Federal Home Loan Bank of Chicago 10-Q 6 Nov 13 2013 Q3 Quarterly report Financial data

Document_and_Entity_Informatio

Document and Entity Information Document	9 Months Ended
	Sep. 30, 2013	Oct. 31, 2013
Entity Information [Line Items]	'	'
Entity Registrant Name	'Federal Home Loan Bank of Chicago	'
Entity Central Index Key	'0001331451	'
Current Fiscal Year End Date	'--12-31	'
Entity Filer Category	'Non-accelerated Filer	'
Document Type	'10-Q	'
Document Period End Date	30-Sep-13	'
Document Fiscal Year Focus	'2013	'
Document Fiscal Period Focus	'Q3	'
Amendment Flag	'false	'
Entity Common Stock, Shares Outstanding	'	15,776,549
Entity Well-known Seasoned Issuer	'No	'
Entity Voluntary Filers	'No	'
Entity Current Reporting Status	'Yes	'

Statements_of_Condition

Statements of Condition (USD $)	Sep. 30, 2013	Dec. 31, 2012
In Millions, unless otherwise specified
Assets	'	'
Cash and due from banks	$5,115	$3,564
Federal Funds sold	689	0
Securities purchased under agreements to resell	2,050	6,500
Investment securities -	'	'
Trading, $13 and $0 pledged	394	1,229
Available-for-sale	21,924	23,454
Held-to-maturity, $8,392 and $10,482 fair value	7,674	9,567
Total investment securities	29,992	34,250
Advances, $29 and $9 carried at fair value	14,843	14,530
MPF Loans held in portfolio, net of allowance for credit losses of $(32) and $(42)	8,191	10,432
Accrued interest receivable	92	116
Derivative assets	32	47
Software and equipment, net of accumulated amortization/depreciation of $(154) and $(157)	31	32
Other assets	85	113
Total assets	61,120	69,584
Liabilities	'	'
Deposits - Interest bearing	561	728
Deposits - Non-interest bearing	37	88
Total deposits	598	816
Consolidated obligations, net -	'	'
Discount notes, $75 and $0 carried at fair value	19,519	31,260
Bonds, $2,382 and $1,251 carried at fair value	35,840	32,569
Total consolidated obligations, net	55,359	63,829
Accrued interest payable	262	156
Mandatorily redeemable capital stock	5	6
Derivative liabilities	70	82
Affordable Housing Program assessment payable	86	78
Other liabilities	134	169
Subordinated notes	1,000	1,000
Total liabilities	57,514	66,136
Capital	'	'
Class B1 Capital stock - putable $100 par value - 5 million and 1 million shares issued and outstanding	491	122
Class B2 Capital stock - putable $100 par value - 11 million and 15 million shares issued and outstanding	1,072	1,528
Total Capital stock	1,563	1,650
Retained earnings - unrestricted	1,824	1,584
Retained earnings - restricted	167	107
Total retained earnings	1,991	1,691
Accumulated other comprehensive income (loss)	52	107
Total capital	3,606	3,448
Total liabilities and capital	$61,120	$69,584

Statements_of_Condition_Statem

Statements of Condition Statements of Condition Parenthetical (USD $)	Sep. 30, 2013	Dec. 31, 2012
In Millions, except Per Share data, unless otherwise specified
Trading securities pledged	$13	$0
Fair value of held-to-maturity securities	8,392	10,482
Advances carried at fair value	29	9
Allowance for credit losses on MPF Loans	-32	-42
Software and equipment, accumulated amortization and depreciation	-154	-157
Discount notes carried at fair value	75	0
Bonds carried at fair value	$2,382	$1,251
Capital stock par value	$100	$100
Class B1 shares issued	5	1
Class B2 shares issued	11	15
Class B1 shares outstanding	5	1
Class B2 shares outstanding	11	15

Statements_of_Income

Statements of Income (USD $)	3 Months Ended		9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013	Sep. 30, 2012	Sep. 30, 2013	Sep. 30, 2012
Income Statement [Abstract]	'	'	'	'
Interest income	$373	$466	$1,156	$1,476
Interest expense	254	326	826	1,039
Net interest income before provision for credit losses	119	140	330	437
Provision for (reversal of) credit losses	0	0	-2	8
Net interest income	119	140	332	429
Non-interest gain (loss) on -	'	'	'	'
Total other-than-temporary impairment	0	0	0	-2
Net non-credit portion reclassified to (from) statements of comprehensive income	0	0	0	-13
Net other-than-temporary impairment (OTTI) charges, credit portion	0	0	0	-15
Trading securities	-2	-10	-11	-35
Derivatives and hedging activities	-11	-1	19	2
Instruments held under fair value option	-2	-6	1	2
Early extinguishment of debt	1	0	1	0
Other, net	4	5	16	13
Total non-interest gain (loss)	-10	-12	26	-33
Non-interest expense -	'	'	'	'
Compensation and benefits	16	14	44	45
Other operating expenses	8	9	28	25
FHFA	1	2	3	6
Office of Finance	1	0	3	2
Other community investment	0	0	-50	0
Other	0	3	-2	12
Total non-interest expense	26	28	26	90
Income before assessments	83	100	332	306
Affordable Housing Program assessment	8	10	28	31
Net income	$75	$90	$304	$275

Statements_of_Comprehensive_In

Statements of Comprehensive Income (USD $)	3 Months Ended		9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013	Sep. 30, 2012	Sep. 30, 2013	Sep. 30, 2012
Statement of Comprehensive Income [Abstract]	'	'	'	'
Net income	$75	$90	$304	$275
Other comprehensive income -	'	'	'	'
Net unrealized gain (loss) on available-for-sale securities	-13	265	-450	477
Non-credit OTTI on available-for-sale securities -	'	'	'	'
Net change in fair value non-credit OTTI on available-for-sale securities	0	10	8	15
Net unrealized gain (loss) on held-to-maturity securities transferred from available-for-sale securities	1	0	2	2
Non-credit OTTI on held-to-maturity securities -	'	'	'	'
Reclassification of net non-credit portion to (from) non-interest gain (loss)	0	0	0	13
Accretion of non-credit portion to HTM asset	15	18	46	55
Total non-credit OTTI on held-to-maturity securities	15	18	46	68
Net unrealized gain (loss) on cash flow hedges -	'	'	'	'
Unrealized gains (losses)	21	-33	348	-91
Reclassification of net realized (gains) losses to net interest income	-1	-1	-5	0
Reclassification of net realized (gains) losses to non-interest gain (loss)	-1	0	-4	-2
Total net unrealized gain (loss) on cash flow hedges	19	-34	339	-93
Post retirement plans - reclassification to net income	-1	-1	0	-1
Total other comprehensive income (loss)	21	258	-55	468
Total comprehensive income	$96	$348	$249	$743

Statements_of_Stockholders_Equ

Statements of Stockholders' Equity (USD $)		Total	Capital Stock - Putable		Retained Earnings, Unrestricted	Retained Earnings, Restricted	Retained Earnings, Total	Accumulated Other Comprehensive Income (Loss)
In Millions, unless otherwise specified
Balance, beginning at Dec. 31, 2011		$3,292	$2,402	[1]	$1,289	$32	$1,321	($431)
Shares, beginning at Dec. 31, 2011	[1],[2]	'	24		'	'	'	'
Increase (Decrease) in Stockholders' Equity [Roll Forward]		'	'		'	'	'	'
Total comprehensive income		743	'		220	55	275	468
Proceeds from issuance of capital stock		144	144		'	'	'	'
Proceeds from issuance of capital stock, shares	[2]	'	1		'	'	'	'
Repurchases of capital stock		-790	-790		'	'	'	'
Repurchases of capital stock, shares	[2]	'	-8		'	'	'	'
Capital stock reclassified to mandatorily redeemable capital stock		-54	-54		'	'	'	'
Capital stock reclassified to mandatorily redeemable capital stock, shares	[2]	'	0		'	'	'	'
Cash dividends on capital stock		-3	'		-3	0	-3	'
Balance, ending at Sep. 30, 2012		3,332	1,702		1,506	87	1,593	37
Shares, ending at Sep. 30, 2012	[2]	'	17		'	'	'	'
Balance, beginning at Dec. 31, 2012		3,448	1,650		1,584	107	1,691	107
Shares, beginning at Dec. 31, 2012	[2]	'	16		'	'	'	'
Increase (Decrease) in Stockholders' Equity [Roll Forward]		'	'		'	'	'	'
Total comprehensive income		249	'		244	60	304	-55
Proceeds from issuance of capital stock		224	224		'	'	'	'
Proceeds from issuance of capital stock, shares	[2]	'	2		'	'	'	'
Repurchases of capital stock		-253	-253		'	'	'	'
Repurchases of capital stock, shares	[2]	'	-1		'	'	'	'
Capital stock reclassified to mandatorily redeemable capital stock		-58	-58		'	'	'	'
Capital stock reclassified to mandatorily redeemable capital stock, shares	[2]	'	-1		'	'	'	'
Cash dividends on capital stock		-4	'		-4	0	-4	'
Balance, ending at Sep. 30, 2013		$3,606	$1,563		$1,824	$167	$1,991	$52
Shares, ending at Sep. 30, 2013	[2]	'	16		'	'	'	'
[1]	On January 1, 2012 Capital Stock, shares and par value, were converted to B1 and B2 shares under our new capital plan.
[2]	Excludes outstanding shares reclassified to mandatorily redeemable capital stock.

Statements_of_Stockholders_Equ1

Statements of Stockholders' Equity Statements of Capital Parenthetical	9 Months Ended
	Sep. 30, 2013	Sep. 30, 2012
Capital Unit [Line Items]	'	'
Common Stock Dividend - Rate per Share	0.30%	0.22%

Statements_of_Cash_Flows

Statements of Cash Flows (USD $)	9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013		Sep. 30, 2012
Operating	'		'
Net cash provided by (used in) operating activities	$702		$230
Investing	'		'
Net change Federal Funds sold	-689		-998
Net change securities purchased under agreements to resell	4,450		-2,224
Advances -	'		'
Principal collected	203,141		154,336
Issued	-203,545		-152,564
MPF Loans held in portfolio-	'		'
Principal collected	2,303		2,841
Purchases	-61		-54
Trading securities -	'		'
Sales	50		0
Proceeds from maturities and paydowns	2,136		1,976
Purchases	-1,364		-1,648
Held-to-maturity securities-	'		'
Short-term held-to-maturity securities, net	630	[1]	266	[1]
Proceeds from maturities	1,364		1,542
Purchases	-11		-19
Available-for-sale securities -	'		'
Proceeds from maturities and sales	843		1,093
Proceeds from sale of foreclosed assets	75		53
Capital expenditures for software and equipment	-9		-6
Net cash provided by (used in) investing activities	9,313		4,594
Financing	'		'
Net change deposits	-218		82
Net change securities sold under agreements to repurchase	0		-400
Net proceeds from issuance of consolidated obligations -	'		'
Discount notes	526,897		354,372
Bonds	14,397		37,532
Payments for maturing and retiring consolidated obligations -	'		'
Discount notes	-538,635		-352,547
Bonds	-10,760		-44,082
Net proceeds (payments) on derivative contracts with financing element	-53		-61
Proceeds from issuance of capital stock	224		144
Repurchase or redemption of capital stock	-253		-790
Redemptions of mandatorily redeemable capital stock	-59		-48
Cash dividends paid	-4		-3
Net cash provided by (used in) financing activities	-8,464		-5,801
Net increase (decrease) in cash and due from banks	1,551		-977
Cash and due from banks at beginning of year	3,564		1,002
Cash and due from banks at end of period	5,115		25
Supplemental	'		'
Capital stock reclassified to mandatorily redeemable capital stock	58		54
Transfer of MPF Loans to real estate owned	$63		$76
[1]	Short-term held-to-maturity securities, net, consists of investment securities that have a maturity of less than 90 days when purchased.

Background_and_Basis_of_Presen

Background and Basis of Presentation	9 Months Ended
	Sep. 30, 2013
Background [Abstract]	'
Background and Basis of Presentation [Text Block]	'
	Background and Basis of Presentation
	The Federal Home Loan Bank of Chicago a is a federally chartered corporation and one of 12 Federal Home Loan Banks (the FHLBs) that, with the Office of Finance, comprise the Federal Home Loan Bank System (the System).  The FHLBs are government-sponsored enterprises (GSE) of the United States of America and were organized under the Federal Home Loan Bank Act of 1932, as amended (FHLB Act), in order to improve the availability of funds to support home ownership.  We are supervised and regulated by the Federal Housing Finance Agency (FHFA), an independent federal agency in the executive branch of the United States Government. We provide credit to members principally in the form of secured loans called advances. We also provide liquidity for home mortgage loans to members approved as Participating Financial Institutions (PFIs) through the Mortgage Partnership Finance® (MPF®) Program b.
	Our accounting and financial reporting policies conform to generally accepted accounting principles in the United States of America (GAAP). The preparation of financial statements in conformity with GAAP requires the extensive use of management's estimates and assumptions that affect the reported amounts of assets and liabilities, as well as the disclosure of contingent assets and liabilities at the date of the financial statements and the reported amounts of income and expenses. Actual results could differ from those estimates. Prior period amounts have been reclassified to conform to the current period presentation.
	In the opinion of management, all normal recurring adjustments have been included for a fair statement of this interim financial information. These unaudited financial statements should be read in conjunction with the audited financial statements for the year ended December 31, 2012, included in our Annual Report on Form 10-K (2012 Form 10-K) filed with the SEC.
	We do not consolidate any of our investments in variable interest entities. Our investments in variable interest entities include, but are not limited to, senior interests in private label mortgage backed securities (MBS), and Family Federal Education Loan Program (FFELP) asset backed securities (ABS). We have evaluated our investments in variable interest entities as of the periods presented to determine whether or not we are a primary beneficiary in any of them. The primary beneficiary is required to consolidate a variable interest entity. The primary beneficiary is the enterprise that has both of the following characteristics:
	•	The power to direct the activities of a variable interest entity that most significantly impact the entity's economic performance.
	•	The obligation to absorb losses of the entity that could potentially be significant to the variable interest entity or the right to receive benefits from the entity that could potentially be significant to the variable interest entity.
	Based on these characteristics, we have determined that consolidation accounting is not required for our variable interest entities. Further, we have not provided financial or other support (explicitly or implicitly) during the periods presented in our financial statements to these variable interest entities that we were not previously contractually required to provide nor do we intend to provide such support in the future.
	The carrying amounts and classification of the assets that relate to these variable interest entities are shown in investment securities in our statements of condition. We have no liabilities related to these variable interest entities. Our maximum loss exposure for our variable interest entities is limited to the carrying amount.
	We present restricted retained earnings resulting from the Joint Capital Enhancement Agreement as a separate line item in the Capital section of our statement of condition. This restricted retained earnings amount does not represent expenses or losses determined under GAAP. Further, we do not charge our expenses or losses to this restricted retained earnings amount nor do we transfer any of the restricted retained earnings amount to net income. Refer to Note 15 - Capital Stock and Mandatorily Redeemable Capital Stock (MRCS) on page F-56 in our 2012 Form 10-K for further details.
	In April of 2013, we received approval from the FHFA and our Board of Directors to implement the Community First TM Fund b, which is structured as an on-balance sheet revolving pool of funds, with a mission to provide access to capital that supports meeting economic development and affordable housing needs in the communities that our members serve in Illinois and Wisconsin. As a result, we reversed in the second quarter of 2013 the $50 million charge we previously recognized in the fourth quarter of 2011 through "Non-interest expense - Other community investment” in our Statement of Income. Since we already have paid our AHP assessment attributable to the $50 million charge in 2011, our AHP assessment for 2013 will be calculated on 10% of our current year's net earnings (income before assessments) less the $50 million reversal.
	For purposes of the statements of cash flows, we consider only cash and due from banks as cash and cash equivalents.
	a	Unless otherwise specified, references to we, us, our, and the Bank are to the Federal Home Loan Bank of Chicago.
	b	“Mortgage Partnership Finance”, “MPF”, and “MPF Xtra” are registered trademarks of the Federal Home Loan Bank of Chicago. “Community First” is a trademark of the Federal Home Loan Bank of Chicago.

Summary_of_Significant_Account

Summary of Significant Accounting Policies	9 Months Ended
	Sep. 30, 2013
Accounting Policies [Abstract]	'
Significant Accounting Policies [Text Block]	'
	Summary of Significant Accounting Policies
	Our Summary of Significant Accounting Policies can be found in our 2012 Form 10-K starting on page F-11. There have been no significant changes in accounting policies since 2012.

Recently_Issued_but_Not_Yet_Ad

Recently Issued but Not Yet Adopted Accounting Standards	9 Months Ended
	Sep. 30, 2013
New Accounting Pronouncements and Changes in Accounting Principles [Abstract]	'
Recently Issued but Not Yet Adopted Accounting Standards [Text Block]	'
	Recently Issued but Not Yet Adopted Accounting Standards
	Joint and Several Liability Arrangements
	In February of 2013, the FASB issued new accounting guidance for obligations resulting from joint and several liability arrangements, except for obligations otherwise accounted for elsewhere within GAAP, such as guarantees. The new guidance requires us to measure obligations from joint and several liability arrangements for which the total amount of the obligation is fixed at the reporting date. Further, any additional estimated amount we expect to pay on behalf of other FHLBs also would be recognized at the reporting date. The accounting for guarantee obligations involving joint and several liability arrangements is not within the scope of the new guidance as the FASB decided to retain existing GAAP accounting guidance for such guarantees. Accordingly, our existing accounting for our guarantee to other FHLBs involving our joint and several liability arrangement with them will not change. The new guidance becomes effective January 1, 2014 and is required to be applied retrospectively to all prior periods presented for our obligations that exist as of January 1, 2014. Earlier adoption is permitted. The new guidance is not expected to have an effect on our operating activities or financial statements. For further discussion of our joint and several liability see Note 11 - Consolidated Obligations to the financial statements in our 2012 Form 10-K.
	Asset Classification and Charge-off Provisions
	On April 9, 2012, the FHFA issued Advisory Bulletin 2012-02, Framework for Adversely Classifying Loans, Other Real Estate Owned (“REO”), and Other Assets and Listing Assets for Special Mention (AB 2012-02). The guidance in AB 2012-02 is generally consistent with the Uniform Retail Credit Classification and Account Management Policy issued by the federal banking regulators in June 2000. AB 2012-02 establishes a standard and uniform methodology for classifying assets, prescribes the timing of asset charge-offs (excluding investment securities), provides measurement guidance with respect to determining our allowance for credit losses, and fair value measurement guidance for REO (e.g., use of appraisals). We are in the process of determining the financial statement effects of implementing AB 2012-02 on our financial condition, results of operations, and cash flows. Subsequent to the issuance of AB 2012-02, the FHFA issued interpretative guidance clarifying that implementation of the asset classification framework may occur in two phases. The asset classification provisions in Advisory Bulletin 2012-02 should be implemented by January 1, 2014. The charge-off provisions have been extended and should be implemented no later than January 1, 2015. We intend to implement the charge-off provisions effective January 1, 2015 on a prospective basis.

Interest_Income_and_Interest_E

Interest Income and Interest Expense	9 Months Ended
	Sep. 30, 2013
Interest Income and Interest Expense [Abstract]	'
Interest Income and Interest Expense Disclosure [Text Block]	'
	Interest Income and Interest Expense
	The following table presents interest income and interest expense for the periods indicated:
		Three months ended September 30,				Nine months ended September 30,
		2013		2012		2013			2012
	Interest income
	Federal Funds sold	$	1	$	1	$	2		$	2
	Securities purchased under agreements to resell	—		1		4			3
	Interest bearing deposits	—		—		1			1
	Investment securities -
	Trading	2		12		11			43
	Available-for-sale	145		160		442			486
	Held-to-maturity	79		102		251			326
	Total investment securities	226		274		704			855
	Advances-
	Advances interest income	37		46		107			140
	Advance prepayment fees, net of fair value hedge adjustments of	17		19		30			54
	$10, $0, $10, and $(24)
	Total Advances	54		65		137			194
	MPF Loans held in portfolio, net	92		125		308			421
	Total interest income	373		466		1,156			1,476
	Interest expense
	Consolidated obligations -
	Discount notes	71		77		222			230
	Bonds	170		235		562			766
	Total consolidated obligations	241		312		784			996
	Subordinated notes	13		14		42			43
	Total interest expense	254		326		826			1,039
	Net interest income before provision for credit losses	119		140		330			437
	Provision for (reversal of) credit losses	—		—		(2		)	8
	Net interest income	$	119	$	140	$	332		$	429

