,947
	Total mortgage loans held for portfolio	$	6,544,741		$	6,567,369
	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 collateral or guarantee type (dollars in thousands):
		March 31,			December 31,
		2015			2014
	Conventional mortgage loans	$	5,899,768		$	5,916,651
	Government-insured mortgage loans	564,058			569,756
	Total unpaid principal balance	$	6,463,826		$	6,486,407

Allowance_for_Credit_Losses_Ta

Allowance for Credit Losses (Tables)	3 Months Ended
	Mar. 31, 2015
Allowance for Credit Losses [Abstract]
Allowance for Credit Losses on Financing Receivables [Table Text Block]	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
		March 31,
		2015			2014
	Balance, beginning of period	$	4,900		$	8,000
	Charge-offs	(4,343		)	(266		)
	Recoveries	128			—
	Provision (reversal) for credit losses	415			(334		)
	Balance, end of period	$	1,100		$	7,400
Allowance for Credit Losses by Impairment Methodology [Table Text Block]	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):
		March 31,			December 31,
		2015			2014
	Allowance for credit losses
	Collectively evaluated for impairment	$	1,100		$	1,500
	Individually evaluated for impairment	—			3,400
	Total allowance for credit losses	$	1,100		$	4,900
	Recorded investment1
	Collectively evaluated for impairment	$	5,953,474		$	5,966,025
	Individually evaluated for impairment, with or without a related allowance	45,472			50,151
	Total recorded investment	$	5,998,946		$	6,016,176
	1	Represents the unpaid principal balance adjusted for accrued interest, unamortized premiums, discounts, basis adjustments, and direct write-downs.
Past Due Financing Receivables [Table Text Block]	The table below summarizes the Bank's key credit quality indicators for mortgage loans (dollars in thousands):
		March 31, 2015
		Conventional			Government Insured			Total
	Past due 30 - 59 days	$	65,744		$	18,297		$	84,041
	Past due 60 - 89 days	20,826			5,118			25,944
	Past due 90 - 179 days	14,172			5,767			19,939
	Past due 180 days or more	35,779			6,409			42,188
	Total past due mortgage loans	136,521			35,591			172,112
	Total current mortgage loans	5,862,425			544,311			6,406,736
	Total recorded investment of mortgage loans1	$	5,998,946		$	579,902		$	6,578,848
	In process of foreclosure (included above)2	$	25,614		$	4,485		$	30,099
	Serious delinquency rate3	0.8		%	2.1		%	0.9		%
	Past due 90 days or more and still accruing interest4	$	—		$	12,176		$	12,176
	Non-accrual mortgage loans5	$	54,425		$	—		$	54,425
	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.
	The table below summarizes the Bank's key credit quality indicators for mortgage loans (dollars in thousands):
		December 31, 2014
		Conventional			Government Insured			Total
	Past due 30 - 59 days	$	70,646		$	20,279		$	90,925
	Past due 60 - 89 days	22,000			7,036			29,036
	Past due 90 - 179 days	16,355			4,644			20,999
	Past due 180 days or more	38,157			6,155			44,312
	Total past due mortgage loans	147,158			38,114			185,272
	Total current mortgage loans	5,869,018			547,686			6,416,704
	Total recorded investment of mortgage loans1	$	6,016,176		$	585,800		$	6,601,976
	In process of foreclosure (included above)2	$	26,715		$	4,111		$	30,826
	Serious delinquency rate3	0.9		%	1.8		%	1		%
	Past due 90 days or more and still accruing interest4	$	—		$	10,799		$	10,799
	Non-accrual mortgage loans5	$	58,832		$	—		$	58,832
	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 Loan Statistics by Product Class Level [Table Text Block]	The following table summarizes the recorded investment and related allowance of the Bank's individually evaluated impaired loans (dollars in thousands):
		March 31, 2015						December 31, 2014
		Recorded Investment			Related Allowance1			Recorded Investment			Related Allowance
	Impaired loans with an allowance	$	—		$	—		$	19,342		$	3,400
	Impaired loans without an allowance	45,472			—			30,809			—
	Total	$	45,472		$	—		$	50,151		$	3,400
	1	Beginning January 1, 2015, the Bank began to charge-off the portion of the outstanding conventional mortgage loan balance in excess of the fair value of the underlying collateral for all collateral-dependent mortgage loans. As such, those loans no longer have an associated allowance.
Impaired Financing Receivables [Table Text Block]	The following table summarizes the average recorded investment on the Bank's individually evaluated impaired loans (dollars in thousands):
		For the Three Months Ended
		March 31,
		2015			2014
	Impaired loans with an allowance	$	—		$	21,647
	Impaired loans without an allowance	47,812			28,181
	Total	$	47,812		$	49,828

Derivatives_and_Hedging_Activi1

Derivatives and Hedging Activities (Tables)	3 Months Ended
	Mar. 31, 2015
Derivative Instruments and Hedging Activities Disclosure [Abstract]
Schedule of Derivative Instruments in Statement of Financial Position, Fair Value [Table Text Block]	The following table summarizes the Bank's fair value of derivative instruments, including the effect of netting adjustments and cash collateral. For purposes of this disclosure, the derivative values include the fair value of derivatives and the related accrued interest (dollars in thousands):
			March 31, 2015												31-Dec-14
			Notional				Derivative				Derivative				Notional			Derivative			Derivative
			Amount				Assets				Liabilities				Amount			Assets			Liabilities
	Derivatives designated as hedging instruments (fair value)
	Interest rate swaps		$	39,785,572			$	111,351			$	573,009			$	38,703,467		$	84,362		$	459,437
	Derivatives not designated as hedging instruments (economic)
	Interest rate swaps		997,777				1,813				64,700				1,012,577			11,714			51,260
	Forward settlement agreements (TBAs)		51,500				5				417				65,000			1			322
	Mortgage delivery commitments		61,675				255				9				70,106			245			7
	Total derivatives not designated as hedging instruments		1,110,952				2,073				65,126				1,147,683			11,960			51,589
	Total derivatives before netting and collateral adjustments		$	40,896,524			113,424				638,135				$	39,851,150		96,322			511,026
	Netting adjustments and cash collateral1						(28,188		)		(564,277		)					(16,210		)	(434,394		)
	Total derivative assets and derivative liabilities						$	85,236			$	73,858						$	80,112		$	76,632
	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 clearing agent and/or counterparty. Cash collateral posted by the Bank (including accrued interest) was $536.1 million and $418.2 million at March 31, 2015 and December 31, 2014. At March 31, 2015 and December 31, 2014, the Bank had not received any cash collateral from clearing agents and/or counterparties.
Schedule of Derivative Instruments, Gain (Loss) in Statement of Financial Performance [Table Text Block]	The following table summarizes the components of “Net losses on derivatives and hedging activities” as presented in the Statements of Income (dollars in thousands):
		For the Three Months Ended
		March 31,
		2015				2014
	Derivatives designated as hedging instruments (fair value)
	Interest rate swaps	$	(4,126	)		$	(6,461	)
	Derivatives not designated as hedging instruments (economic)
	Interest rate swaps	(21,216		)		(13,087		)
	Forward settlement agreements (TBAs)	(855		)		(530		)
	Mortgage delivery commitments	797				487
	Net interest settlements	(5,511		)		(3,493		)
	Total net losses related to derivatives not designated as hedging instruments	(26,785		)		(16,623		)
	Net losses on derivatives and hedging activities	$	(30,911	)		$	(23,084	)
Schedule of Derivative Instruments By Type, Gain (Loss) in Statement of Financial Performance [Table Text Block]	The following table summarizes, by type of hedged item, the gains (losses) on derivatives and the related hedged items in fair value hedging relationships, the net fair value hedge ineffectiveness, and the effect of those derivatives on the Bank's net interest income (dollars in thousands):
			For the Three Months Ended March 31, 2015
	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		$	(108,543	)		$	103,549			$	(4,994	)		$	(31,495	)
	Advances		(33,376		)		33,672				296				(40,140		)
	Consolidated obligation bonds		48,703				(48,131		)		572				25,756
	Total		$	(93,216	)		$	89,090			$	(4,126	)		$	(45,879	)
	The following table summarizes, by type of hedged item, the gains (losses) on derivatives and the related hedged items in fair value hedging relationships, the net fair value hedge ineffectiveness, and the effect of those derivatives on the Bank's net interest income (dollars in thousands):
			For the Three Months Ended March 31, 2014
	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		$	(87,933	)		$	80,581			$	(7,352	)		$	(24,713	)
	Advances		13,200				(12,767		)		433				(40,294		)
	Consolidated obligation bonds		15,128				(14,670		)		458				11,251
	Total		$	(59,605	)		$	53,144			$	(6,461	)		$	(53,756	)
	1	The net interest income on derivatives in fair value hedge relationships is included in the interest income or interest expense line item of the respective hedged item type.
Offsetting Assets and Liabilities [Table Text Block]	The following table presents the fair value of derivative instruments meeting or not meeting the netting requirements, including the related collateral received from or pledged to counterparties (dollars in thousands):
		March 31, 2015								December 31, 2014
		Derivative Assets				Derivative Liabilities				Derivative Assets				Derivative Liabilities
	Derivative instruments meeting netting requirements
	Gross recognized amount
	Bilateral derivatives	$	53,133			$	353,943			$	59,574			$	316,472
	Cleared derivatives	60,036				284,183				36,503				194,547
	Total gross recognized amount	113,169				638,126				96,077				511,019
	Gross amounts of netting adjustments and cash collateral
	Bilateral derivatives	(52,374		)		(280,094		)		(56,327		)		(239,847		)
	Cleared derivatives	24,186				(284,183		)		40,117				(194,547		)
	Total gross amounts of netting adjustments and cash collateral	(28,188		)		(564,277		)		(16,210		)		(434,394		)
	Net amounts after netting adjustments and cash collateral
	Bilateral derivatives	759				73,849				3,247				76,625
	Cleared derivatives	84,222				—				76,620				—
	Total net amounts after netting adjustments and cash collateral	84,981				73,849				79,867				76,625
	Bilateral derivatives instruments not meeting netting requirements1	255				9				245				7
	Total derivative assets and derivative liabilities
	Bilateral derivatives	1,014				73,858				3,492				76,632
	Cleared derivatives	84,222				—				76,620				—
	Total derivative assets and derivative liabilities	$	85,236			$	73,858			$	80,112			$	76,632
	1	Represents mortgage delivery commitments that are not subject to an enforceable netting agreement.

Consolidated_Obligations_Table

Consolidated Obligations (Tables)	3 Months Ended
	Mar. 31, 2015
Debt Disclosure [Abstract]
Schedule of Short-term Debt [Table Text Block]	The following table summarizes the Bank's discount notes (dollars in thousands):
		March 31, 2015						December 31, 2014
		Amount				Weighted		Amount				Weighted
						Average						Average
						Interest						Interest
						Rate						Rate
	Par value	$	60,427,796			0.09		$	57,781,155			0.09
	Discounts	(8,151		)				(8,265		)
	Total	$	60,419,645					$	57,772,890
Schedule of Maturities of Long-term Debt [Table Text Block]	The following table summarizes the Bank's bonds outstanding by contractual maturity (dollars in thousands):
			March 31, 2015						December 31, 2014
	Year of Contractual Maturity		Amount				Weighted		Amount				Weighted
							Average						Average
							Interest						Interest
							Rate						Rate
	Due in one year or less		$	16,830,305			0.57		$	18,392,675			0.59
	Due after one year through two years		4,404,715				1.72		3,144,800				2.31
	Due after two years through three years		2,395,325				3.55		2,731,455				3.39
	Due after three years through four years		798,700				1.48		632,740				1.47
	Due after four years through five years		2,854,785				2.78		1,883,450				2.02
	Thereafter		4,518,725				2.84		5,382,770				3.06
	Index amortizing notes		155,759				5.21		165,016				5.21
	Total par value		31,958,314				1.51		32,332,906				1.53
	Premiums		20,047						21,045
	Discounts		(17,731		)				(18,289		)
	Fair value hedging adjustments		70,688						26,448
	Total		$	32,031,318					$	32,362,110
Schedule of Long-term Debt by Call Feature [Table Text Block]	The following table summarizes the Bank's bonds outstanding by call features (dollars in thousands):
		March 31,				December 31,
		2015				2014
	Noncallable or nonputable	$	25,688,314			$	19,667,906
	Callable	6,270,000				12,665,000
	Total par value	$	31,958,314			$	32,332,906

