Fair Values (Fair Value, Assets And Liabilities Measured On Recurring And Nonrecurring Basis) (Details) (USD $) | Jun. 30, 2014 | Dec. 31, 2013 |
In Thousands, unless otherwise specified |
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ' | | ' | |
Trading securities | $1,596,292 | | $2,704,777 | |
Total derivative assets | 26,069 | | 27,957 | |
Derivative Asset, Netting Adjustment and Cash Collateral | -107,418 | [1] | -144,849 | [1] |
Derivative Asset Securities Purchased Under Agreements To Resell Securities Borrowed Collateral Obligation To Return Securities Not Subject To Master Netting Arrangement Deduction | -1,000,457 | [2] | -24 | [2] |
Total derivative liabilities | 85,017 | | 108,353 | |
Derivative Liability, Netting Adjustment and Cash Collateral | -272,813 | [1] | -361,976 | [1] |
Derivative Liability Securities Sold Under Agreements To Resell Securities Loaned Amount Offset Against Collateral Not Subject To Master Netting Arrangement Deduction | -50 | [2] | -392 | [2] |
Held-to-maturity securities | 5,318,792 | | 5,415,205 | |
Recurring Fair Value Measurements [Member] | ' | | ' | |
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ' | | ' | |
Trading securities | 1,596,292 | | 2,704,777 | |
Total derivative assets | 26,069 | | 27,957 | |
Derivative Asset, Netting Adjustment and Cash Collateral | -107,418 | [1] | -144,849 | [1] |
Derivative Asset Securities Purchased Under Agreements To Resell Securities Borrowed Collateral Obligation To Return Securities Not Subject To Master Netting Arrangement Deduction | -107,418 | [1] | -144,849 | [1] |
TOTAL ASSETS MEASURED AT FAIR VALUE | 1,622,361 | | 2,732,734 | |
Total derivative liabilities | 85,017 | | 108,353 | |
Derivative Liability, Netting Adjustment and Cash Collateral | -272,813 | [1] | -361,976 | [1] |
Derivative Liability Securities Sold Under Agreements To Resell Securities Loaned Amount Offset Against Collateral Not Subject To Master Netting Arrangement Deduction | -272,813 | [1] | -361,976 | [1] |
TOTAL LIABILITIES MEASURED AT FAIR VALUE | 85,017 | | 108,353 | |
Recurring Fair Value Measurements [Member] | Level 1 [Member] | ' | | ' | |
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ' | | ' | |
Trading securities | 0 | | 0 | |
Total derivative assets | 0 | | 0 | |
TOTAL ASSETS MEASURED AT FAIR VALUE | 0 | | 0 | |
Total derivative liabilities | 0 | | 0 | |
TOTAL LIABILITIES MEASURED AT FAIR VALUE | 0 | | 0 | |
Recurring Fair Value Measurements [Member] | Level 2 [Member] | ' | | ' | |
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ' | | ' | |
Trading securities | 1,596,292 | | 2,704,777 | |
Total derivative assets | 133,487 | | 172,806 | |
TOTAL ASSETS MEASURED AT FAIR VALUE | 1,729,779 | | 2,877,583 | |
Total derivative liabilities | 357,830 | | 470,329 | |
TOTAL LIABILITIES MEASURED AT FAIR VALUE | 357,830 | | 470,329 | |
Recurring Fair Value Measurements [Member] | Level 3 [Member] | ' | | ' | |
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ' | | ' | |
Trading securities | 0 | | 0 | |
Total derivative assets | 0 | | 0 | |
TOTAL ASSETS MEASURED AT FAIR VALUE | 0 | | 0 | |
Total derivative liabilities | 0 | | 0 | |
TOTAL LIABILITIES MEASURED AT FAIR VALUE | 0 | | 0 | |
Nonrecurring Fair Value Measurements [Member] | ' | | ' | |
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ' | | ' | |
TOTAL ASSETS MEASURED AT FAIR VALUE | 729 | | 734 | |
Real estate owned | 729 | [3] | 497 | [4] |
Nonrecurring Fair Value Measurements [Member] | Level 1 [Member] | ' | | ' | |
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ' | | ' | |
TOTAL ASSETS MEASURED AT FAIR VALUE | 0 | | 0 | |
Real estate owned | 0 | [3] | 0 | [4] |
Nonrecurring Fair Value Measurements [Member] | Level 2 [Member] | ' | | ' | |
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ' | | ' | |
TOTAL ASSETS MEASURED AT FAIR VALUE | 0 | | 0 | |
Real estate owned | 0 | [3] | 0 | [4] |
Nonrecurring Fair Value Measurements [Member] | Level 3 [Member] | ' | | ' | |
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ' | | ' | |
TOTAL ASSETS MEASURED AT FAIR VALUE | 729 | | 734 | |