Investment_Securities

Investment Securities	9 Months Ended
	Sep. 30, 2013
Investments, Debt and Equity Securities [Abstract]	'
Marketable Securities [Text Block]	'
	Investment Securities
	Our major security types presented in the tables below are defined as follows:
	•	U.S. Government & other government related consists of the sovereign debt of the United States; debt issued by Fannie Mae, Freddie Mac, and the Federal Farm Credit Banks Funding Corporation; and non mortgage-backed securities of the Small Business Administration, Federal Deposit Insurance Corporation (FDIC), and Tennessee Valley Authority.
	•	Federal Family Education Loan Program - asset backed securities (FFELP ABS).
	•	Government Sponsored Enterprises (GSE) residential consists of mortgage-backed securities (MBS) issued by Fannie Mae and Freddie Mac.
	•	Government-guaranteed residential consists of MBS issued by Ginnie Mae.
	•	Private-label residential MBS.
	Gains and losses on sales of securities are determined using the specific identification method and are included in non-interest gain (loss) on the statements of income.
	Pledged Collateral
	We transact most of our derivatives with large banks and major broker-dealers. Derivative transactions may be entered into either through an over-the-counter bilateral agreement with an individual counterparty or through a Futures Commission Merchant (FCM or clearing member) with a derivatives clearing organization (clearinghouse). We may pledge investment securities as collateral under these agreements, and in such cases, the amount pledged will be noted on the face of the Statements of Condition. We pledged $13 million of trading securities as collateral for our initial margin with derivative clearing organizations as of September 30, 2013. We did not pledge any investment securities as collateral as of December 31, 2012. See Note 9 - Derivatives and Hedging Activities for further details.
	Trading Securities
	The following table presents the fair value of our trading securities:
	As of		September 30, 2013				December 31, 2012
	U.S. Government & other government related		$	313			$	1,106
	MBS:
	GSE residential		79				120
	Government-guaranteed residential		2				3
	Total MBS		81				123
	Trading securities		$	394			$	1,229
	At September 30, 2013, and 2012, we had net year-to-date unrealized gains (losses) of $(11) million and $(35) million on trading securities still held at period end.
	Amortized Cost Basis and Fair Value – Available-for-Sale Securities (AFS)
		Amortized Cost Basis				Non-Credit OTTI Recognized in AOCI (Loss)				Gross Unrealized Gains in AOCI				Gross Unrealized Losses in AOCI				Carrying Amount and Fair
																		Value
	As of September 30, 2013
	U.S. Government & other government related	$	575			$	—			$	32			$	(1	)		$	606
	FFELP ABS	6,539				—				447				(17		)		6,969
	MBS:
	GSE residential	10,980				—				561				(33		)		11,508
	Government-guaranteed residential	2,634				—				134				—				2,768
	Private-label residential	70				—				3				—				73
	Total MBS	13,684				—				698				(33		)		14,349
	Total	$	20,798			$	—			$	1,177			$	(51	)		$	21,924
	As of December 31, 2012
	U.S. Government & other government related	$	690			$	—			$	64			$	—			$	754
	FFELP ABS	6,958				—				508				(13		)		7,453
	MBS:
	GSE residential	11,402				—				880				(54		)		12,228
	Government-guaranteed residential	2,758				—				192				—				2,950
	Private-label residential	78				(8		)		—				(1		)		69
	Total MBS	14,238				(8		)		1,072				(55		)		15,247
	Total	$	21,886			$	(8	)		$	1,644			$	(68	)		$	23,454
	Amortized Cost Basis, Carrying Amount, and Fair Value - Held-to-Maturity Securities (HTM)
		Amortized				Non-credit OTTI Recognized in AOCI (Loss)				Carrying				Gross				Gross			Fair Value
		Cost Basis								Amount				Unrecognized				Unrecognized
														Holding				Holding
														Gains				Losses
	As of September 30, 2013
	U.S. Government & other government related	$	1,759			$	—			$	1,759			$	51			$	(1	)	$	1,809
	State or local housing agency	22				—				22				—				—			22
	MBS:
	GSE residential	3,363				—				3,363				208				—			3,571
	Government-guaranteed residential	1,280				—				1,280				36				—			1,316
	Private-label residential	1,585				(335		)		1,250				426				(2		)	1,674
	Total MBS	6,228				(335		)		5,893				670				(2		)	6,561
	Total	$	8,009			$	(335	)		$	7,674			$	721			$	(3	)	$	8,392
	As of December 31, 2012
	U.S. Government & other government related	$	2,487			$	—			$	2,487			$	139			$	—		$	2,626
	State or local housing agency	24				—				24				—				—			24
	MBS:
	GSE residential	4,282				—				4,282				377				—			4,659
	Government-guaranteed residential	1,340				—				1,340				57				—			1,397
	Private-label residential	1,815				(381		)		1,434				348				(6		)	1,776
	Total MBS	7,437				(381		)		7,056				782				(6		)	7,832
Total	$	9,948			$	(381	)		$	9,567			$	921			$	(6	)	$	10,482
Aging of Unrealized Temporary Losses
The following tables present unrealized temporary losses on our AFS and HTM portfolio for periods less than 12 months and for 12 months or more. We recognized no OTTI charges on these unrealized loss positions because we expect to recover the entire amortized cost basis, we do not intend to sell these securities, and we believe it is more likely than not that we will not be required to sell them prior to recovering their amortized cost basis. In the tables below, in cases where the gross unrealized losses for an investment category are less than $1 million, the losses are not reported.
Available-for-Sale Securities
		Less than 12 Months								12 Months or More								Total
		Fair Value				Gross Unrealized Losses				Fair Value				Gross Unrealized Losses				Fair Value			Gross Unrealized Losses
As of September 30, 2013
U.S. Government & other government related		$	40			$	(1	)		$	—			$	—			$	40		$	(1	)
FFELP ABS		24				—				1,012				(17		)		1,036			(17		)
MBS:
GSE residential		67				—				3,324				(33		)		3,391			(33		)
Government-guaranteed residential		31				—				—				—				31			—
Private-label residential		—				—				25				—				25			—
Total MBS		98				—				3,349				(33		)		3,447			(33		)
Total		$	162			$	(1	)		$	4,361			$	(50	)		$	4,523		$	(51	)
As of December 31, 2012
FFELP ABS		$	—			$	—			$	1,079			$	(13	)		$	1,079		$	(13	)
MBS:
GSE residential		40				—				3,540				(54		)		3,580			(54		)
Private-label residential		—				—				69				(9		)	a	69			(9		)	a
Total MBS		40				—				3,609				(63		)		3,649			(63		)
Total		$	40			$	—			$	4,688			$	(76	)		$	4,728		$	(76	)
a	Includes $45 million of gross unrealized/unrecognized recoveries in fair value at December 31, 2012.
Held-to-Maturity Securities
		Less than 12 Months								12 Months or More								Total
		Fair Value				Gross Unrealized Losses				Fair Value				Gross Unrealized Losses				Fair Value			Gross Unrealized Losses
As of September 30, 2013
U.S. Government & other government related		$	158			$	(1	)		$	—			$	—			$	158		$	(1	)
State or local housing agency		10				—				—				—				10			—
MBS:
GSE residential		7				—				—				—				7			—
Private-label residential		26				—				1,558				(337		)		1,584			(337		)
Total MBS		33				—				1,558				(337		)		1,591			(337		)
Total		$	201			$	(1	)		$	1,558			$	(337	)		$	1,759		$	(338	)
As of December 31, 2012
Private-label residential MBS Held-to-maturity		$	—			$	—			$	1,640			$	(387	)		$	1,640		$	(387	)
Contractual Maturity Terms
The table below presents the amortized cost basis and fair value of AFS and HTM securities by contractual maturity, excluding ABS and MBS securities. These securities are excluded because their expected maturities may differ from their contractual maturities if borrowers of the underlying loans elect to prepay their loans.
		Available-for-Sale								Held-to-Maturity
As of September 30, 2013		Amortized Cost Basis				Fair				Carrying Amount				Fair
						Value								Value
Year of Maturity -
Due in one year or less		$	—			$	—			$	152			$	152
Due after one year through five years		65				69				60				60
Due after five years through ten years		78				84				442				460
Due after ten years		432				453				1,127				1,159
ABS and MBS without a single maturity date		20,223				21,318				5,893				6,561
Total securities		$	20,798			$	21,924			$	7,674			$	8,392
Other-Than-Temporary Impairment
We recognize credit losses into earnings on securities in an unrealized loss position for which we do not expect to recover the entire amortized cost basis. Non-credit losses are recognized in AOCI since we do not intend to sell these securities and we believe it is more likely than not that we will not be required to sell any investment security before the recovery of its amortized cost basis. The non-credit loss in AOCI on HTM securities are accreted back into the HTM securities over their remaining lives as an increase to the carrying amount, since we ultimately expect to collect these amounts. See Statements of Comprehensive Income on page 5.
Significant Inputs Used to Determine OTTI
Our analysis for OTTI on our private-label MBS includes key modeling assumptions, significant inputs, and methodologies provided by an FHLB System OTTI Committee. We use the information provided to generate cash flow projections used in analyzing credit losses and determining OTTI for private-label MBS. The OTTI Committee was formed by the FHLBs to achieve consistency among the FHLBs in their analyses of the OTTI of private-label MBS. We are responsible for making our own determination of impairment, which includes determining the reasonableness of assumptions, significant inputs, and methodologies used, and performing the required present value calculations using appropriate historical cost bases and yields.
In cases where the fair value of a private-label MBS is less than its amortized cost basis at the balance sheet date, we assess whether its entire amortized cost basis will be recovered. Specifically, we perform a cash flow analysis for substantially all of these securities that utilizes two models provided by independent third parties.
The first model considers borrower characteristics and the particular attributes of the loans underlying the securities, in conjunction with assumptions about future changes in home prices and interest rates, prepayment rates, default rates, and loss severities. A significant input to the first model is the forecast of future housing price changes for the relevant states and core based statistical areas (CBSAs), which are based upon an assessment of the individual housing markets. CBSA refers collectively to metropolitan and micropolitan statistical areas as defined by the United States Office of Management and Budget; as currently defined, a CBSA must contain at least one urban area with a population of 10,000 or more people.
The second model uses the month-by-month projections of future loan performance derived from the first model and allocates the projected loan level cash flows and losses to the various security classes in the securitization structure in accordance with its prescribed cash flow and loss allocation rules.
As of September 30, 2013, we developed a short-term housing price forecast with projected changes ranging from -5.0% to +8.0% over the twelve month period beginning July 1, 2013. For the vast majority of markets, the short-term forecast has changes ranging from -1.0% to +7.0%.  Thereafter, home prices were projected to recover using one of five different recovery paths.
The following table presents the projected home price recovery by future month.
As of September 30, 2013		Recovery Range Annualized %
Future months		Low		High
1 - 6 months		0.00%		3.00%
7 - 12 months		1.00%		4.00%
13 - 18 months		2.00%		4.00%
19 - 30 months		2.00%		5.00%
31 - 54 months		2.00%		6.00%
Thereafter		2.30%		5.60%
Based on these inputs and assumptions for the three months ended September 30, 2013, we had no OTTI charges. We also had no OTTI charges for the nine months ended September 30, 2013.
Unpaid Principal Balance, Amortized Cost, Carrying Amount, and Fair Value - OTTI Private-Label MBS
The table below presents private-label MBS that have incurred OTTI at some point in time since we acquired the security. Each private-label MBS presented below is classified as prime, subprime, or Alt-A. Such classification depends upon the nature of the majority of underlying mortgages collateralizing each private-label MBS based on the issuer's classification, or as published by a nationally recognized statistical rating organization (NRSRO), at the time of issuance of the MBS.  On October 15, 2010, we instituted litigation relating to sixty-four private label MBS bonds purchased by us in an aggregate original principal amount of approximately $4.29 billion. Our complaints assert claims for untrue or misleading statements in the sale of securities, and it is possible that the classifications of private-label MBS, as well as other statements made about the securities by the issuer, are inaccurate.
As of September 30, 2013		Unpaid Principal Balance				Amortized Cost Basis				Non-Credit OTTI				Gross Unrealized Gains				Carrying Amount			Fair Value
OTTI AFS Securities-
Private-label residential MBS:
Alt-A		$	106			$	69			—				$	3			$	72		$	72
Total OTTI AFS securities		$	106			$	69			$	—			$	3			$	72		$	72
OTTI HTM Securities-
Private-label residential MBS:
Prime		$	1,197			$	933			$	(240	)		$	—			$	693		$	968
Subprime		747				472				(95		)		—				377			527
Total OTTI HTM securities		$	1,944			$	1,405			$	(335	)		$	—			$	1,070		$	1,495

Advances

Advances	9 Months Ended
	Sep. 30, 2013
Advances [Abstract]	'
Advances [Text Block]	'
	Advances
	We offer a wide range of fixed- and variable-rate advance products with different maturities, interest rates, payment characteristics and optionality. The following table presents our advances by callable/putable features:
	As of		September 30, 2013		31-Dec-12
	Noncallable/nonputable		$	12,112	$	11,616
	Callable		890		776
	Putable		1,743		1,948
	Total par value		14,745		14,340
	Hedging adjustments		72		166
	Other adjustments		26		24
	Total advances		$	14,843	$	14,530
	The following table presents our advances by redemption terms:
	As of September 30, 2013		Amount		Weighted Average Interest Rate			Next Maturity or Call Date		Next Maturity or Put Date
	Due in one year or less		$	6,086	0.46	%		$	6,976	$	7,823
	One to two years		946		1.61	%		896		944
	Two to three years		1,585		3.05	%		1,335		833
	Three to four years		1,333		3.05	%		1,175		903
	Four to five years		3,971		1	%	a	3,544		3,453
	More than five years		824		2.99	%		819		789
	Total par value		$	14,745	1.33	%		$	14,745	$	14,745
	a	Low weighted average interest rate is relatively lower when compared to other categories due to a majority of advances in this category consisting of variable rate advances which are at low current market rates of interest.
	Credit Risk Concentration and Collateral Pledged
	The following advance borrowers exceeded 10% of our total advances outstanding:
	As of September 30, 2013		Par Value Outstanding		% of Total Outstanding
	BMO Harris Bank, N.A.		$	2,375	16	%
	The Northern Trust Company		1,685		11	%
	State Farm Bank, F.S.B		1,500		10	%
	We lend to members within our district according to Federal statutes, including the FHLB Act. The FHLB Act requires us to hold, or have access to, collateral to secure our advances, and we do not expect to incur any credit losses on advances. We have policies and procedures in place that are designed to manage our credit risk, including requirements for physical possession or control of pledged collateral, restrictions on borrowing, verifications of collateral and continuous monitoring of borrowings and the member's financial condition. We continue to monitor the collateral and creditworthiness of our borrowers. Based on the collateral pledged as security for advances and our credit analyses of our members' financial condition and our credit extension and collateral policies, we expect to collect all amounts due according to the contractual terms of our advances. See Note 8 - Allowance for Credit Losses for information related to our credit risk on advances and allowance methodology for credit losses.

MPF_Loans

MPF Loans	9 Months Ended
	Sep. 30, 2013
Mortgage Loans on Real Estate [Abstract]	'
MPF Loans [Text Block]	'
	MPF Loans
	We developed the MPF Program to allow us to invest in mortgages to help fulfill our housing mission and provide an additional source of liquidity to our members. The MPF Program is a secondary mortgage market structure under which we acquired and funded eligible mortgage loans from or through PFIs, and in some cases we purchased participations in pools of eligible mortgage loans from other FHLBs (MPF Banks). MPF Loans are defined as conforming conventional and government fixed-rate mortgage loans secured by one-to-four family residential properties with maturities ranging from 5 years to 30 years or participations in such mortgage loans.
	The following table presents information on MPF Loans held in our portfolio by contractual maturity at the time of purchase. All are fixed-rate. Government is comprised of loans insured by the Federal Housing Administration (FHA) or the Department of Housing and Urban Development (HUD) and loans guaranteed by the Department of Veteran Affairs (VA) or Department of Agriculture Rural Housing Service (RHS). MPF Loans outstanding continue to decrease as a result of our ongoing strategy to not add MPF Loans to our balance sheet, except for loans being acquired under our affordable housing programs.
	As of	September 30, 2013			December 31, 2012
	Medium term (15 years or less)	$	1,842		$	2,557
	Long term (greater than 15 years)	6,280			7,783
	Total unpaid principal balance	8,122			10,340
	Net premiums, credit enhancement and deferred loan fees	30			37
	Hedging adjustments	71			97
	Total before allowance for credit losses	8,223			10,474
	Allowance for credit losses on MPF Loans	(32		)	(42		)
	Total MPF Loans held in portfolio, net	$	8,191		$	10,432
	Conventional mortgage loans	$	6,380		$	8,260
	Government insured mortgage loans	1,742			2,080
	Total unpaid principal balance	$	8,122		$	10,340
	See Note 8 - Allowance for Credit Losses for information related to our credit risk on MPF Loans and allowance for credit losses methodology.

Allowance_for_Credit_Losses

Allowance for Credit Losses	9 Months Ended
	Sep. 30, 2013
Allowance for Credit Losses [Abstract]	'
Allowance for Credit Losses [Text Block]	'
	Allowance for Credit Losses
	We have established an allowance methodology for each of our portfolio segments:
	•credit products (advances, letters of credit and other extensions of credit to borrowers);
	•conventional MPF Loans held for portfolio;
	•government MPF Loans held for portfolio; and
	•term Federal Funds sold and term securities purchased under agreements to resell.
	For detailed information on these methodologies and our accounting policies please see Note 8 - Allowance for Credit Losses to the financial statements in our 2012 Form 10-K.
	Credit Products
	For the periods presented, we had no credit products that were past due, on nonaccrual status, or considered impaired. In addition, there have been no troubled debt restructurings related to our credit products during the periods then ended. Based upon the collateral we held as security, our credit extension and collateral policies, our credit analysis and the repayment history on credit products, we do not believe that any credit losses have been incurred on our credit products; accordingly, we have not recorded any allowance for credit losses for our credit products. Additionally, no liability was recorded to reflect credit losses for our credit products with off-balance sheet credit exposures.
	Conventional MPF Loans
	MPF Risk Sharing Structure
	For a definition of MPF Risk Sharing Structure see page F-36 in our 2012 Form 10-K. We share the risk of credit losses on conventional MPF Loan products with our PFIs (excluding the MPF Xtra product) by structuring potential losses on conventional MPF Loans into layers with respect to each master commitment (MC). We require that conventional MPF Loans held in our portfolio be credit enhanced at inception so that our risk of loss is limited to be equivalent to the losses of an investor in an AA rated mortgage backed security. As a part of our methodology to determine the amount of credit enhancement necessary, we analyze the risk characteristics of each MPF Loan using a model licensed from an NRSRO. We use the model to evaluate loan data provided by the PFI as well as other relevant information.
	The table below presents the impact of the MPF Risk Sharing Structure and severity rates on our allowance for credit losses. For detailed definitions of how Total Severity Rate and Credit Loss Severity Rate are calculated, see Loss Severity on page F-38 in our 2012 Form 10-K.
	As of		September 30, 2013				31-Dec-12
	Total Severity Rate		36		%		38		%
	Credit Loss Severity Rate		20		%		22		%
	Total estimated losses outstanding		$	69			$	88
	Less: losses expected to be absorbed by MPF Risk Sharing Structure		(18		)	a	(23		)	a
	Our share of total losses		51				65
	Less: non-credit losses		(23		)		(27		)
	Credit losses		28				38
	Plus: other estimated credit losses in the remaining portfolio		4				4
	Allowance for credit losses on conventional MPF Loans		$	32			$	42
	a	Represents aggregate of credit enhancements across all master commitments expected to be recovered. Credit enhancement from one master commitment may not be used to offset credit losses incurred by another master commitment.
	The following table presents the changes in the allowance for credit losses on conventional MPF Loans.
			For the three months ended								For the nine months ended
			September 30, 2013				September 30, 2012				September 30, 2013			September 30, 2012
	Balance, beginning of period		$	34			$	48			$	42		$	45
	Losses charged to the allowance		(2		)		(4		)		(8		)	(9		)
	Provision for (reversal of) credit losses		—				—				(2		)	8
	Balance, end of period		$	32			$	44			$	32		$	44
	The following table presents the recorded investment by impairment methodology.
	As of		September 30, 2013				31-Dec-12
	Specifically identified and individually evaluated for impairment		$	25			$	30
	Homogeneous pools of loans and collectively evaluated for impairment		7				12
	Allowance for credit losses on conventional MPF Loans		$	32			$	42
	Individually evaluated for impairment - with an allowance		$	217			$	230
	Collectively evaluated for impairment		6,280				8,190
	Total recorded investment		$	6,497			$	8,420
	Government MPF Loans Held for Portfolio
	We invest in fixed-rate government MPF Loans which are insured or guaranteed by the Federal Housing Administration (FHA), the Department of Veterans Affairs (VA), the Rural Housing Service of the Department of Agriculture (RHS), and/or by the Department of Housing and Urban Development (HUD). The PFI provides and maintains insurance or a guaranty from these agencies, which includes ensuring compliance with all government agency requirements, and obtaining the benefit of the applicable insurance or guaranty with respect to defaulted government MPF Loans. Any losses incurred on government MPF Loans that are not recovered from the issuer or guarantor are absorbed by the servicing PFI. Accordingly, our credit risk on government MPF Loans is limited to whether or not the servicing PFI fails to pay for losses not covered by FHA or HUD insurance, or VA or RHS guarantees. In this regard, based on our assessment of the servicing PFIs, we did not establish an allowance for credit losses for our government MPF Loan portfolio as of the periods presented. Further, due to the government guarantee or insurance and the servicing PFIs ability to absorb losses, government MPF Loans are not placed on nonaccrual status or disclosed as troubled debt restructurings.
	Credit Quality Indicators - MPF Loans
	The table below summarizes our recorded investment in MPF Loans by our key credit quality indicators.
			September 30, 2013											December 31, 2012
	As of		Conventional				Government				Total			Conventional			Government			Total
	Past due 30-59 days		$	162			$	106			$	268		$	180		$	116		$	296
	Past due 60-89 days		48				29				77			59			42			101
	Past due 90 days or more		211				165				376			254			208			462
	Total past due		421				300				721			493			366			859
	Total current		6,076				1,467				7,543			7,927			1,741			9,668
	Total recorded investment		$	6,497			$	1,767			$	8,264		$	8,420		$	2,107		$	10,527
	In process of foreclosure		$	117			$	52			$	169		$	149		$	76		$	225
	Serious delinquency rate	a	3.26		%		9.34		%		4.56		%	3.03		%	9.86		%	4.4		%
	Past due 90 days or more still accruing interest	b	$	31			$	165			$	196		$	67		$	208		$	275
	On nonaccrual status		$	221			$	—			$	221		$	234		$	—		$	234
	a	MPF Loans that are 90 days or more past due or in the process of foreclosure as a percentage of the total recorded investment.
	b	Consists of MPF Loans that are either government mortgage loans or conventional mortgage loans that are well secured (by collateral that have a realizable value sufficient to discharge the debt or by the guarantee or insurance, such as PMI, of a financially responsible party) and in the process of collection.
	Troubled Debt Restructurings
	Effective December 31, 2012, we began characterizing MPF Loans as troubled debt restructurings (TDRs) in cases where they were discharged under Chapter 7 bankruptcy and they were not reaffirmed by the borrower, except for cases in which we expect to collect the recorded investment in full because of credit enhancements or government insurance or guarantees. In such cases, we have not granted a concession since we expect to collect all amounts due, including interest accrued at the original contract rate. We did not previously report these MPF Loans as troubled debt restructurings unless they were modified under our troubled debt restructuring modification program. In prior reporting periods, we reported these MPF Loans on nonaccrual status within 60 days of receipt of the notification of filing from the bankruptcy court. Further, we continue to include the recorded investment of these MPF Loans in our nonaccrual status reported amount, which means these MPF Loans are included in both categories for footnote disclosure purposes.
	In the event a borrower qualifies for a troubled debt restructuring under our program, we modify the borrower's monthly payment for a period of up to 36 months to try to achieve a target housing expense ratio of not more than 31% of their monthly qualifying income.  Any and all delinquent interest on the loan may be capitalized as long as the resulting principal balance does not exceed the original principal balance, otherwise all delinquent interest is written off.  Next, we re-amortize the new outstanding balance to reflect a principal and interest payment for a term not to exceed 40 years and attempt to achieve the target housing expense ratio. This results in a balloon payment at the original maturity date of the loan as the maturity date and number of remaining monthly payments are not adjusted.  If the target housing expense ratio is still not met, we reduce the interest rate in 0.125% increments below the original note rate, to a floor rate of 3.00% for up to 36 months, in an effort to further reduce principal and interest payments again, until the target housing expense ratio is met.
	The table below presents our recorded investment balance in TDRs as of the dates presented. The recorded investment balances for modified loans still in their trial period were immaterial. Performing includes modified loans that are accruing interest. Nonperforming includes modified loans that are on nonaccrual status. The increase in TDRs is primarily due to the inclusion of Chapter 7 bankruptcies effective January 1, 2013, as discussed above.
			September 30, 2013											31-Dec-12
	As of		Performing				Nonperforming				Total			Performing			Nonperforming			Total
Recorded investment in conventional MPF Loan TDRs		$	15			$	36			$	51		$	14		$	3		$	17
The following table shows the troubled debt restructurings we made on our conventional MPF Loans for the periods presented. These amounts represent both the pre- and post- modification recorded investment as of the date the troubled debt restructurings were consummated. Specifically, the modified terms do not fully take effect until after a three month trial period in which the borrower demonstrates an ability to pay under the modified terms during the trial period; however, we consider the conventional MPF Loan a troubled debt restructuring at the inception of the trial period. If the borrower fails to pay during the trial period, the payment terms revert back to the original agreement with the borrower. The pre- and post- modification amounts are the same as we did not record any write-offs either due to the forgiveness of principal or a direct write-off due to a confirmed loss. The following table also shows troubled debt restructurings from the previous 12 months that subsequently defaulted during the periods presented. A borrower is considered to have defaulted on a troubled debt restructuring if contractually due principal or interest payment is sixty days past due at any time during the past 12 months. The amount of nonperforming troubled debt restructurings are less than the amount that have subsequently defaulted either because a defaulted troubled debt restructuring subsequently became current or was transferred to REO.
		For the three months ended September 30,						For the nine months ended September 30,
		2013			2012			2013			2012
TDRs made during the periods		$8			$2			$27			$7
TDRs from the previous 12 months that subsequently defaulted during the periods		15			4			17			8
Individually Evaluated Impaired Loans
The following table summarizes the recorded investment, unpaid principal balance, and related allowance of impaired MPF Loans individually assessed for impairment, which includes impaired collateral dependent MPF Loans and troubled debt restructurings. We had no impaired MPF Loans without an allowance for either date.
		September 30, 2013											31-Dec-12
As of		Recorded Investment				Unpaid Principal Balance				Related Allowance			Recorded Investment			Unpaid Principal Balance			Related Allowance
Impaired conventional MPF Loans with an allowance		$	217			$	211			$	25		$	230		$	224		$	30
The following table summarizes the average recorded investment of impaired conventional MPF Loans and related interest recognized.
		For the three months ended								For the nine months ended
		30-Sep-13				30-Sep-12				30-Sep-13			30-Sep-12
Average Recorded Investment		$	219			$	210			$	218		$	207
Interest Income Recognized		—				3				—			7
Term Federal Funds Sold and Term Securities Purchased Under Agreements to Resell
These financing receivables are short-term and the recorded balance approximates fair value. All federal funds sold were repaid according to the contractual terms. Federal Funds are only evaluated for purposes of an allowance for credit losses if the investment is not paid when due.
Securities purchased under agreements to resell are considered collateralized financing arrangements and effectively represent short-term loans with highly rated counterparties. The terms of these loans are structured such that if the market values of the underlying securities decrease 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, or the dollar value of the resale agreement will be decreased 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 is charged to earnings. Based upon the collateral held as security, we have determined that no allowance for credit losses was needed for our securities purchased under agreements to resell. All securities purchased under agreements to resell were repaid according to the contractual terms.