Capital_Tables

Capital (Tables)	3 Months Ended
	Mar. 31, 2015
Capital [Abstract]
Schedule of Compliance with Regulatory Capital Requirements under Banking Regulations [Table Text Block]	The following table shows the Bank's compliance with the Finance Agency's regulatory capital requirements (dollars in thousands):
		March 31, 2015						December 31, 2014
		Required			Actual			Required			Actual
	Regulatory capital requirements
	Risk-based capital	$	556,816		$	4,181,349		$	579,898		$	4,213,293
	Regulatory capital	$	3,909,284		$	4,181,349		$	3,820,958		$	4,213,293
	Leverage capital	$	4,886,605		$	6,272,024		$	4,776,197		$	6,319,939
	Capital-to-assets ratio	4		%	4.28		%	4		%	4.41		%
	Leverage ratio	5		%	6.42		%	5		%	6.62		%
Schedule of Accumulated Other Comprehensive Income (Loss) [Table Text Block]	The following table summarizes changes in AOCI (dollars in thousands):
		Net unrealized gains on AFS securities (Note 4)			Pension and postretirement benefits			Total AOCI
	Balance, December 31, 2013	$	88,399		$	(1,355	)	$	87,044
	Other comprehensive (loss) income before reclassifications
	Net unrealized gains	21,150			—			21,150
	Reclassifications from other comprehensive income to net income
	Net realized gains on sale of securities	(826		)	—			(826		)
	Amortization - pension and postretirement	—			44			44
	Net current period other comprehensive income	20,324			44			20,368
	Balance, March 31, 2014	$	108,723		$	(1,311	)	$	107,412
	Balance, December 31, 2014	$	126,631		$	(3,409	)	$	123,222
	Other comprehensive income before reclassifications
	Net unrealized gains	6,836			—			6,836
	Amortization - pension and postretirement	—			192			192
	Net current period other comprehensive income	6,836			192			7,028
	Balance, March 31, 2015	$	133,467		$	(3,217	)	$	130,250

Fair_Value_Tables

Fair Value (Tables)	3 Months Ended
	Mar. 31, 2015																					Mar. 31, 2014
Fair Value Disclosures [Abstract]
Fair Value, by Balance Sheet Grouping [Table Text Block]	The following table summarizes the carrying value, fair value, and fair value hierarchy of the Bank's financial instruments at March 31, 2015 (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 and liabilities.
							Fair Value
	Financial Instruments		Carrying Value				Level 1			Level 2			Level 3			Netting Adjustment1			Total
	Assets
	Cash and due from banks		$	341,844			$	341,844		$	—		$	—		$	—		$	341,844
	Interest-bearing deposits		1,854				—			1,839			—			—			1,839
	Securities purchased under agreements to resell		9,170,000				—			9,170,000			—			—			9,170,000
	Federal funds sold		1,580,000				—			1,580,000			—			—			1,580,000
	Trading securities		2,544,459				—			2,544,459			—			—			2,544,459
	Available-for-sale securities		12,656,377				—			12,656,377			—			—			12,656,377
	Held-to-maturity securities		1,105,821				—			1,174,705			23,316			—			1,198,021
	Advances		63,562,410				—			63,698,450			—			—			63,698,450
	Mortgage loans held for portfolio, net		6,543,641				—			6,840,992			64,272			—			6,905,264
	Accrued interest receivable		90,687				—			90,687			—			—			90,687
	Derivative assets, net		85,236				5			113,419			—			(28,188		)	85,236
	Other assets		12,220				12,220			—			—			—			12,220
	Liabilities
	Deposits		(717,516		)		—			(717,514		)	—			—			(717,514		)
	Consolidated obligations
	Discount notes		(60,419,645		)		—			(60,421,895		)	—			—			(60,421,895		)
	Bonds		(32,031,318		)		—			(32,678,021		)	—			—			(32,678,021		)
	Total consolidated obligations		(92,450,963		)		—			(93,099,916		)	—			—			(93,099,916		)
	Mandatorily redeemable capital stock		(24,191		)		(24,191		)	—			—			—			(24,191		)
	Accrued interest payable		(102,816		)		—			(102,816		)	—			—			(102,816		)
	Derivative liabilities, net		(73,858		)		(417		)	(637,718		)	—			564,277			(73,858		)
	Other
	Commitments to fund advances		—				—			(467		)	—			—			(467		)
	Standby letters of credit		(1,403		)		—			—			(1,403		)	—			(1,403		)
	Standby bond purchase agreements		—				—			1,312			—			—			1,312
	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 clearing agent and/or counterparty.
	The following table summarizes the carrying value, fair value, and fair value hierarchy of the Bank's financial instruments at December 31, 2014 (dollars in thousands):
							Fair Value
	Financial Instruments		Carrying Value				Level 1			Level 2			Level 3			Netting Adjustment1			Total
	Assets
	Cash and due from banks		$	495,197			$	495,197		$	—		$	—		$	—		$	495,197
	Interest-bearing deposits		1,942				—			1,921			—			—			1,921
	Securities purchased under agreements to resell		5,091,000				—			5,091,000			—			—			5,091,000
	Federal funds sold		1,860,000				—			1,860,000			—			—			1,860,000
	Trading securities		2,530,490				—			2,530,490			—			—			2,530,490
	Available-for-sale securities		12,383,792				—			12,383,792			—			—			12,383,792
	Held-to-maturity securities		1,211,460				—			1,274,597			24,451			—			1,299,048
	Advances		65,168,274				—			65,293,461			—			—			65,293,461
	Mortgage loans held for portfolio, net		6,562,469				—			6,833,531			62,218			—			6,895,749
	Accrued interest receivable		84,440				—			84,440			—			—			84,440
	Derivative assets, net		80,112				1			96,321			—			(16,210		)	80,112
	Other assets		12,069				12,069			—			—			—			12,069
	Liabilities
	Deposits		(512,558		)		—			(512,553		)	—			—			(512,553		)
	Consolidated obligations
	Discount notes		(57,772,890		)		—			(57,773,924		)	—			—			(57,773,924		)
	Bonds		(32,362,110		)		—			(32,958,871		)	—			—			(32,958,871		)
	Total consolidated obligations		(90,135,000		)		—			(90,732,795		)	—			—			(90,732,795		)
	Mandatorily redeemable capital stock		(24,367		)		(24,367		)	—			—			—			(24,367		)
	Accrued interest payable		(89,509		)		—			(89,509		)	—			—			(89,509		)
	Derivative liabilities, net		(76,632		)		(322		)	(510,704		)	—			434,394			(76,632		)
	Other
	Commitments to fund advances		—				—			194			—			—			194
	Standby letters of credit		(1,978		)		—			—			(1,978		)	—			(1,978		)
	Standby bond purchase agreements		—				—			1,809			—			—			1,809
	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 clearing agent and/or counterparty.
Schedule of Fair Value, Assets and Liabilities Measured on Recurring Basis [Table Text Block]	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 a
	t March 31, 2015 (dollars in thousands):
	Recurring Fair Value Measurements		Level 1				Level 2			Level 3			Netting Adjustment1			Total
	Assets
	Trading securities
	Other U.S. obligations		$	—			$	257,222		$	—		$	—		$	257,222
	GSE obligations		—				1,532,786			—			—			1,532,786
	Other non-MBS		—				284,324			—			—			284,324
	GSE multifamily MBS		—				470,127			—			—			470,127
	Total trading securities		—				2,544,459			—			—			2,544,459
	Available-for-sale securities
	Other U.S. obligations		—				160,108			—			—			160,108
	GSE obligations		—				1,011,769			—			—			1,011,769
	State or local housing agency obligations		—				35,220			—			—			35,220
	Other non-MBS		—				187,982			—			—			187,982
	Other U.S. obligations single-family MBS		—				2,208,459			—			—			2,208,459
	GSE single-family MBS		—				1,914,460			—			—			1,914,460
	GSE multifamily MBS		—				7,138,379			—			—			7,138,379
	Total available-for-sale securities		—				12,656,377			—			—			12,656,377
	Derivative assets, net
	Interest-rate related		—				113,164			—			(28,183		)	84,981
	Forward settlement agreements (TBAs)		5				—			—			(5		)	—
	Mortgage delivery commitments		—				255			—			—			255
	Total derivative assets, net		5				113,419			—			(28,188		)	85,236
	Other assets		12,220				—			—			—			12,220
	Total recurring assets at fair value		$	12,225			$	15,314,255		$	—		$	(28,188	)	$	15,298,292
	Liabilities
	Derivative liabilities, net
	Interest-rate related		$	—			$	(637,709	)	$	—		$	564,272		$	(73,437	)
	Forward settlement agreements (TBAs)		(417		)		—			—			5			(412		)
	Mortgage delivery commitments		—				(9		)	—			—			(9		)
	Total derivative liabilities, net		(417		)		(637,718		)	—			564,277			(73,858		)
	Total recurring liabilities at fair value		$	(417	)		$	(637,718	)	$	—		$	564,277		$	(73,858	)
	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 clearing agent and/or counterparty.
	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, 2014 (dollars in thousands):
	Recurring Fair Value Measurements		Level 1				Level 2			Level 3			Netting Adjustment1			Total
	Assets
	Trading securities
	Other U.S. obligations		$	—			$	256,267		$	—		$	—		$	256,267
	GSE obligations		—				1,531,811			—			—			1,531,811
	Other non-MBS		—				280,215			—			—			280,215
	GSE multifamily MBS		—				462,197			—			—			462,197
	Total trading securities		—				2,530,490			—			—			2,530,490
	Available-for-sale securities
	Other U.S. obligations		—				163,569			—			—			163,569
	GSE obligations		—				1,012,308			—			—			1,012,308
	State or local housing agency obligations		—				36,348			—			—			36,348
	Other non-MBS		—				183,702			—			—			183,702
	Other U.S. obligations single-family MBS		—				1,975,691			—			—			1,975,691
	GSE single-family MBS		—				2,008,907			—			—			2,008,907
	GSE multifamily MBS		—				7,003,267			—			—			7,003,267
	Total available-for-sale securities		—				12,383,792			—			—			12,383,792
	Derivative assets, net
	Interest-rate related		—				96,076			—			(16,209		)	79,867
	Forward settlement agreements (TBAs)		1				—			—			(1		)	—
	Mortgage delivery commitments		—				245			—			—			245
	Total derivative assets, net		1				96,321			—			(16,210		)	80,112
	Other assets		12,069				—			—			—			12,069
	Total recurring assets at fair value		$	12,070			$	15,010,603		$	—		$	(16,210	)	$	15,006,463
	Liabilities
	Derivative liabilities, net
	Interest-rate related		$	—			$	(510,697	)	$	—		$	434,393		$	(76,304	)
	Forward settlement agreements (TBAs)		(322		)		—			—			1			(321		)
	Mortgage delivery commitments		—				(7		)	—			—			(7		)
Total derivative liabilities, net		(322		)		(510,704		)	—			434,394			(76,632		)
Total recurring liabilities at fair value		$	(322	)		$	(510,704	)	$	—		$	434,394		$	(76,632	)
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 clearing agent and/or counterparty.
Fair Value Measurement, Nonrecurring [Table Text Block}	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):
		March 31,				December 31,
		2015				2014
	Impaired mortgage loans held for portfolio	$	17,531			$	15,942
	Real estate owned	618				773
	Total non-recurring assets	$	18,149			$	16,715
Fair Value Option, Quantitative Disclosures [Table Text Block]																						The following table summarizes the activity related to consolidated obligation bonds for which the fair value option was elected (dollars in thousands):
																							For the Three
																							Months Ended
																							31-Mar-14
																						Balance, beginning of period	$	50,033
																						Maturities and terminations	(50,000		)
																						Net gains on bonds held at fair value	(2		)
																						Change in accrued interest	(31		)
																						Balance, end of period	$	—

Commitments_and_Contingencies_

Commitments and Contingencies (Tables)	3 Months Ended
	Mar. 31, 2015
Commitments and Contingencies Disclosure [Abstract]
Off-Balance Sheet Commitments [Table Text Block]	The following table summarizes additional off-balance sheet commitments for the Bank (dollars in thousands):
		March 31, 2015						December 31, 2014
		Expire		Expire		Total		Total
		within one year		after one year
	Standby letters of credit	$	3,959,517	$	61,587	$	4,021,104	$	4,411,783
	Standby bond purchase agreements	239,794		291,903		531,697		557,282
	Commitments to purchase mortgage loans	61,675		—		61,675		70,106
	Commitments to issue bonds	1,116,050		—		1,116,050		170,000
	Commitments to issue discount notes	1,691,137		—		1,691,137		—
	Commitments to fund advances	—		89,000		89,000		14,000
	Other commitments	86,580		—		86,580		86,580

Activities_with_Stockholders_T

Activities with Stockholders (Tables)	3 Months Ended
	Mar. 31, 2015
Related Party Transactions [Abstract]
Related Party Transactions by Balance Sheet Grouping [Table Text Block]	The following table summarizes the Bank's outstanding transactions with Directors' Financial Institutions (dollars in thousands):
			March 31, 2015			December 31, 2014
			Amount		% of Total	Amount		% of Total
	Advances		$	803,761	1.3	$	822,027	1.3
	Mortgage loans		128,359		2	206,957		3.2
	Deposits		8,217		1.2	3,362		0.7
	Capital stock		54,413		1.6	55,000		1.6
Schedule Of Related Party Transactions By Related Party [Tables Text Block]	At March 31, 2015, 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.		$	1,370,000	39.7	$	34,000,000	$	—	$	23,053
	Superior Guaranty Insurance Company2		45,452		1.3	—		1,106,842		—
	Total		$	1,415,452	41	$	34,000,000	$	1,106,842	$	23,053
	1	Represents interest income earned on advances during the three months ended March 31, 2015. Interest income on mortgage loans is excluded from this table as this interest relates to the borrower, not to Superior Guaranty Insurance Company.
	2	Superior Guaranty Insurance Company is an affiliate of Wells Fargo Bank, N.A.
	At December 31, 2014, 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.		$	1,370,000	39.2	$	34,000,000	$	—	$	63,462
	Superior Guaranty Insurance Company2		47,866		1.4	—		1,173,522		—
	Total		$	1,417,866	40.6	$	34,000,000	$	1,173,522	$	63,462
	1	Represents interest income earned on advances during the year ended December 31, 2014. Interest income on mortgage loans is excluded from this table as this interest relates to the borrower, not to Superior Guaranty Insurance Company.
	2	Superior Guaranty Insurance Company is an affiliate of Wells Fargo Bank, N.A.