Real estate owned | 729 | [3] | 497 | [4] |
Interest Rate Contract [Member] | Recurring Fair Value Measurements [Member] | ' | | ' | |
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ' | | ' | |
Total derivative assets | 25,612 | | 27,933 | |
Derivative Asset, Netting Adjustment and Cash Collateral | -107,418 | [1] | -144,849 | [1] |
Total derivative liabilities | 85,016 | | 108,064 | |
Derivative Liability, Netting Adjustment and Cash Collateral | -272,813 | [1] | -361,976 | [1] |
Interest Rate Contract [Member] | Recurring Fair Value Measurements [Member] | Level 1 [Member] | ' | | ' | |
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ' | | ' | |
Total derivative assets | 0 | | 0 | |
Total derivative liabilities | 0 | | 0 | |
Interest Rate Contract [Member] | Recurring Fair Value Measurements [Member] | Level 2 [Member] | ' | | ' | |
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ' | | ' | |
Total derivative assets | 133,030 | | 172,782 | |
Total derivative liabilities | 357,829 | | 470,040 | |
Interest Rate Contract [Member] | Recurring Fair Value Measurements [Member] | Level 3 [Member] | ' | | ' | |
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ' | | ' | |
Total derivative assets | 0 | | 0 | |
Total derivative liabilities | 0 | | 0 | |
Mortgage Delivery Commitments [Member] | Recurring Fair Value Measurements [Member] | ' | | ' | |
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ' | | ' | |
Total derivative assets | 457 | | 24 | |
Total derivative liabilities | 1 | | 289 | |
Mortgage Delivery Commitments [Member] | Recurring Fair Value Measurements [Member] | Level 1 [Member] | ' | | ' | |
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ' | | ' | |
Total derivative assets | 0 | | 0 | |
Total derivative liabilities | 0 | | 0 | |
Mortgage Delivery Commitments [Member] | Recurring Fair Value Measurements [Member] | Level 2 [Member] | ' | | ' | |
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ' | | ' | |
Total derivative assets | 457 | | 24 | |
Total derivative liabilities | 1 | | 289 | |
Mortgage Delivery Commitments [Member] | Recurring Fair Value Measurements [Member] | Level 3 [Member] | ' | | ' | |
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ' | | ' | |
Total derivative assets | 0 | | 0 | |
Total derivative liabilities | 0 | | 0 | |
Non-mortgage-backed Securities [Member] | ' | | ' | |
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ' | | ' | |
Trading securities | 1,442,913 | | 2,532,987 | |
Held-to-maturity securities | 123,669 | | 54,872 | |
Certificates Of Deposit [Member] | ' | | ' | |
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ' | | ' | |
Trading securities | ' | | 260,009 | |
Certificates Of Deposit [Member] | Recurring Fair Value Measurements [Member] | ' | | ' | |
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ' | | ' | |
Trading securities | ' | | 260,009 | |
Certificates Of Deposit [Member] | Recurring Fair Value Measurements [Member] | Level 1 [Member] | ' | | ' | |
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ' | | ' | |
Trading securities | ' | | 0 | |
Certificates Of Deposit [Member] | Recurring Fair Value Measurements [Member] | Level 2 [Member] | ' | | ' | |
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ' | | ' | |
Trading securities | ' | | 260,009 | |
Certificates Of Deposit [Member] | Recurring Fair Value Measurements [Member] | Level 3 [Member] | ' | | ' | |
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ' | | ' | |
Trading securities | ' | | 0 | |
U.S. Treasury Obligations [Member] | ' | | ' | |
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ' | | ' | |
Trading securities | 25,031 | | 25,012 | |
U.S. Treasury Obligations [Member] | Recurring Fair Value Measurements [Member] | ' | | ' | |
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ' | | ' | |
Trading securities | 25,031 | | 25,012 | |
U.S. Treasury Obligations [Member] | Recurring Fair Value Measurements [Member] | Level 1 [Member] | ' | | ' | |
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ' | | ' | |
Trading securities | 0 | | 0 | |