Derivatives_and_Hedging_Activi

Derivatives and Hedging Activities	9 Months Ended
	Sep. 30, 2013
Derivative Instruments and Hedging Activities Disclosure [Abstract]	'
Derivatives and Hedging Activities [Text Block]	'
	Derivatives and Hedging Activities
	Refer to Note 2 - Summary of Significant Accounting Polices to the financial statements in our 2012 Form 10-K for our accounting policies for derivatives.
	In December of 2011, and as amended in January 2013, the FASB issued new disclosure requirements pertaining to offsetting (netting) of assets and liabilities. We adopted these new disclosure requirements retrospectively for all comparative periods presented effective January 1, 2013. The requirements require disclosure of both gross information and net information related to only derivatives, repurchase agreements and reverse repurchase agreements, and securities borrowing regardless of whether we offset these transactions in our statement of condition. A description of the rights of setoff related to these financial instruments, including the nature of those rights, also are required to be disclosed. Rights of offset only apply to our derivatives. We do not have any securities sold under agreements to repurchase, nor do we have any securities borrowing or lending transactions.
	We transact most of our derivatives with large banks and major broker-dealers. Some of these banks and broker-dealers or their affiliates buy, sell, and distribute consolidated obligations. Derivative transactions may be entered into through an over-the-counter bilateral agreement with an individual counterparty. Additionally, the Dodd-Frank Act's new statutory and regulatory requirements for cleared derivatives transactions, including those we utilize to hedge our interest rate and other risks, became effective June 10, 2013. As a result, we began to clear derivatives transactions as required through an FCM with a derivatives clearing organization (clearinghouse). We are not a derivative dealer and do not trade derivatives for speculative purposes.
	Managing Credit Risk on Derivative Agreements
	We are subject to credit risk due to the risk of nonperformance by counterparties to our derivative agreements. For bilateral derivative agreements, the degree of counterparty risk depends on the extent to which master netting arrangements are included in such contracts to mitigate the risk. We manage counterparty credit risk through credit analysis, collateral requirements and adherence to the requirements set forth in our policies and FHFA regulations. We require collateral agreements on all derivatives that establish collateral delivery thresholds. Additionally, collateral related to derivatives with member institutions includes collateral assigned to us, as evidenced by a written security agreement, and held by the member institution for our benefit. Based on credit analyses and collateral requirements, we do not anticipate any credit losses on our derivative agreements. See Note 18 - Fair Value Accounting to the financial statements in our 2012 Form 10-K for discussion regarding our fair value methodology for derivative assets and liabilities, including an evaluation of the potential for the fair value of these instruments to be affected by counterparty credit risk.
	Our over-the-counter bilateral derivative agreements contain provisions that require us to post additional collateral with our counterparties if there is deterioration in our credit rating, except for those derivative agreements with a zero unsecured collateral threshold for both parties, in which case positions are required to be fully collateralized regardless of credit rating. If our credit rating is lowered by a major credit rating agency, such as Standard and Poor's or Moody’s, we would be required to deliver additional collateral on derivatives in net liability positions. If our credit rating had been lowered from its current rating to the next lower rating, we would have been required to deliver up to an additional $62 million of collateral at fair value to our derivatives counterparties at September 30, 2013.
	Cleared swaps are subject to initial and variation margin requirements established by the clearinghouse and its clearing members. We post initial and variation margin through the clearing member, on behalf of the clearinghouse, which could expose us to institutional credit risk in the event that a clearing member or the clearinghouse fail to meet their obligations. Clearing derivatives through a clearinghouse mitigates counterparty credit risk exposure because a central clearinghouse counterparty is substituted for individual counterparties and collateral is posted daily for changes in the value of cleared derivatives through an FCM.
	We present our derivative assets and liabilities on a net basis in our statement of condition. The net amount includes cash collateral and related accrued interest in cases where we have a legal right of setoff, by contract (e.g., master netting agreement) or otherwise, to discharge all or a portion of the debt owed to our counterparty by applying against the debt an amount that our counterparty owes to us. In addition to the cash collateral as noted in the following table, we also posted as of September 30, 2013, $13 million of trading securities, of which $5 million can be sold or repledged, as part of our initial margin related to cleared derivative transactions. A right of setoff exists when all of the following conditions are met:
	•We and our counterparty owe each other determinable amounts.
	•We have the right to set off the amount owed with the amount owed by the other party.
	•We intend to set off.
	•	Our right of setoff is enforceable at law. We have analyzed the enforceability of offsetting rights incorporated in our cleared derivative transactions and determined that the exercise of those offsetting rights by a non-defaulting party under these transactions should be upheld under applicable law upon an event of default including a bankruptcy, insolvency or similar proceeding involving the clearinghouse or our clearing agent, or both. Based on this analysis, we present a net derivative receivable or payable for all of our transactions through a particular clearing agent with a particular clearinghouse.
	The table below presents:
	•	Our gross and net derivative assets and liabilities by contract type and amount for our derivative agreements for which offsetting is permissible under U.S. GAAP.
	•	Our gross recognized amount of offsetting derivative assets and liabilities for derivative instruments with legal right of offset as well as derivative instruments (i.e., mortgage delivery commitments) without the legal right of offset. As of September 30, 2013, we held an immaterial amount of cleared derivative contracts.
			September 30, 2013										December 31, 2012
	As of		Notional Amount			Derivative Assets				Derivative Liabilities			Notional Amount			Derivative Assets				Derivative Liabilities
	Derivatives in hedge accounting relationships-
	Interest rate swaps		$	30,042		$	80			$	1,728		$	24,678		$	103			$	2,107
	Total		30,042			80				1,728			24,678			103				2,107
	Derivatives not in hedge accounting relationships-
	Interest rate swaps		14,690			500				330			13,352			691				656
	Interest rate swaptions		5,365			63				—			8,690			160				—
	Interest rate caps or floors		1,163			154				—			1,913			223				—
	Mortgage delivery commitments		440			6				6			992			15				15
	Total		21,658			723				336			24,947			1,089				671
	Total before adjustments		$	51,700		803				2,064			$	49,625		1,192				2,778
	Netting adjustments excluding cash collateral					(756		)		(756		)				(1,120		)		(1,120		)
	Exposure at fair value					47			a	1,308						72			a	1,658
	Cash collateral and related accrued interest on the collateral					(15		)		(1,238		)				(25		)		(1,576		)
	Derivative assets and liabilities					$	32			$	70					$	47			$	82
	Gross recognized amount with legal right of offset					$	797		a	$	2,058					$	1,177		a	$	2,763
	Gross amounts of netting adjustments and cash collateral					(771		)		(1,994		)				(1,145		)		(2,696		)
	Net amounts after offsetting adjustments with legal right of offset					26				64						32				67
	Derivatives and cash collateral without legal right of offset					6				6						15				15
	Total derivatives recorded in Statements of Condition					32				70						47				82
	Less: Noncash collateral received or pledged and not offset-
	Cannot be sold or repledged					25				—						30				—
	Net amount b					$	7			$	70					$	17			$	82
	a	Includes derivative net accrued interest receivable of $11 million as of September 30, 2013, and $1 million as of December 31, 2012.
	b Any over-collateralization received by or paid from us to an individual clearing member and/or at a counterparty arrangement level is not included in the determination of the net amount.  Specifically, any such over-collateralization amount received by us is not offset against another derivative asset counterparty exposure for which there is no legal right of offset, while any over-collateralization delivered by us is not offset against another derivative liability counterparty exposure for which there is no legal right of offset.
	The tables below present the components of derivatives and hedging activities as presented in the statements of income.
			Three months ended September 30,							Nine months ended September 30,
	For the periods ending		2013			2012				2013			2012
	Fair value hedges -
	Interest rate swaps		$	2		$	—			$	13		$	(3	)
	Other		—			—				—			1
	Fair value hedges - ineffectiveness net gain (loss)		2			—				13			(2		)
	Cash flow hedges - ineffectiveness net gain (loss)		1			—				4			2
	Economic hedges -
	Interest rate swaps		(2		)	(29		)		62			(75		)
	Interest rate swaptions		(20		)	6				(37		)	24
	Interest rate caps/floors		(7		)	(2		)		(65		)	(11		)
	Mortgage delivery commitments		—			1				1			1
	Net interest settlements		15			23				41			63
	Economic hedges - net gain (loss)		(14		)	(1		)		2			2
	Net gains (losses) on derivatives and hedging activities		$	(11	)	$	(1	)		$	19		$	2
	Fair Value Hedges
	The following table presents, by type of hedged item, the gains (losses) on derivatives and the related hedged items in fair value hedging relationships and the effect of those derivatives on our net interest income.
			Gain (Loss) on Derivative			Gain (Loss) on Hedged Item				Total Ineffectiveness Gain (Loss) Recognized in Derivatives and Hedging Activities			Net Interest Settlements Classified in Net Interest Income a			Hedge Adjustments Amortized into Net Interest Income b
	Three months ended
	30-Sep-13
Hedged item type -
Available-for-sale securities		$	7		$	(6	)		$	1		$	(35	)	$	—
Advances		10			(9		)		1			(16		)	9
MPF Loans held for portfolio		—			—				—			—			(8		)
Consolidated obligation bonds		37			(37		)		—			62			(5		)
Total		$	54		$	(52	)		$	2		$	11		$	(4	)
Three months ended
30-Sep-12
Hedged item type -
Available-for-sale securities		$	(35	)	$	36			$	1		$	(33	)	$	—
Advances		(5		)	6				1			(19		)	—
MPF Loans held for portfolio		—			—				—			—			(12		)
Consolidated obligation bonds		(4		)	2				(2		)	31			(6		)
Total		$	(44	)	$	44			$	—		$	(21	)	$	(18	)
Nine months ended
30-Sep-13
Hedged item type -
Available-for-sale investments		$	241		$	(233	)		$	8		$	(104	)	$	—
Advances		108			(101		)		7			(50		)	7
MPF Loans held for portfolio		—			—				—			—			(27		)
Consolidated obligation bonds		(379		)	377				(2		)	164			(18		)
Total		$	(30	)	$	43			$	13		$	10		$	(38	)
Nine months ended
30-Sep-12
Hedged item type -
Available-for-sale investments		$	(112	)	$	111			$	(1	)	$	(98	)	$	—
Advances		(13		)	20				7			(64		)	(24		)
MPF Loans held for portfolio		1			—				1			(2		)	(39		)
Consolidated obligation bonds		3			(12		)		(9		)	111			(22		)
Total		$	(121	)	$	119			$	(2	)	$	(53	)	$	(85	)
a	Represents the effect of net interest settlements attributable to existing derivative hedging instruments on net interest income. The effect of derivatives on net interest income is included in the interest income/expense line item of the respective hedged item type.
b	Amortization of hedge adjustments is included in the interest income/expense line item of the respective hedged item type.
Cash Flow Hedges
The following table presents our gains (losses) on our cash-flow hedging relationships recorded in income and other comprehensive income (loss). In cases where amounts are insignificant in the aggregate, we do not report a balance.
		Amortization of Effective Portion Reclassified From AOCI to Interest			Ineffective Portion Reclassified to Derivatives and Hedging Activities				Total Reclassified Into Statements of Income			Effective Portion Recorded in AOCI			Change in OCI				Net Interest Settlements Classified in Net Interest Income a
Three months ended September 30, 2013
Advances -		$	3		$	—			$	3		$	—		$	(3	)		$	—
interest rate floors
Discount notes -		—			—				—			—			—				—
interest rate caps
Discount notes -		(1		)	1				—			21			21				(66		)
interest rate swaps
Bonds -		(1		)	—				(1		)	—			1				—
interest rate swaps
Total		$	1		$	1			$	2		$	21		$	19			$	(66	)
Three months ended September 30, 2012
Advances -		$	3		$	—			$	3		$	—		$	(3	)		$	—
interest rate floors
Discount notes -		(1		)	—				(1		)	—			1				—
interest rate caps
Discount notes -		—			—				—			(33		)	(33		)		(67		)
interest rate swaps
Bonds -		(1		)	—				(1		)	—			1				—
interest rate swaps
Total		$	1		$	—			$	1		$	(33	)	$	(34	)		$	(67	)
Nine months ended September 30, 2013
Advances -		$	10		$	—			$	10		$	—		$	(10	)		$	—
interest rate floors
Discount notes -		(1		)	—				(1		)	—			1				—
interest rate caps
Discount notes -		(2		)	4				2			348			346				(200		)
interest rate swaps
Bonds -		(2		)	—				(2		)	—			2				—
interest rate swaps
Total		$	5		$	4			$	9		$	348		$	339			$	(200	)
Nine months ended September 30, 2012
Advances -		$	11		$	—			$	11		$	—		$	(11	)		$	—
interest rate floors
Discount notes -		(5		)	—				(5		)	—			5				—
interest rate caps
Discount notes -		(2		)	2				—			(91		)	(91		)		(202		)
interest rate swaps
Bonds -		(4		)	—				(4		)	—			4				—
interest rate swaps
Total		$	—		$	2			$	2		$	(91	)	$	(93	)		$	(202	)
a	Represents the effect of net interest settlements attributable to open derivative hedging instruments on net interest income. The effect of     derivatives on net interest income is included in the interest income/expense line item of the respective hedged item type.
There were no amounts reclassified from AOCI into earnings for the periods presented as a result of the discontinuance of cash-flow hedges because the original forecasted transactions failed to occur by the end of the originally specified time period or within a two-month period thereafter. The deferred net gains (losses) on derivative instruments in AOCI that are expected to be reclassified to earnings during the next twelve months were $9 million as of September 30, 2013. The maximum length of time over which we are hedging our exposure to the variability in future cash flows for forecasted transactions, excluding those forecasted transactions related to the payment of variable interest on existing financial instruments, is 7 years.

Consolidated_Obligations

Consolidated Obligations	9 Months Ended
	Sep. 30, 2013
Debt Disclosure [Abstract]	'
Consolidated Obligations [Text Block]	'
	Consolidated Obligations
	The following table presents our consolidated obligation bonds, for which we are the primary obligor, including callable bonds that are redeemable in whole, or in part, at our discretion on predetermined call dates.
	As of September 30, 2013	Contractual Maturity			Weighted Average Interest Rate			Next Maturity or Call Date
	Due in one year or less	$	7,185		2.97	%		$	26,217
	One to two years	2,077			2.41	%		2,612
	Two to three years	3,868			3.42	%		3,278
	Three to four years	2,985			2.85	%		1,575
	Four to five years	6,071			1.72	%		1,226
	Thereafter	14,094			2.11	%		1,372
	Total par value	$	36,280		2.43	%		$	36,280
	The following table presents our consolidated obligation discount notes for which we are the primary obligor. All are due in one year or less.
	As of	30-Sep-13			December 31, 2012
	Carrying Amount	$	19,519		$	31,260
	Par Value	19,521			31,269
	Weighted Average Interest Rate	0.05		%	0.13		%
	The following table presents consolidated obligation bonds outstanding by call feature:
	As of	30-Sep-13			31-Dec-12
	Noncallable	$	15,433		$	19,179
	Callable	20,847			13,480
	Total par value	36,280			32,659
	Bond premiums (discounts), net	21			13
	Hedging adjustments	(463		)	(104		)
	Fair value option adjustments	2			1
	Total consolidated obligation bonds	$	35,840		$	32,569

Subordinated_Notes

Subordinated Notes	9 Months Ended
	Sep. 30, 2013
Subordinated Debt [Abstract]	'
Subordinated Notes [Text Block]	'
	Subordinated Notes
	Our subordinated notes outstanding mature on June 13, 2016. The subordinated notes are not obligations of, and are not guaranteed by, the United States Government or any FHLBs other than us. The subordinated notes are unsecured obligations and rank junior in priority of payment to our senior liabilities. Senior liabilities include all of our existing and future liabilities, such as deposits, consolidated obligations for which we are the primary obligor and consolidated obligations of the other FHLBs for which we are jointly and severally liable. For further description of our subordinated notes see Note 13 - Subordinated Notes to the financial statements in our 2012 Form 10-K.

Capital_and_Mandatorily_Redeem

Capital and Mandatorily Redeemable Capital Stock	9 Months Ended
	Sep. 30, 2013
Capital [Abstract]	'
Capital Stock and Mandatorily Redeemable Capital Stock [Text Block]	'
	Capital and Mandatorily Redeemable Capital Stock
	Capital Rules
	Under our capital plan our stock consists of two sub-classes of stock, Class B1 stock and Class B2 stock (together, Class B stock), both with a par value of $100 and redeemable on five years' written notice, subject to certain conditions. Under the capital plan, each member is required to own capital stock in an amount equal to the greater of a membership stock requirement or an activity stock requirement. Class B1 stock is available for purchase only to support a member's activity stock requirement. Class B2 stock is available to be purchased to support a member's membership stock requirement and any activity stock requirement.
	Certain amendments to our capital plan became effective July 1, 2013, which among other things, allow our Board of Directors to set a threshold of between $5 million and $250 million on the amount of Class B2 stock that would otherwise be held for membership if a member has advances outstanding that have an activity stock requirement in excess of the threshold amount. In that case, the amount of Class B2 stock that exceeds such threshold and is necessary to support advance activity is automatically converted into Class B1 stock. This new threshold was initially set at $5 million, which means that we will convert to Class B1 capital stock any capital stock supporting advances that exceeds the lesser of the member's membership requirement or $5 million.
	Under our capital plan, the Board of Directors may periodically adjust members' activity stock requirement for certain new advances within a range of 2.0% and 6.0% of a member's outstanding advances. On October 8, 2013, we announced that our Board has implemented this provision through a Reduced Capitalization Advance Program (RCAP) that allows members to borrow one or more advances with an activity stock requirement of only 2.0% for the life of the advance instead of the 5.0% requirement under the capital plan’s general provisions, if the new advances represent an incremental increase in a member’s overall level of advances. Each member's activity stock requirement remains at 5.0% for non-RCAP advances.
	Finally, under the capital plan, the cap on the membership stock requirement for each member is now $163.4 million. Under the plan, the cap on membership stock is equal to the lesser of (1) a cap set by the Board within a range of $25 million and $250 million, and (2) 9.9% of our total capital stock outstanding as of the prior December 31. Although the Board set an initial cap of $250 million, the operative cap under the plan of $163.4 million is based on the level of the Bank's capital stock at December 31, 2012.
	Membership stock requirements will continue to be recalculated annually, whereas the activity stock requirement and any automatic conversion of Class B2 stock to Class B1 stock related to the new threshold will apply on a daily basis. We may only redeem or repurchase capital stock from a member if, following the redemption or repurchase, the member will continue to meet its minimum investment requirement and we remain in compliance with our regulatory capital requirements.
	We repurchased excess capital stock totaling $189 million as part of our quarterly repurchase opportunities in February and May, as discussed in Note 14 - Regulatory Actions to the financial statements in our 2012 Form 10-K. Effective May 28, 2013, we announced completion of our quarterly excess capital stock repurchases program initiated in 2012 and our current practice of repurchasing excess capital stock held by members within three business days of receiving a repurchase request, subject to regulatory requirements and prudent business practices. During the third quarter, all capital stock repurchases were made within three business days of receipt of the requests.
	Minimum Capital Requirements
	For details on our minimum capital requirements, see Minimum Capital Requirements after Conversion to New Capital Structure on page F-55 of our 2012 Form 10-K. We complied with our minimum regulatory capital requirements as shown below:
		September 30, 2013						31-Dec-12
		Requirement			Actual			Requirement			Actual
	Risk-based capital	$	1,489		$	3,559		$	1,545		$	3,347
	Total regulatory capital	$	2,445		$	3,559		$	2,783		$	3,347
	Total regulatory capital ratio	4		%	5.82		%	4		%	4.81		%
	Leverage capital	$	3,056		$	5,339		$	3,479		$	5,021
	Leverage capital ratio	5		%	8.73		%	5		%	7.22		%
	Total regulatory capital and leverage capital do not include accumulated other comprehensive income (loss). Under the FHFA regulation on capital classifications and critical capital levels for the FHLBs, we are adequately capitalized.
	Capital Concentration
	As of September 30, 2013, BMO Harris Bank, N.A. held $170 million, or 11%, of our total capital stock outstanding. No other members had capital stock exceeding 10%.
	Mandatorily Redeemable Capital Stock
	We reclassify capital stock from equity to mandatorily redeemable capital stock (MRCS) in our Statements of Condition under conditions as further described in Mandatorily Redeemable Capital Stock on page F-56 in our 2012 Form 10-K.

Accumulated_Other_Comprehensiv

Accumulated Other Comprehensive Income (Loss)	9 Months Ended
	Sep. 30, 2013
Accumulated Other Comprehensive Income (Loss) [Abstract]	'
Comprehensive Income (Loss) Note [Text Block]	'
	Accumulated Other Comprehensive Income (Loss)
	AOCI Reclassification Disclosures
	In February of 2012, the FASB amended existing accounting guidance to enhance the transparency of reporting amounts reclassified out of AOCI into net income. We adopted this amended guidance on a prospective basis effective January 1, 2013. The effects on the line items of net income of significant amounts reclassified out of AOCI in their entirety within the same reporting period are presented below for the nine month period ending September 30, 2013. The amounts for the three month period ending September 30, 2013 were not material. Additionally, cross-references to other disclosures currently required for other reclassification items that are not required to be reclassified directly to net income in their entirety in the same reporting period also are presented below. The amendments do not change the current requirements for reporting net income or other comprehensive income. As a result, the amendments did not have any effect on our operating activities or financial statements at the time of adoption.
	The following table summarizes the income (loss) in AOCI for the periods indicated:
		Available-for-sale						Held-to-maturity
		Net Unrealized Gain (Loss)			Non-credit OTTI			Net Unrealized Gain (Loss)			Non-credit OTTI			Net Unrealized on Cash Flow Hedges			Post-Retirement Plans			Total
	For the nine months ended September 30, 2012
	Beginning balance	$	1,113		$	(26	)	$	(5	)	$	(466	)	$	(1,049	)	$	2		$	(431	)
	Net change in the period	477			15			2			68			(93		)	(1		)	468
	Ending balance	$	1,590		$	(11	)	$	(3	)	$	(398	)	$	(1,142	)	$	1		$	37
	For the nine months ended September 30, 2013
	Beginning balance	$	1,576		$	(8	)	$	(3	)	$	(381	)	$	(1,078	)	$	1		$	107
	Change in the period before reclassifications to net income	(450		)	8			—			46			348			—			(48		)
	Period amounts reclassified to:
	Net interest income	—			—			2			—			(5		)	—			(3		)
	Non-interest gain (loss)	—			—			—			—			(4		)	—			(4		)
	Net change in the period	(450		)	8			2			46			339			—			(55		)
	Ending balance	$	1,126		$	—		$	(1	)	$	(335	)	$	(739	)	$	1		$	52

Fair_Value_Accounting

Fair Value Accounting	9 Months Ended
	Sep. 30, 2013
Fair Value Disclosures [Abstract]	'
Fair Value Accounting [Text Block]	'
	Fair Value Accounting
	Fair Value Measurement
	For our accounting policies regarding fair values see Note 2 - Summary of Significant Accounting Policies to the financial statements in our 2012 Form 10-K.
	Fair Value Hierarchy
	The fair value hierarchy is used to prioritize the valuation techniques as well as the inputs used to measure fair value for assets and liabilities carried at fair value on the statements of condition. The fair value hierarchy requires us 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.
	Outlined below is the application of the fair value hierarchy to our financial assets and financial liabilities that are carried at fair value or disclosed in the notes to the financial statements:
	Level 1 inputs are quoted prices (unadjusted) in active markets for identical assets or liabilities that we can access at the measurement date.
	Level 2 inputs are inputs other than quoted prices included within Level 1 that are observable 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:
	a. Quoted prices for similar assets or liabilities in active markets
	b. Quoted prices for identical or similar assets or liabilities in markets that are not active
	c. Inputs other than quoted prices that are observable for the asset or liability, for example:
	1. Interest rates and yield curves observable at commonly quoted intervals
	2. Implied volatilities
	3. Credit spreads
	d. Market-corroborated inputs.
	Level 3 inputs are unobservable inputs for the asset or liability. Unobservable inputs are used to measure fair value to the extent that relevant observable inputs are not available, thereby allowing for situations in which there is little, if any, market activity for the asset or liability at the measurement date. However, the fair value measurement objective remains the same, that is, an exit price at the measurement date from the perspective of a market participant that holds the asset or owes the liability. Therefore, unobservable inputs shall reflect the assumptions that market participants would use when pricing the asset or liability, including assumptions about risk.
	For instruments carried at fair value, we review the fair value hierarchy classifications on a quarterly basis. Changes in the observability of the valuation attributes may result in a reclassification of financial assets or liabilities from one level to another. Such reclassifications are reported as transfers in/out at fair value as of the beginning of the quarter in which the changes occur. We had no such transfers for the periods presented.
	Valuation Techniques and Significant Inputs
	A description of the valuation techniques and significant inputs is disclosed in Note 18 - Fair Value Accounting to the financial statements in our 2012 Form 10-K. There have been no significant changes in our valuation techniques since then.
	Financial instruments carried at fair value in our statements of condition using Level 3 inputs were immaterial at September 30, 2013.
	Fair Value Estimates for Financial Instruments
	The tables below are a summary of the fair value estimates and related levels in the fair value hierarchy. The carrying amounts are as recorded in the statements of condition under the indicated captions. These tables do not represent an estimate of the overall market value of us as a going concern; as they do not take into account future business opportunities and future net profitability of assets and liabilities.  The tables below are presented in the following order:
	•	Fair values of financial instruments.
	•	Financial instruments carried at fair value on a recurring basis on our statements of condition.
	•	Assets carried at fair value on a nonrecurring basis on our statements of condition.
										Fair Value Hierarchy
		Carrying Amount				Total Fair Value				Level 1				Level 2				Level 3
	September 30, 2013
	Financial Assets-
	Cash and due from banks	$	5,115			$	5,115			$	5,115			$	—			$	—
	Federal Funds sold	689				689				—				689				—
	Securities purchased under agreements to resell	2,050				2,050				—				2,050				—
	Held-to-maturity securities	7,674				8,392				—				6,718				1,674
	Advances	14,843				14,975				—				14,975				—
	MPF Loans held in portfolio, net	8,191				8,776				—				8,576				200
	Accrued interest receivable	92				92				—				92				—
	Financial Liabilities-
	Deposits	$	(598	)		$	(598	)		$	—			$	(598	)		$	—
	Consolidated obligation discount notes	(19,519		)		(19,519		)		—				(19,519		)		—
	Consolidated obligation bonds	(35,840		)		(36,744		)		—				(36,675		)		(69		)	a
	Accrued interest payable	(262		)		(262		)		—				(262		)		—
	Mandatorily redeemable capital stock	(5		)		(5		)		(5		)		—				—
	Subordinated notes	(1,000		)		(1,125		)		—				(1,125		)		—
	31-Dec-12
	Financial Assets-
	Cash and due from banks	$	3,564			$	3,564			$	3,564			$	—			$	—
	Securities purchased under agreements to resell	6,500				6,500				—				6,500				—
	Held-to-maturity securities	9,567				10,482				—				8,706				1,776
	Advances	14,530				14,802				—				14,802				—
	MPF Loans held in portfolio, net	10,432				11,227				—				11,015				212
	Accrued interest receivable	116				116				—				116				—
	Financial Liabilities-
	Deposits	$	(816	)		$	(816	)		$	—			$	(816	)		$	—
	Consolidated obligation discount notes	(31,260		)		(31,262		)		—				(31,262		)		—
	Consolidated obligation bonds	(32,569		)		(34,323		)		—				(34,241		)		(82		)	a
	Accrued interest payable	(156		)		(156		)		—				(156		)		—
	Mandatorily redeemable capital stock	(6		)		(6		)		(6		)		—				—
	Subordinated notes	(1,000		)		(1,162		)		—				(1,162		)		—
	a	Amount represents debt carried at fair value under a fair value hedge strategy, not at fair value under the fair value option.
	Financial Instruments Measured at Fair Value on a Recurring Basis
	The following tables present, for each hierarchy level, our assets and liabilities that are measured at fair value on the statements of condition on a recurring basis. We had no level 1 instruments for either period presented.
	As of September 30, 2013		Level 2				Level 3				Netting Adjustment			a	Total
	Financial assets -
Trading securities:
U.S. Government & other government related		$	313			$	—			$	—			$	313
GSE residential MBS		79				—				—				79
Governmental-guaranteed residential MBS		2				—				—				2
Total Trading Securities		394				—				—				394
AFS securities:
U.S. Government & other government related		606				—				—				606
FFELP ABS		6,969				—				—				6,969
GSE residential MBS		11,508				—				—				11,508
Government-guaranteed residential MBS		2,768				—				—				2,768
Private-label residential MBS		—				73				—				73
Total AFS Securities		21,851				73				—				21,924
Advances		29				—				—				29
Derivative assets		783			b	19			b	(770		)		32
Total financial assets at fair value		$	23,057			$	92			$	(770	)		$	22,379
Level 3 as a percent of total assets at fair value						0.4		%
Financial liabilities -
Consolidated obligation discount notes		$	(75	)		$	—			$	—			$	(75	)
Consolidated obligation bonds		(2,382		)		(69		)	c	—				(2,451		)
Derivative liabilities		(2,064		)	b	—				1,994				(70		)
Total financial liabilities at fair value		$	(4,521	)		$	(69	)		$	1,994			$	(2,596	)
Level 3 as a percent of total liabilities at fair value						2.7		%
As of December 31, 2012		Level 2				Level 3				Netting Adjustment a				Total
Financial assets -
Trading securities:
U.S. Government & other government related		$	1,106			$	—			$	—			$	1,106
GSE residential MBS		120				—				—				120
Governmental-guaranteed residential MBS		3				—				—				3
Total Trading Securities		1,229				—				—				1,229
AFS securities:
U.S. Government & other government related		754				—				—				754
FFELP ABS		7,453				—				—				7,453
GSE residential MBS		12,228				—				—				12,228
Government-guaranteed residential MBS		2,950				—				—				2,950
Private-label residential MBS		—				69				—				69
Total AFS Securities		23,385				69				—				23,454
Advances		9				—				—				9
Derivative assets		1,160			b	32			b	(1,145		)		47
Total financial assets at fair value		$	25,783			$	101			$	(1,145	)		$	24,739
Level 3 as a percent of total assets at fair value						0.4		%
Financial liabilities -
Consolidated obligation bonds		(1,251		)		(82		)	c	—				(1,333		)
Derivative liabilities		(2,778		)	b	—				2,696				(82		)
Total financial liabilities at fair value		$	(4,029	)		$	(82	)		$	2,696			$	(1,415	)
Level 3 as a percent of total liabilities at fair value						5.8		%
a	The netting adjustment amount includes cash collateral (either received or paid by us) and related accrued interest in cases where we have a legal right of setoff, by contract (e.g., master netting agreement) or otherwise, to discharge all or a portion of the debt owed to our counterparty by applying against the debt an amount that our counterparty owes to us. See Note 9 - Derivatives and Hedging Activities for further details.
b	Our derivative assets are, in part secured with cash collateral (Level 1) as described in Note 9 - Derivatives and Hedging Activities. However, we view our net derivative assets or liabilities as a single unit of account for purposes of classifying the total balance within the fair value hierarchy. Accordingly, we classify our derivative assets and liabilities as either Level 2 or Level 3 within the fair value hierarchy.
c	Amount represents debt carried at fair value under a fair value hedge strategy, not at fair value under the fair value option.
Level 3 Disclosures for Assets and Liabilities that are Measured at Fair Value on a Recurring Basis
The following table presents a reconciliation of assets and liabilities that are measured at fair value on the statements of condition using significant unobservable inputs (Level 3):
	Level 3 Assets/Liabilities
	Available-For-Sale				Derivative Assets Interest-Rate Related				Consolidated Obligation Bonds
	Private-Label MBS
For the nine months ended September 30, 2013
Balance at beginning of period	$	69			$	32			$	(82	)
Gains (losses) realized and unrealized:
Recorded in earnings in interest income	2				—				—
Recorded in net unrealized gain/loss on AFS in OCI	3				—				—
Change in fair value recorded in OCI -	8				—				—
Non-credit OTTI on AFS securities
Change in fair value recorded in earnings - Derivatives and hedging activities	—				(13		)		13
Paydowns and settlements	(9		)		—				—
Balance at end of period	$	73			$	19			$	(69	)
Total unrealized gains (losses) recorded in earnings (derivatives and hedging activities) and attributable to instruments still held at period end	$	2			$	—			$	13
For the nine months ended September 30, 2012
Balance at beginning of period	$	63			$	37			$	(87	)
Gains (losses) realized and unrealized:
Change in fair value recorded in OCI -	16				—				—
Non-credit OTTI on AFS securities
Change in fair value recorded in earnings - Derivatives and hedging activities	—				(5		)		5
Paydowns and settlements	(10		)		—				—
Balance at end of period	$	69			$	32			$	(82	)
Total unrealized gains (losses) recorded in earnings (derivatives and hedging activities) and attributable to instruments still held at period end	$	—			$	(5	)		$	5
Assets Measured at Fair Value on a Nonrecurring Basis
The table below presents assets that are measured at fair value on a nonrecurring basis in our statements of condition only as of the dates shown. These assets are subject to being measured at fair value as a result of becoming impaired during the reporting period or in the case of REO when fair value declines during the reporting period. Held-to-maturity, private-label residential MBS are measured at fair value using the same methodology and significant assumptions utilized for available-for-sale private-label residential MBS. If available, broker price opinions are used to measure impaired MPF Loans or REO. If a current broker price opinion is not available, we estimate fair value based on current actual loss severity rates we have incurred on sales, excluding any estimated selling costs. See Note 8 - Allowance for Credit Losses for further details. Significant increases (decreases) in the loss severity rate input in isolation may result in a significantly lower (higher) fair value measurement.
		September 30, 2013				31-Dec-12
		Level  3				Level  3
Impaired MPF Loans		$	200			$	212
Real estate owned		10				18
Total non-recurring assets		$	210			$	230
Fair Value Option
We elected the fair value option for advances, discount notes, and short-term consolidated obligation bonds for which hedge accounting treatment may not be achieved. Specifically, hedge accounting may not be achieved in cases where it may be difficult to pass prospective or retrospective effectiveness testing under derivative hedge accounting guidance even though the interest rate swaps used to hedge these financial instruments have matching terms. Accordingly, electing the fair value option allows us to better match the change in fair value of the advance, discount note, and short-term consolidated obligation bonds with the interest rate swap economically hedging it.
Under the fair value option, fair value is used for both the initial and subsequent measurement of the designated assets and liabilities, with the changes in fair value recognized in non-interest gain (loss). Interest on financial assets or liabilities carried at fair value is recognized solely on the contractual amount of interest due or unpaid. Any transaction fees or costs are immediately recognized into other non-interest gain (loss) or other non-interest expense.
The following tables summarize the activity related to financial assets and liabilities for which we elected the fair value option:
		September 30, 2013													September 30, 2012
						Consolidated Obligation													Consolidated Obligation
		Advances				Bonds				Discount Notes					Advances				Bonds				Discount Notes
For the three months ended
Balance beginning of period		$	29			$	(2,548	)		$	(75	)			$	9			$	(7,017	)		$	(4,135	)
New transactions elected for fair value option		—				(330		)		—					—				(6,300		)		—
Maturities and extinguishments (if any)		—				500				—					—				12,465				1,878
Net gain (loss) on instruments held at fair value		—				(2		)		—					—				(6		)		—
Change in accrued interest and other		—				(2		)		—					—				3				(1		)
Balance end of period		$	29			$	(2,382	)		$	(75	)			$	9			$	(855	)		$	(2,258	)
For the nine months ended
Balance beginning of period		$	9			$	(1,251	)		$	—				$	9			$	(2,631	)		$	(11,466	)
New transactions elected for fair value option		20				(2,880		)		(75		)			—				(15,190		)		—
Maturities and extinguishments (if any)		—				1,750				—					—				16,965				9,214
Net gain (loss) on instruments held at fair value		—				1				—					—				—				2
Change in accrued interest and other		—				(2		)		—					—				1				(8		)
Balance end of period		$	29			$	(2,382	)		$	(75	)			$	9			$	(855	)		$	(2,258	)
For items recorded under the fair value option, the related contractual interest income and contractual interest expense is recorded as part of net interest income on the statements of income. The remaining change in fair value for instruments in which the fair value option has been elected is recorded in non-interest gain (loss) on instruments held under fair value option in the statements of income. We determined that no adjustments to the fair values of our instruments recorded under the fair value option for instrument-specific credit risk were necessary as of the dates presented.
The following table reflects the difference between the aggregate unpaid principal balance (UPB) outstanding and the aggregate fair value for advances and consolidated obligation bonds for which the fair value option has been elected. None of the advances were 90 days or more past due and none were on nonaccrual status.
		September 30, 2013												31-Dec-12
As of		Unpaid Principal Balance				Fair				Fair Value Over (Under) UPB				Unpaid Principal Balance				Fair				Fair Value Over (Under) UPB
						Value												Value
Advances		$	29			$	29			$	—			$	9			$	9			$	—
Consolidated obligation discount notes		75				75				—				—				—				—
Consolidated obligation bonds		2,380				2,382				2				1,250				1,251				1