Activities_with_Other_FHLBanks1

Activities with Other FHLBanks (Tables)	3 Months Ended
	Mar. 31, 2015
Activities with Other FHLBanks [Abstract]
Schedule of Loans to Other Federal Home Loan Banks [Table Text Block]	The following table summarizes loan activity to other FHLBanks during the three months ended March 31, 2014 (dollars in thousands):
	Other FHLBank	Beginning		Advance		Principal			Ending
		Balance				Repayment			Balance
	2014
	Topeka	$	—	$	10,000	$	(10,000	)	$	—
Schedule of Loans From Other Federal Home Loan Banks [Table Text Block]	The following table summarizes borrowing activity from other FHLBanks during the three months ended March 31, 2014 (dollars in thousands):
	Other FHLBank	Beginning		Borrowing		Principal			Ending
		Balance				Payment			Balance
	2014
	Atlanta	$	—	$	70,000	$	(70,000	)	$	—

Background_Information_Details

Background Information (Details)	Mar. 31, 2015
	bank
Background Information [Abstract]
Number of Federal Home Loan Banks	12

Trading_Securities_Major_Secur

Trading Securities (Major Security Types) (Details) (USD $)	Mar. 31, 2015		Dec. 31, 2014
In Thousands, unless otherwise specified
Schedule of Trading Securities and Other Trading Assets [Line Items]
Trading Securities	$2,544,459		$2,530,490
Other U.S. Obligations [Member]
Schedule of Trading Securities and Other Trading Assets [Line Items]
Trading Securities	257,222		256,267
GSE Obligations [Member]
Schedule of Trading Securities and Other Trading Assets [Line Items]
Trading Securities	1,532,786		1,531,811
Other [Member]
Schedule of Trading Securities and Other Trading Assets [Line Items]
Trading Securities	284,324	[1]	280,215	[1]
Non-Mortgage-Backed Securities [Member]
Schedule of Trading Securities and Other Trading Assets [Line Items]
Trading Securities	2,074,332		2,068,293
Multi-Family Mortgage-Backed Securities [Member] | GSE Mortgage-Backed Securities [Member]
Schedule of Trading Securities and Other Trading Assets [Line Items]
Trading Securities	$470,127		$462,197
[1]	Consists of taxable municipal bonds.

Trading_Securities_Net_Gains_o

Trading Securities (Net Gains on Trading Securities) (Details) (USD $)	3 Months Ended
	Mar. 31, 2015	Mar. 31, 2014
Trading Securities [Abstract]
Trading Securities, Change in Unrealized Holding Gain (Loss)	$18,900,000	$24,200,000
Trading Securities Sold	$0	$0

AvailableforSale_Securities_Ma

Available-for-Sale Securities (Major Security Types) (Details) (USD $)	Mar. 31, 2015		Dec. 31, 2014
In Thousands, unless otherwise specified
Schedule of Available-for-sale Securities [Line Items]
Amortized Cost	$12,522,910	[1]	$12,257,161	[1]
Gross Unrealized Gains	139,865		138,304
Gross Unrealized Losses	-6,398		-11,673
Fair Value	12,656,377		12,383,792
Other U.S. Obligations [Member]
Schedule of Available-for-sale Securities [Line Items]
Amortized Cost	155,373	[1]	158,864	[1]
Gross Unrealized Gains	4,735		4,761
Gross Unrealized Losses	0		-56
Fair Value	160,108		163,569
GSE Obligations [Member]
Schedule of Available-for-sale Securities [Line Items]
Amortized Cost	987,599	[1]	993,681	[1]
Gross Unrealized Gains	24,174		22,682
Gross Unrealized Losses	-4		-4,055
Fair Value	1,011,769		1,012,308
State or Local Housing Agency Obligations [Member]
Schedule of Available-for-sale Securities [Line Items]
Amortized Cost	35,529	[1]	36,320	[1]
Gross Unrealized Gains	88		176
Gross Unrealized Losses	-397		-148
Fair Value	35,220		36,348
Other [Member]
Schedule of Available-for-sale Securities [Line Items]
Amortized Cost	180,272	[1],[2]	176,277	[1],[2]
Gross Unrealized Gains	7,710	[2]	7,425	[2]
Gross Unrealized Losses	0	[2]	0	[2]
Fair Value	187,982	[2]	183,702	[2]
Non-Mortgage-Backed Securities [Member]
Schedule of Available-for-sale Securities [Line Items]
Amortized Cost	1,358,773	[1]	1,365,142	[1]
Gross Unrealized Gains	36,707		35,044
Gross Unrealized Losses	-401		-4,259
Fair Value	1,395,079		1,395,927
Other U.S. Obligations MBS [Member]
Schedule of Available-for-sale Securities [Line Items]
Amortized Cost	2,200,806	[1]	1,979,226	[1]
Gross Unrealized Gains	7,653		340
Gross Unrealized Losses	0		-3,875
Fair Value	2,208,459		1,975,691
Mortgage-Backed Securities [Member]
Schedule of Available-for-sale Securities [Line Items]
Amortized Cost	11,164,137	[1]	10,892,019	[1]
Gross Unrealized Gains	103,158		103,260
Gross Unrealized Losses	-5,997		-7,414
Fair Value	11,261,298		10,987,865
Single-Family Mortgage-Backed Securities [Member] | GSE Mortgage-Backed Securities [Member]
Schedule of Available-for-sale Securities [Line Items]
Amortized Cost	1,894,163	[1]	1,991,471	[1]
Gross Unrealized Gains	20,481		17,586
Gross Unrealized Losses	-184		-150
Fair Value	1,914,460		2,008,907
Multi-Family Mortgage-Backed Securities [Member] | GSE Mortgage-Backed Securities [Member]
Schedule of Available-for-sale Securities [Line Items]
Amortized Cost	7,069,168	[1]	6,921,322	[1]
Gross Unrealized Gains	75,024		85,334
Gross Unrealized Losses	-5,813		-3,389
Fair Value	$7,138,379		$7,003,267
[1]	Amortized cost includes adjustments made to the cost basis of an investment for accretion, amortization, and/or fair value hedge accounting adjustments.
[2]	Consists of taxable municipal bonds.

AvailableforSale_Securities_Un

Available-for-Sale Securities (Unrealized Losses) (Details) (USD $)	Mar. 31, 2015	Dec. 31, 2014
In Thousands, unless otherwise specified
Schedule of Available-for-sale Securities [Line Items]
Continuous Unrealized Loss Position, Less than 12 Months, Fair Value	$1,890,771	$3,295,172
Continuous Unrealized Loss Position, Less than 12 Months, Unrealized Losses	-4,871	-7,270
Continuous Unrealized Loss Position, 12 Months or Longer, Fair Value	385,528	298,912
Continuous Unrealized Loss Position, 12 Months or Longer, Unrealized Losses	-1,527	-4,403
Continuous Unrealized Loss Position, Fair Value	2,276,299	3,594,084
Continuous Unrealized Loss Position, Unrealized Losses	-6,398	-11,673
Other U.S. Obligations [Member]
Schedule of Available-for-sale Securities [Line Items]
Continuous Unrealized Loss Position, Less than 12 Months, Fair Value		34,993
Continuous Unrealized Loss Position, Less than 12 Months, Unrealized Losses		-56
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		34,993
Continuous Unrealized Loss Position, Unrealized Losses		-56
GSE Obligations [Member]
Schedule of Available-for-sale Securities [Line Items]
Continuous Unrealized Loss Position, Less than 12 Months, Fair Value	0	230,965
Continuous Unrealized Loss Position, Less than 12 Months, Unrealized Losses	0	-286
Continuous Unrealized Loss Position, 12 Months or Longer, Fair Value	48,499	109,669
Continuous Unrealized Loss Position, 12 Months or Longer, Unrealized Losses	-4	-3,769
Continuous Unrealized Loss Position, Fair Value	48,499	340,634
Continuous Unrealized Loss Position, Unrealized Losses	-4	-4,055
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	11,499	0
Continuous Unrealized Loss Position, Less than 12 Months, Unrealized Losses	-68	0
Continuous Unrealized Loss Position, 12 Months or Longer, Fair Value	6,116	6,527
Continuous Unrealized Loss Position, 12 Months or Longer, Unrealized Losses	-329	-148
Continuous Unrealized Loss Position, Fair Value	17,615	6,527
Continuous Unrealized Loss Position, Unrealized Losses	-397	-148
Non-Mortgage-Backed Securities [Member]
Schedule of Available-for-sale Securities [Line Items]
Continuous Unrealized Loss Position, Less than 12 Months, Fair Value	11,499	265,958
Continuous Unrealized Loss Position, Less than 12 Months, Unrealized Losses	-68	-342
Continuous Unrealized Loss Position, 12 Months or Longer, Fair Value	54,615	116,196
Continuous Unrealized Loss Position, 12 Months or Longer, Unrealized Losses	-333	-3,917
Continuous Unrealized Loss Position, Fair Value	66,114	382,154
Continuous Unrealized Loss Position, Unrealized Losses	-401	-4,259
Mortgage-Backed Securities [Member]
Schedule of Available-for-sale Securities [Line Items]
Continuous Unrealized Loss Position, Less than 12 Months, Fair Value	1,879,272	3,029,214
Continuous Unrealized Loss Position, Less than 12 Months, Unrealized Losses	-4,803	-6,928
Continuous Unrealized Loss Position, 12 Months or Longer, Fair Value	330,913	182,716
Continuous Unrealized Loss Position, 12 Months or Longer, Unrealized Losses	-1,194	-486
Continuous Unrealized Loss Position, Fair Value	2,210,185	3,211,930
Continuous Unrealized Loss Position, Unrealized Losses	-5,997	-7,414
Single-Family Mortgage-Backed Securities [Member] | Other U.S. Obligations MBS [Member]
Schedule of Available-for-sale Securities [Line Items]
Continuous Unrealized Loss Position, Less than 12 Months, Fair Value		1,698,157
Continuous Unrealized Loss Position, Less than 12 Months, Unrealized Losses		-3,875
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		1,698,157
Continuous Unrealized Loss Position, Unrealized Losses		-3,875
Single-Family Mortgage-Backed Securities [Member] | GSE Mortgage-Backed Securities [Member]
Schedule of Available-for-sale Securities [Line Items]
Continuous Unrealized Loss Position, Less than 12 Months, Fair Value	40,904	0
Continuous Unrealized Loss Position, Less than 12 Months, Unrealized Losses	-6	0
Continuous Unrealized Loss Position, 12 Months or Longer, Fair Value	100,583	107,910
Continuous Unrealized Loss Position, 12 Months or Longer, Unrealized Losses	-178	-150
Continuous Unrealized Loss Position, Fair Value	141,487	107,910
Continuous Unrealized Loss Position, Unrealized Losses	-184	-150
Multi-Family Mortgage-Backed Securities [Member] | GSE Mortgage-Backed Securities [Member]
Schedule of Available-for-sale Securities [Line Items]
Continuous Unrealized Loss Position, Less than 12 Months, Fair Value	1,838,368	1,331,057
Continuous Unrealized Loss Position, Less than 12 Months, Unrealized Losses	-4,797	-3,053
Continuous Unrealized Loss Position, 12 Months or Longer, Fair Value	230,330	74,806
Continuous Unrealized Loss Position, 12 Months or Longer, Unrealized Losses	-1,016	-336
Continuous Unrealized Loss Position, Fair Value	2,068,698	1,405,863
Continuous Unrealized Loss Position, Unrealized Losses	($5,813)	($3,389)

