Fair Values Fair Value Measured on Recurring Basis (Details) (USD $) | Mar. 31, 2014 | Dec. 31, 2013 |
In Thousands, unless otherwise specified |
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] | ' | | ' | |
Trading securities | $247,158 | | $247,174 | |
Available-for-sale securities | 3,993,329 | | 3,995,310 | |
Derivatives Assets Not Designated as Hedging Instruments | 378 | | 658 | |
Derivative Assets | 7,902 | | 4,318 | |
Derivatives Liabilities Not Designated as Hedging Instruments | -20,276 | | -20,185 | |
Mortgage-Delivery Commitment [Member] | ' | | ' | |
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] | ' | | ' | |
Derivatives Assets Not Designated as Hedging Instruments | 1 | [1] | 5 | [1] |
Derivative Assets | 1 | | 5 | |
Derivatives Liabilities Not Designated as Hedging Instruments | -54 | [1] | -39 | [1] |
Level 1 [Member] | ' | | ' | |
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] | ' | | ' | |
Trading securities | 0 | [2] | 0 | [2] |
Available-for-sale securities | 0 | [2] | 0 | [2] |
Derivative Assets | 0 | [2] | 0 | [2] |
Other Assets | 5,374 | [2] | 5,197 | [2] |
Level 2 [Member] | ' | | ' | |
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] | ' | | ' | |
Trading securities | 247,158 | [2] | 247,174 | [2] |
Available-for-sale securities | 3,993,329 | [2] | 3,995,310 | [2] |
Derivative Assets | 33,287 | [2] | 36,427 | [2] |
Other Assets | 5,676 | [2] | 4,889 | [2] |
Level 3 [Member] | ' | | ' | |
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] | ' | | ' | |
Trading securities | 0 | [2] | 0 | [2] |
Available-for-sale securities | 0 | [2] | 0 | [2] |
Derivative Assets | 0 | [2] | 0 | [2] |
Other Assets | 0 | [2] | 0 | [2] |
Netting Adjustments [Member] | ' | | ' | |
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] | ' | | ' | |
Trading securities | 0 | [2] | 0 | [2] |
Available-for-sale securities | 0 | [2] | 0 | [2] |
Derivative Assets | -25,385 | [2] | -32,109 | [2] |
Other Assets | 0 | [2] | 0 | [2] |
Recurring [Member] | Level 1 [Member] | ' | | ' | |
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] | ' | | ' | |
Trading securities | 0 | | 0 | |
Available-for-sale securities | 0 | | 0 | |
Interest-rate-exchange Agreements Derivative Assets | 0 | | 0 | |
Derivative Assets | 0 | | 0 | |
Other Assets | 5,374 | | 5,197 | |
Total assets at fair value | 5,374 | | 5,197 | |
Interest-rate-exchange Agreements Derivative Liabilities | 0 | | 0 | |
Derivatives Liabilities Not Designated as Hedging Instruments | 0 | | 0 | |
Total liabilities at fair value | 0 | | 0 | |
Recurring [Member] | Level 1 [Member] | Mortgage-Delivery Commitment [Member] | ' | | ' | |
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] | ' | | ' | |
Derivatives Assets Not Designated as Hedging Instruments | 0 | | 0 | |
Recurring [Member] | Level 1 [Member] | Supranational institutions [Member] | ' | | ' | |
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] | ' | | ' | |
Available-for-sale securities | 0 | | 0 | |
Recurring [Member] | Level 1 [Member] | U.S. government-owned corporations [Member] | ' | | ' | |
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] | ' | | ' | |
Available-for-sale securities | 0 | | 0 | |
Recurring [Member] | Level 1 [Member] | GSEs [Member] | ' | | ' | |
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] | ' | | ' | |
Available-for-sale securities | 0 | | 0 | |
Recurring [Member] | Level 1 [Member] | U.S. government-guaranteed - residential MBS [Member] | ' | | ' | |
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] | ' | | ' | |
Trading securities | 0 | | 0 | |
Available-for-sale securities | 0 | | 0 | |
Recurring [Member] | Level 1 [Member] | U.S. government guaranteed - commercial MBS [Member] | ' | | ' | |
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] | ' | | ' | |
Available-for-sale securities | 0 | | 0 | |
Recurring [Member] | Level 1 [Member] | GSEs b residential MBS [Member] | ' | | ' | |
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] | ' | | ' | |
Trading securities | 0 | | 0 | |
Available-for-sale securities | 0 | | 0 | |
Recurring [Member] | Level 1 [Member] | GSEs b commercial MBS [Member] | ' | | ' | |
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] | ' | | ' | |
Trading securities | 0 | | 0 | |
Recurring [Member] | Level 2 [Member] | ' | | ' | |
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] | ' | | ' | |
Trading securities | 247,158 | | 247,174 | |
Available-for-sale securities | 3,993,329 | | 3,995,310 | |
Interest-rate-exchange Agreements Derivative Assets | 33,286 | | 36,422 | |
Derivative Assets | 33,287 | | 36,427 | |
Other Assets | 5,676 | | 4,889 | |
Total assets at fair value | 4,279,450 | | 4,283,800 | |
Interest-rate-exchange Agreements Derivative Liabilities | -633,711 | | -642,498 | |
Derivatives Liabilities Not Designated as Hedging Instruments | -54 | | -39 | |