Commitments_and_Contingencies

Commitments and Contingencies	9 Months Ended
	Sep. 30, 2013
Commitments and Contingencies Disclosure [Abstract]	'
Commitments and Contingencies [Text Block]	'
	Commitments and Contingencies
	The table below shows our commitments outstanding but not yet incurred or recorded in our statements of condition. The MPF Program mortgage purchase commitments in the table below primarily relate to the MPF Xtra product and will be concurrently resold to Fannie Mae. Unresolved repurchase requests and indemnifications are requests that we believe may occur from Fannie Mae; however, it is still uncertain whether or not Fannie Mae will request us to repurchase these mortgage loans.
	As of		September 30, 2013						31-Dec-12
			Expire within one year		Expire after one year		Total		Expire within one year		Expire after one year		Total
	Unsettled consolidated obligation bonds		$	30	$	—	$	30	$	175	$	—	$	175
	Member standby letters of credit		1,111		916		2,027		689		725		1,414
	Housing authority standby bond purchase agreements		120		212		332		50		382		432
	MPF Program mortgage purchase commitments		222		—		222		497		—		497
	Unresolved repurchasable loans and indemnifications to Fannie Mae for MPF Xtra loans a		60		—		60		39		—		39
	Advance commitments		140		122		262		—		285		285
	Commitments		$	1,683	$	1,250	$	2,933	$	1,450	$	1,392	$	2,842
	a	These unresolved repurchase requests and indemnifications are classified in the expire within one year category since such repurchases and indemnifications are made upon request by Fannie Mae.  However, these unresolved repurchase requests and indemnifications do not have an expiration date, and accordingly, our repurchases and indemnifications to Fannie Mae may occur after one year from the reporting date.

Transactions_with_Members_and_

Transactions with Members and Other FHLBs	9 Months Ended
	Sep. 30, 2013
Related Party Transactions [Abstract]	'
Related Party Transactions Disclosure [Text Block]	'
	Transactions with Members and Other FHLBs
	We are a member-owned cooperative. We define related parties as members that own 10% or more of our capital stock or members whose officers or directors also serve on our Board of Directors. Capital stock ownership is a prerequisite to transacting any member business with us. Members and former members own all of our capital stock.
	We conduct our advances business and the MPF Program almost exclusively with members. Therefore, in the normal course of business, we extend credit to members whose officers and directors may serve as our directors. We extend credit to them on market terms that are no more favorable than the terms of comparable transactions with other members who are not considered related parties (as defined above). In addition, we may purchase short-term investments, sell Federal Funds to, and purchase MBS from members (or affiliates of members) whose officers or directors serve as our directors. All such investments are market rate transactions and all such MBS are purchased through securities brokers or dealers. As an additional service to our members, including those whose officers or directors serve as our directors, we may enter into interest rate derivatives with members and offset these derivatives with non-member counterparties. These transactions are executed at market rates.
	Members
	The table below summarizes balances we had with our members as defined above as related parties (including their affiliates). Members represented in these tables may change between periods presented, to the extent that our related parties change, based on changes in the composition of our Board membership.
		September 30, 2013		December 31, 2012
	Assets - Advances	$	2,496	$	2,500
	Liabilities - Deposits	28		106
	Equity - Capital Stock	188		239
	Other FHLBs
	Material amounts of transactions with other FHLBs, if any, are parenthetically identified on the face of our Financial Statements.

Interest_Income_and_Interest_E1

Interest Income and Interest Expense (Tables)	9 Months Ended
	Sep. 30, 2013
Interest Income and Interest Expense [Abstract]	'
Interest Income and Interest Expense [Table Text Block]	'
	The following table presents interest income and interest expense for the periods indicated:
		Three months ended September 30,				Nine months ended September 30,
		2013		2012		2013			2012
	Interest income
	Federal Funds sold	$	1	$	1	$	2		$	2
	Securities purchased under agreements to resell	—		1		4			3
	Interest bearing deposits	—		—		1			1
	Investment securities -
	Trading	2		12		11			43
	Available-for-sale	145		160		442			486
	Held-to-maturity	79		102		251			326
	Total investment securities	226		274		704			855
	Advances-
	Advances interest income	37		46		107			140
	Advance prepayment fees, net of fair value hedge adjustments of	17		19		30			54
	$10, $0, $10, and $(24)
	Total Advances	54		65		137			194
	MPF Loans held in portfolio, net	92		125		308			421
	Total interest income	373		466		1,156			1,476
	Interest expense
	Consolidated obligations -
	Discount notes	71		77		222			230
	Bonds	170		235		562			766
	Total consolidated obligations	241		312		784			996
	Subordinated notes	13		14		42			43
	Total interest expense	254		326		826			1,039
	Net interest income before provision for credit losses	119		140		330			437
	Provision for (reversal of) credit losses	—		—		(2		)	8
	Net interest income	$	119	$	140	$	332		$	429

Investment_Securities_Tables

Investment Securities (Tables)	9 Months Ended
	Sep. 30, 2013
Investment Securities [Line Items]	'
Trading Securities by Major Security Type [Table Text Block]	'
	The following table presents the fair value of our trading securities:
	As of		September 30, 2013				December 31, 2012
	U.S. Government & other government related		$	313			$	1,106
	MBS:
	GSE residential		79				120
	Government-guaranteed residential		2				3
	Total MBS		81				123
	Trading securities		$	394			$	1,229
Available-for-sale Securities by Major Security Type [Table Text Block]	'
	Amortized Cost Basis and Fair Value – Available-for-Sale Securities (AFS)
		Amortized Cost Basis				Non-Credit OTTI Recognized in AOCI (Loss)				Gross Unrealized Gains in AOCI				Gross Unrealized Losses in AOCI				Carrying Amount and Fair
																		Value
	As of September 30, 2013
	U.S. Government & other government related	$	575			$	—			$	32			$	(1	)		$	606
	FFELP ABS	6,539				—				447				(17		)		6,969
	MBS:
	GSE residential	10,980				—				561				(33		)		11,508
	Government-guaranteed residential	2,634				—				134				—				2,768
	Private-label residential	70				—				3				—				73
	Total MBS	13,684				—				698				(33		)		14,349
	Total	$	20,798			$	—			$	1,177			$	(51	)		$	21,924
	As of December 31, 2012
	U.S. Government & other government related	$	690			$	—			$	64			$	—			$	754
	FFELP ABS	6,958				—				508				(13		)		7,453
	MBS:
	GSE residential	11,402				—				880				(54		)		12,228
	Government-guaranteed residential	2,758				—				192				—				2,950
	Private-label residential	78				(8		)		—				(1		)		69
	Total MBS	14,238				(8		)		1,072				(55		)		15,247
	Total	$	21,886			$	(8	)		$	1,644			$	(68	)		$	23,454
Held-to-maturity Securities by Major Security Type [Table Text Block]	'
	Amortized Cost Basis, Carrying Amount, and Fair Value - Held-to-Maturity Securities (HTM)
		Amortized				Non-credit OTTI Recognized in AOCI (Loss)				Carrying				Gross				Gross			Fair Value
		Cost Basis								Amount				Unrecognized				Unrecognized
														Holding				Holding
														Gains				Losses
	As of September 30, 2013
	U.S. Government & other government related	$	1,759			$	—			$	1,759			$	51			$	(1	)	$	1,809
	State or local housing agency	22				—				22				—				—			22
	MBS:
	GSE residential	3,363				—				3,363				208				—			3,571
	Government-guaranteed residential	1,280				—				1,280				36				—			1,316
	Private-label residential	1,585				(335		)		1,250				426				(2		)	1,674
	Total MBS	6,228				(335		)		5,893				670				(2		)	6,561
	Total	$	8,009			$	(335	)		$	7,674			$	721			$	(3	)	$	8,392
	As of December 31, 2012
	U.S. Government & other government related	$	2,487			$	—			$	2,487			$	139			$	—		$	2,626
	State or local housing agency	24				—				24				—				—			24
	MBS:
	GSE residential	4,282				—				4,282				377				—			4,659
	Government-guaranteed residential	1,340				—				1,340				57				—			1,397
	Private-label residential	1,815				(381		)		1,434				348				(6		)	1,776
	Total MBS	7,437				(381		)		7,056				782				(6		)	7,832
	Total	$	9,948			$	(381	)		$	9,567			$	921			$	(6	)	$	10,482
Securities in a Continuous Unrealized Loss Position [Table Text Block]	'
	The following tables present unrealized temporary losses on our AFS and HTM portfolio for periods less than 12 months and for 12 months or more. We recognized no OTTI charges on these unrealized loss positions because we expect to recover the entire amortized cost basis, we do not intend to sell these securities, and we believe it is more likely than not that we will not be required to sell them prior to recovering their amortized cost basis. In the tables below, in cases where the gross unrealized losses for an investment category are less than $1 million, the losses are not reported.
	Available-for-Sale Securities
			Less than 12 Months								12 Months or More								Total
			Fair Value				Gross Unrealized Losses				Fair Value				Gross Unrealized Losses				Fair Value			Gross Unrealized Losses
	As of September 30, 2013
	U.S. Government & other government related		$	40			$	(1	)		$	—			$	—			$	40		$	(1	)
	FFELP ABS		24				—				1,012				(17		)		1,036			(17		)
	MBS:
	GSE residential		67				—				3,324				(33		)		3,391			(33		)
	Government-guaranteed residential		31				—				—				—				31			—
	Private-label residential		—				—				25				—				25			—
	Total MBS		98				—				3,349				(33		)		3,447			(33		)
	Total		$	162			$	(1	)		$	4,361			$	(50	)		$	4,523		$	(51	)
	As of December 31, 2012
	FFELP ABS		$	—			$	—			$	1,079			$	(13	)		$	1,079		$	(13	)
	MBS:
	GSE residential		40				—				3,540				(54		)		3,580			(54		)
	Private-label residential		—				—				69				(9		)	a	69			(9		)	a
	Total MBS		40				—				3,609				(63		)		3,649			(63		)
	Total		$	40			$	—			$	4,688			$	(76	)		$	4,728		$	(76	)
	a	Includes $45 million of gross unrealized/unrecognized recoveries in fair value at December 31, 2012.
	Held-to-Maturity Securities
			Less than 12 Months								12 Months or More								Total
			Fair Value				Gross Unrealized Losses				Fair Value				Gross Unrealized Losses				Fair Value			Gross Unrealized Losses
	As of September 30, 2013
	U.S. Government & other government related		$	158			$	(1	)		$	—			$	—			$	158		$	(1	)
	State or local housing agency		10				—				—				—				10			—
	MBS:
	GSE residential		7				—				—				—				7			—
	Private-label residential		26				—				1,558				(337		)		1,584			(337		)
	Total MBS		33				—				1,558				(337		)		1,591			(337		)
	Total		$	201			$	(1	)		$	1,558			$	(337	)		$	1,759		$	(338	)
	As of December 31, 2012
	Private-label residential MBS Held-to-maturity		$	—			$	—			$	1,640			$	(387	)		$	1,640		$	(387	)
Securities by Contractual Maturity [Table Text Block]	'
	The table below presents the amortized cost basis and fair value of AFS and HTM securities by contractual maturity, excluding ABS and MBS securities. These securities are excluded because their expected maturities may differ from their contractual maturities if borrowers of the underlying loans elect to prepay their loans.
			Available-for-Sale								Held-to-Maturity
	As of September 30, 2013		Amortized Cost Basis				Fair				Carrying Amount				Fair
							Value								Value
	Year of Maturity -
	Due in one year or less		$	—			$	—			$	152			$	152
	Due after one year through five years		65				69				60				60
	Due after five years through ten years		78				84				442				460
	Due after ten years		432				453				1,127				1,159
	ABS and MBS without a single maturity date		20,223				21,318				5,893				6,561
	Total securities		$	20,798			$	21,924			$	7,674			$	8,392
Schedule of Projected Annualized Home Price Recovery Rates [Table Text Block]	'
	The following table presents the projected home price recovery by future month.
	As of September 30, 2013		Recovery Range Annualized %
	Future months		Low		High
	1 - 6 months		0.00%		3.00%
	7 - 12 months		1.00%		4.00%
	13 - 18 months		2.00%		4.00%
	19 - 30 months		2.00%		5.00%
	31 - 54 months		2.00%		6.00%
	Thereafter		2.30%		5.60%
Total Securities Other-than-Temporarily Impaired during the Life of the Security [Table Text Block]	'
	The table below presents private-label MBS that have incurred OTTI at some point in time since we acquired the security. Each private-label MBS presented below is classified as prime, subprime, or Alt-A. Such classification depends upon the nature of the majority of underlying mortgages collateralizing each private-label MBS based on the issuer's classification, or as published by a nationally recognized statistical rating organization (NRSRO), at the time of issuance of the MBS.  On October 15, 2010, we instituted litigation relating to sixty-four private label MBS bonds purchased by us in an aggregate original principal amount of approximately $4.29 billion. Our complaints assert claims for untrue or misleading statements in the sale of securities, and it is possible that the classifications of private-label MBS, as well as other statements made about the securities by the issuer, are inaccurate.
	As of September 30, 2013		Unpaid Principal Balance				Amortized Cost Basis				Non-Credit OTTI				Gross Unrealized Gains				Carrying Amount			Fair Value
	OTTI AFS Securities-
	Private-label residential MBS:
	Alt-A		$	106			$	69			—				$	3			$	72		$	72
	Total OTTI AFS securities		$	106			$	69			$	—			$	3			$	72		$	72
	OTTI HTM Securities-
	Private-label residential MBS:
	Prime		$	1,197			$	933			$	(240	)		$	—			$	693		$	968
	Subprime		747				472				(95		)		—				377			527
	Total OTTI HTM securities		$	1,944			$	1,405			$	(335	)		$	—			$	1,070		$	1,495

Advances_Tables

Advances (Tables)	9 Months Ended
	Sep. 30, 2013
Advances [Abstract]	'
Schedule of Advances by Callable and Putable Features [Table Text Block]	'
	We offer a wide range of fixed- and variable-rate advance products with different maturities, interest rates, payment characteristics and optionality. The following table presents our advances by callable/putable features:
	As of		September 30, 2013		31-Dec-12
	Noncallable/nonputable		$	12,112	$	11,616
	Callable		890		776
	Putable		1,743		1,948
	Total par value		14,745		14,340
	Hedging adjustments		72		166
	Other adjustments		26		24
	Total advances		$	14,843	$	14,530
Advances by Year of Contractual Maturity, Next Call Date, or Next Put or Convert Date [Table Text Block]	'
	The following table presents our advances by redemption terms:
	As of September 30, 2013		Amount		Weighted Average Interest Rate			Next Maturity or Call Date		Next Maturity or Put Date
	Due in one year or less		$	6,086	0.46	%		$	6,976	$	7,823
	One to two years		946		1.61	%		896		944
	Two to three years		1,585		3.05	%		1,335		833
	Three to four years		1,333		3.05	%		1,175		903
	Four to five years		3,971		1	%	a	3,544		3,453
	More than five years		824		2.99	%		819		789
	Total par value		$	14,745	1.33	%		$	14,745	$	14,745
	a	Low weighted average interest rate is relatively lower when compared to other categories due to a majority of advances in this category consisting of variable rate advances which are at low current market rates of interest.
Schedules of Concentration of Risk, by Risk Factor [Table Text Block]	'
	The following advance borrowers exceeded 10% of our total advances outstanding:
	As of September 30, 2013		Par Value Outstanding		% of Total Outstanding
	BMO Harris Bank, N.A.		$	2,375	16	%
	The Northern Trust Company		1,685		11	%
	State Farm Bank, F.S.B		1,500		10	%

MPF_Loans_Tables

MPF Loans (Tables)	9 Months Ended
	Sep. 30, 2013
Mortgage Loans on Real Estate [Abstract]	'
Mortgage Loans Held for Portfolio [Table Text Block]	'
	The following table presents information on MPF Loans held in our portfolio by contractual maturity at the time of purchase. All are fixed-rate. Government is comprised of loans insured by the Federal Housing Administration (FHA) or the Department of Housing and Urban Development (HUD) and loans guaranteed by the Department of Veteran Affairs (VA) or Department of Agriculture Rural Housing Service (RHS). MPF Loans outstanding continue to decrease as a result of our ongoing strategy to not add MPF Loans to our balance sheet, except for loans being acquired under our affordable housing programs.
	As of	September 30, 2013			December 31, 2012
	Medium term (15 years or less)	$	1,842		$	2,557
	Long term (greater than 15 years)	6,280			7,783
	Total unpaid principal balance	8,122			10,340
	Net premiums, credit enhancement and deferred loan fees	30			37
	Hedging adjustments	71			97
	Total before allowance for credit losses	8,223			10,474
	Allowance for credit losses on MPF Loans	(32		)	(42		)
	Total MPF Loans held in portfolio, net	$	8,191		$	10,432
	Conventional mortgage loans	$	6,380		$	8,260
	Government insured mortgage loans	1,742			2,080
	Total unpaid principal balance	$	8,122		$	10,340