AvailableforSale_Securities_Co

Available-for-Sale Securities (Contractual Maturity) (Details) (USD $)	Mar. 31, 2015		Dec. 31, 2014
In Thousands, unless otherwise specified
Schedule of Available-for-sale Securities [Line Items]
Amortized Cost	$12,522,910	[1]	$12,257,161	[1]
Fair Value	12,656,377		12,383,792
Non-Mortgage-Backed Securities [Member]
Schedule of Available-for-sale Securities [Line Items]
Contractual Maturities, Due in one year or less, Amortized Cost	89,447		66,673
Contractual Maturities, Due in one year or less, Fair Value	90,484		66,904
Contractual Maturities, Due after one year through five years, Amortized Cost	869,370		898,464
Contractual Maturities, Due after one year through five years, Fair Value	891,114		915,574
Contractual Maturities, Due after five years through ten years, Amortized Cost	245,605		247,821
Contractual Maturities, Due after five years through ten years, Fair Value	253,041		255,333
Contractual Maturities, Due after ten years, Amortized Cost	154,351		152,184
Contractual Maturities, Due after ten years, Fair Value	160,440		158,116
Amortized Cost	1,358,773	[1]	1,365,142	[1]
Fair Value	1,395,079		1,395,927
Mortgage-Backed Securities [Member]
Schedule of Available-for-sale Securities [Line Items]
Amortized Cost	11,164,137	[1]	10,892,019	[1]
Fair Value	$11,261,298		$10,987,865
[1]	Amortized cost includes adjustments made to the cost basis of an investment for accretion, amortization, and/or fair value hedge accounting adjustments.

AvailableforSale_Securities_Ne

Available-for-Sale Securities (Net Gains from Sale of AFS Securities) (Details) (USD $)	3 Months Ended
	Mar. 31, 2015	Mar. 31, 2014
Available-for-sale Securities [Abstract]
AFS Securities, Sales Proceeds	$0	$97,200,000
AFS Securities, Gross Realized Gains	$0	$800,000

HeldtoMaturity_Securities_Majo

Held-to-Maturity Securities (Major Security Types) (Details) (USD $)	Mar. 31, 2015		Dec. 31, 2014
In Thousands, unless otherwise specified
Schedule of Held-to-maturity Securities [Line Items]
Amortized Cost	$1,105,821	[1]	$1,211,460	[1]
Gross Unrealized Gains	92,936		88,143
Gross Unrealized Losses	-736		-555
Fair Value	1,198,021		1,299,048
GSE Obligations [Member]
Schedule of Held-to-maturity Securities [Line Items]
Amortized Cost	304,675	[1]	305,126	[1]
Gross Unrealized Gains	76,859		69,730
Gross Unrealized Losses	0		0
Fair Value	381,534		374,856
State or Local Housing Agency Obligations [Member]
Schedule of Held-to-maturity Securities [Line Items]
Amortized Cost	58,588	[1]	59,963	[1]
Gross Unrealized Gains	5,267		6,042
Gross Unrealized Losses	0		0
Fair Value	63,855		66,005
Non-Mortgage-Backed Securities [Member]
Schedule of Held-to-maturity Securities [Line Items]
Amortized Cost	363,263	[1]	365,089	[1]
Gross Unrealized Gains	82,126		75,772
Gross Unrealized Losses	0		0
Fair Value	445,389		440,861
Other U.S. Obligations MBS [Member] | Single-Family Mortgage-Backed Securities [Member]
Schedule of Held-to-maturity Securities [Line Items]
Amortized Cost	2,803	[1]	3,247	[1]
Gross Unrealized Gains	9		11
Gross Unrealized Losses	0		0
Fair Value	2,812		3,258
Other U.S. Obligations MBS [Member] | Commercial Mortgage-Backed Securities [Member]
Schedule of Held-to-maturity Securities [Line Items]
Amortized Cost	1,178	[1]	1,415	[1]
Gross Unrealized Gains	0		0
Gross Unrealized Losses	-1		-1
Fair Value	1,177		1,414
GSE Mortgage-Backed Securities [Member] | Single-Family Mortgage-Backed Securities [Member]
Schedule of Held-to-maturity Securities [Line Items]
Amortized Cost	714,702	[1]	816,793	[1]
Gross Unrealized Gains	10,678		12,302
Gross Unrealized Losses	-53		-31
Fair Value	725,327		829,064
Private-Label MBS [Member] | Residential Mortgage-Backed Securities [Member]
Schedule of Held-to-maturity Securities [Line Items]
Amortized Cost	23,875	[1]	24,916	[1]
Gross Unrealized Gains	123		58
Gross Unrealized Losses	-682		-523
Fair Value	23,316		24,451
Mortgage-Backed Securities [Member]
Schedule of Held-to-maturity Securities [Line Items]
Amortized Cost	742,558	[1]	846,371	[1]
Gross Unrealized Gains	10,810		12,371
Gross Unrealized Losses	-736		-555
Fair Value	$752,632		$858,187
[1]	Amortized cost includes adjustments made to the cost basis of an investment for accretion and/or amortization.

HeldtoMaturity_Securities_Unre

Held-to-Maturity Securities (Unrealized Losses) (Details) (USD $)	Mar. 31, 2015	Dec. 31, 2014
In Thousands, unless otherwise specified
Other U.S. Obligations MBS [Member] | Commercial Mortgage-Backed Securities [Member]
Schedule of Held-to-maturity Securities [Line Items]
Held-to-maturity Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Fair Value	$0	$0
Continuous Unrealized Loss Position, Less than 12 Months, Unrealized Losses	0	0
Held-to-maturity Securities, Continuous Unrealized Loss Position, Twelve Months or Longer, Fair Value	373	248
Held-to-Maturity Securities Continuous Unrealized Loss Position 12 Months or Longer Accumulated Loss	-1	-1
Continuous Unrealized Loss Position, Fair Value	373	248
Continuous Unrealized Loss Position, Unrealized Losses	-1	-1
GSE Mortgage-Backed Securities [Member] | Single-Family Mortgage-Backed Securities [Member]
Schedule of Held-to-maturity Securities [Line Items]
Held-to-maturity Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Fair Value	3,861	1,436
Continuous Unrealized Loss Position, Less than 12 Months, Unrealized Losses	-7	-4
Held-to-maturity Securities, Continuous Unrealized Loss Position, Twelve Months or Longer, Fair Value	36,676	38,607
Held-to-Maturity Securities Continuous Unrealized Loss Position 12 Months or Longer Accumulated Loss	-46	-27
Continuous Unrealized Loss Position, Fair Value	40,537	40,043
Continuous Unrealized Loss Position, Unrealized Losses	-53	-31
Private-Label MBS [Member] | Residential Mortgage-Backed Securities [Member]
Schedule of Held-to-maturity Securities [Line Items]
Held-to-maturity Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Fair Value	0	0
Continuous Unrealized Loss Position, Less than 12 Months, Unrealized Losses	0	0
Held-to-maturity Securities, Continuous Unrealized Loss Position, Twelve Months or Longer, Fair Value	15,407	16,243
Held-to-Maturity Securities Continuous Unrealized Loss Position 12 Months or Longer Accumulated Loss	-682	-523
Continuous Unrealized Loss Position, Fair Value	15,407	16,243
Continuous Unrealized Loss Position, Unrealized Losses	-682	-523
Mortgage-Backed Securities [Member]
Schedule of Held-to-maturity Securities [Line Items]
Held-to-maturity Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Fair Value	3,861	1,436
Continuous Unrealized Loss Position, Less than 12 Months, Unrealized Losses	-7	-4
Held-to-maturity Securities, Continuous Unrealized Loss Position, Twelve Months or Longer, Fair Value	52,456	55,098
Held-to-Maturity Securities Continuous Unrealized Loss Position 12 Months or Longer Accumulated Loss	-729	-551
Continuous Unrealized Loss Position, Fair Value	56,317	56,534
Continuous Unrealized Loss Position, Unrealized Losses	($736)	($555)

HeldtoMaturity_Securities_Cont

Held-to-Maturity Securities (Contractual Maturity) (Details) (USD $)	Mar. 31, 2015		Dec. 31, 2014
In Thousands, unless otherwise specified
Schedule of Held-to-maturity Securities [Line Items]
Amortized Cost	$1,105,821	[1]	$1,211,460	[1]
Fair Value	1,198,021		1,299,048
Non-Mortgage-Backed Securities [Member]
Schedule of Held-to-maturity Securities [Line Items]
Contractual Maturities, Due after ten years, Amortized Cost	363,263		365,089
Contractual Maturities, Due after ten years, Fair Value	445,389		440,861
Amortized Cost	363,263	[1]	365,089	[1]
Fair Value	445,389		440,861
Mortgage-Backed Securities [Member]
Schedule of Held-to-maturity Securities [Line Items]
Amortized Cost	742,558	[1]	846,371	[1]
Fair Value	$752,632		$858,187
[1]	Amortized cost includes adjustments made to the cost basis of an investment for accretion and/or amortization.

OtherThanTemporary_Impairment_

Other-Than-Temporary Impairment (Details) (Private-Label MBS [Member], Residential Mortgage-Backed Securities [Member])	Mar. 31, 2015
Minimum [Member]
Other than Temporary Impairment, Disclosure [Line Items]
Number of Third Party Models To Assess Recovery of Amortized Cost Basis of Securities	2
Projected House Price Increase (Decrease) Rate	-3.00%
Projected House Price Increase (Decrease) Rate For Vast Majority Of Markets	1.00%
Maximum [Member]
Other than Temporary Impairment, Disclosure [Line Items]
Projected House Price Increase (Decrease) Rate	8.00%
Projected House Price Increase (Decrease) Rate For Vast Majority Of Markets	5.00%

Advances_Redemption_Terms_Deta

Advances (Redemption Terms) (Details) (USD $)	Mar. 31, 2015	Dec. 31, 2014
In Thousands, unless otherwise specified
Advances [Abstract]
Overdrawn demand deposit accounts	$261	$66
Due in one year or less	6,422,064	7,997,497
Due after one year through two years	4,710,261	4,028,617
Due after two years through three years	4,187,208	4,437,280
Due after three years through four years	23,814,150	20,706,329
Due after four years through five years	17,706,098	21,447,326
Thereafter	6,473,752	6,335,093
Total par value	63,313,794	64,952,208
Premiums	133	137
Discounts	-6,020	-6,388
Fair value hedging adjustments	254,503	222,317
Total	$63,562,410	$65,168,274
Overdrawn demand deposit accounts, Weighted Average Interest Rate	3.28%	3.28%
Due in one year or less, Weighted Average Interest Rate	0.84%	0.66%
Due after one year through two years, Weighted Average Interest Rate	1.33%	1.45%
Due after two years through three years, Weighted Average Interest Rate	2.06%	1.68%
Due after three years through four years, Weighted Average Interest Rate	0.42%	0.56%
Due after four years through five years, Weighted Average Interest Rate	0.36%	0.33%
Thereafter, Weighted Average Interest Rate	0.93%	0.98%
Total par value, Weighted Average Interest Rate	0.67%	0.67%

Advances_Narrative_Details

Advances (Narrative) (Details) (USD $)	Mar. 31, 2015	Dec. 31, 2014
In Thousands, unless otherwise specified
Federal Home Loan Bank, Advances [Line Items]
Total par value	$63,313,794	$64,952,208
Callable Advances [Member]
Federal Home Loan Bank, Advances [Line Items]
Total par value	44,600,000	44,600,000
Putable Advances [Member]
Federal Home Loan Bank, Advances [Line Items]
Total par value	$2,100,000	$2,100,000

Advances_Prepayment_Fees_Detai

Advances (Prepayment Fees) (Details) (USD $)	3 Months Ended
In Thousands, unless otherwise specified	Mar. 31, 2015		Mar. 31, 2014
Advances [Abstract]
Gross Prepayment Fee Income	$265		$331
Fair Value Hedging Adjustments	242	[1]	-165	[1]
Prepayment Fees on Advances, Net	$507		$166
[1]	Represents the amortization/accretion of fair value hedging adjustments on closed advance fair value hedge relationships resulting from advance prepayments.