U.S. Treasury Obligations [Member] | Recurring Fair Value Measurements [Member] | Level 2 [Member] | ' | | ' | |
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ' | | ' | |
Trading securities | 25,031 | | 25,012 | |
U.S. Treasury Obligations [Member] | Recurring Fair Value Measurements [Member] | Level 3 [Member] | ' | | ' | |
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ' | | ' | |
Trading securities | 0 | | 0 | |
Government-Sponsored Enterprise Obligations [Member] | ' | | ' | |
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ' | | ' | |
Trading securities | 1,417,882 | [5],[6] | 2,247,966 | [5],[7] |
Government-Sponsored Enterprise Obligations [Member] | Recurring Fair Value Measurements [Member] | ' | | ' | |
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ' | | ' | |
Trading securities | 1,417,882 | [5],[7] | 2,247,966 | [5],[7] |
Government-Sponsored Enterprise Obligations [Member] | Recurring Fair Value Measurements [Member] | Level 1 [Member] | ' | | ' | |
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ' | | ' | |
Trading securities | 0 | [5],[7] | 0 | [5],[7] |
Government-Sponsored Enterprise Obligations [Member] | Recurring Fair Value Measurements [Member] | Level 2 [Member] | ' | | ' | |
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ' | | ' | |
Trading securities | 1,417,882 | [5],[7] | 2,247,966 | [5],[7] |
Government-Sponsored Enterprise Obligations [Member] | Recurring Fair Value Measurements [Member] | Level 3 [Member] | ' | | ' | |
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ' | | ' | |
Trading securities | 0 | [5],[7] | 0 | [5],[7] |
Mortgage-Backed Securities [Member] | ' | | ' | |
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ' | | ' | |
Trading securities | 153,379 | | 171,790 | |
Held-to-maturity securities | 5,195,123 | | 5,360,333 | |
Private-label Home Equity Loan ABS [Member] | ' | | ' | |
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ' | | ' | |
Held-to-maturity securities | 2,601 | | 2,767 | |
Residential Mortgage Backed Securities [Member] | U.S. Olbigation MBS [Member] | ' | | ' | |
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ' | | ' | |
Trading securities | 1,014 | [8] | 1,090 | [9] |
Held-to-maturity securities | 63,567 | [8] | 69,180 | [9] |
Residential Mortgage Backed Securities [Member] | Government-sponsored enterprise MBS [Member] | ' | | ' | |
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ' | | ' | |
Trading securities | 152,365 | [10] | 170,700 | [10] |
Held-to-maturity securities | 4,851,234 | [10] | 4,969,285 | [10] |
Residential Mortgage Backed Securities [Member] | Private-Label Mortgage-Backed Securities [Member] | ' | | ' | |
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ' | | ' | |
Held-to-maturity securities | 277,721 | | 319,101 | |
Residential Mortgage Backed Securities [Member] | Recurring Fair Value Measurements [Member] | U.S. Olbigation MBS [Member] | ' | | ' | |
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ' | | ' | |
Trading securities | 1,014 | [9] | 1,090 | [9] |
Residential Mortgage Backed Securities [Member] | Recurring Fair Value Measurements [Member] | Government-sponsored enterprise MBS [Member] | ' | | ' | |
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ' | | ' | |
Trading securities | 152,365 | [10] | 170,700 | [10] |
Residential Mortgage Backed Securities [Member] | Recurring Fair Value Measurements [Member] | Level 1 [Member] | U.S. Olbigation MBS [Member] | ' | | ' | |
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ' | | ' | |
Trading securities | 0 | [9] | 0 | [9] |
Residential Mortgage Backed Securities [Member] | Recurring Fair Value Measurements [Member] | Level 1 [Member] | Government-sponsored enterprise MBS [Member] | ' | | ' | |
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ' | | ' | |
Trading securities | 0 | [10] | 0 | [10] |
Residential Mortgage Backed Securities [Member] | Recurring Fair Value Measurements [Member] | Level 2 [Member] | U.S. Olbigation MBS [Member] | ' | | ' | |
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ' | | ' | |
Trading securities | 1,014 | [9] | 1,090 | [9] |