Allowance_for_Credit_Losses_Ta

Allowance for Credit Losses (Tables)	9 Months Ended
	Sep. 30, 2013
Allowance for Credit Losses [Abstract]	'
Impact of MPF Risk Sharing Structure on Allowance for Credit Losses [Table Text Block]	'
	The table below presents the impact of the MPF Risk Sharing Structure and severity rates on our allowance for credit losses. For detailed definitions of how Total Severity Rate and Credit Loss Severity Rate are calculated, see Loss Severity on page F-38 in our 2012 Form 10-K.
	As of		September 30, 2013				31-Dec-12
	Total Severity Rate		36		%		38		%
	Credit Loss Severity Rate		20		%		22		%
	Total estimated losses outstanding		$	69			$	88
	Less: losses expected to be absorbed by MPF Risk Sharing Structure		(18		)	a	(23		)	a
	Our share of total losses		51				65
	Less: non-credit losses		(23		)		(27		)
	Credit losses		28				38
	Plus: other estimated credit losses in the remaining portfolio		4				4
	Allowance for credit losses on conventional MPF Loans		$	32			$	42
	a	Represents aggregate of credit enhancements across all master commitments expected to be recovered. Credit enhancement from one master commitment may not be used to offset credit losses incurred by another master commitment.
Rollforward of Allowance for Credit Losses on Mortgage Loans [Table Text Block]	'
	The following table presents the changes in the allowance for credit losses on conventional MPF Loans.
			For the three months ended								For the nine months ended
			September 30, 2013				September 30, 2012				September 30, 2013			September 30, 2012
	Balance, beginning of period		$	34			$	48			$	42		$	45
	Losses charged to the allowance		(2		)		(4		)		(8		)	(9		)
	Provision for (reversal of) credit losses		—				—				(2		)	8
	Balance, end of period		$	32			$	44			$	32		$	44
Schedule of Accounts, Notes, Loans and Financing Receivable by Impairment Methodology [Table Text Block]	'
	The following table presents the recorded investment by impairment methodology.
	As of		September 30, 2013				31-Dec-12
	Specifically identified and individually evaluated for impairment		$	25			$	30
	Homogeneous pools of loans and collectively evaluated for impairment		7				12
	Allowance for credit losses on conventional MPF Loans		$	32			$	42
	Individually evaluated for impairment - with an allowance		$	217			$	230
	Collectively evaluated for impairment		6,280				8,190
	Total recorded investment		$	6,497			$	8,420
Recorded Investment in Delinquent Mortgage Loans [Table Text Block]	'
	The table below summarizes our recorded investment in MPF Loans by our key credit quality indicators.
			September 30, 2013											December 31, 2012
	As of		Conventional				Government				Total			Conventional			Government			Total
	Past due 30-59 days		$	162			$	106			$	268		$	180		$	116		$	296
	Past due 60-89 days		48				29				77			59			42			101
	Past due 90 days or more		211				165				376			254			208			462
	Total past due		421				300				721			493			366			859
	Total current		6,076				1,467				7,543			7,927			1,741			9,668
	Total recorded investment		$	6,497			$	1,767			$	8,264		$	8,420		$	2,107		$	10,527
	In process of foreclosure		$	117			$	52			$	169		$	149		$	76		$	225
	Serious delinquency rate	a	3.26		%		9.34		%		4.56		%	3.03		%	9.86		%	4.4		%
	Past due 90 days or more still accruing interest	b	$	31			$	165			$	196		$	67		$	208		$	275
	On nonaccrual status		$	221			$	—			$	221		$	234		$	—		$	234
	a	MPF Loans that are 90 days or more past due or in the process of foreclosure as a percentage of the total recorded investment.
	b	Consists of MPF Loans that are either government mortgage loans or conventional mortgage loans that are well secured (by collateral that have a realizable value sufficient to discharge the debt or by the guarantee or insurance, such as PMI, of a financially responsible party) and in the process of collection.
Troubled Debt Restructurings on Financing Receivables [Table Text Block]	'
	The table below presents our recorded investment balance in TDRs as of the dates presented. The recorded investment balances for modified loans still in their trial period were immaterial. Performing includes modified loans that are accruing interest. Nonperforming includes modified loans that are on nonaccrual status. The increase in TDRs is primarily due to the inclusion of Chapter 7 bankruptcies effective January 1, 2013, as discussed above.
			September 30, 2013											31-Dec-12
	As of		Performing				Nonperforming				Total			Performing			Nonperforming			Total
	Recorded investment in conventional MPF Loan TDRs		$	15			$	36			$	51		$	14		$	3		$	17
Schedule of Debtor Troubled Debt Restructuring, Subsequent Periods [Table Text Block]	'
	The following table shows the troubled debt restructurings we made on our conventional MPF Loans for the periods presented. These amounts represent both the pre- and post- modification recorded investment as of the date the troubled debt restructurings were consummated. Specifically, the modified terms do not fully take effect until after a three month trial period in which the borrower demonstrates an ability to pay under the modified terms during the trial period; however, we consider the conventional MPF Loan a troubled debt restructuring at the inception of the trial period. If the borrower fails to pay during the trial period, the payment terms revert back to the original agreement with the borrower. The pre- and post- modification amounts are the same as we did not record any write-offs either due to the forgiveness of principal or a direct write-off due to a confirmed loss. The following table also shows troubled debt restructurings from the previous 12 months that subsequently defaulted during the periods presented. A borrower is considered to have defaulted on a troubled debt restructuring if contractually due principal or interest payment is sixty days past due at any time during the past 12 months. The amount of nonperforming troubled debt restructurings are less than the amount that have subsequently defaulted either because a defaulted troubled debt restructuring subsequently became current or was transferred to REO.
			For the three months ended September 30,						For the nine months ended September 30,
			2013			2012			2013			2012
	TDRs made during the periods		$8			$2			$27			$7
	TDRs from the previous 12 months that subsequently defaulted during the periods		15			4			17			8
Individually Evaluated Impaired Loan Statistics by Product Class Level [Table Text Block]	'
	The following table summarizes the recorded investment, unpaid principal balance, and related allowance of impaired MPF Loans individually assessed for impairment, which includes impaired collateral dependent MPF Loans and troubled debt restructurings. We had no impaired MPF Loans without an allowance for either date.
			September 30, 2013											31-Dec-12
	As of		Recorded Investment				Unpaid Principal Balance				Related Allowance			Recorded Investment			Unpaid Principal Balance			Related Allowance
	Impaired conventional MPF Loans with an allowance		$	217			$	211			$	25		$	230		$	224		$	30
Average Recorded Investment of Individually Impaired Loans and Related Interest Income Recognized [Table Text Block]	'
	The following table summarizes the average recorded investment of impaired conventional MPF Loans and related interest recognized.
			For the three months ended								For the nine months ended
			30-Sep-13				30-Sep-12				30-Sep-13			30-Sep-12
	Average Recorded Investment		$	219			$	210			$	218		$	207
	Interest Income Recognized		—				3				—			7

Derivatives_and_Hedging_Activi1

Derivatives and Hedging Activities (Tables)	9 Months Ended
	Sep. 30, 2013
Derivative Instruments and Hedging Activities Disclosure [Abstract]	'
Fair Value of Derivative Instruments [Table Text Block]	'
	The table below presents:
	•	Our gross and net derivative assets and liabilities by contract type and amount for our derivative agreements for which offsetting is permissible under U.S. GAAP.
	•	Our gross recognized amount of offsetting derivative assets and liabilities for derivative instruments with legal right of offset as well as derivative instruments (i.e., mortgage delivery commitments) without the legal right of offset. As of September 30, 2013, we held an immaterial amount of cleared derivative contracts.
			September 30, 2013										December 31, 2012
	As of		Notional Amount			Derivative Assets				Derivative Liabilities			Notional Amount			Derivative Assets				Derivative Liabilities
	Derivatives in hedge accounting relationships-
	Interest rate swaps		$	30,042		$	80			$	1,728		$	24,678		$	103			$	2,107
	Total		30,042			80				1,728			24,678			103				2,107
	Derivatives not in hedge accounting relationships-
	Interest rate swaps		14,690			500				330			13,352			691				656
	Interest rate swaptions		5,365			63				—			8,690			160				—
	Interest rate caps or floors		1,163			154				—			1,913			223				—
	Mortgage delivery commitments		440			6				6			992			15				15
	Total		21,658			723				336			24,947			1,089				671
	Total before adjustments		$	51,700		803				2,064			$	49,625		1,192				2,778
	Netting adjustments excluding cash collateral					(756		)		(756		)				(1,120		)		(1,120		)
	Exposure at fair value					47			a	1,308						72			a	1,658
	Cash collateral and related accrued interest on the collateral					(15		)		(1,238		)				(25		)		(1,576		)
	Derivative assets and liabilities					$	32			$	70					$	47			$	82
	Gross recognized amount with legal right of offset					$	797		a	$	2,058					$	1,177		a	$	2,763
	Gross amounts of netting adjustments and cash collateral					(771		)		(1,994		)				(1,145		)		(2,696		)
	Net amounts after offsetting adjustments with legal right of offset					26				64						32				67
	Derivatives and cash collateral without legal right of offset					6				6						15				15
	Total derivatives recorded in Statements of Condition					32				70						47				82
	Less: Noncash collateral received or pledged and not offset-
	Cannot be sold or repledged					25				—						30				—
	Net amount b					$	7			$	70					$	17			$	82
	a	Includes derivative net accrued interest receivable of $11 million as of September 30, 2013, and $1 million as of December 31, 2012.
	b Any over-collateralization received by or paid from us to an individual clearing member and/or at a counterparty arrangement level is not included in the determination of the net amount.  Specifically, any such over-collateralization amount received by us is not offset against another derivative asset counterparty exposure for which there is no legal right of offset, while any over-collateralization delivered by us is not offset against another derivative liability counterparty exposure for which there is no legal right of offset.
Derivatives And Hedging Activities as Presented in the Statements of Income [Table Text Block]	'
	The tables below present the components of derivatives and hedging activities as presented in the statements of income.
			Three months ended September 30,							Nine months ended September 30,
	For the periods ending		2013			2012				2013			2012
	Fair value hedges -
	Interest rate swaps		$	2		$	—			$	13		$	(3	)
	Other		—			—				—			1
	Fair value hedges - ineffectiveness net gain (loss)		2			—				13			(2		)
	Cash flow hedges - ineffectiveness net gain (loss)		1			—				4			2
	Economic hedges -
	Interest rate swaps		(2		)	(29		)		62			(75		)
	Interest rate swaptions		(20		)	6				(37		)	24
	Interest rate caps/floors		(7		)	(2		)		(65		)	(11		)
	Mortgage delivery commitments		—			1				1			1
	Net interest settlements		15			23				41			63
	Economic hedges - net gain (loss)		(14		)	(1		)		2			2
	Net gains (losses) on derivatives and hedging activities		$	(11	)	$	(1	)		$	19		$	2
Fair Value Hedges [Table Text Block]	'
	The following table presents, by type of hedged item, the gains (losses) on derivatives and the related hedged items in fair value hedging relationships and the effect of those derivatives on our net interest income.
			Gain (Loss) on Derivative			Gain (Loss) on Hedged Item				Total Ineffectiveness Gain (Loss) Recognized in Derivatives and Hedging Activities			Net Interest Settlements Classified in Net Interest Income a			Hedge Adjustments Amortized into Net Interest Income b
	Three months ended
	30-Sep-13
	Hedged item type -
	Available-for-sale securities		$	7		$	(6	)		$	1		$	(35	)	$	—
	Advances		10			(9		)		1			(16		)	9
	MPF Loans held for portfolio		—			—				—			—			(8		)
	Consolidated obligation bonds		37			(37		)		—			62			(5		)
	Total		$	54		$	(52	)		$	2		$	11		$	(4	)
	Three months ended
	30-Sep-12
	Hedged item type -
	Available-for-sale securities		$	(35	)	$	36			$	1		$	(33	)	$	—
	Advances		(5		)	6				1			(19		)	—
	MPF Loans held for portfolio		—			—				—			—			(12		)
	Consolidated obligation bonds		(4		)	2				(2		)	31			(6		)
	Total		$	(44	)	$	44			$	—		$	(21	)	$	(18	)
	Nine months ended
	30-Sep-13
	Hedged item type -
	Available-for-sale investments		$	241		$	(233	)		$	8		$	(104	)	$	—
	Advances		108			(101		)		7			(50		)	7
	MPF Loans held for portfolio		—			—				—			—			(27		)
	Consolidated obligation bonds		(379		)	377				(2		)	164			(18		)
	Total		$	(30	)	$	43			$	13		$	10		$	(38	)
	Nine months ended
	30-Sep-12
	Hedged item type -
	Available-for-sale investments		$	(112	)	$	111			$	(1	)	$	(98	)	$	—
	Advances		(13		)	20				7			(64		)	(24		)
	MPF Loans held for portfolio		1			—				1			(2		)	(39		)
	Consolidated obligation bonds		3			(12		)		(9		)	111			(22		)
	Total		$	(121	)	$	119			$	(2	)	$	(53	)	$	(85	)
	a	Represents the effect of net interest settlements attributable to existing derivative hedging instruments on net interest income. The effect of derivatives on net interest income is included in the interest income/expense line item of the respective hedged item type.
	b	Amortization of hedge adjustments is included in the interest income/expense line item of the respective hedged item type.
Cash Flow Hedges [Table Text Block]	'
	The following table presents our gains (losses) on our cash-flow hedging relationships recorded in income and other comprehensive income (loss). In cases where amounts are insignificant in the aggregate, we do not report a balance.
			Amortization of Effective Portion Reclassified From AOCI to Interest			Ineffective Portion Reclassified to Derivatives and Hedging Activities				Total Reclassified Into Statements of Income			Effective Portion Recorded in AOCI			Change in OCI				Net Interest Settlements Classified in Net Interest Income a
	Three months ended September 30, 2013
	Advances -		$	3		$	—			$	3		$	—		$	(3	)		$	—
	interest rate floors
	Discount notes -		—			—				—			—			—				—
	interest rate caps
	Discount notes -		(1		)	1				—			21			21				(66		)
	interest rate swaps
	Bonds -		(1		)	—				(1		)	—			1				—
	interest rate swaps
	Total		$	1		$	1			$	2		$	21		$	19			$	(66	)
	Three months ended September 30, 2012
	Advances -		$	3		$	—			$	3		$	—		$	(3	)		$	—
	interest rate floors
	Discount notes -		(1		)	—				(1		)	—			1				—
	interest rate caps
	Discount notes -		—			—				—			(33		)	(33		)		(67		)
	interest rate swaps
	Bonds -		(1		)	—				(1		)	—			1				—
	interest rate swaps
	Total		$	1		$	—			$	1		$	(33	)	$	(34	)		$	(67	)
	Nine months ended September 30, 2013
	Advances -		$	10		$	—			$	10		$	—		$	(10	)		$	—
	interest rate floors
	Discount notes -		(1		)	—				(1		)	—			1				—
	interest rate caps
	Discount notes -		(2		)	4				2			348			346				(200		)
	interest rate swaps
	Bonds -		(2		)	—				(2		)	—			2				—
	interest rate swaps
	Total		$	5		$	4			$	9		$	348		$	339			$	(200	)
	Nine months ended September 30, 2012
	Advances -		$	11		$	—			$	11		$	—		$	(11	)		$	—
	interest rate floors
	Discount notes -		(5		)	—				(5		)	—			5				—
	interest rate caps
	Discount notes -		(2		)	2				—			(91		)	(91		)		(202		)
	interest rate swaps
	Bonds -		(4		)	—				(4		)	—			4				—
	interest rate swaps
	Total		$	—		$	2			$	2		$	(91	)	$	(93	)		$	(202	)
	a	Represents the effect of net interest settlements attributable to open derivative hedging instruments on net interest income. The effect of     derivatives on net interest income is included in the interest income/expense line item of the respective hedged item type.

Consolidated_Obligations_Table

Consolidated Obligations (Tables)	9 Months Ended
	Sep. 30, 2013
Debt Disclosure [Abstract]	'
Consolidated Obligation Bonds [Table Text Block]	'
	The following table presents our consolidated obligation bonds, for which we are the primary obligor, including callable bonds that are redeemable in whole, or in part, at our discretion on predetermined call dates.
	As of September 30, 2013	Contractual Maturity			Weighted Average Interest Rate			Next Maturity or Call Date
	Due in one year or less	$	7,185		2.97	%		$	26,217
	One to two years	2,077			2.41	%		2,612
	Two to three years	3,868			3.42	%		3,278
	Three to four years	2,985			2.85	%		1,575
	Four to five years	6,071			1.72	%		1,226
	Thereafter	14,094			2.11	%		1,372
	Total par value	$	36,280		2.43	%		$	36,280
Consolidated Obligation Discount Notes [Table Text Block]	'
	The following table presents our consolidated obligation discount notes for which we are the primary obligor. All are due in one year or less.
	As of	30-Sep-13			December 31, 2012
	Carrying Amount	$	19,519		$	31,260
	Par Value	19,521			31,269
	Weighted Average Interest Rate	0.05		%	0.13		%
Consolidated Obligation Bonds Outstanding by Call Feature [Table Text Block]	'
	The following table presents consolidated obligation bonds outstanding by call feature:
	As of	30-Sep-13			31-Dec-12
	Noncallable	$	15,433		$	19,179
	Callable	20,847			13,480
	Total par value	36,280			32,659
	Bond premiums (discounts), net	21			13
	Hedging adjustments	(463		)	(104		)
	Fair value option adjustments	2			1
	Total consolidated obligation bonds	$	35,840		$	32,569

Capital_and_Mandatorily_Redeem1

Capital and Mandatorily Redeemable Capital Stock (Tables)	9 Months Ended
	Sep. 30, 2013
Capital [Abstract]	'
Schedule of Minimum Capital Requirements [Table Text Block]	'
	For details on our minimum capital requirements, see Minimum Capital Requirements after Conversion to New Capital Structure on page F-55 of our 2012 Form 10-K. We complied with our minimum regulatory capital requirements as shown below:
		September 30, 2013						31-Dec-12
		Requirement			Actual			Requirement			Actual
	Risk-based capital	$	1,489		$	3,559		$	1,545		$	3,347
	Total regulatory capital	$	2,445		$	3,559		$	2,783		$	3,347
	Total regulatory capital ratio	4		%	5.82		%	4		%	4.81		%
	Leverage capital	$	3,056		$	5,339		$	3,479		$	5,021
	Leverage capital ratio	5		%	8.73		%	5		%	7.22		%
	Total regulatory capital and leverage capital do not include accumulated other comprehensive income (loss). Under the FHFA regulation on capital classifications and critical capital levels for the FHLBs, we are adequately capitalized.

Accumulated_Other_Comprehensiv1

Accumulated Other Comprehensive Income (Loss) (Tables)	9 Months Ended
	Sep. 30, 2013
Accumulated Other Comprehensive Income (Loss) [Abstract]	'
Schedule of Accumulated Other Comprehensive Income (Loss) [Table Text Block]	'
	The following table summarizes the income (loss) in AOCI for the periods indicated:
		Available-for-sale						Held-to-maturity
		Net Unrealized Gain (Loss)			Non-credit OTTI			Net Unrealized Gain (Loss)			Non-credit OTTI			Net Unrealized on Cash Flow Hedges			Post-Retirement Plans			Total
	For the nine months ended September 30, 2012
	Beginning balance	$	1,113		$	(26	)	$	(5	)	$	(466	)	$	(1,049	)	$	2		$	(431	)
	Net change in the period	477			15			2			68			(93		)	(1		)	468
	Ending balance	$	1,590		$	(11	)	$	(3	)	$	(398	)	$	(1,142	)	$	1		$	37
	For the nine months ended September 30, 2013
	Beginning balance	$	1,576		$	(8	)	$	(3	)	$	(381	)	$	(1,078	)	$	1		$	107
	Change in the period before reclassifications to net income	(450		)	8			—			46			348			—			(48		)
	Period amounts reclassified to:
	Net interest income	—			—			2			—			(5		)	—			(3		)
	Non-interest gain (loss)	—			—			—			—			(4		)	—			(4		)
	Net change in the period	(450		)	8			2			46			339			—			(55		)
	Ending balance	$	1,126		$	—		$	(1	)	$	(335	)	$	(739	)	$	1		$	52

Fair_Value_Accounting_Tables

Fair Value Accounting (Tables)	9 Months Ended
	Sep. 30, 2013
Fair Value Disclosures [Abstract]	'
Fair Value Measurement [Table Text Block]	'
	The tables below are a summary of the fair value estimates and related levels in the fair value hierarchy. The carrying amounts are as recorded in the statements of condition under the indicated captions. These tables do not represent an estimate of the overall market value of us as a going concern; as they do not take into account future business opportunities and future net profitability of assets and liabilities.  The tables below are presented in the following order:
	•	Fair values of financial instruments.
	•	Financial instruments carried at fair value on a recurring basis on our statements of condition.
	•	Assets carried at fair value on a nonrecurring basis on our statements of condition.
										Fair Value Hierarchy
		Carrying Amount				Total Fair Value				Level 1				Level 2				Level 3
	September 30, 2013
	Financial Assets-
	Cash and due from banks	$	5,115			$	5,115			$	5,115			$	—			$	—
	Federal Funds sold	689				689				—				689				—
	Securities purchased under agreements to resell	2,050				2,050				—				2,050				—
	Held-to-maturity securities	7,674				8,392				—				6,718				1,674
	Advances	14,843				14,975				—				14,975				—
	MPF Loans held in portfolio, net	8,191				8,776				—				8,576				200
	Accrued interest receivable	92				92				—				92				—
	Financial Liabilities-
	Deposits	$	(598	)		$	(598	)		$	—			$	(598	)		$	—
	Consolidated obligation discount notes	(19,519		)		(19,519		)		—				(19,519		)		—
	Consolidated obligation bonds	(35,840		)		(36,744		)		—				(36,675		)		(69		)	a
	Accrued interest payable	(262		)		(262		)		—				(262		)		—
	Mandatorily redeemable capital stock	(5		)		(5		)		(5		)		—				—
	Subordinated notes	(1,000		)		(1,125		)		—				(1,125		)		—
	31-Dec-12
	Financial Assets-
	Cash and due from banks	$	3,564			$	3,564			$	3,564			$	—			$	—
	Securities purchased under agreements to resell	6,500				6,500				—				6,500				—
	Held-to-maturity securities	9,567				10,482				—				8,706				1,776
	Advances	14,530				14,802				—				14,802				—
	MPF Loans held in portfolio, net	10,432				11,227				—				11,015				212
	Accrued interest receivable	116				116				—				116				—
	Financial Liabilities-
	Deposits	$	(816	)		$	(816	)		$	—			$	(816	)		$	—
	Consolidated obligation discount notes	(31,260		)		(31,262		)		—				(31,262		)		—
	Consolidated obligation bonds	(32,569		)		(34,323		)		—				(34,241		)		(82		)	a
	Accrued interest payable	(156		)		(156		)		—				(156		)		—
	Mandatorily redeemable capital stock	(6		)		(6		)		(6		)		—				—
	Subordinated notes	(1,000		)		(1,162		)		—				(1,162		)		—
	a	Amount represents debt carried at fair value under a fair value hedge strategy, not at fair value under the fair value option.
Assets and Liabilities Measured at Fair Value on a Recurring Basis [Table Text Block]	'
	The following tables present, for each hierarchy level, our assets and liabilities that are measured at fair value on the statements of condition on a recurring basis. We had no level 1 instruments for either period presented.
	As of September 30, 2013		Level 2				Level 3				Netting Adjustment			a	Total
	Financial assets -
	Trading securities:
	U.S. Government & other government related		$	313			$	—			$	—			$	313
	GSE residential MBS		79				—				—				79
	Governmental-guaranteed residential MBS		2				—				—				2
	Total Trading Securities		394				—				—				394
	AFS securities:
	U.S. Government & other government related		606				—				—				606
	FFELP ABS		6,969				—				—				6,969
	GSE residential MBS		11,508				—				—				11,508
	Government-guaranteed residential MBS		2,768				—				—				2,768
	Private-label residential MBS		—				73				—				73
	Total AFS Securities		21,851				73				—				21,924
	Advances		29				—				—				29
	Derivative assets		783			b	19			b	(770		)		32
	Total financial assets at fair value		$	23,057			$	92			$	(770	)		$	22,379
	Level 3 as a percent of total assets at fair value						0.4		%
	Financial liabilities -
	Consolidated obligation discount notes		$	(75	)		$	—			$	—			$	(75	)
	Consolidated obligation bonds		(2,382		)		(69		)	c	—				(2,451		)
	Derivative liabilities		(2,064		)	b	—				1,994				(70		)
	Total financial liabilities at fair value		$	(4,521	)		$	(69	)		$	1,994			$	(2,596	)
	Level 3 as a percent of total liabilities at fair value						2.7		%
	As of December 31, 2012		Level 2				Level 3				Netting Adjustment a				Total
	Financial assets -
	Trading securities:
	U.S. Government & other government related		$	1,106			$	—			$	—			$	1,106
	GSE residential MBS		120				—				—				120
	Governmental-guaranteed residential MBS		3				—				—				3
	Total Trading Securities		1,229				—				—				1,229
	AFS securities:
	U.S. Government & other government related		754				—				—				754
	FFELP ABS		7,453				—				—				7,453
	GSE residential MBS		12,228				—				—				12,228
	Government-guaranteed residential MBS		2,950				—				—				2,950
	Private-label residential MBS		—				69				—				69
	Total AFS Securities		23,385				69				—				23,454
	Advances		9				—				—				9
	Derivative assets		1,160			b	32			b	(1,145		)		47
	Total financial assets at fair value		$	25,783			$	101			$	(1,145	)		$	24,739
	Level 3 as a percent of total assets at fair value						0.4		%
	Financial liabilities -
	Consolidated obligation bonds		(1,251		)		(82		)	c	—				(1,333		)
	Derivative liabilities		(2,778		)	b	—				2,696				(82		)
	Total financial liabilities at fair value		$	(4,029	)		$	(82	)		$	2,696			$	(1,415	)
	Level 3 as a percent of total liabilities at fair value						5.8		%
	a	The netting adjustment amount includes cash collateral (either received or paid by us) and related accrued interest in cases where we have a legal right of setoff, by contract (e.g., master netting agreement) or otherwise, to discharge all or a portion of the debt owed to our counterparty by applying against the debt an amount that our counterparty owes to us. See Note 9 - Derivatives and Hedging Activities for further details.
	b	Our derivative assets are, in part secured with cash collateral (Level 1) as described in Note 9 - Derivatives and Hedging Activities. However, we view our net derivative assets or liabilities as a single unit of account for purposes of classifying the total balance within the fair value hierarchy. Accordingly, we classify our derivative assets and liabilities as either Level 2 or Level 3 within the fair value hierarchy.
	c	Amount represents debt carried at fair value under a fair value hedge strategy, not at fair value under the fair value option.
Level 3 Disclosures for all Assets and Liabilities that are Measured at Fair Value on a Recurring Basis [Table Text Block]	'
	The following table presents a reconciliation of assets and liabilities that are measured at fair value on the statements of condition using significant unobservable inputs (Level 3):
		Level 3 Assets/Liabilities
		Available-For-Sale				Derivative Assets Interest-Rate Related				Consolidated Obligation Bonds
		Private-Label MBS
	For the nine months ended September 30, 2013
	Balance at beginning of period	$	69			$	32			$	(82	)
	Gains (losses) realized and unrealized:
	Recorded in earnings in interest income	2				—				—
	Recorded in net unrealized gain/loss on AFS in OCI	3				—				—
	Change in fair value recorded in OCI -	8				—				—
	Non-credit OTTI on AFS securities
	Change in fair value recorded in earnings - Derivatives and hedging activities	—				(13		)		13
	Paydowns and settlements	(9		)		—				—
	Balance at end of period	$	73			$	19			$	(69	)
	Total unrealized gains (losses) recorded in earnings (derivatives and hedging activities) and attributable to instruments still held at period end	$	2			$	—			$	13
	For the nine months ended September 30, 2012
	Balance at beginning of period	$	63			$	37			$	(87	)
	Gains (losses) realized and unrealized:
	Change in fair value recorded in OCI -	16				—				—
	Non-credit OTTI on AFS securities
	Change in fair value recorded in earnings - Derivatives and hedging activities	—				(5		)		5
	Paydowns and settlements	(10		)		—				—
	Balance at end of period	$	69			$	32			$	(82	)
	Total unrealized gains (losses) recorded in earnings (derivatives and hedging activities) and attributable to instruments still held at period end	$	—			$	(5	)		$	5
Assets Measured at Fair Value on a Nonrecurring Basis [Table Text Block]	'
	The table below presents assets that are measured at fair value on a nonrecurring basis in our statements of condition only as of the dates shown. These assets are subject to being measured at fair value as a result of becoming impaired during the reporting period or in the case of REO when fair value declines during the reporting period. Held-to-maturity, private-label residential MBS are measured at fair value using the same methodology and significant assumptions utilized for available-for-sale private-label residential MBS. If available, broker price opinions are used to measure impaired MPF Loans or REO. If a current broker price opinion is not available, we estimate fair value based on current actual loss severity rates we have incurred on sales, excluding any estimated selling costs. See Note 8 - Allowance for Credit Losses for further details. Significant increases (decreases) in the loss severity rate input in isolation may result in a significantly lower (higher) fair value measurement.
			September 30, 2013				31-Dec-12
			Level  3				Level  3
	Impaired MPF Loans		$	200			$	212
	Real estate owned		10				18
	Total non-recurring assets		$	210			$	230
Fair Value Option [Table Text Block]	'
	The following tables summarize the activity related to financial assets and liabilities for which we elected the fair value option:
			September 30, 2013													September 30, 2012
							Consolidated Obligation													Consolidated Obligation
			Advances				Bonds				Discount Notes					Advances				Bonds				Discount Notes
	For the three months ended
	Balance beginning of period		$	29			$	(2,548	)		$	(75	)			$	9			$	(7,017	)		$	(4,135	)
	New transactions elected for fair value option		—				(330		)		—					—				(6,300		)		—
	Maturities and extinguishments (if any)		—				500				—					—				12,465				1,878
	Net gain (loss) on instruments held at fair value		—				(2		)		—					—				(6		)		—
	Change in accrued interest and other		—				(2		)		—					—				3				(1		)
	Balance end of period		$	29			$	(2,382	)		$	(75	)			$	9			$	(855	)		$	(2,258	)
	For the nine months ended
	Balance beginning of period		$	9			$	(1,251	)		$	—				$	9			$	(2,631	)		$	(11,466	)
	New transactions elected for fair value option		20				(2,880		)		(75		)			—				(15,190		)		—
	Maturities and extinguishments (if any)		—				1,750				—					—				16,965				9,214
	Net gain (loss) on instruments held at fair value		—				1				—					—				—				2
	Change in accrued interest and other		—				(2		)		—					—				1				(8		)
	Balance end of period		$	29			$	(2,382	)		$	(75	)			$	9			$	(855	)		$	(2,258	)
Fair Value Option, Quantitative Disclosure, Difference Between Aggregate Fair Value and Aggregate Remaining Contractual Principal Balance Outstanding [Table Text Block]	'
	The following table reflects the difference between the aggregate unpaid principal balance (UPB) outstanding and the aggregate fair value for advances and consolidated obligation bonds for which the fair value option has been elected. None of the advances were 90 days or more past due and none were on nonaccrual status.
			September 30, 2013												31-Dec-12
	As of		Unpaid Principal Balance				Fair				Fair Value Over (Under) UPB				Unpaid Principal Balance				Fair				Fair Value Over (Under) UPB
							Value												Value
	Advances		$	29			$	29			$	—			$	9			$	9			$	—
	Consolidated obligation discount notes		75				75				—				—				—				—
	Consolidated obligation bonds		2,380				2,382				2				1,250				1,251				1