Mortgage_Loans_Held_for_Portfo2

Mortgage Loans Held for Portfolio (Mortgage Loans) (Details) (USD $)	Mar. 31, 2015		Dec. 31, 2014
In Thousands, unless otherwise specified
Mortgage Loans on Real Estate [Line Items]
Unpaid principal balance	$6,463,826		$6,486,407
Premiums	81,322		82,206
Discounts	-11,461		-12,191
Basis adjustments from mortgage loan commitments	11,054		10,947
Total mortgage loans held for portfolio	6,544,741		6,567,369
Fixed rate, long-term single family mortgages [Member]
Mortgage Loans on Real Estate [Line Items]
Unpaid principal balance	5,042,306		5,024,393
Fixed rate, medium-term single family mortgages [Member]
Mortgage Loans on Real Estate [Line Items]
Unpaid principal balance	$1,421,520	[1]	$1,462,014	[1]
[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 by Collateral or Guarantee Type) (Details) (USD $)	Mar. 31, 2015	Dec. 31, 2014
In Thousands, unless otherwise specified
Mortgage Loans on Real Estate [Line Items]
Unpaid principal balance	$6,463,826	$6,486,407
Conventional Loan [Member]
Mortgage Loans on Real Estate [Line Items]
Unpaid principal balance	5,899,768	5,916,651
Government Loan [Member]
Mortgage Loans on Real Estate [Line Items]
Unpaid principal balance	$564,058	$569,756

Allowance_for_Credit_Losses_Na

Allowance for Credit Losses (Narrative) (Details) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014	Dec. 31, 2014
Allowance for Credit Losses [Abstract]
Credit Enhancement Fees	$1.20	$1.10
FLA Balance For All Master Commitments	92.4		92.2
Real Estate Acquired Through Foreclosure	$9.20		$8.90

Allowance_for_Credit_Losses_Ro

Allowance for Credit Losses (Rollforward of Allowance for Credit Losses) (Details) (USD $)	3 Months Ended
In Thousands, unless otherwise specified	Mar. 31, 2015		Mar. 31, 2014	Dec. 31, 2014
Financing Receivable, Allowance for Credit Losses [Line Items]
Total allowance for credit losses	$1,100		$7,400
Total recorded investment of mortgage loans	6,578,848	[1]		6,601,976	[1]
Allowance for Loan and Lease Losses [Roll Forward]
Balance, beginning of period	4,900		8,000
Charge-offs	-4,343		-266
Recoveries	128		0
Provision (reversal) for credit losses on mortgage loans	415		-334
Balance, end of period	1,100		7,400
Conventional Loan [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Allowance for credit losses - Collectively evaluated for impairment	1,100			1,500
Allowance for credit losses - Individually evaluated for impairment	0			3,400
Recorded investment - Collectively evaluated for impairment	5,953,474	[1]		5,966,025	[1]
Recorded investment - Individually evaluated for impairment, with or without a related allowance	45,472	[1]		50,151	[1]
Total recorded investment of mortgage loans	$5,998,946	[1]		$6,016,176	[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 $)	Mar. 31, 2015		Dec. 31, 2014
In Thousands, unless otherwise specified
Financing Receivable, Recorded Investment [Line Items]
Total past due loans	$172,112		$185,272
Total current loans	6,406,736		6,416,704
Total recorded investment of mortgage loans	6,578,848	[1]	6,601,976	[1]
In process of foreclosure	30,099	[2]	30,826	[2]
Serious delinquency rate	0.90%	[3]	1.00%	[3]
Past due 90 days or more and still accruing interest	12,176	[4]	10,799	[4]
Non-accrual mortgage loans	54,425	[5]	58,832	[5]
Conventional Loan [Member]
Financing Receivable, Recorded Investment [Line Items]
Total past due loans	136,521		147,158
Total current loans	5,862,425		5,869,018
Total recorded investment of mortgage loans	5,998,946	[1]	6,016,176	[1]
In process of foreclosure	25,614	[2]	26,715	[2]
Serious delinquency rate	0.80%	[3]	0.90%	[3]
Past due 90 days or more and still accruing interest	0	[4]	0	[4]
Non-accrual mortgage loans	54,425	[5]	58,832	[5]
Government Loan [Member]
Financing Receivable, Recorded Investment [Line Items]
Total past due loans	35,591		38,114
Total current loans	544,311		547,686
Total recorded investment of mortgage loans	579,902	[1]	585,800	[1]
In process of foreclosure	4,485	[2]	4,111	[2]
Serious delinquency rate	2.10%	[3]	1.80%	[3]
Past due 90 days or more and still accruing interest	12,176	[4]	10,799	[4]
Non-accrual mortgage loans	0	[5]	0	[5]
Financing Receivables, 30 to 59 Days Past Due [Member]
Financing Receivable, Recorded Investment [Line Items]
Total past due loans	84,041		90,925
Financing Receivables, 30 to 59 Days Past Due [Member] | Conventional Loan [Member]
Financing Receivable, Recorded Investment [Line Items]
Total past due loans	65,744		70,646
Financing Receivables, 30 to 59 Days Past Due [Member] | Government Loan [Member]
Financing Receivable, Recorded Investment [Line Items]
Total past due loans	18,297		20,279
Financing Receivables, 60 to 89 Days Past Due [Member]
Financing Receivable, Recorded Investment [Line Items]
Total past due loans	25,944		29,036
Financing Receivables, 60 to 89 Days Past Due [Member] | Conventional Loan [Member]
Financing Receivable, Recorded Investment [Line Items]
Total past due loans	20,826		22,000
Financing Receivables, 60 to 89 Days Past Due [Member] | Government Loan [Member]
Financing Receivable, Recorded Investment [Line Items]
Total past due loans	5,118		7,036
Financing Receivables, 90 to 179 Days Past Due [Member]
Financing Receivable, Recorded Investment [Line Items]
Total past due loans	19,939		20,999
Financing Receivables, 90 to 179 Days Past Due [Member] | Conventional Loan [Member]
Financing Receivable, Recorded Investment [Line Items]
Total past due loans	14,172		16,355
Financing Receivables, 90 to 179 Days Past Due [Member] | Government Loan [Member]
Financing Receivable, Recorded Investment [Line Items]
Total past due loans	5,767		4,644
Financing Receivables, Greater than 180 Days Past Due [Member]
Financing Receivable, Recorded Investment [Line Items]
Total past due loans	42,188		44,312
Financing Receivables, Greater than 180 Days Past Due [Member] | Conventional Loan [Member]
Financing Receivable, Recorded Investment [Line Items]
Total past due loans	35,779		38,157
Financing Receivables, Greater than 180 Days Past Due [Member] | Government Loan [Member]
Financing Receivable, Recorded Investment [Line Items]
Total past due loans	$6,409		$6,155
[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 $)	3 Months Ended
In Thousands, unless otherwise specified	Mar. 31, 2015		Mar. 31, 2014	Dec. 31, 2014
Financing Receivable, Allowance for Credit Losses [Line Items]
Impaired loans with an allowance, Individually Evaluated Impaired Loans, Recorded Investment	$0			$19,342
Impaired loans without an allowance, Individually Evaluated Impaired Loans, Recorded Investment	45,472			30,809
Impaired Financing Receivable, Recorded Investment	45,472			50,151
Impaired Financing Receivable, Related Allowance	0	[1]		3,400
Impaired Financing Receivable, Interest Income, Accrual Method	0		0
Impaired Financing Receivable, with Related Allowance, Average Recorded Investment	0		21,647
Impaired Financing Receivable, with No Related Allowance, Average Recorded Investment	47,812		28,181
Impaired Financing Receivable, Average Recorded Investment	$47,812		$49,828
[1]	1Beginning January 1, 2015, the Bank began to charge-off the portion of the outstanding conventional mortgage loan balance in excess of the fair value of the underlying collateral for all collateral-dependent mortgage loans. As such, those loans no longer have an associated allowance.

Derivatives_and_Hedging_Activi2

Derivatives and Hedging Activities (Derivatives in Statement of Condition) (Details) (USD $)	Mar. 31, 2015		Dec. 31, 2014
In Thousands, unless otherwise specified
Derivatives, Fair Value [Line Items]
Notional Amount of Derivatives	$40,896,524		$39,851,150
Derivative Asset, Fair Value, Gross Asset Including Not Subject to Master Netting Arrangement	113,424		96,322
Derivative Liability, Fair Value, Gross Liability Including Not Subject to Master Netting Arrangement	638,135		511,026
Derivative Asset, Fair Value, Gross Liability and Obligation to Return Cash, Offset	-28,188	[1],[2]	-16,210	[1],[2]
Derivative Liability, Fair Value, Gross Asset and Right to Reclaim Cash, Offset	-564,277	[1],[2]	-434,394	[1],[2]
Derivative assets, net	85,236		80,112
Derivative liabilities, net	73,858		76,632
Designated as Hedging Instrument [Member] | Interest Rate Swap [Member]
Derivatives, Fair Value [Line Items]
Notional Amount of Derivatives	39,785,572		38,703,467
Derivative Asset, Fair Value, Gross Asset Including Not Subject to Master Netting Arrangement	111,351		84,362
Derivative Liability, Fair Value, Gross Liability Including Not Subject to Master Netting Arrangement	573,009		459,437
Not Designated as Hedging Instrument [Member]
Derivatives, Fair Value [Line Items]
Notional Amount of Derivatives	1,110,952		1,147,683
Derivative Asset, Fair Value, Gross Asset Including Not Subject to Master Netting Arrangement	2,073		11,960
Derivative Liability, Fair Value, Gross Liability Including Not Subject to Master Netting Arrangement	65,126		51,589
Not Designated as Hedging Instrument [Member] | Interest Rate Swap [Member]
Derivatives, Fair Value [Line Items]
Notional Amount of Derivatives	997,777		1,012,577
Derivative Asset, Fair Value, Gross Asset Including Not Subject to Master Netting Arrangement	1,813		11,714
Derivative Liability, Fair Value, Gross Liability Including Not Subject to Master Netting Arrangement	64,700		51,260
Mortgage-Backed Securities [Member] | Not Designated as Hedging Instrument [Member] | Forward Settlement Agreements (TBAs) [Member]
Derivatives, Fair Value [Line Items]
Notional Amount of Derivatives	51,500		65,000
Derivative Asset, Fair Value, Gross Asset Including Not Subject to Master Netting Arrangement	5		1
Derivative Liability, Fair Value, Gross Liability Including Not Subject to Master Netting Arrangement	417		322
Mortgages [Member] | Not Designated as Hedging Instrument [Member] | Forward Settlement Agreements (TBAs) [Member]
Derivatives, Fair Value [Line Items]
Notional Amount of Derivatives	61,675		70,106
Derivative Asset, Fair Value, Gross Asset Including Not Subject to Master Netting Arrangement	255		245
Derivative Liability, Fair Value, Gross Liability Including Not Subject to Master Netting Arrangement	$9		$7
[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 clearing agent and/or counterparty.
[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 clearing agent and/or counterparty. Cash collateral posted by the Bank (including accrued interest) was $536.1 million and $418.2 million at March 31, 2015 and December 31, 2014. At March 31, 2015 and December 31, 2014, the Bank had not received any cash collateral from clearing agents and/or counterparties.