Residential Mortgage Backed Securities [Member] | Recurring Fair Value Measurements [Member] | Level 2 [Member] | Government-sponsored enterprise MBS [Member] | ' | | ' | |
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ' | | ' | |
Trading securities | 152,365 | [10] | 170,700 | [10] |
Residential Mortgage Backed Securities [Member] | Recurring Fair Value Measurements [Member] | Level 3 [Member] | U.S. Olbigation MBS [Member] | ' | | ' | |
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ' | | ' | |
Trading securities | 0 | [9] | 0 | [9] |
Residential Mortgage Backed Securities [Member] | Recurring Fair Value Measurements [Member] | Level 3 [Member] | Government-sponsored enterprise MBS [Member] | ' | | ' | |
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ' | | ' | |
Trading securities | 0 | [10] | 0 | [10] |
Residential Mortgage Backed Securities [Member] | Nonrecurring Fair Value Measurements [Member] | Private-Label Mortgage-Backed Securities [Member] | ' | | ' | |
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ' | | ' | |
Held-to-maturity securities | ' | | 237 | [11] |
Residential Mortgage Backed Securities [Member] | Nonrecurring Fair Value Measurements [Member] | Level 1 [Member] | Private-Label Mortgage-Backed Securities [Member] | ' | | ' | |
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ' | | ' | |
Held-to-maturity securities | ' | | 0 | [11] |
Residential Mortgage Backed Securities [Member] | Nonrecurring Fair Value Measurements [Member] | Level 2 [Member] | Private-Label Mortgage-Backed Securities [Member] | ' | | ' | |
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ' | | ' | |
Held-to-maturity securities | ' | | 0 | [11] |
Residential Mortgage Backed Securities [Member] | Nonrecurring Fair Value Measurements [Member] | Level 3 [Member] | Private-Label Mortgage-Backed Securities [Member] | ' | | ' | |
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] | ' | | ' | |
Held-to-maturity securities | ' | | $237 | [11] |
|
[1] | Represents the effect of legally enforceable master netting agreements that allow the FHLBank to net settle positive and negative positions and also derivative cash collateral and related accrued interest held or placed with the same clearing agent or derivative counterparty. |
[2] | Represents noncash collateral received on financial instruments that: (1) do not qualify for netting on the Statement of Condition; or (2) are not subject to an enforceable netting agreement (e.g., mortgage delivery commitments). |
[3] | Includes real estate owned written down to fair value during the quarter ended JuneB 30, 2014 and still outstanding as of JuneB 30, 2014. |
[4] | Includes real estate owned written down to fair value during the quarter ended DecemberB 31, 2013 and still outstanding as of DecemberB 31, 2013. |
[5] | See Note 17 for transactions with other FHLBanks. |
[6] | Represents debentures issued by other FHLBanks, Federal National Mortgage Association (FannieB Mae), Federal Home Loan Mortgage Corporation (FreddieB Mac), Federal Farm Credit Bank (Farm Credit), and Federal Agricultural Mortgage Corporation (Farmer Mac). GSE securities are not guaranteed by the U.S. government. Fannie Mae and Freddie Mac were placed into conservatorship by the Finance Agency on September 7, 2008 with the Finance Agency named as conservator. |
[7] | Represents debentures issued by other FHLBanks, FannieB Mae, FreddieB Mac, Farm Credit, and Farmer Mac. GSE securities are not guaranteed by the U.S. government. Fannie Mae and Freddie Mac were placed into conservatorship by the Finance Agency on September 7, 2008 with the Finance Agency named as conservator. |
[8] | Represents MBS issued by Government National Mortgage Association (GinnieB Mae), which are guaranteed by the U.S. government. |
[9] | Represents MBS issued by GinnieB Mae, which are guaranteed by the U.S. government. |
[10] | Represents single-family and multi-family MBS issued by Fannie Mae and Freddie Mac. |
[11] | Excludes impaired securities with carrying values less than their fair values at date of impairment. |