Commitments_and_Contingencies_

Commitments and Contingencies (Tables)	9 Months Ended
	Sep. 30, 2013
Commitments and Contingencies Disclosure [Abstract]	'
Off-Balance Sheet Commitments [Table Text Block]	'
	The table below shows our commitments outstanding but not yet incurred or recorded in our statements of condition. The MPF Program mortgage purchase commitments in the table below primarily relate to the MPF Xtra product and will be concurrently resold to Fannie Mae. Unresolved repurchase requests and indemnifications are requests that we believe may occur from Fannie Mae; however, it is still uncertain whether or not Fannie Mae will request us to repurchase these mortgage loans.
	As of		September 30, 2013						31-Dec-12
			Expire within one year		Expire after one year		Total		Expire within one year		Expire after one year		Total
	Unsettled consolidated obligation bonds		$	30	$	—	$	30	$	175	$	—	$	175
	Member standby letters of credit		1,111		916		2,027		689		725		1,414
	Housing authority standby bond purchase agreements		120		212		332		50		382		432
	MPF Program mortgage purchase commitments		222		—		222		497		—		497
	Unresolved repurchasable loans and indemnifications to Fannie Mae for MPF Xtra loans a		60		—		60		39		—		39
	Advance commitments		140		122		262		—		285		285
	Commitments		$	1,683	$	1,250	$	2,933	$	1,450	$	1,392	$	2,842
	a	These unresolved repurchase requests and indemnifications are classified in the expire within one year category since such repurchases and indemnifications are made upon request by Fannie Mae.  However, these unresolved repurchase requests and indemnifications do not have an expiration date, and accordingly, our repurchases and indemnifications to Fannie Mae may occur after one year from the reporting date.

Transactions_with_Members_and_1

Transactions with Members and Other FHLBs (Tables)	9 Months Ended
	Sep. 30, 2013
Related Party Transactions [Abstract]	'
Related Party Transactions, by Balance Sheet Grouping [Table Text Block]	'
	The table below summarizes balances we had with our members as defined above as related parties (including their affiliates). Members represented in these tables may change between periods presented, to the extent that our related parties change, based on changes in the composition of our Board membership.
		September 30, 2013		December 31, 2012
	Assets - Advances	$	2,496	$	2,500
	Liabilities - Deposits	28		106
	Equity - Capital Stock	188		239

Interest_Income_and_Interest_E2

Interest Income and Interest Expense (Details) (USD $)	3 Months Ended		9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013	Sep. 30, 2012	Sep. 30, 2013	Sep. 30, 2012
Interest income	'	'	'	'
Federal Funds sold	$1	$1	$2	$2
Securities purchased under agreements to resell	0	1	4	3
Interest bearing deposits	0	0	1	1
Investment securities -	'	'	'	'
Trading	2	12	11	43
Available-for-sale	145	160	442	486
Held-to-maturity	79	102	251	326
Total investment securities	226	274	704	855
Advances-	'	'	'	'
Advances interest income	37	46	107	140
Advance prepayment fees, net of fair value hedge adjustments of $10, $0, $10, and $(24)	17	19	30	54
Total Advances	54	65	137	194
MPF Loans held in portfolio, net	92	125	308	421
Total interest income	373	466	1,156	1,476
Consolidated obligations -	'	'	'	'
Discount notes	71	77	222	230
Bonds	170	235	562	766
Total consolidated obligations	241	312	784	996
Subordinated notes	13	14	42	43
Total interest expense	254	326	826	1,039
Net interest income before provision for credit losses	119	140	330	437
Provision for (reversal of) credit losses	0	0	-2	8
Net interest income	$119	$140	$332	$429

Interest_Income_and_Interest_E3

Interest Income and Interest Expense Parenthetical (Details) (USD $)	3 Months Ended		9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013	Sep. 30, 2012	Sep. 30, 2013	Sep. 30, 2012
Schedule of Investment Income, Reported Amounts, by Category [Line Items]	'	'	'	'
Fair value hedge adjustments on advances prepayment fees	$10	$0	$10	($24)

Investment_Securities_Trading_

Investment Securities (Trading Securities) (Details) (USD $)	Sep. 30, 2013	Dec. 31, 2012
In Millions, unless otherwise specified
Trading Securities [Line Items]	'	'
Trading securities pledged	$13	$0
Trading securities	394	1,229
U.S. Government & other government related	'	'
Trading Securities [Line Items]	'	'
Trading securities	313	1,106
GSE residential	'	'
Trading Securities [Line Items]	'	'
Trading securities	79	120
Government-guaranteed residential	'	'
Trading Securities [Line Items]	'	'
Trading securities	2	3
Total MBS	'	'
Trading Securities [Line Items]	'	'
Trading securities	$81	$123

Investment_Securities_Net_year

Investment Securities Net year-to-date unrealized gains (losses) trading securities (Details) (USD $)	9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013	Sep. 30, 2012
Schedule of Trading Securities and Other Trading Assets [Line Items]	'	'
Trading Securities, Change in Unrealized Holding Gain (Loss)	($11)	($35)

Investment_Securities_Availabl

Investment Securities (Available-for-sale Securities) (Details) (USD $)	Sep. 30, 2013	Dec. 31, 2012
In Millions, unless otherwise specified
Schedule of Available-for-sale Securities [Line Items]	'	'
Amortized Cost Basis	$20,798	$21,886
Non-Credit OTTI Recognized in AOCI (Loss)	0	-8
Gross Unrealized Gains in AOCI	1,177	1,644
Gross Unrealized Losses in AOCI	-51	-68
Available-for-sale Securities	21,924	23,454
U.S. Government & other government related	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Amortized Cost Basis	575	690
Non-Credit OTTI Recognized in AOCI (Loss)	0	0
Gross Unrealized Gains in AOCI	32	64
Gross Unrealized Losses in AOCI	-1	0
Available-for-sale Securities	606	754
FFELP ABS	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Amortized Cost Basis	6,539	6,958
Non-Credit OTTI Recognized in AOCI (Loss)	0	0
Gross Unrealized Gains in AOCI	447	508
Gross Unrealized Losses in AOCI	-17	-13
Available-for-sale Securities	6,969	7,453
GSE residential	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Amortized Cost Basis	10,980	11,402
Non-Credit OTTI Recognized in AOCI (Loss)	0	0
Gross Unrealized Gains in AOCI	561	880
Gross Unrealized Losses in AOCI	-33	-54
Available-for-sale Securities	11,508	12,228
Government-guaranteed residential	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Amortized Cost Basis	2,634	2,758
Non-Credit OTTI Recognized in AOCI (Loss)	0	0
Gross Unrealized Gains in AOCI	134	192
Gross Unrealized Losses in AOCI	0	0
Available-for-sale Securities	2,768	2,950
Private-label residential	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Amortized Cost Basis	70	78
Non-Credit OTTI Recognized in AOCI (Loss)	0	-8
Gross Unrealized Gains in AOCI	3	0
Gross Unrealized Losses in AOCI	0	-1
Available-for-sale Securities	73	69
Total MBS	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Amortized Cost Basis	13,684	14,238
Non-Credit OTTI Recognized in AOCI (Loss)	0	-8
Gross Unrealized Gains in AOCI	698	1,072
Gross Unrealized Losses in AOCI	-33	-55
Available-for-sale Securities	$14,349	$15,247

Investment_Securities_HeldtoMa

Investment Securities (Held-to-Maturities Securities) (Details) (USD $)	Sep. 30, 2013	Dec. 31, 2012
In Millions, unless otherwise specified
Schedule of Held-to-maturity Securities [Line Items]	'	'
Amortized Cost Basis	$8,009	$9,948
Non-credit OTTI Recognized in AOCI (Loss)	-335	-381
Held-to-maturity Securities Carrying Amount	7,674	9,567
Gross Unrecognized Holding Gains	721	921
Gross Unrecognized Holding Losses	-3	-6
Held-to-maturity Securities, Fair Value	8,392	10,482
U.S. Government & other government related	'	'
Schedule of Held-to-maturity Securities [Line Items]	'	'
Amortized Cost Basis	1,759	2,487
Non-credit OTTI Recognized in AOCI (Loss)	0	0
Held-to-maturity Securities Carrying Amount	1,759	2,487
Gross Unrecognized Holding Gains	51	139
Gross Unrecognized Holding Losses	-1	0
Held-to-maturity Securities, Fair Value	1,809	2,626
State or local housing agency	'	'
Schedule of Held-to-maturity Securities [Line Items]	'	'
Amortized Cost Basis	22	24
Non-credit OTTI Recognized in AOCI (Loss)	0	0
Held-to-maturity Securities Carrying Amount	22	24
Gross Unrecognized Holding Gains	0	0
Gross Unrecognized Holding Losses	0	0
Held-to-maturity Securities, Fair Value	22	24
GSE residential	'	'
Schedule of Held-to-maturity Securities [Line Items]	'	'
Amortized Cost Basis	3,363	4,282
Non-credit OTTI Recognized in AOCI (Loss)	0	0
Held-to-maturity Securities Carrying Amount	3,363	4,282
Gross Unrecognized Holding Gains	208	377
Gross Unrecognized Holding Losses	0	0
Held-to-maturity Securities, Fair Value	3,571	4,659
Government-guaranteed residential	'	'
Schedule of Held-to-maturity Securities [Line Items]	'	'
Amortized Cost Basis	1,280	1,340
Non-credit OTTI Recognized in AOCI (Loss)	0	0
Held-to-maturity Securities Carrying Amount	1,280	1,340
Gross Unrecognized Holding Gains	36	57
Gross Unrecognized Holding Losses	0	0
Held-to-maturity Securities, Fair Value	1,316	1,397
Private-label residential	'	'
Schedule of Held-to-maturity Securities [Line Items]	'	'
Amortized Cost Basis	1,585	1,815
Non-credit OTTI Recognized in AOCI (Loss)	-335	-381
Held-to-maturity Securities Carrying Amount	1,250	1,434
Gross Unrecognized Holding Gains	426	348
Gross Unrecognized Holding Losses	-2	-6
Held-to-maturity Securities, Fair Value	1,674	1,776
Total MBS	'	'
Schedule of Held-to-maturity Securities [Line Items]	'	'
Amortized Cost Basis	6,228	7,437
Non-credit OTTI Recognized in AOCI (Loss)	-335	-381
Held-to-maturity Securities Carrying Amount	5,893	7,056
Gross Unrecognized Holding Gains	670	782
Gross Unrecognized Holding Losses	-2	-6
Held-to-maturity Securities, Fair Value	$6,561	$7,832

Investment_Securities_Unrealiz

Investment Securities (Unrealized Temporary Losses on Available-for-sale Securities) (Details) (USD $)	Sep. 30, 2013	Dec. 31, 2012
In Millions, unless otherwise specified
Less than 12 Months	'	'
Fair Value	$162	$40
Gross Unrealized Losses	-1	0
12 Months or More	'	'
Fair Value	4,361	4,688
Gross Unrealized Losses	-50	-76
Total	'	'
Fair Value	4,523	4,728
Gross Unrealized Losses	-51	-76
U.S. Government & other government related	'	'
Less than 12 Months	'	'
Fair Value	40	'
Gross Unrealized Losses	-1	'
12 Months or More	'	'
Fair Value	0	'
Gross Unrealized Losses	0	'
Total	'	'
Fair Value	40	'
Gross Unrealized Losses	-1	'
FFELP ABS	'	'
Less than 12 Months	'	'
Fair Value	24	0
Gross Unrealized Losses	0	0
12 Months or More	'	'
Fair Value	1,012	1,079
Gross Unrealized Losses	-17	-13
Total	'	'
Fair Value	1,036	1,079
Gross Unrealized Losses	-17	-13
GSE residential	'	'
Less than 12 Months	'	'
Fair Value	67	40
Gross Unrealized Losses	0	0
12 Months or More	'	'
Fair Value	3,324	3,540
Gross Unrealized Losses	-33	-54
Total	'	'
Fair Value	3,391	3,580
Gross Unrealized Losses	-33	-54
Government-guaranteed residential	'	'
Less than 12 Months	'	'
Fair Value	31	'
Gross Unrealized Losses	0	'
12 Months or More	'	'
Fair Value	0	'
Gross Unrealized Losses	0	'
Total	'	'
Fair Value	31	'
Gross Unrealized Losses	0	'
Private-label residential	'	'
Less than 12 Months	'	'
Fair Value	0	0
Gross Unrealized Losses	0	0
12 Months or More	'	'
Fair Value	25	69
Gross Unrealized Losses	0	-9	[1]
Total	'	'
Fair Value	25	69
Gross Unrealized Losses	0	-9	[1]
Gross unrealized unrecognized recoveries in fair value	'	45
Total MBS	'	'
Less than 12 Months	'	'
Fair Value	98	40
Gross Unrealized Losses	0	0
12 Months or More	'	'
Fair Value	3,349	3,609
Gross Unrealized Losses	-33	-63
Total	'	'
Fair Value	3,447	3,649
Gross Unrealized Losses	($33)	($63)
[1]	Includes $45 million of gross unrealized/unrecognized recoveries in fair value at December 31, 2012.

Investment_Securities_Unrealiz1

Investment Securities (Unrealized Temporary Losses on Held-to-maturity Securities) (Details) (USD $)	Sep. 30, 2013	Dec. 31, 2012
In Millions, unless otherwise specified
Less than 12 Months	'	'
Fair Value	$201	'
Gross Unrealized Losses	-1	'
12 Months or More	'	'
Fair Value	1,558	'
Gross Unrealized Losses	-337	'
Total	'	'
Fair Value	1,759	'
Gross Unrealized Losses	-338	'
U.S. Government & other government related	'	'
Less than 12 Months	'	'
Fair Value	158	'
Gross Unrealized Losses	-1	'
12 Months or More	'	'
Fair Value	0	'
Gross Unrealized Losses	0	'
Total	'	'
Fair Value	158	'
Gross Unrealized Losses	-1	'
State or local housing agency	'	'
Less than 12 Months	'	'
Fair Value	10	'
Gross Unrealized Losses	0	'
12 Months or More	'	'
Fair Value	0	'
Gross Unrealized Losses	0	'
Total	'	'
Fair Value	10	'
Gross Unrealized Losses	0	'
GSE residential	'	'
Less than 12 Months	'	'
Fair Value	7	'
Gross Unrealized Losses	0	'
12 Months or More	'	'
Fair Value	0	'
Gross Unrealized Losses	0	'
Total	'	'
Fair Value	7	'
Gross Unrealized Losses	0	'
Private-label residential	'	'
Less than 12 Months	'	'
Fair Value	26	0
Gross Unrealized Losses	0	0
12 Months or More	'	'
Fair Value	1,558	1,640
Gross Unrealized Losses	-337	-387
Total	'	'
Fair Value	1,584	1,640
Gross Unrealized Losses	-337	-387
Total MBS	'	'
Less than 12 Months	'	'
Fair Value	33	'
Gross Unrealized Losses	0	'
12 Months or More	'	'
Fair Value	1,558	'
Gross Unrealized Losses	-337	'
Total	'	'
Fair Value	1,591	'
Gross Unrealized Losses	($337)	'

Investment_Securities_Maturity

Investment Securities (Maturity Terms) (Details) (USD $)	Sep. 30, 2013	Dec. 31, 2012
In Millions, unless otherwise specified
Investments, Debt and Equity Securities [Abstract]	'	'
Available-For-Sale, Due in One Year or Less, Amortized Cost	$0	'
Available-For-Sale, Due after One Year Through Five Years, Amortized Cost	65	'
Available-For-Sale, Due after Five Years Through Ten Years, Amortized Cost	78	'
Available-For-Sale, Due after Ten Years, Amortized Cost	432	'
Available-For-Sale, ABS and MBS without a single maturity date, Amortized Cost	20,223	'
Available-for-sale Debt Securities, Amortized Cost Basis	20,798	21,886
Available-For-Sale, Due in One Year or Less, Fair Value	0	'
Available-For-Sale, Due after One Year Through Five Years, Fair Value	69	'
Available-For-Sale, Due after Five Years Through Ten Years, Fair Value	84	'
Available-For-Sale, Due after Ten Years, Fair Value	453	'
Available-For-Sale, ABS and MBS without a single maturity date, Fair Value	21,318	'
Available-for-sale Securities	21,924	23,454
Held-to-maturity Securities, Debt Maturities, within One Year, Net Carrying Amount	152	'
Held-to-maturity Securities, Debt Maturities, after One Through Five Years, Net Carrying Amount	60	'
Held-to-maturity Securities, Debt Maturities, after Five Through Ten Years, Net Carrying Amount	442	'
Held-to-maturity Securities, Debt Maturities, after Ten Years, Net Carrying Amount	1,127	'
Held-to-maturity Securities, Debt Maturities, ABS and MBS without Single Maturity Date, Net Carrying Amount	5,893	'
Held-to-maturity Securities Carrying Amount	7,674	9,567
Held-To-Maturity, Due in One Year or Less, Fair Value	152	'
Held-To-Maturity, Due after One Year Through Five Years, Fair Value	60	'
Held-To-Maturity, Due after Five Years Through Ten Years, Fair Value	460	'
Held-To-Maturity, Due after Ten Years, Fair Value	1,159	'
Held-to-maturity Securities, Debt Maturities, ABS and MBS without Single Maturity Date, Fair Value	6,561	'
Held-to-maturity Securities, Fair Value	$8,392	$10,482

Investment_Securities_Projecte

Investment Securities (Projected Home Price Recoveries) (Details)	Sep. 30, 2013
Low	'
Recovery Range Annualized % [Line Items]	'
Assumed home price change rate all markets next 12 months from beginning of current quarter	-5.00%
Projected house price change rate majority of markets next 12 months from beginning of current quarter	-1.00%
Future months	'
1 - 6 months	0.00%
7 - 12 months	1.00%
13 - 18 months	2.00%
19 - 30 months	2.00%
31 - 54 months	2.00%
Thereafter	2.30%
High	'
Recovery Range Annualized % [Line Items]	'
Assumed home price change rate all markets next 12 months from beginning of current quarter	8.00%
Projected house price change rate majority of markets next 12 months from beginning of current quarter	7.00%
Future months	'
1 - 6 months	3.00%
7 - 12 months	4.00%
13 - 18 months	4.00%
19 - 30 months	5.00%
31 - 54 months	6.00%
Thereafter	5.60%

Investment_Securities_Litigati

Investment Securities (Litigation) (Details) (October 15 2010 Litigation [Member], Private-label residential, USD $)	Oct. 15, 2010
In Billions, unless otherwise specified	bonds
October 15 2010 Litigation [Member] | Private-label residential	'
Litigation [Line Items]	'
Number of private label MBS bonds purchased	64
Aggregate original principal amount of private label MBS bonds purchased	$4.29

Investment_Securities_Securiti

Investment Securities (Securities Other-than-Temporarily Impaired) (Details) (Private-label residential, USD $)	Sep. 30, 2013
In Millions, unless otherwise specified
Available-for-sale securities	'
Investment Securities [Line Items]	'
Unpaid Principal Balance	$106
Amortized Cost Basis	69
Non-Credit OTTI	0
Gross Unrealized Gains	3
Carrying Amount	72
Fair Value	72
Available-for-sale securities | Alt-A	'
Investment Securities [Line Items]	'
Unpaid Principal Balance	106
Amortized Cost Basis	69
Non-Credit OTTI	0
Gross Unrealized Gains	3
Carrying Amount	72
Fair Value	72
Held-to-maturity Securities [Member]	'
Investment Securities [Line Items]	'
Unpaid Principal Balance	1,944
Amortized Cost Basis	1,405
Non-Credit OTTI	-335
Gross Unrealized Gains	0
Carrying Amount	1,070
Fair Value	1,495
Held-to-maturity Securities [Member] | Prime	'
Investment Securities [Line Items]	'
Unpaid Principal Balance	1,197
Amortized Cost Basis	933
Non-Credit OTTI	-240
Gross Unrealized Gains	0
Carrying Amount	693
Fair Value	968
Held-to-maturity Securities [Member] | Subprime	'
Investment Securities [Line Items]	'
Unpaid Principal Balance	747
Amortized Cost Basis	472
Non-Credit OTTI	-95
Gross Unrealized Gains	0
Carrying Amount	377
Fair Value	$527

Advances_Advances_by_callable_

Advances Advances by callable putable feature (Details) (USD $)	Sep. 30, 2013	Dec. 31, 2012
In Millions, unless otherwise specified
Advances by callable putable feature [Abstract]	'	'
Noncallable/nonputable	$12,112	$11,616
Callable	890	776
Putable	1,743	1,948
Total par value	14,745	14,340
Hedging adjustments	72	166
Other adjustments	26	24
Total advances	$14,843	$14,530

Advances_Advances_by_redemptio

Advances Advances by redemption terms (Details) (USD $)	Sep. 30, 2013		Dec. 31, 2012
In Millions, unless otherwise specified
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'
Federal Home Loan Bank Advances, Maturities, Within One Year of Balance Sheet Date	$6,086		'
Federal Home Loan Bank Advances, Maturities, Due After One To Two Years of Balance Sheet Date	946		'
Federal Home Loan Bank Advances, Maturities, Due After Two To Three Years of Balance Sheet Date	1,585		'
Federal Home Loan Bank Advances, Maturities, Due After Three To Four Years of Balance Sheet Date	1,333		'
Federal Home Loan Bank Advances, Maturities, Due After Four To Five Years of Balance Sheet Date	3,971		'
Federal Home Loan Bank Advances, Maturities, After Five Years of Balance Sheet Date	824		'
Total par value	14,745		14,340
Federal Home Loan Bank Advances, Weighted Average Interest Rate of Amounts Maturing Within One Year of Balance Sheet Date	0.46%		'
Federal Home Loan Bank Advances, Weighted Average Interest Rate of Amounts Maturing From One To Two Years of Balance Sheet Date	1.61%		'
Federal Home Loan Bank Advances, Weighted Average Interest Rate of Amounts Maturing From Two To Three Years of Balance Sheet Date	3.05%		'
Federal Home Loan Bank Advances, Weighted Average Interest Rate of Amounts Maturing From Three To Four Years of Balance Sheet Date	3.05%		'
Federal Home Loan Bank Advances, Weighted Average Interest Rate of Amounts Maturing From Four To Five Years of Balance Sheet Date	1.00%	[1]	'
Federal Home Loan Bank Advances, Weighted Average Interest Rate of Amounts Maturing After Five Years of Balance Sheet Date	2.99%		'
Federal Home Loan Bank Advances, Weighted Average Interest Rate As Of Balance Sheet Date	1.33%		'
Next Maturity or Call Date	'		'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'
Federal Home Loan Bank Advances, Maturities, Within One Year of Balance Sheet Date	6,976		'
Federal Home Loan Bank Advances, Maturities, Due After One To Two Years of Balance Sheet Date	896		'
Federal Home Loan Bank Advances, Maturities, Due After Two To Three Years of Balance Sheet Date	1,335		'
Federal Home Loan Bank Advances, Maturities, Due After Three To Four Years of Balance Sheet Date	1,175		'
Federal Home Loan Bank Advances, Maturities, Due After Four To Five Years of Balance Sheet Date	3,544		'
Federal Home Loan Bank Advances, Maturities, After Five Years of Balance Sheet Date	819		'
Next Maturity or Put Date	'		'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'		'
Federal Home Loan Bank Advances, Maturities, Within One Year of Balance Sheet Date	7,823		'
Federal Home Loan Bank Advances, Maturities, Due After One To Two Years of Balance Sheet Date	944		'
Federal Home Loan Bank Advances, Maturities, Due After Two To Three Years of Balance Sheet Date	833		'
Federal Home Loan Bank Advances, Maturities, Due After Three To Four Years of Balance Sheet Date	903		'
Federal Home Loan Bank Advances, Maturities, Due After Four To Five Years of Balance Sheet Date	3,453		'
Federal Home Loan Bank Advances, Maturities, After Five Years of Balance Sheet Date	$789		'
[1]	Low weighted average interest rate is relatively lower when compared to other categories due to a majority of advances in this category consisting of variable rate advances which are at low current market rates of interest.