Derivatives_and_Hedging_Activi3

Derivatives and Hedging Activities (Derivatives in Statement of Condition - Footnote) (Details) (USD $)	Mar. 31, 2015	Dec. 31, 2014
In Millions, unless otherwise specified
Derivative Instruments and Hedging Activities Disclosure [Abstract]
Derivative Liability, Collateral, Right to Reclaim Cash, Offset	$536.10	$418.20
Derivative Asset, Collateral, Obligation to Return Cash, Offset	$0	$0

Derivatives_and_Hedging_Activi4

Derivatives and Hedging Activities (Derivatives in Statement of Income) (Details) (USD $)	3 Months Ended
In Thousands, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
Derivative Instruments, Gain (Loss) [Line Items]
Derivatives Designated as Hedging Instruments, Gain (Loss), Net	($4,126)	($6,461)
Derivatives Not Designated as Hedging Instruments, Gain (Loss), Net	-26,785	-16,623
Net losses on derivatives and hedging activities	-30,911	-23,084
Interest Rate Swap [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Derivatives Designated as Hedging Instruments, Gain (Loss), Net	-4,126	-6,461
Derivatives Not Designated as Hedging Instruments, Gain (Loss), Net	-21,216	-13,087
Net Interest Settlements [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Derivatives Not Designated as Hedging Instruments, Gain (Loss), Net	-5,511	-3,493
Mortgage-Backed Securities [Member] | Forward Settlement Agreements (TBAs) [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Derivatives Not Designated as Hedging Instruments, Gain (Loss), Net	-855	-530
Mortgages [Member] | Forward Settlement Agreements (TBAs) [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Derivatives Not Designated as Hedging Instruments, Gain (Loss), Net	$797	$487

Derivatives_and_Hedging_Activi5

Derivatives and Hedging Activities (Derivatives in Statement of Income and Impact on Interest) (Details) (USD $)	3 Months Ended
In Thousands, unless otherwise specified	Mar. 31, 2015		Mar. 31, 2014
Derivative Instruments, Gain (Loss) [Line Items]
Gains (Losses) on Derivatives	($93,216)		($59,605)
Gains (Losses) on Hedged Items	89,090		53,144
Net Fair Value Hedge Ineffectiveness	-4,126		-6,461
Effect on Net Interest Income	-45,879	[1]	-53,756	[1]
Available-for-Sale Securities [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Gains (Losses) on Derivatives	-108,543		-87,933
Gains (Losses) on Hedged Items	103,549		80,581
Net Fair Value Hedge Ineffectiveness	-4,994		-7,352
Effect on Net Interest Income	-31,495	[1]	-24,713	[1]
Advances [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Gains (Losses) on Derivatives	-33,376		13,200
Gains (Losses) on Hedged Items	33,672		-12,767
Net Fair Value Hedge Ineffectiveness	296		433
Effect on Net Interest Income	-40,140	[1]	-40,294	[1]
Consolidated Obligation Bonds [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Gains (Losses) on Derivatives	48,703		15,128
Gains (Losses) on Hedged Items	-48,131		-14,670
Net Fair Value Hedge Ineffectiveness	572		458
Effect on Net Interest Income	$25,756	[1]	$11,251	[1]
[1]	The net interest income on derivatives in fair value hedge relationships is included in the interest income or interest expense line item of the respective hedged item type.

Derivatives_and_Hedging_Activi6

Derivatives and Hedging Activities (Credit Risk Exposure) (Details) (USD $)	Mar. 31, 2015
In Millions, unless otherwise specified
Derivative Instruments and Hedging Activities Disclosure [Abstract]
Derivative, Net Liability Position, Aggregate Fair Value	$301.30
Collateral Already Posted, Aggregate Fair Value	227.7
Additional Collateral, Aggregate Fair Value	$46.40

Derivatives_and_Hedging_Activi7

Derivatives and Hedging Activities (Offsetting of Derivative Assets and Derivative Liabilities) (Details) (USD $)	Mar. 31, 2015		Dec. 31, 2014
In Thousands, unless otherwise specified
Offsetting Assets and Liabilities [Line Items]
Derivative Asset, Fair Value, Gross Asset	$113,169		$96,077
Derivative Liability, Fair Value, Gross Liability	638,126		511,019
Derivative Asset, Fair Value, Gross Liability and Obligation to Return Cash, Offset	-28,188	[1],[2]	-16,210	[1],[2]
Derivative Liability, Fair Value, Gross Asset and Right to Reclaim Cash, Offset	-564,277	[1],[2]	-434,394	[1],[2]
Derivative Asset, Net Fair Value Amount, After Offsetting Adjustment	84,981		79,867
Derivative Liability, Net Fair Value Amount, After Offsetting Adjustment	73,849		76,625
Derivative assets, net	85,236		80,112
Derivative liabilities, net	73,858		76,632
Over the Counter [Member]
Offsetting Assets and Liabilities [Line Items]
Derivative Asset, Fair Value, Gross Asset	53,133		59,574
Derivative Liability, Fair Value, Gross Liability	353,943		316,472
Derivative Asset, Fair Value, Gross Liability and Obligation to Return Cash, Offset	-52,374		-56,327
Derivative Liability, Fair Value, Gross Asset and Right to Reclaim Cash, Offset	-280,094		-239,847
Derivative Asset, Net Fair Value Amount, After Offsetting Adjustment	759		3,247
Derivative Liability, Net Fair Value Amount, After Offsetting Adjustment	73,849		76,625
Derivative Asset, Not Subject to Master Netting Arrangement	255	[3]	245	[3]
Derivative Liability, Not Subject to Master Netting Arrangement	9	[3]	7	[3]
Derivative assets, net	1,014		3,492
Derivative liabilities, net	73,858		76,632
Exchange Cleared [Member]
Offsetting Assets and Liabilities [Line Items]
Derivative Asset, Fair Value, Gross Asset	60,036		36,503
Derivative Liability, Fair Value, Gross Liability	284,183		194,547
Derivative Asset, Fair Value, Gross Liability and Obligation to Return Cash, Offset	-24,186		-40,117
Derivative Liability, Fair Value, Gross Asset and Right to Reclaim Cash, Offset	-284,183		-194,547
Derivative Asset, Net Fair Value Amount, After Offsetting Adjustment	84,222		76,620
Derivative Liability, Net Fair Value Amount, After Offsetting Adjustment	0		0
Derivative assets, net	84,222		76,620
Derivative liabilities, net	$0		$0
[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 clearing agent and/or counterparty.
[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 clearing agent and/or counterparty. Cash collateral posted by the Bank (including accrued interest) was $536.1 million and $418.2 million at March 31, 2015 and December 31, 2014. At March 31, 2015 and December 31, 2014, the Bank had not received any cash collateral from clearing agents and/or counterparties.
[3]	Represents mortgage delivery commitments that are not subject to an enforceable netting agreement.

Consolidated_Obligations_Narra

Consolidated Obligations Narrative (Details) (USD $)	Mar. 31, 2015	Dec. 31, 2014
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	$812,200,000	$847,200,000

Consolidated_Obligations_Disco

Consolidated Obligations Discount Notes (Details) (USD $)	Mar. 31, 2015	Dec. 31, 2014
In Thousands, unless otherwise specified
Short-term Debt [Line Items]
Total	$60,419,645	$57,772,890
Consolidated Obligation Discount Notes [Member]
Short-term Debt [Line Items]
Par value	60,427,796	57,781,155
Par Value, Weighted Average Interest Rate	0.09%	0.09%
Discounts	($8,151)	($8,265)

Consolidated_Obligations_Bonds

Consolidated Obligations Bonds (Details) (USD $)	Mar. 31, 2015	Dec. 31, 2014
In Thousands, unless otherwise specified
Debt Instrument [Line Items]
Total	$32,031,318	$32,362,110
Consolidated Obligation Bonds [Member]
Debt Instrument [Line Items]
Due in one year or less	16,830,305	18,392,675
Due in one year or less, Weighted Average Interest Rate	0.57%	0.59%
Due after one year through two years	4,404,715	3,144,800
Due after one year through two years, Weighted Average Interest Rate	1.72%	2.31%
Due after two years through three years	2,395,325	2,731,455
Due after two years through three years, Weighted Average Interest Rate	3.55%	3.39%
Due after three years through four years	798,700	632,740
Due after three years through four years, Weighted Average Interest Rate	1.48%	1.47%
Due after four years through five years	2,854,785	1,883,450
Due after four years through five years, Weighted Average Interest Rate	2.78%	2.02%
Thereafter	4,518,725	5,382,770
Thereafter, Weighted Average Interest Rate	2.84%	3.06%
Index amortizing notes	155,759	165,016
Index amortizing notes, Weighted Average Interest Rate	5.21%	5.21%
Total par value	31,958,314	32,332,906
Total par value, Weighted Average Interest Rate	1.51%	1.53%
Premiums	20,047	21,045
Discounts	-17,731	-18,289
Fair value hedging adjustments	70,688	26,448
Total	$32,031,318	$32,362,110

Consolidated_Obligations_Bonds1

Consolidated Obligations Bonds by Call Features (Details) (Consolidated Obligation Bonds [Member], USD $)	Mar. 31, 2015	Dec. 31, 2014
In Thousands, unless otherwise specified
Debt Instrument [Line Items]
Total par value	$31,958,314	$32,332,906
Noncallable or Nonputable [Member]
Debt Instrument [Line Items]
Total par value	25,688,314	19,667,906
Callable [Member]
Debt Instrument [Line Items]
Total par value	$6,270,000	$12,665,000

Capital_Narrative_Details

Capital (Narrative) (Details) (USD $)	3 Months Ended
	Mar. 31, 2015	Dec. 31, 2014
Compliance with Regulatory Capital Requirements under Banking Regulations [Line Items]
Number of Finance Agency Regulatory Capital Requirements	3
Regulatory Capital Ratio, Percent, Minimum	4.00%
Leverage Ratio, Percent, Minimum	5.00%
Weight Applied to Permanent Capital in Computing Leverage Ratio	1.5
Weight Applied to Nonpermanent Capital in Computing Leverage Ratio	1
Capital Stock - Class B Putable, Par Value	$100	$100
Number of Subclasses of Capital Stock	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%
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%
Redemption Period Under FHLBank Capital Plan	5 years
Written Notice Period Required to Repurchase Excess Membership Capital Stock	15 days
Excess Capital	$0	$0
Mandatorily redeemable capital stock	24,191,000	24,367,000
Quarterly Net Income Allocated to Restricted Retained Earnings	20.00%
Restricted Retained Earnings	81,910,000	74,989,000
Maximum [Member]
Compliance with Regulatory Capital Requirements under Banking Regulations [Line Items]
Federal Home Loan Banks, Membership Requirements, Capital Stock	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

Capital_Regulatory_Capital_Req

Capital (Regulatory Capital Requirements) (Details) (USD $)	Mar. 31, 2015	Dec. 31, 2014
In Thousands, unless otherwise specified
Capital [Abstract]
Federal Home Loan Bank, Risk-Based Capital, Required	$556,816	$579,898
Federal Home Loan Bank, Risk-Based Capital, Actual	4,181,349	4,213,293
Capital-to-asset ratio, Required	4.00%	4.00%
Leverage Ratio, Required	5.00%	5.00%
Federal Home Loan Bank, Regulatory Capital, Required	3,909,284	3,820,958
Federal Home Loan Bank, Regulatory Capital, Actual	4,181,349	4,213,293
Federal Home Loan Bank, Leverage Capital, Required	4,886,605	4,776,197
Federal Home Loan Bank, Leverage Capital, Actual	$6,272,024	$6,319,939
Capital-to-asset ratio, Actual	4.28%	4.41%
Leverage Ratio, Actual	6.42%	6.62%

Capital_Accumulated_Other_Comp

Capital (Accumulated Other Comprehensive Income) (Details) (USD $)	3 Months Ended
In Thousands, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
Accumulated Other Comprehensive Income (Loss) [Roll Forward]
Beginning Balance	$123,222
Other comprehensive income (loss) before reclassifications, Net unrealized losses	6,836	21,150
Reclassifications from other comprehensive (loss) income to net income, Net realized gains on the sale of securities	0	-826
Reclassification from other comprehensive (loss) income to net income, Amortization - pension and postretirement	192	44
Total other comprehensive income	7,028	20,368
Ending Balance	130,250
Accumulated Net Unrealized Investment Gain (Loss) [Member] | Available-for-Sale Securities [Member]
Accumulated Other Comprehensive Income (Loss) [Roll Forward]
Beginning Balance	126,631	88,399
Other comprehensive income (loss) before reclassifications, Net unrealized losses	6,836	21,150
Reclassifications from other comprehensive (loss) income to net income, Net realized gains on the sale of securities		-826
Reclassification from other comprehensive (loss) income to net income, Amortization - pension and postretirement	0	0
Total other comprehensive income	6,836	20,324
Ending Balance	133,467	108,723
Accumulated Defined Benefit Plans Adjustment [Member]
Accumulated Other Comprehensive Income (Loss) [Roll Forward]
Beginning Balance	-3,409	-1,355
Other comprehensive income (loss) before reclassifications, Net unrealized losses	0	0
Reclassifications from other comprehensive (loss) income to net income, Net realized gains on the sale of securities		0
Reclassification from other comprehensive (loss) income to net income, Amortization - pension and postretirement	192	44
Total other comprehensive income	192	44
Ending Balance	-3,217	-1,311
Accumulated Other Comprehensive Income (Loss) [Member]
Accumulated Other Comprehensive Income (Loss) [Roll Forward]
Beginning Balance	123,222	87,044
Other comprehensive income (loss) before reclassifications, Net unrealized losses	6,836	21,150
Reclassifications from other comprehensive (loss) income to net income, Net realized gains on the sale of securities		-826
Reclassification from other comprehensive (loss) income to net income, Amortization - pension and postretirement	192	44
Total other comprehensive income	7,028	20,368
Ending Balance	$130,250	$107,412

Fair_Value_Carrying_Value_and_

Fair Value (Carrying Value and Fair Value of Financial Instruments) (Details) (USD $)	Mar. 31, 2015		Dec. 31, 2014
In Thousands, unless otherwise specified
Assets
Derivative Asset, Fair Value, Gross Liability and Obligation to Return Cash, Offset	($28,188)	[1],[2]	($16,210)	[1],[2]
Trading Securities	2,544,459		2,530,490
Available-for-sale securities	12,656,377		12,383,792
Held-to-Maturity Securities	1,198,021		1,299,048
Derivative assets, net	85,236		80,112
Liabilities
Derivative Liability, Fair Value, Gross Asset and Right to Reclaim Cash, Offset	-564,277	[1],[2]	-434,394	[1],[2]
Federal Home Loan Bank Borrowings, Fair Value Disclosure	-92,450,963		-90,135,000
Mandatorily redeemable capital stock	-24,191		-24,367
Derivative liabilities, net	-73,858		-76,632
Carrying Value [Member]
Assets
Cash and due from banks	341,844		495,197
Interest-bearing deposits	1,854		1,942
Securities purchased under agreements to resell	9,170,000		5,091,000
Federal funds sold	1,580,000		1,860,000
Trading Securities	2,544,459		2,530,490
Available-for-sale securities	12,656,377		12,383,792
Held-to-Maturity Securities	1,105,821		1,211,460
Advances	63,562,410		65,168,274
Mortgage loans held for portfolio, net	6,543,641		6,562,469
Accrued interest receivable	90,687		84,440
Derivative assets, net	85,236		80,112
Other assets	12,220		12,069
Liabilities
Deposits	-717,516		-512,558
Mandatorily redeemable capital stock	-24,191		-24,367
Accrued interest payable	-102,816		-89,509
Derivative liabilities, net	-73,858		-76,632
Fair Value [Member]
Assets
Cash and due from banks	341,844		495,197
Interest-bearing deposits	1,839		1,921
Securities purchased under agreements to resell	9,170,000		5,091,000
Federal funds sold	1,580,000		1,860,000
Trading Securities	2,544,459		2,530,490
Available-for-sale securities	12,656,377		12,383,792
Held-to-Maturity Securities	1,198,021		1,299,048
Advances	63,698,450		65,293,461
Mortgage loans held for portfolio, net	6,905,264		6,895,749
Accrued interest receivable	90,687		84,440
Derivative assets, net	85,236		80,112
Other assets	12,220		12,069
Liabilities
Deposits	-717,514		-512,553
Federal Home Loan Bank Borrowings, Fair Value Disclosure	-93,099,916		-90,732,795
Mandatorily redeemable capital stock	-24,191		-24,367
Accrued interest payable	-102,816		-89,509
Derivative liabilities, net	-73,858		-76,632
Fair Value, Level 1 [Member]
Assets
Cash and due from banks	341,844		495,197
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	5		1
Other assets	12,220		12,069
Liabilities
Deposits	0		0
Federal Home Loan Bank Borrowings, Fair Value Disclosure	0		0
Mandatorily redeemable capital stock	-24,191		-24,367
Accrued interest payable	0		0
Derivative liabilities, net	-417		-322
Fair Value, Level 2 [Member]
Assets
Cash and due from banks	0		0
Interest-bearing deposits	1,839		1,921
Securities purchased under agreements to resell	9,170,000		5,091,000
Federal funds sold	1,580,000		1,860,000
Trading Securities	2,544,459		2,530,490
Available-for-sale securities	12,656,377		12,383,792
Held-to-Maturity Securities	1,174,705		1,274,597
Advances	63,698,450		65,293,461
Mortgage loans held for portfolio, net	6,840,992		6,833,531
Accrued interest receivable	90,687		84,440
Derivative assets, net	113,419		96,321
Other assets	0		0
Liabilities
Deposits	-717,514		-512,553
Federal Home Loan Bank Borrowings, Fair Value Disclosure	-93,099,916		-90,732,795
Mandatorily redeemable capital stock	0		0
Accrued interest payable	-102,816		-89,509
Derivative liabilities, net	-637,718		-510,704
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	23,316		24,451
Advances	0		0
Mortgage loans held for portfolio, net	64,272		62,218
Accrued interest receivable	0		0
Derivative assets, net	0		0
Other assets	0		0
Liabilities
Deposits	0		0
Federal Home Loan Bank Borrowings, Fair Value Disclosure	0		0
Mandatorily redeemable capital stock	0		0
Accrued interest payable	0		0
Derivative liabilities, net	0		0
Consolidated Obligation Bonds [Member]
Liabilities
Bonds	0		0
Consolidated Obligation Bonds [Member] | Carrying Value [Member]
Liabilities
Bonds	-32,031,318		-32,362,110
Consolidated Obligation Bonds [Member] | Fair Value [Member]
Liabilities
Bonds	-32,678,021		-32,958,871
Consolidated Obligation Bonds [Member] | Fair Value, Level 1 [Member]
Liabilities
Bonds	0		0
Consolidated Obligation Bonds [Member] | Fair Value, Level 2 [Member]
Liabilities
Bonds	-32,678,021		-32,958,871
Consolidated Obligation Bonds [Member] | Fair Value, Level 3 [Member]
Liabilities
Bonds	0		0
Consolidated Obligation Discount Notes [Member] | Carrying Value [Member]
Liabilities
Discount notes	-60,419,645		-57,772,890
Consolidated Obligation Discount Notes [Member] | Fair Value [Member]
Liabilities
Discount notes	-60,421,895		-57,773,924
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	-60,421,895		-57,773,924
Consolidated Obligation Discount Notes [Member] | Fair Value, Level 3 [Member]
Liabilities
Discount notes	0		0
Commitments to Fund Advances [Member] | Carrying Value [Member]
Other [Abstract]
Other	0		0
Commitments to Fund Advances [Member] | Fair Value [Member]
Other [Abstract]
Other	-467		-194
Commitments to Fund Advances [Member] | Fair Value, Level 1 [Member]
Other [Abstract]
Other	0		0
Commitments to Fund Advances [Member] | Fair Value, Level 2 [Member]
Other [Abstract]
Other	-467		-194
Commitments to Fund Advances [Member] | Fair Value, Level 3 [Member]
Other [Abstract]
Other	0		0
Standby Letters of Credit [Member] | Carrying Value [Member]
Other [Abstract]
Other	-1,403		-1,978
Standby Letters of Credit [Member] | Fair Value [Member]
Other [Abstract]
Other	-1,403		-1,978
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	-1,403		-1,978
Standby Bond Purchase Agreements [Member] | Carrying Value [Member]
Other [Abstract]
Other	0		0
Standby Bond Purchase Agreements [Member] | Fair Value [Member]
Other [Abstract]
Other	-1,312		-1,809
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	-1,312		-1,809
Standby Bond Purchase Agreements [Member] | Fair Value, Level 3 [Member]
Other [Abstract]
Other	$0		$0
[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 clearing agent and/or counterparty.
[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 clearing agent and/or counterparty. Cash collateral posted by the Bank (including accrued interest) was $536.1 million and $418.2 million at March 31, 2015 and December 31, 2014. At March 31, 2015 and December 31, 2014, the Bank had not received any cash collateral from clearing agents and/or counterparties.

Fair_Value_Fair_Value_on_a_Rec

Fair Value (Fair Value on a Recurring Basis) (Details) (USD $)	Mar. 31, 2015		Dec. 31, 2014
In Thousands, unless otherwise specified
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Trading Securities	$2,544,459		$2,530,490
Available-for-sale Securities, Debt Securities	12,656,377		12,383,792
Derivative Asset, Fair Value, Gross Liability and Obligation to Return Cash, Offset	-28,188	[1],[2]	-16,210	[1],[2]
Derivative assets, net	85,236		80,112
Derivative Liability, Fair Value, Gross Asset and Right to Reclaim Cash, Offset	564,277	[1],[2]	434,394	[1],[2]
Derivative liabilities, net	-73,858		-76,632
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, Debt Securities	0		0
Derivative assets, net	5		1
Other assets	12,220		12,069
Derivative liabilities, net	-417		-322
Fair Value, Level 2 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Trading Securities	2,544,459		2,530,490
Available-for-sale Securities, Debt Securities	12,656,377		12,383,792
Derivative assets, net	113,419		96,321
Other assets	0		0
Derivative liabilities, net	-637,718		-510,704
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, Debt Securities	0		0
Derivative assets, net	0		0
Other assets	0		0
Derivative liabilities, net	0		0
Fair Value, Measurements, Recurring [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Derivative Asset, Fair Value, Gross Liability and Obligation to Return Cash, Offset	-28,188	[1]	-16,210	[1]
Derivative Liability, Fair Value, Gross Asset and Right to Reclaim Cash, Offset	564,277	[1]	434,394	[1]
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, Debt Securities	0		0
Interest-rate related derivative assets	0		0
Derivative assets, net	5		1
Other assets	12,220		12,069
Total recurring assets	12,225		12,070
Interest-rate related derivative liabilities	0		0
Derivative liabilities, net	-417		-322
Total recurring liabilities	-417		-322
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	2,544,459		2,530,490
Available-for-sale Securities, Debt Securities	12,656,377		12,383,792
Interest-rate related derivative assets	113,164		96,076
Derivative assets, net	113,419		96,321
Other assets	0		0
Total recurring assets	15,314,255		15,010,603
Interest-rate related derivative liabilities	-637,709		-510,697
Derivative liabilities, net	-637,718		-510,704
Total recurring liabilities	-637,718		-510,704
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, Debt 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
Interest Rate Swap [Member] | Fair Value, Measurements, Recurring [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Derivative Asset, Fair Value, Gross Liability and Obligation to Return Cash, Offset	-28,183	[1]	-16,209	[1]
Derivative Liability, Fair Value, Gross Asset and Right to Reclaim Cash, Offset	564,272	[1]	434,393	[1]
Forward Settlement Agreements (TBAs) [Member] | Fair Value, Measurements, Recurring [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Derivative Asset, Fair Value, Gross Liability and Obligation to Return Cash, Offset	-5	[1]	-1	[1]
Derivative Liability, Fair Value, Gross Asset and Right to Reclaim Cash, Offset	5	[1]	1	[1]
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	5		1
Derivative liabilities, net	-417		-322
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		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		0
Derivative liabilities, net	0		0
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		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	255		245
Derivative liabilities, net	-9		-7
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		0
Other U.S. Obligations [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Trading Securities	257,222		256,267
Available-for-sale Securities, Debt Securities	160,108		163,569
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, Debt 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	257,222		256,267
Available-for-sale Securities, Debt Securities	160,108		163,569
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, Debt Securities	0		0
GSE Obligations [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Trading Securities	1,532,786		1,531,811
Available-for-sale Securities, Debt Securities	1,011,769		1,012,308
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, Debt 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	1,532,786		1,531,811
Available-for-sale Securities, Debt Securities	1,011,769		1,012,308
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, Debt Securities	0		0
State or Local Housing Agency Obligations [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale Securities, Debt Securities	35,220		36,348
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, Debt 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, Debt Securities	35,220		36,348
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, Debt Securities	0		0
Other Non-MBS [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Trading Securities	284,324	[3]	280,215	[3]
Available-for-sale Securities, Debt Securities	187,982	[3]	183,702	[3]
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, Debt 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	284,324		280,215
Available-for-sale Securities, Debt Securities	187,982		183,702
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, Debt Securities	0		0
Other U.S. Obligations MBS [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale Securities, Debt Securities	2,208,459		1,975,691
Other U.S. Obligations 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]
Available-for-sale Securities, Debt Securities			0
Other U.S. Obligations 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]
Available-for-sale Securities, Debt Securities			1,975,691
Other U.S. Obligations 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]
Available-for-sale Securities, Debt Securities			0
GSE Mortgage-Backed Securities [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
GSE Mortgage-Backed Securities [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
Fair Value [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Trading Securities	2,544,459		2,530,490
Available-for-sale Securities, Debt Securities	12,656,377		12,383,792
Derivative assets, net	85,236		80,112
Other assets	12,220		12,069
Derivative liabilities, net	-73,858		-76,632
Fair Value [Member] | Fair Value, Measurements, Recurring [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Trading Securities	2,544,459		2,530,490
Available-for-sale Securities, Debt Securities	12,656,377		12,383,792
Interest-rate related derivative assets	84,981		79,867
Derivative assets, net	85,236		80,112
Other assets	12,220		12,069
Total recurring assets	15,298,292		15,006,463
Interest-rate related derivative liabilities	-73,437		-76,304
Derivative liabilities, net	-73,858		-76,632
Total recurring liabilities	-73,858		-76,632
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	0		0
Derivative liabilities, net	-412		-321
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	255		245
Derivative liabilities, net	-9		-7
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	257,222		256,267
Available-for-sale Securities, Debt Securities	160,108		163,569
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	1,532,786		1,531,811
Available-for-sale Securities, Debt Securities	1,011,769		1,012,308
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, Debt Securities	35,220		36,348
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	284,324		280,215
Available-for-sale Securities, Debt Securities	187,982		183,702
Fair Value [Member] | Other U.S. Obligations MBS [Member] | Fair Value, Measurements, Recurring [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale Securities, Debt Securities			1,975,691
Fair Value [Member] | GSE Mortgage-Backed Securities [Member] | Fair Value, Measurements, Recurring [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Trading Securities			462,197
Single-Family Mortgage-Backed Securities [Member] | Other U.S. Obligations 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]
Available-for-sale Securities, Debt Securities	0
Single-Family Mortgage-Backed Securities [Member] | Other U.S. Obligations 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]
Available-for-sale Securities, Debt Securities	2,208,459
Single-Family Mortgage-Backed Securities [Member] | Other U.S. Obligations 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]
Available-for-sale Securities, Debt Securities	0
Single-Family Mortgage-Backed Securities [Member] | GSE Mortgage-Backed Securities [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale Securities, Debt Securities	1,914,460		2,008,907
Single-Family Mortgage-Backed Securities [Member] | GSE Mortgage-Backed Securities [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, Debt Securities	0		0
Single-Family Mortgage-Backed Securities [Member] | GSE Mortgage-Backed Securities [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, Debt Securities	1,914,460		2,008,907
Single-Family Mortgage-Backed Securities [Member] | GSE Mortgage-Backed Securities [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, Debt Securities	0		0
Single-Family Mortgage-Backed Securities [Member] | Fair Value [Member] | Other U.S. Obligations MBS [Member] | Fair Value, Measurements, Recurring [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale Securities, Debt Securities	2,208,459
Single-Family Mortgage-Backed Securities [Member] | Fair Value [Member] | GSE Mortgage-Backed Securities [Member] | Fair Value, Measurements, Recurring [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale Securities, Debt Securities	1,914,460		2,008,907
Multi-Family Mortgage-Backed Securities [Member] | GSE Mortgage-Backed Securities [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Trading Securities	470,127		462,197
Available-for-sale Securities, Debt Securities	7,138,379		7,003,267
Multi-Family Mortgage-Backed Securities [Member] | GSE Mortgage-Backed Securities [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
Available-for-sale Securities, Debt Securities	0		0
Multi-Family Mortgage-Backed Securities [Member] | GSE Mortgage-Backed Securities [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	470,127
Available-for-sale Securities, Debt Securities	7,138,379		7,003,267
Multi-Family Mortgage-Backed Securities [Member] | GSE Mortgage-Backed Securities [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
Available-for-sale Securities, Debt Securities	0		0
Multi-Family Mortgage-Backed Securities [Member] | Fair Value [Member] | GSE Mortgage-Backed Securities [Member] | Fair Value, Measurements, Recurring [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Trading Securities	470,127
Available-for-sale Securities, Debt Securities	$7,138,379		$7,003,267
[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 clearing agent and/or counterparty.
[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 clearing agent and/or counterparty. Cash collateral posted by the Bank (including accrued interest) was $536.1 million and $418.2 million at March 31, 2015 and December 31, 2014. At March 31, 2015 and December 31, 2014, the Bank had not received any cash collateral from clearing agents and/or counterparties.
[3]	Consists of taxable municipal bonds.