Advances_Advances_by_counterpa

Advances Advances by counterparty concentration (Details) (Advances, USD $)	3 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013
BMO Harris Bank, N.A.	'
Par Value Outstanding	$2,375
% of Total Outstanding	16.00%
The Northern Trust Company	'
Par Value Outstanding	1,685
% of Total Outstanding	11.00%
State Farm Bank, F.S.B	'
Par Value Outstanding	$1,500
% of Total Outstanding	10.00%

MPF_Loans_Details

MPF Loans (Details) (USD $)	Sep. 30, 2013	Dec. 31, 2012
In Millions, unless otherwise specified
Mortgage Loans on Real Estate [Line Items]	'	'
Total unpaid principal balance	$8,122	$10,340
Net premiums, credit enhancement and deferred loan fees	30	37
Hedging adjustments	71	97
Total before allowance for credit losses	8,223	10,474
Allowance for credit losses on MPF Loans	-32	-42
Total MPF Loans held in portfolio, net	8,191	10,432
Medium term (15 years or less) [Member]	'	'
Mortgage Loans on Real Estate [Line Items]	'	'
Total unpaid principal balance	1,842	2,557
Long term (greater than 15 years) [Member]	'	'
Mortgage Loans on Real Estate [Line Items]	'	'
Total unpaid principal balance	6,280	7,783
Conventional Mortgage Loan [Member]	'	'
Mortgage Loans on Real Estate [Line Items]	'	'
Total unpaid principal balance	6,380	8,260
Government Insured Mortgage Loans [Member]	'	'
Mortgage Loans on Real Estate [Line Items]	'	'
Total unpaid principal balance	$1,742	$2,080

Allowance_for_Credit_Losses_MP

Allowance for Credit Losses MPF Risk Sharing Structure (Details) (USD $)	Sep. 30, 2013		Jun. 30, 2013	Dec. 31, 2012		Sep. 30, 2012	Jun. 30, 2012	Dec. 31, 2011
In Millions, unless otherwise specified
Financing Receivable, Allowance for Credit Losses [Line Items]	'		'	'		'	'	'
Allowance for credit losses on conventional MPF Loans	$32		'	$42		'	'	'
Conventional Mortgage Loan [Member]	'		'	'		'	'	'
Financing Receivable, Allowance for Credit Losses [Line Items]	'		'	'		'	'	'
Total Severity Rate	36.00%		'	38.00%		'	'	'
Credit Loss Severity Rate	20.00%		'	22.00%		'	'	'
Total estimated losses outstanding	69		'	88		'	'	'
Less: losses expected to be absorbed by MPF Risk Sharing Structure	-18	[1]	'	-23	[1]	'	'	'
Our share of total losses	51		'	65		'	'	'
Less: non-credit losses	-23		'	-27		'	'	'
Credit losses	28		'	38		'	'	'
Plus: other estimated credit losses in the remaining portfolio	4		'	4		'	'	'
Allowance for credit losses on conventional MPF Loans	$32		$34	$42		$44	$48	$45
[1]	Represents aggregate of credit enhancements across all master commitments expected to be recovered. Credit enhancement from one master commitment may not be used to offset credit losses incurred by another master commitment.

Allowance_for_Credit_Losses_Al

Allowance for Credit Losses Allowance roll forward (Details) (USD $)	Sep. 30, 2013	Dec. 31, 2012	Sep. 30, 2013	Sep. 30, 2012	Sep. 30, 2013	Sep. 30, 2012
In Millions, unless otherwise specified			Conventional Mortgage Loan [Member]	Conventional Mortgage Loan [Member]	Conventional Mortgage Loan [Member]	Conventional Mortgage Loan [Member]
Financing Receivable, Allowance for Credit Losses [Roll Forward]	'	'	'	'	'	'
Balance, beginning of period	$32	$42	$34	$48	$42	$45
Losses charged to the allowance	'	'	-2	-4	-8	-9
Provision for (reversal of) credit losses	'	'	0	0	-2	8
Balance, end of period	$32	$42	$32	$44	$32	$44

Allowance_for_Credit_Losses_Lo

Allowance for Credit Losses Loans evaluated for impairment (Details) (USD $)	Sep. 30, 2013	Jun. 30, 2013	Dec. 31, 2012	Sep. 30, 2012	Jun. 30, 2012	Dec. 31, 2011
In Millions, unless otherwise specified
Allowance for credit losses on conventional MPF Loans	$32	'	$42	'	'	'
Total recorded investment	8,264	'	10,527	'	'	'
Conventional Mortgage Loan [Member]	'	'	'	'	'	'
Specifically identified and individually evaluated for impairment	25	'	30	'	'	'
Homogeneous pools of loans and collectively evaluated for impairment	7	'	12	'	'	'
Allowance for credit losses on conventional MPF Loans	32	34	42	44	48	45
Individually evaluated for impairment - with an allowance	217	'	230	'	'	'
Collectively evaluated for impairment	6,280	'	8,190	'	'	'
Total recorded investment	$6,497	'	$8,420	'	'	'

Allowance_for_Credit_Losses_Cr

Allowance for Credit Losses Credit Quality Indicators - MPF Loans (Details) (USD $)	Sep. 30, 2013		Dec. 31, 2012
In Millions, unless otherwise specified
Recorded Investment, Past Due [Line Items]	'		'
Past due 30-59 days	$268		$296
Past due 60-89 days	77		101
Past due 90 days or more	376		462
Total past due	721		859
Total current	7,543		9,668
Total recorded investment	8,264		10,527
In process of foreclosure	169		225
Serious delinquency rate	4.56%	[1]	4.40%	[1]
Past due 90 days or more still accruing interest	196	[2]	275	[2]
On nonaccrual status	221		234
Conventional Mortgage Loan [Member]	'		'
Recorded Investment, Past Due [Line Items]	'		'
Past due 30-59 days	162		180
Past due 60-89 days	48		59
Past due 90 days or more	211		254
Total past due	421		493
Total current	6,076		7,927
Total recorded investment	6,497		8,420
In process of foreclosure	117		149
Serious delinquency rate	3.26%	[1]	3.03%	[1]
Past due 90 days or more still accruing interest	31	[2]	67	[2]
On nonaccrual status	221		234
Government Insured Mortgage Loans [Member]	'		'
Recorded Investment, Past Due [Line Items]	'		'
Past due 30-59 days	106		116
Past due 60-89 days	29		42
Past due 90 days or more	165		208
Total past due	300		366
Total current	1,467		1,741
Total recorded investment	1,767		2,107
In process of foreclosure	52		76
Serious delinquency rate	9.34%	[1]	9.86%	[1]
Past due 90 days or more still accruing interest	165	[2]	208	[2]
On nonaccrual status	$0		$0
[1]	MPF Loans that are 90 days or more past due or in the process of foreclosure as a percentage of the total recorded investment.
[2]	Consists of MPF Loans that are either government mortgage loans or conventional mortgage loans that are well secured (by collateral that have a realizable value sufficient to discharge the debt or by the guarantee or insurance, such as PMI, of a financially responsible party) and in the process of collection.

Allowance_for_Credit_Losses_Tr

Allowance for Credit Losses Troubled debt restructurings narrative (Details)	9 Months Ended
	Sep. 30, 2013
Troubled debt restructurings narrative [Abstract]	'
Troubled Debt Restructuring Modification Period	'36 months
Troubled Debt Restructuring Modification, Maximum Housing Expense Ratio	31.00%
Troubled Debt Restructuring Loan Modification for Principal and Interest Payment Term, Maximum	'40 years
Troubled Debt Restructuring Modification Incremental Interest Decrease Percent	0.13%
Troubled Debt Restructuring Modification Interest Decrease Floor, Percent	3.00%

Allowance_for_Credit_Losses_Tr1

Allowance for Credit Losses Troubled debt restructurings outstanding balances (Details) (Conventional Mortgage Loan [Member], USD $)	Sep. 30, 2013	Dec. 31, 2012
In Millions, unless otherwise specified
Financing Receivable, Modifications [Line Items]	'	'
Recorded investment in conventional MPF Loan TDRs	$51	$17
Performing	'	'
Financing Receivable, Modifications [Line Items]	'	'
Recorded investment in conventional MPF Loan TDRs	15	14
Nonperforming	'	'
Financing Receivable, Modifications [Line Items]	'	'
Recorded investment in conventional MPF Loan TDRs	$36	$3

Allowance_for_Credit_Losses_Tr2

Allowance for Credit Losses Troubled debt restructurings activity (Details) (Conventional Mortgage Loan [Member], USD $)	3 Months Ended		9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013	Sep. 30, 2012	Sep. 30, 2013	Sep. 30, 2012
Conventional Mortgage Loan [Member]	'	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'	'
TDRs made during the periods	$8	$2	$27	$7
TDRs from the previous 12 months that subsequently defaulted during the periods	$15	$4	$17	$8

Allowance_for_Credit_Losses_Im

Allowance for Credit Losses Impaired MPF Loans at period ends (Details) (Conventional Mortgage Loan [Member], USD $)	Sep. 30, 2013	Dec. 31, 2012
In Millions, unless otherwise specified
Conventional Mortgage Loan [Member]	'	'
Financing Receivable, Impaired [Line Items]	'	'
Recorded Investment	$217	$230
Unpaid Principal Balance	211	224
Related Allowance	$25	$30

Allowance_for_Credit_Losses_Im1

Allowance for Credit Losses Impaired MPF Loans during the periods (Details) (Conventional Mortgage Loan [Member], USD $)	3 Months Ended		9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013	Sep. 30, 2012	Sep. 30, 2013	Sep. 30, 2012
Conventional Mortgage Loan [Member]	'	'	'	'
Financing Receivable, Impaired [Line Items]	'	'	'	'
Average Recorded Investment	$219	$210	$218	$207
Interest Income Recognized	$0	$3	$0	$7

Derivatives_and_Hedging_Activi2

Derivatives and Hedging Activities (Narrative) (Details) (USD $)	9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013
Derivative [Line Items]	'
Financial Instruments, Owned and Pledged as Collateral, at Fair Value	$13
Financial Instruments Owned and Pledged as Collateral, Amount Eligible to be Repledged by Counterparty	5
Maximum amount of additional collateral at fair value to our derivatives counterparties if our credit rating had been lowered to the next lower rating	62
Deferred net gains on cash flow hedging derivative instruments in AOCI that are expected to be reclassified to earnings during the next twelve month	$9
Maximum Hedging Period For Forecasted Cash Flows For Transactions, Excluding Payment of Variable Interest on Existing Financial Instruments	'7 years

Derivatives_and_Hedging_Activi3

Derivatives and Hedging Activities (Derivatives in Statement of Condition) (Details) (USD $)	Sep. 30, 2013		Dec. 31, 2012
In Millions, unless otherwise specified
Derivatives, Fair Value [Line Items]	'		'
Notional Amount of Derivatives	$51,700		$49,625
Derivative Assets Designated as Hedging Instruments	80		103
Derivative Assets Not Designated as Hedging Instruments	723		1,089
Derivative Assets, Before Netting and Collateral Adjustments	803		1,192
Derivative Asset, Exposure at Fair Value	47	[1]	72	[1]
Derivative assets	32		47
Derivative Asset With Legal Right of Offset, Fair Value, Gross Asset	797	[1]	1,177	[1]
Derivative Asset, Collateral, Obligation to Return Cash, Offset	-771		-1,145
Derivative Asset, Fair Value, Amount Not Offset Against Collateral	26		32
Derivative Asset, Not Subject to Master Netting Agreement	6		15
Derivative Asset, Obligation to Return Securities Received as Collateral	25		30
Derivative Asset, Net Unsecured	7	[2]	17	[2]
Derivative Liabilities Designated as Hedging Instruments	1,728		2,107
Derivative Liabilities Not Designated as Hedging Instruments	336		671
Derivative Liabilities, Before Netting and Collateral Adjustments	2,064		2,778
Derivative Liabilities, Exposure at Fair Value	1,308		1,658
Derivative liabilities	70		82
Derivative Liability With Legal Right of Offset, Fair Value, Gross Liability	2,058		2,763
Derivative Liability, Collateral, Right to Reclaim Cash, Offset	-1,994		-2,696
Derivative Liability, Fair Value, Amount Not Offset Against Collateral	64		67
Derivative Laibility, Not Subject to Master Netting Agreement	6		15
Derivative Liability, Financial Instruments Owned and Pledged as Collateral, Amount Not Eligible to be Repledged by Counterparty	0		0
Derivative Liability, Net Unsecured	70	[2]	82	[2]
Accrued interest receivable	92		116
Netting Adjustment by Counterparty [Member]	'		'
Derivatives, Fair Value [Line Items]	'		'
Derivative Asset, Fair Value, Amount Offset Against Collateral	-756		-1,120
Derivative Liability, Fair Value, Amount Offset Against Collateral	-756		-1,120
Cash Collateral and Related Accrued Interest [Member]	'		'
Derivatives, Fair Value [Line Items]	'		'
Derivative Asset, Fair Value, Amount Offset Against Collateral	-15		-25
Derivative Liability, Fair Value, Amount Offset Against Collateral	-1,238		-1,576
Interest Rate Swap [Member]	'		'
Derivatives, Fair Value [Line Items]	'		'
Derivative Assets Designated as Hedging Instruments	80		103
Derivative Assets Not Designated as Hedging Instruments	500		691
Derivative Liabilities Designated as Hedging Instruments	1,728		2,107
Derivative Liabilities Not Designated as Hedging Instruments	330		656
Interest Rate Swaption [Member]	'		'
Derivatives, Fair Value [Line Items]	'		'
Derivative Assets Not Designated as Hedging Instruments	63		160
Derivative Liabilities Not Designated as Hedging Instruments	0		0
Interest Rate Caps or Floors [Member]	'		'
Derivatives, Fair Value [Line Items]	'		'
Derivative Assets Not Designated as Hedging Instruments	154		223
Derivative Liabilities Not Designated as Hedging Instruments	0		0
Mortgage Delivery Commitments [Member]	'		'
Derivatives, Fair Value [Line Items]	'		'
Derivative Assets Not Designated as Hedging Instruments	6		15
Derivative Liabilities Not Designated as Hedging Instruments	6		15
Derivative Financial Instruments, Assets [Member]	'		'
Derivatives, Fair Value [Line Items]	'		'
Accrued interest receivable	11		1
Derivatives in hedge accounting relationships-	'		'
Derivatives, Fair Value [Line Items]	'		'
Notional Amount of Derivatives	30,042		24,678
Derivatives in hedge accounting relationships- | Interest Rate Swap [Member]	'		'
Derivatives, Fair Value [Line Items]	'		'
Notional Amount of Derivatives	30,042		24,678
Derivatives not in hedge accounting relationships-	'		'
Derivatives, Fair Value [Line Items]	'		'
Notional Amount of Derivatives	21,658		24,947
Derivatives not in hedge accounting relationships- | Interest Rate Swap [Member]	'		'
Derivatives, Fair Value [Line Items]	'		'
Notional Amount of Derivatives	14,690		13,352
Derivatives not in hedge accounting relationships- | Interest Rate Swaption [Member]	'		'
Derivatives, Fair Value [Line Items]	'		'
Notional Amount of Derivatives	5,365		8,690
Derivatives not in hedge accounting relationships- | Interest Rate Caps or Floors [Member]	'		'
Derivatives, Fair Value [Line Items]	'		'
Notional Amount of Derivatives	1,163		1,913
Derivatives not in hedge accounting relationships- | Mortgage Delivery Commitments [Member]	'		'
Derivatives, Fair Value [Line Items]	'		'
Notional Amount of Derivatives	$440		$992
[1]	Includes derivative net accrued interest receivable of $11 million as of September 30, 2013, and $1 million as of December 31, 2012.
[2]	Any over-collateralization received by or paid from us to an individual clearing member and/or at a counterparty arrangement level is not included in the determination of the net amount. Specifically, any such over-collateralization amount received by us is not offset against another derivative asset counterparty exposure for which there is no legal right of offset, while any over-collateralization delivered by us is not offset against another derivative liability counterparty exposure for which there is no legal right of offset.

Derivatives_and_Hedging_Activi4

Derivatives and Hedging Activities (Derivatives in Statement of Income) (Details) (USD $)	3 Months Ended		9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013	Sep. 30, 2012	Sep. 30, 2013	Sep. 30, 2012
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'	'
Fair value hedges - ineffectiveness net gain (loss)	$2	$0	$13	($2)
Cash flow hedges - ineffectiveness net gain (loss)	1	0	4	2
Economic hedges - net gain (loss)	-14	-1	2	2
Net gains (losses) on derivatives and hedging activities	-11	-1	19	2
Interest Rate Swap [Member]	'	'	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'	'
Fair value hedges - ineffectiveness net gain (loss)	2	0	13	-3
Economic hedges - net gain (loss)	-2	-29	62	-75
Other [Member]	'	'	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'	'
Fair value hedges - ineffectiveness net gain (loss)	0	0	0	1
Interest Rate Swaption [Member]	'	'	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'	'
Economic hedges - net gain (loss)	-20	6	-37	24
Interest Rate Caps or Floors [Member]	'	'	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'	'
Economic hedges - net gain (loss)	-7	-2	-65	-11
Mortgage Delivery Commitments [Member]	'	'	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'	'
Economic hedges - net gain (loss)	0	1	1	1
Net Interest Settlements [Member]	'	'	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'	'
Economic hedges - net gain (loss)	$15	$23	$41	$63

Derivatives_and_Hedging_Activi5

Derivatives and Hedging Activities (Fair Value Hedges) (Details) (USD $)	3 Months Ended				9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013		Sep. 30, 2012		Sep. 30, 2013		Sep. 30, 2012
Derivative Instruments, Gain (Loss) [Line Items]	'		'		'		'
Total Ineffectiveness Gain (Loss) Recognized in Derivatives and Hedging Activities	$2		$0		$13		($2)
Fair Value Hedges [Member]	'		'		'		'
Derivative Instruments, Gain (Loss) [Line Items]	'		'		'		'
Gain (Loss) on Derivative	54		-44		-30		-121
Gain (Loss) on Hedged Item	-52		44		43		119
Total Ineffectiveness Gain (Loss) Recognized in Derivatives and Hedging Activities	2		0		13		-2
Net Interest Settlements Effect on Net Interest Income	11	[1]	-21	[1]	10	[1]	-53	[1]
Hedge Adjustments Amortized into Net Interest Income	-4	[2]	-18	[2]	-38	[2]	-85	[2]
Available-for-sale securities | Fair Value Hedges [Member]	'		'		'		'
Derivative Instruments, Gain (Loss) [Line Items]	'		'		'		'
Gain (Loss) on Derivative	7		-35		241		-112
Gain (Loss) on Hedged Item	-6		36		-233		111
Total Ineffectiveness Gain (Loss) Recognized in Derivatives and Hedging Activities	1		1		8		-1
Net Interest Settlements Effect on Net Interest Income	-35	[1]	-33	[1]	-104	[1]	-98	[1]
Hedge Adjustments Amortized into Net Interest Income	0	[2]	0	[2]	0	[2]	0	[2]
Advances | Fair Value Hedges [Member]	'		'		'		'
Derivative Instruments, Gain (Loss) [Line Items]	'		'		'		'
Gain (Loss) on Derivative	10		-5		108		-13
Gain (Loss) on Hedged Item	-9		6		-101		20
Total Ineffectiveness Gain (Loss) Recognized in Derivatives and Hedging Activities	1		1		7		7
Net Interest Settlements Effect on Net Interest Income	-16	[1]	-19	[1]	-50	[1]	-64	[1]
Hedge Adjustments Amortized into Net Interest Income	9	[2]	0	[2]	7	[2]	-24	[2]
MPF Loans held for portfolio | Fair Value Hedges [Member]	'		'		'		'
Derivative Instruments, Gain (Loss) [Line Items]	'		'		'		'
Gain (Loss) on Derivative	0		0		0		1
Gain (Loss) on Hedged Item	0		0		0		0
Total Ineffectiveness Gain (Loss) Recognized in Derivatives and Hedging Activities	0		0		0		1
Net Interest Settlements Effect on Net Interest Income	0	[1]	0	[1]	0	[1]	-2	[1]
Hedge Adjustments Amortized into Net Interest Income	-8	[2]	-12	[2]	-27	[2]	-39	[2]
Consolidated obligation bonds | Fair Value Hedges [Member]	'		'		'		'
Derivative Instruments, Gain (Loss) [Line Items]	'		'		'		'
Gain (Loss) on Derivative	37		-4		-379		3
Gain (Loss) on Hedged Item	-37		2		377		-12
Total Ineffectiveness Gain (Loss) Recognized in Derivatives and Hedging Activities	0		-2		-2		-9
Net Interest Settlements Effect on Net Interest Income	62	[1]	31	[1]	164	[1]	111	[1]
Hedge Adjustments Amortized into Net Interest Income	($5)	[2]	($6)	[2]	($18)	[2]	($22)	[2]
[1]	Represents the effect of net interest settlements attributable to existing derivative hedging instruments on net interest income. The effect of derivatives on net interest income is included in the interest income/expense line item of the respective hedged item type.
[2]	Amortization of hedge adjustments is included in the interest income/expense line item of the respective hedged item type.

Derivatives_and_Hedging_Activi6

Derivatives and Hedging Activities (Cash Flow Hedges) (Details) (USD $)	3 Months Ended				9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013		Sep. 30, 2012		Sep. 30, 2013		Sep. 30, 2012
Derivative Instruments, Gain (Loss) [Line Items]	'		'		'		'
Net Interest Settlements Classified in Net Interest Income	($254)		($326)		($826)		($1,039)
Cash Flow Hedges [Member]	'		'		'		'
Derivative Instruments, Gain (Loss) [Line Items]	'		'		'		'
Amortization of Effective Portion Reclassified From AOCI to Interest	1		1		5		0
Ineffective Portion Reclassified to Derivatives and Hedging Activities	1		0		4		2
Total Reclassified Into Statements of Income	2		1		9		2
Effective Portion Recorded in AOCI	21		-33		348		-91
Change in OCI	19		-34		339		-93
Net Interest Settlements Classified in Net Interest Income	-66	[1]	-67	[1]	-200	[1]	-202	[1]
Advances | Interest Rate Floor [Member] | Cash Flow Hedges [Member]	'		'		'		'
Derivative Instruments, Gain (Loss) [Line Items]	'		'		'		'
Amortization of Effective Portion Reclassified From AOCI to Interest	3		3		10		11
Ineffective Portion Reclassified to Derivatives and Hedging Activities	0		0		0		0
Total Reclassified Into Statements of Income	3		3		10		11
Effective Portion Recorded in AOCI	0		0		0		0
Change in OCI	-3		-3		-10		-11
Net Interest Settlements Classified in Net Interest Income	0	[1]	0	[1]	0	[1]	0	[1]
Consolidated obligation discount notes | Interest Rate Cap [Member] | Cash Flow Hedges [Member]	'		'		'		'
Derivative Instruments, Gain (Loss) [Line Items]	'		'		'		'
Amortization of Effective Portion Reclassified From AOCI to Interest	0		-1		-1		-5
Ineffective Portion Reclassified to Derivatives and Hedging Activities	0		0		0		0
Total Reclassified Into Statements of Income	0		-1		-1		-5
Effective Portion Recorded in AOCI	0		0		0		0
Change in OCI	0		1		1		5
Net Interest Settlements Classified in Net Interest Income	0	[1]	0	[1]	0	[1]	0	[1]
Consolidated obligation discount notes | Interest Rate Swap [Member] | Cash Flow Hedges [Member]	'		'		'		'
Derivative Instruments, Gain (Loss) [Line Items]	'		'		'		'
Amortization of Effective Portion Reclassified From AOCI to Interest	-1		0		-2		-2
Ineffective Portion Reclassified to Derivatives and Hedging Activities	1		0		4		2
Total Reclassified Into Statements of Income	0		0		2		0
Effective Portion Recorded in AOCI	21		-33		348		-91
Change in OCI	21		-33		346		-91
Net Interest Settlements Classified in Net Interest Income	-66	[1]	-67	[1]	-200	[1]	-202	[1]
Consolidated obligation bonds | Interest Rate Swap [Member] | Cash Flow Hedges [Member]	'		'		'		'
Derivative Instruments, Gain (Loss) [Line Items]	'		'		'		'
Amortization of Effective Portion Reclassified From AOCI to Interest	-1		-1		-2		-4
Ineffective Portion Reclassified to Derivatives and Hedging Activities	0		0		0		0
Total Reclassified Into Statements of Income	-1		-1		-2		-4
Effective Portion Recorded in AOCI	0		0		0		0
Change in OCI	1		1		2		4
Net Interest Settlements Classified in Net Interest Income	$0	[1]	$0	[1]	$0	[1]	$0	[1]
[1]	Represents the effect of net interest settlements attributable to open derivative hedging instruments on net interest income. The effect of derivatives on net interest income is included in the interest income/expense line item of the respective hedged item type.