Fair_Value_Fair_Value_on_a_Non

Fair Value (Fair Value on a Non-Recurring Basis) (Details) (USD $)	Mar. 31, 2015	Dec. 31, 2014
In Thousands, unless otherwise specified
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Total non-recurring assets	$18,149	$16,715
Fair Value, Measurements, Nonrecurring [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Impaired mortgage loans held for portfolio	17,531	15,942
Real estate owned	$618	$773

Fair_Value_Fair_Value_Option_Q

Fair Value (Fair Value Option, Quantitative Disclosures) (Details) (USD $)	3 Months Ended
In Thousands, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
Fair Value, Option, Quantitative Disclosures [Roll Forward]
Net gains on consolidated obligations held at fair value	$0	$2
Consolidated Obligation Bonds [Member]
Fair Value, Option, Quantitative Disclosures [Roll Forward]
Balance, beginning of period		50,033
Maturities and terminations		-50,000
Net gains on consolidated obligations held at fair value		-2
Change in accrued interest/unaccreted balance		-31
Balance, end of period		$0

Commitments_and_Contingencies_1

Commitments and Contingencies (Details) (USD $)	3 Months Ended
	Mar. 31, 2015	Mar. 31, 2014	Dec. 31, 2014
	Institutions
Loss Contingencies [Line Items]
Number of Federal Home Loan Banks	12
Other liabilities	$31,631,000		$332,499,000
FLA Balance For All Master Commitments	92,400,000		92,200,000
Other FHLBanks [Member]
Loss Contingencies [Line Items]
Total par value	719,800,000,000		757,100,000,000
Standby Letters of Credit [Member]
Loss Contingencies [Line Items]
Fair Value Disclosure, Off-balance Sheet Risks, Face Amount, Expiring Within One Year	3,959,517,000
Fair Value Disclosure, Off-balance Sheet Risks, Face Amount, Expiring After One Year	61,587,000
Fair Value Disclosure, Off-balance Sheet Risks, Face Amount, Liability	4,021,104,000		4,411,783,000
Other liabilities	1,400,000		2,000,000
Original Expiration Periods No Later Than	2020
Standby Letters of Credit [Member] | Minimum [Member]
Loss Contingencies [Line Items]
Standby Letters Of Credit Original Terms	1 month
Standby Letters of Credit [Member] | Maximum [Member]
Loss Contingencies [Line Items]
Standby Letters Of Credit Original Terms	13 years
Standby Bond Purchase Agreements [Member]
Loss Contingencies [Line Items]
Fair Value Disclosure, Off-balance Sheet Risks, Face Amount, Expiring Within One Year	239,794,000
Fair Value Disclosure, Off-balance Sheet Risks, Face Amount, Expiring After One Year	291,903,000
Fair Value Disclosure, Off-balance Sheet Risks, Face Amount, Liability	531,697,000		557,282,000
Original Expiration Periods No Later Than	2017
Original Expiration Periods Up To	7 years
Number of Housing Authorities For Which the Bank Has Standby Bond Purchase Agreements	4
Fees Generated From Guarantees Related to Standby Bond Purchase Agreements	400,000	500,000
Loan Purchase or Fund Commitments [Member]
Loss Contingencies [Line Items]
Fair Value Disclosure, Off-balance Sheet Risks, Face Amount, Expiring Within One Year	61,675,000
Fair Value Disclosure, Off-balance Sheet Risks, Face Amount, Expiring After One Year	0
Fair Value Disclosure, Off-balance Sheet Risks, Face Amount, Liability	61,675,000		70,106,000
Period of Delivery Commitments	45 days
Commitments to Issue Bonds [Member]
Loss Contingencies [Line Items]
Fair Value Disclosure, Off-balance Sheet Risks, Face Amount, Expiring Within One Year	1,116,050,000
Fair Value Disclosure, Off-balance Sheet Risks, Face Amount, Expiring After One Year	0
Fair Value Disclosure, Off-balance Sheet Risks, Face Amount, Liability	1,116,050,000		170,000,000
Commitments to Issue Discount Notes [Member]
Loss Contingencies [Line Items]
Fair Value Disclosure, Off-balance Sheet Risks, Face Amount, Expiring Within One Year	1,691,137,000
Fair Value Disclosure, Off-balance Sheet Risks, Face Amount, Expiring After One Year	0
Fair Value Disclosure, Off-balance Sheet Risks, Face Amount, Liability	1,691,137,000		0
Commitments to Fund Advances [Member]
Loss Contingencies [Line Items]
Fair Value Disclosure, Off-balance Sheet Risks, Face Amount, Expiring Within One Year	0
Fair Value Disclosure, Off-balance Sheet Risks, Face Amount, Expiring After One Year	89,000,000
Fair Value Disclosure, Off-balance Sheet Risks, Face Amount, Liability	89,000,000		14,000,000
Other Commitments [Domain]
Loss Contingencies [Line Items]
Fair Value Disclosure, Off-balance Sheet Risks, Face Amount, Expiring Within One Year	86,580,000
Fair Value Disclosure, Off-balance Sheet Risks, Face Amount, Expiring After One Year	0
Fair Value Disclosure, Off-balance Sheet Risks, Face Amount, Liability	86,580,000		86,580,000
Purchase Commitment, Iowa Finance Authority Taxable Variable Rate Multi Family Mortgage Revenue Bonds	100,000,000
Bonds Purchased Under the Iowa Finance Authority Agreement	$13,400,000

Activities_with_Stockholders_T1

Activities with Stockholders (Transactions with Directors' Financial Institutions) (Details) (USD $)	Mar. 31, 2015	Dec. 31, 2014
In Thousands, unless otherwise specified
Related Party Transaction [Line Items]
Advances	$63,562,410	$65,168,274
Mortgage Loans	6,544,741	6,567,369
Deposits, Domestic	717,516	512,558
Capital Stock	3,427,778	3,468,503
Director [Member]
Related Party Transaction [Line Items]
Advances	803,761	822,027
Advances, Percent	1.30%	1.30%
Mortgage Loans	128,359	206,957
Mortgage Loans, Percent	2.00%	3.20%
Deposits, Domestic	8,217	3,362
Deposits, Percent	1.20%	0.70%
Capital Stock	$54,413	$55,000
Capital Stock, Percent	1.60%	1.60%

Activities_with_Stockholders_B

Activities with Stockholders (Business Concentrations) (Details) (USD $)	3 Months Ended			12 Months Ended
	Mar. 31, 2015		Mar. 31, 2014	Dec. 31, 2013		Dec. 31, 2014
Related Party Transaction [Line Items]
Advances	$63,562,410,000					$65,168,274,000
Mortgage Loans	6,544,741,000					6,567,369,000
Interest Income on Advances	66,176,000		52,862,000
Wells Fargo Bank N.A. [Member]
Related Party Transaction [Line Items]
Capital Stock	1,370,000,000					1,370,000,000
Capital Stock Percentage	39.70%					39.20%
Advances	34,000,000,000					34,000,000,000
Mortgage Loans	0					0
Interest Income on Advances	23,053,000	[1]		63,462,000	[2]
Superior Guaranty Insurance Company [Member]
Related Party Transaction [Line Items]
Capital Stock	45,452,000	[3]				47,866,000	[3]
Capital Stock Percentage	1.30%	[3]				1.40%	[3]
Advances	0	[3]				0	[3]
Mortgage Loans	1,106,842,000	[3]				1,173,522,000	[3]
Interest Income on Advances	0	[1],[3]		0	[2],[3]
Principal Owner [Member]
Related Party Transaction [Line Items]
Capital Stock	1,415,452,000					1,417,866,000
Capital Stock Percentage	41.00%					40.60%
Advances	34,000,000,000					34,000,000,000
Mortgage Loans	1,106,842,000					1,173,522,000
Interest Income on Advances	$23,053,000	[1]		$63,462,000	[2]
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 three months ended March 31, 2015. Interest income on mortgage loans is excluded from this table as this interest relates to the borrower, not to Superior Guaranty Insurance Company.
[2]	Represents interest income earned on advances during the year ended December 31, 2014. Interest income on mortgage loans is excluded from this table as this interest relates to the borrower, not to Superior Guaranty Insurance Company.
[3]	Superior Guaranty Insurance Company is an affiliate of Wells Fargo Bank, N.A.

Activities_with_Other_FHLBanks2

Activities with Other FHLBanks (Details) (USD $)	3 Months Ended
	Mar. 31, 2015	Mar. 31, 2014	Dec. 31, 2013
FHLBank of Chicago [Member]
Schedule of Other Transactions [Line Items]
Servicing Fees	$700,000	$700,000
Federal Home Loan Bank of Topeka [Member]
Schedule of Other Transactions [Line Items]
Loans to Other Federal Home Loan Banks		0	0
Payments for Federal Home Loan Bank Loans		10,000,000
Proceeds from Federal Home Loan Bank Loans		-10,000,000
Federal Home Loan Bank of Atlanta [Member]
Schedule of Other Transactions [Line Items]
Loans from Other Federal Home Loan Banks		0	0
Proceeds from Federal Home Loan Bank Borrowings		70,000,000
Repayments of Federal Home Loan Bank Borrowings		($70,000,000)