Consolidated_Obligations_Conso

Consolidated Obligations Consolidated obligation bonds by maturity date (Details) (Consolidated obligation bonds, USD $)	Sep. 30, 2013	Dec. 31, 2012
In Millions, unless otherwise specified
Extinguishment of Debt [Line Items]	'	'
Due in one year or less	$7,185	'
One to two years	2,077	'
Two to three years	3,868	'
Three to four years	2,985	'
Four to five years	6,071	'
Thereafter	14,094	'
Total par value	36,280	32,659
Due in one year or less	2.97%	'
One to two years	2.41%	'
Two to three years	3.42%	'
Three to four years	2.85%	'
Four to five years	1.72%	'
Thereafter	2.11%	'
Total par value	2.43%	'
Earlier of Contractual Maturity or Next Call Date [Member]	'	'
Extinguishment of Debt [Line Items]	'	'
Due in one year or less	26,217	'
One to two years	2,612	'
Two to three years	3,278	'
Three to four years	1,575	'
Four to five years	1,226	'
Thereafter	1,372	'
Total par value	$36,280	'

Consolidated_Obligations_Conso1

Consolidated Obligations Consolidated obligation short term discount notes (Details) (USD $)	Sep. 30, 2013	Dec. 31, 2012
In Millions, unless otherwise specified
Short-term Debt [Line Items]	'	'
Carrying Amount	$19,519	$31,260
Par Value	$19,521	$31,269
Weighted Average Interest Rate	0.05%	0.13%

Consolidated_Obligations_Conso2

Consolidated Obligations Consolidated obligation bonds by callable feature (Details) (USD $)	Sep. 30, 2013	Dec. 31, 2012
In Millions, unless otherwise specified
Debt Instrument [Line Items]	'	'
Total consolidated obligation bonds	$35,840	$32,569
Consolidated obligation bonds	'	'
Debt Instrument [Line Items]	'	'
Total par value	36,280	32,659
Bond premiums (discounts), net	21	13
Hedging adjustments	-463	-104
Fair value option adjustments	2	1
Total consolidated obligation bonds	35,840	32,569
Noncallable | Consolidated obligation bonds	'	'
Debt Instrument [Line Items]	'	'
Total par value	15,433	19,179
Callable | Consolidated obligation bonds	'	'
Debt Instrument [Line Items]	'	'
Total par value	$20,847	$13,480

Capital_and_Mandatorily_Redeem2

Capital and Mandatorily Redeemable Capital Stock Narrative (Details) (USD $)	3 Months Ended	9 Months Ended
In Millions, except Per Share data, unless otherwise specified	Sep. 30, 2013	Sep. 30, 2013	Dec. 31, 2012
Member Capital Stock [Line Items]	'	'	'
Capital stock par value	$100	$100	$100
Capital Stock, redemption, period of written notice	'	'5 years	'
Minimum threshold B2 activity capital stock $ requirement	$5	'	'
Maximum threshold B2 activity capital stock $ requirement	250	'	'
Minimum advance activity capital stock % requirement	2.00%	'	'
Maximum advance activity capital stock % requirement	6.00%	'	'
Standard advance activity capital stock % requirement	5.00%	'	'
Standard membership capital stock requirement $ cap amount	163.4	'	'
Minimum membership capital stock requirement $ cap amount	25	'	'
Maximum membership capital stock requirement $ cap amount	250	'	'
Maximum membership capital stock requirement as a % of total	9.90%	'	'
Payments for Repurchase of Common Stock	'	189	'
Capital Stock Ownership By Third Party [Member] | BMO Harris Bank, N.A.	'	'	'
Member Capital Stock [Line Items]	'	'	'
Capital Stock Value, Including Mandatorily Redeemable Stock	$170	$170	'
% of Total Outstanding	11.00%	'	'

Capital_and_Mandatorily_Redeem3

Capital and Mandatorily Redeemable Capital Stock Regulatory capital requirements and actual (Details) (USD $)	Sep. 30, 2013	Dec. 31, 2012
In Millions, unless otherwise specified
Equity [Abstract]	'	'
Risk Based Capital Requirement	$1,489	$1,545
Risk Based Capital Actual	3,559	3,347
Regulatory Capital, Requirement	2,445	2,783
Regulatory Capital, Actual	3,559	3,347
Regulatory Capital Ratio, Requirement	4.00%	4.00%
Regulatory Capital Ratio, Actual	5.82%	4.81%
Leverage Capital, Requirement	3,056	3,479
Leverage Capital, Actual	$5,339	$5,021
Leverage Ratio, Requirement	5.00%	5.00%
Leverage Ratio, Actual	8.73%	7.22%

Accumulated_Other_Comprehensiv2

Accumulated Other Comprehensive Income (Loss) (Details) (USD $)	3 Months Ended		9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013	Sep. 30, 2012	Sep. 30, 2013	Sep. 30, 2012
Accumulated Other Comprehensive Income [Roll Forward]	'	'	'	'
Beginning balance	'	'	$107	'
Period amounts reclassified to:	'	'	'	'
Net change in the period	21	258	-55	468
Ending balance	52	'	52	'
Accumulated Other Comprehensive Income (Loss)	'	'	'	'
Accumulated Other Comprehensive Income [Roll Forward]	'	'	'	'
Beginning balance	'	'	107	-431
Change in the period before reclassifications to net income	'	'	-48	'
Period amounts reclassified to:	'	'	'	'
Net interest income	'	'	-3	'
Non-interest gain (loss)	'	'	-4	'
Net change in the period	'	'	-55	468
Ending balance	52	37	52	37
Net Unrealized on Cash Flow Hedges	'	'	'	'
Accumulated Other Comprehensive Income [Roll Forward]	'	'	'	'
Beginning balance	'	'	-1,078	-1,049
Change in the period before reclassifications to net income	'	'	348	'
Period amounts reclassified to:	'	'	'	'
Net interest income	'	'	-5	'
Non-interest gain (loss)	'	'	-4	'
Net change in the period	'	'	339	-93
Ending balance	-739	-1,142	-739	-1,142
Post-Retirement Plans	'	'	'	'
Accumulated Other Comprehensive Income [Roll Forward]	'	'	'	'
Beginning balance	'	'	1	2
Change in the period before reclassifications to net income	'	'	0	'
Period amounts reclassified to:	'	'	'	'
Net interest income	'	'	0	'
Non-interest gain (loss)	'	'	0	'
Net change in the period	'	'	0	-1
Ending balance	1	1	1	1
Available-for-sale | Net Unrealized Gain (Loss)	'	'	'	'
Accumulated Other Comprehensive Income [Roll Forward]	'	'	'	'
Beginning balance	'	'	1,576	1,113
Change in the period before reclassifications to net income	'	'	-450	'
Period amounts reclassified to:	'	'	'	'
Net interest income	'	'	0	'
Non-interest gain (loss)	'	'	0	'
Net change in the period	'	'	-450	477
Ending balance	1,126	1,590	1,126	1,590
Available-for-sale | Non-credit OTTI	'	'	'	'
Accumulated Other Comprehensive Income [Roll Forward]	'	'	'	'
Beginning balance	'	'	-8	-26
Change in the period before reclassifications to net income	'	'	8	'
Period amounts reclassified to:	'	'	'	'
Net interest income	'	'	0	'
Non-interest gain (loss)	'	'	0	'
Net change in the period	'	'	8	15
Ending balance	0	-11	0	-11
Held-to-maturity | Net Unrealized Gain (Loss)	'	'	'	'
Accumulated Other Comprehensive Income [Roll Forward]	'	'	'	'
Beginning balance	'	'	-3	-5
Change in the period before reclassifications to net income	'	'	0	'
Period amounts reclassified to:	'	'	'	'
Net interest income	'	'	2	'
Non-interest gain (loss)	'	'	0	'
Net change in the period	'	'	2	2
Ending balance	-1	-3	-1	-3
Held-to-maturity | Non-credit OTTI	'	'	'	'
Accumulated Other Comprehensive Income [Roll Forward]	'	'	'	'
Beginning balance	'	'	-381	-466
Change in the period before reclassifications to net income	'	'	46	'
Period amounts reclassified to:	'	'	'	'
Net interest income	'	'	0	'
Non-interest gain (loss)	'	'	0	'
Net change in the period	'	'	46	68
Ending balance	($335)	($398)	($335)	($398)

Fair_Value_Accounting_Carrying

Fair Value Accounting (Carrying Value and Fair Value of Financial Instruments) (Details) (USD $)	Sep. 30, 2013		Dec. 31, 2012
In Millions, unless otherwise specified
Financial Assets-	'		'
Held-to-maturity securities	$8,392		$10,482
Financial Liabilities-	'		'
Consolidated obligation discount notes	-75		0
Consolidated obligation bonds	-2,382		-1,251
Level 1	'		'
Financial Assets-	'		'
Cash and due from banks	5,115		3,564
Federal Funds sold	0		'
Securities purchased under agreements to resell	0		0
Held-to-maturity securities	0		0
Advances	0		0
MPF Loans held in portfolio, net	0		0
Accrued interest receivable	0		0
Financial Liabilities-	'		'
Deposits	0		0
Consolidated obligation discount notes	0		0
Consolidated obligation bonds	0		0
Accrued interest payable	0		0
Mandatorily redeemable capital stock	-5		-6
Subordinated notes	0		0
Level 2	'		'
Financial Assets-	'		'
Cash and due from banks	0		0
Federal Funds sold	689		'
Securities purchased under agreements to resell	2,050		6,500
Held-to-maturity securities	6,718		8,706
Advances	14,975		14,802
MPF Loans held in portfolio, net	8,576		11,015
Accrued interest receivable	92		116
Financial Liabilities-	'		'
Deposits	-598		-816
Consolidated obligation discount notes	-19,519		-31,262
Consolidated obligation bonds	-36,675		-34,241
Accrued interest payable	-262		-156
Mandatorily redeemable capital stock	0		0
Subordinated notes	-1,125		-1,162
Level 3	'		'
Financial Assets-	'		'
Cash and due from banks	0		0
Federal Funds sold	0		'
Securities purchased under agreements to resell	0		0
Held-to-maturity securities	1,674		1,776
Advances	0		0
MPF Loans held in portfolio, net	200		212
Accrued interest receivable	0		0
Financial Liabilities-	'		'
Deposits	0		0
Consolidated obligation discount notes	0		0
Consolidated obligation bonds	-69	[1]	-82	[1]
Accrued interest payable	0		0
Mandatorily redeemable capital stock	0		0
Subordinated notes	0		0
Carrying Amount	'		'
Financial Assets-	'		'
Cash and due from banks	5,115		3,564
Federal Funds sold	689		'
Securities purchased under agreements to resell	2,050		6,500
Held-to-maturity securities	7,674		9,567
Advances	14,843		14,530
MPF Loans held in portfolio, net	8,191		10,432
Accrued interest receivable	92		116
Financial Liabilities-	'		'
Deposits	-598		-816
Consolidated obligation discount notes	-19,519		-31,260
Consolidated obligation bonds	-35,840		-32,569
Accrued interest payable	-262		-156
Mandatorily redeemable capital stock	-5		-6
Subordinated notes	-1,000		-1,000
Total Fair Value	'		'
Financial Assets-	'		'
Cash and due from banks	5,115		3,564
Federal Funds sold	689		'
Securities purchased under agreements to resell	2,050		6,500
Held-to-maturity securities	8,392		10,482
Advances	14,975		14,802
MPF Loans held in portfolio, net	8,776		11,227
Accrued interest receivable	92		116
Financial Liabilities-	'		'
Deposits	-598		-816
Consolidated obligation discount notes	-19,519		-31,262
Consolidated obligation bonds	-36,744		-34,323
Accrued interest payable	-262		-156
Mandatorily redeemable capital stock	-5		-6
Subordinated notes	($1,125)		($1,162)
[1]	Amount represents debt carried at fair value under a fair value hedge strategy, not at fair value under the fair value option.

Fair_Value_Accounting_Fair_Val

Fair Value Accounting (Fair Value Measured on Recurring Basis) (Details) (USD $)	Sep. 30, 2013		Dec. 31, 2012
In Millions, unless otherwise specified
Financial Assets-	'		'
Trading securities	$394		$1,229
Available-for-sale	21,924		23,454
Derivative assets	32		47
Financial Liabilities-	'		'
Consolidated obligation discount notes	-75		0
Consolidated obligation bonds	-2,382		-1,251
Derivative liabilities	-70		-82
Level 2	'		'
Financial Assets-	'		'
Advances	14,975		14,802
Financial Liabilities-	'		'
Consolidated obligation discount notes	-19,519		-31,262
Consolidated obligation bonds	-36,675		-34,241
Level 3	'		'
Financial Assets-	'		'
Advances	0		0
Financial Liabilities-	'		'
Consolidated obligation discount notes	0		0
Consolidated obligation bonds	-69	[1]	-82	[1]
Fair Value, Measurements, Recurring [Member] | Level 2	'		'
Financial Assets-	'		'
Trading securities	394		1,229
Available-for-sale	21,851		23,385
Advances	29		9
Derivative assets	783	[2]	1,160	[2]
Total assets at fair value	23,057		25,783
Financial Liabilities-	'		'
Consolidated obligation discount notes	-75		'
Consolidated obligation bonds	-2,382		-1,251
Derivative liabilities	-2,064	[2]	-2,778	[2]
Total liabilities at fair value	-4,521		-4,029
Fair Value, Measurements, Recurring [Member] | Level 3	'		'
Financial Assets-	'		'
Trading securities	0		0
Available-for-sale	73		69
Advances	0		0
Derivative assets	19	[2]	32	[2]
Total assets at fair value	92		101
Level 3 as a percent of total assets at fair value	0.40%		0.40%
Financial Liabilities-	'		'
Consolidated obligation discount notes	0		'
Consolidated obligation bonds	-69	[1]	-82	[1]
Derivative liabilities	0		0
Total liabilities at fair value	-69		-82
Level 3 as a percent of total liabilities at fair value	2.70%		5.80%
Fair Value, Measurements, Recurring [Member] | Netting Adjustment	'		'
Financial Assets-	'		'
Trading securities	0		0
Available-for-sale	0		0
Advances	0		0
Derivative assets	-770	[3]	-1,145	[3]
Total assets at fair value	-770	[3]	-1,145	[3]
Financial Liabilities-	'		'
Consolidated obligation discount notes	0		'
Consolidated obligation bonds	0		0
Derivative liabilities	1,994	[3]	2,696	[3]
Total liabilities at fair value	1,994	[3]	2,696	[3]
Fair Value, Measurements, Recurring [Member] | Total Fair Value	'		'
Financial Assets-	'		'
Trading securities	394		1,229
Available-for-sale	21,924		23,454
Advances	29		9
Derivative assets	32		47
Total assets at fair value	22,379		24,739
Financial Liabilities-	'		'
Consolidated obligation discount notes	-75		'
Consolidated obligation bonds	-2,451		-1,333
Derivative liabilities	-70		-82
Total liabilities at fair value	-2,596		-1,415
U.S. Government & other government related | Fair Value, Measurements, Recurring [Member] | Level 2	'		'
Financial Assets-	'		'
Trading securities	313		1,106
Available-for-sale	606		754
U.S. Government & other government related | Fair Value, Measurements, Recurring [Member] | Level 3	'		'
Financial Assets-	'		'
Trading securities	0		0
Available-for-sale	0		0
U.S. Government & other government related | Fair Value, Measurements, Recurring [Member] | Netting Adjustment	'		'
Financial Assets-	'		'
Trading securities	0		0
Available-for-sale	0		0
U.S. Government & other government related | Fair Value, Measurements, Recurring [Member] | Total Fair Value	'		'
Financial Assets-	'		'
Trading securities	313		1,106
Available-for-sale	606		754
FFELP ABS | Fair Value, Measurements, Recurring [Member] | Level 2	'		'
Financial Assets-	'		'
Available-for-sale	6,969		7,453
FFELP ABS | Fair Value, Measurements, Recurring [Member] | Level 3	'		'
Financial Assets-	'		'
Available-for-sale	0		0
FFELP ABS | Fair Value, Measurements, Recurring [Member] | Netting Adjustment	'		'
Financial Assets-	'		'
Available-for-sale	0		0
FFELP ABS | Fair Value, Measurements, Recurring [Member] | Total Fair Value	'		'
Financial Assets-	'		'
Available-for-sale	6,969		7,453
GSE residential | Fair Value, Measurements, Recurring [Member] | Level 2	'		'
Financial Assets-	'		'
Trading securities	79		120
Available-for-sale	11,508		12,228
GSE residential | Fair Value, Measurements, Recurring [Member] | Level 3	'		'
Financial Assets-	'		'
Trading securities	0		0
Available-for-sale	0		0
GSE residential | Fair Value, Measurements, Recurring [Member] | Netting Adjustment	'		'
Financial Assets-	'		'
Trading securities	0		0
Available-for-sale	0		0
GSE residential | Fair Value, Measurements, Recurring [Member] | Total Fair Value	'		'
Financial Assets-	'		'
Trading securities	79		120
Available-for-sale	11,508		12,228
Government-guaranteed residential | Fair Value, Measurements, Recurring [Member] | Level 2	'		'
Financial Assets-	'		'
Trading securities	2		3
Available-for-sale	2,768		2,950
Government-guaranteed residential | Fair Value, Measurements, Recurring [Member] | Level 3	'		'
Financial Assets-	'		'
Trading securities	0		0
Available-for-sale	0		0
Government-guaranteed residential | Fair Value, Measurements, Recurring [Member] | Netting Adjustment	'		'
Financial Assets-	'		'
Trading securities	0		0
Available-for-sale	0		0
Government-guaranteed residential | Fair Value, Measurements, Recurring [Member] | Total Fair Value	'		'
Financial Assets-	'		'
Trading securities	2		3
Available-for-sale	2,768		2,950
Private-label residential | Fair Value, Measurements, Recurring [Member] | Level 2	'		'
Financial Assets-	'		'
Available-for-sale	0		0
Private-label residential | Fair Value, Measurements, Recurring [Member] | Level 3	'		'
Financial Assets-	'		'
Available-for-sale	73		69
Private-label residential | Fair Value, Measurements, Recurring [Member] | Netting Adjustment	'		'
Financial Assets-	'		'
Available-for-sale	0		0
Private-label residential | Fair Value, Measurements, Recurring [Member] | Total Fair Value	'		'
Financial Assets-	'		'
Available-for-sale	$73		$69
[1]	Amount represents debt carried at fair value under a fair value hedge strategy, not at fair value under the fair value option.
[2]	Our derivative assets are, in part secured with cash collateral (Level 1) as described in Note 9 - Derivatives and Hedging Activities. However, we view our net derivative assets or liabilities as a single unit of account for purposes of classifying the total balance within the fair value hierarchy. Accordingly, we classify our derivative assets and liabilities as either Level 2 or Level 3 within the fair value hierarchy.
[3]	The netting adjustment amount includes cash collateral (either received or paid by us) and related accrued interest in cases where we have a legal right of setoff, by contract (e.g., master netting agreement) or otherwise, to discharge all or a portion of the debt owed to our counterparty by applying against the debt an amount that our counterparty owes to us. See Note 9 - Derivatives and Hedging Activities for further details.

Fair_Value_Accounting_Level_3_

Fair Value Accounting (Level 3 Reconciliation) (Details) (Fair Value, Measurements, Recurring [Member], USD $)	9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013	Sep. 30, 2012
Private-label residential	'	'
Level 3 Assets [Roll Forward]	'	'
Balance at beginning of period	$69	$63
Gains (losses) realized and unrealized:	'	'
Recorded in earnings in interest income	2	'
Recorded in net unrealized gain/loss on AFS in OCI	3	'
Change in fair value recorded in OCI - Non-credit OTTI on AFS securities	8	16
Change in fair value recorded in earnings - Derivatives and hedging activities	0	0
Paydowns and settlements	-9	-10
Balance at end of period	73	69
Gains (losses) realized and unrealized:	'	'
Total unrealized gains (losses) recorded in earnings (derivatives and hedging activities) and attributable to instruments still held at period end	2	0
Derivative Assets Interest-Rate Related	'	'
Level 3 Assets [Roll Forward]	'	'
Balance at beginning of period	32	37
Gains (losses) realized and unrealized:	'	'
Recorded in earnings in interest income	0	'
Recorded in net unrealized gain/loss on AFS in OCI	0	'
Change in fair value recorded in OCI - Non-credit OTTI on AFS securities	0	0
Change in fair value recorded in earnings - Derivatives and hedging activities	-13	-5
Paydowns and settlements	0	0
Balance at end of period	19	32
Gains (losses) realized and unrealized:	'	'
Total unrealized gains (losses) recorded in earnings (derivatives and hedging activities) and attributable to instruments still held at period end	0	-5
Consolidated obligation bonds	'	'
Level 3 Liabilities [Roll Forward]	'	'
Balance at beginning of period	-82	-87
Gains (losses) realized and unrealized:	'	'
Recorded in earnings in interest income	0	'
Recorded in net unrealized gain/loss on AFS in OCI	0	'
Change in fair value recorded in OCI - Non-credit OTTI on AFS securities	0	0
Change in fair value recorded in earnings - Derivatives and hedging activities	13	5
Paydowns and settlements	0	0
Balance at end of period	-69	-82
Total unrealized gains (losses) recorded in earnings (derivatives and hedging activities) and attributable to instruments still held at period end	$13	$5

Fair_Value_Accounting_Fair_Val1

Fair Value Accounting (Fair Value Measured on a Nonrecurring Basis) (Details) (Fair Value, Measurements, Nonrecurring [Member], Level 3, USD $)	Sep. 30, 2013	Dec. 31, 2012
In Millions, unless otherwise specified
Fair Value, Measurements, Nonrecurring [Member] | Level 3	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Impaired MPF Loans	$200	$212
Real estate owned	10	18
Total non-recurring assets	$210	$230

Fair_Value_Accounting_Fair_Val2

Fair Value Accounting (Fair Value Option) (Details) (USD $)	3 Months Ended		9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013	Sep. 30, 2012	Sep. 30, 2013	Sep. 30, 2012
Fair Value, Option, Quantitative Disclosures [Roll Forward]	'	'	'	'
Net gain (loss) on instruments held at fair value	($2)	($6)	$1	$2
Advances	'	'	'	'
Fair Value, Option, Quantitative Disclosures [Roll Forward]	'	'	'	'
Balance beginning of period	29	9	9	9
New transactions elected for fair value option	0	0	20	0
Maturities and extinguishments (if any)	0	0	0	0
Net gain (loss) on instruments held at fair value	0	0	0	0
Change in accrued interest and other	0	0	0	0
Balance end of period	29	9	29	9
Consolidated obligation bonds	'	'	'	'
Fair Value, Option, Quantitative Disclosures [Roll Forward]	'	'	'	'
Balance beginning of period	-2,548	-7,017	-1,251	-2,631
New transactions elected for fair value option	-330	-6,300	-2,880	-15,190
Maturities and extinguishments (if any)	500	12,465	1,750	16,965
Net gain (loss) on instruments held at fair value	-2	-6	1	0
Change in accrued interest and other	-2	3	2	1
Balance end of period	-2,382	-855	-2,382	-855
Discount Notes	'	'	'	'
Fair Value, Option, Quantitative Disclosures [Roll Forward]	'	'	'	'
Balance beginning of period	-75	-4,135	0	-11,466
New transactions elected for fair value option	0	0	-75	0
Maturities and extinguishments (if any)	0	1,878	0	9,214
Net gain (loss) on instruments held at fair value	0	0	0	2
Change in accrued interest and other	0	-1	0	-8
Balance end of period	($75)	($2,258)	($75)	($2,258)

Fair_Value_Accounting_Fair_Val3

Fair Value Accounting (Fair Value Option Difference Between Fair Value and Unpaid Principal Balance) (Details) (USD $)	Sep. 30, 2013	Dec. 31, 2012
In Millions, unless otherwise specified
Fair Value, Option, Quantitative Disclosures [Line Items]	'	'
Fair Value, Advances	$29	$9
Fair Value, Consolidated Obligation Discount Notes	75	0
Fair Value, Consolidated Obligation Bonds	2,382	1,251
Advances	'	'
Fair Value, Option, Quantitative Disclosures [Line Items]	'	'
Unpaid Principal Balance	29	9
Fair Value, Advances	29	9
Fair Value Over (Under) UPB	0	0
Consolidated obligation discount notes	'	'
Fair Value, Option, Quantitative Disclosures [Line Items]	'	'
Unpaid Principal Balance	75	0
Fair Value, Consolidated Obligation Discount Notes	75	0
Fair Value Over (Under) UPB	0	0
Consolidated obligation bonds	'	'
Fair Value, Option, Quantitative Disclosures [Line Items]	'	'
Unpaid Principal Balance	2,380	1,250
Fair Value, Consolidated Obligation Bonds	2,382	1,251
Fair Value Over (Under) UPB	$2	$1

Commitments_and_Contingencies_1

Commitments and Contingencies (Details) (USD $)	Sep. 30, 2013		Dec. 31, 2012
In Millions, unless otherwise specified
Commitments	'		'
Expire within one year	$1,683		$1,450
Expire after one year	1,250		1,392
Total	2,933		2,842
Unsettled consolidated obligation bonds	'		'
Commitments	'		'
Expire within one year	30		175
Expire after one year	0		0
Total	30		175
Member standby letters of credit	'		'
Commitments	'		'
Expire within one year	1,111		689
Expire after one year	916		725
Total	2,027		1,414
Housing authority standby bond purchase agreements	'		'
Commitments	'		'
Expire within one year	120		50
Expire after one year	212		382
Total	332		432
MPF Program mortgage purchase commitments	'		'
Commitments	'		'
Expire within one year	222		497
Expire after one year	0		0
Total	222		497
Unresolved repurchasable loans and indemnifications to Fannie Mae for MPF Xtra loans a	'		'
Commitments	'		'
Expire within one year	60	[1]	39	[1]
Expire after one year	0	[1]	0	[1]
Total	60	[1]	39	[1]
Advance commitments	'		'
Commitments	'		'
Expire within one year	140		0
Expire after one year	122		285
Total	$262		$285
[1]	These unresolved repurchase requests and indemnifications are classified in the expire within one year category since such repurchases and indemnifications are made upon request by Fannie Mae. However, these unresolved repurchase requests and indemnifications do not have an expiration date, and accordingly, our repurchases and indemnifications to Fannie Mae may occur after one year from the reporting date.

Transactions_with_Members_and_2

Transactions with Members and Other FHLBs (Details) (USD $)	Sep. 30, 2013	Dec. 31, 2012
In Millions, unless otherwise specified
Amounts Outstanding [Line Items]	'	'
Assets - Advances	$14,843	$14,530
Liabilities - Deposits	598	816
Equity - Capital Stock	1,563	1,650
Related Party Members [Member]	'	'
Amounts Outstanding [Line Items]	'	'
Assets - Advances	2,496	2,500
Liabilities - Deposits	28	106
Equity - Capital Stock	$188	$239