Total liabilities at fair value | -633,765 | | -642,537 | |
Recurring [Member] | Level 2 [Member] | Mortgage-Delivery Commitment [Member] | ' | | ' | |
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] | ' | | ' | |
Derivatives Assets Not Designated as Hedging Instruments | 1 | | 5 | |
Recurring [Member] | Level 2 [Member] | Supranational institutions [Member] | ' | | ' | |
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] | ' | | ' | |
Available-for-sale securities | 424,823 | | 415,135 | |
Recurring [Member] | Level 2 [Member] | U.S. government-owned corporations [Member] | ' | | ' | |
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] | ' | | ' | |
Available-for-sale securities | 254,052 | | 238,785 | |
Recurring [Member] | Level 2 [Member] | GSEs [Member] | ' | | ' | |
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] | ' | | ' | |
Available-for-sale securities | 242,530 | | 888,525 | |
Recurring [Member] | Level 2 [Member] | U.S. government-guaranteed - residential MBS [Member] | ' | | ' | |
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] | ' | | ' | |
Trading securities | 13,853 | | 14,331 | |
Available-for-sale securities | 256,115 | | 271,597 | |
Recurring [Member] | Level 2 [Member] | U.S. government guaranteed - commercial MBS [Member] | ' | | ' | |
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] | ' | | ' | |
Available-for-sale securities | 622,474 | | 309,101 | |
Recurring [Member] | Level 2 [Member] | GSEs b residential MBS [Member] | ' | | ' | |
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] | ' | | ' | |
Trading securities | 3,177 | | 3,486 | |
Available-for-sale securities | 2,193,335 | | 1,872,167 | |
Recurring [Member] | Level 2 [Member] | GSEs b commercial MBS [Member] | ' | | ' | |
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] | ' | | ' | |
Trading securities | 230,128 | | 229,357 | |
Recurring [Member] | Level 3 [Member] | ' | | ' | |
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] | ' | | ' | |
Trading securities | 0 | | 0 | |
Available-for-sale securities | 0 | | 0 | |
Interest-rate-exchange Agreements Derivative Assets | 0 | | 0 | |
Derivative Assets | 0 | | 0 | |
Other Assets | 0 | | 0 | |
Total assets at fair value | 0 | | 0 | |
Interest-rate-exchange Agreements Derivative Liabilities | 0 | | 0 | |
Derivatives Liabilities Not Designated as Hedging Instruments | 0 | | 0 | |
Total liabilities at fair value | 0 | | 0 | |
Recurring [Member] | Level 3 [Member] | Mortgage-Delivery Commitment [Member] | ' | | ' | |
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] | ' | | ' | |
Derivatives Assets Not Designated as Hedging Instruments | 0 | | 0 | |
Recurring [Member] | Level 3 [Member] | Supranational institutions [Member] | ' | | ' | |
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] | ' | | ' | |
Available-for-sale securities | 0 | | 0 | |
Recurring [Member] | Level 3 [Member] | U.S. government-owned corporations [Member] | ' | | ' | |
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] | ' | | ' | |
Available-for-sale securities | 0 | | 0 | |
Recurring [Member] | Level 3 [Member] | GSEs [Member] | ' | | ' | |
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] | ' | | ' | |
Available-for-sale securities | 0 | | 0 | |
Recurring [Member] | Level 3 [Member] | U.S. government-guaranteed - residential MBS [Member] | ' | | ' | |
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] | ' | | ' | |
Trading securities | 0 | | 0 | |
Available-for-sale securities | 0 | | 0 | |
Recurring [Member] | Level 3 [Member] | U.S. government guaranteed - commercial MBS [Member] | ' | | ' | |
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] | ' | | ' | |
Available-for-sale securities | 0 | | 0 | |
Recurring [Member] | Level 3 [Member] | GSEs b residential MBS [Member] | ' | | ' | |
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] | ' | | ' | |
Trading securities | 0 | | 0 | |
Available-for-sale securities | 0 | | 0 | |
Recurring [Member] | Level 3 [Member] | GSEs b commercial MBS [Member] | ' | | ' | |
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] | ' | | ' | |
Trading securities | 0 | | 0 | |
Recurring [Member] | Netting Adjustments [Member] | ' | | ' | |
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] | ' | | ' | |
Trading securities | 0 | [3] | 0 | [3] |
Available-for-sale securities | 0 | [3] | 0 | [3] |
Interest-rate-exchange Agreements Derivative Assets | -25,385 | [3] | -32,109 | [3] |
Derivative Assets | -25,385 | [3] | -32,109 | [3] |
Other Assets | 0 | | 0 | [3] |
Total assets at fair value | -25,385 | [3] | -32,109 | [3] |
Interest-rate-exchange Agreements Derivative Liabilities | 34,318 | [3] | 34,385 | [3] |
Derivatives Liabilities Not Designated as Hedging Instruments | 0 | | 0 | [3] |
Total liabilities at fair value | 34,318 | [3] | 34,385 | [3] |
Recurring [Member] | Netting Adjustments [Member] | Mortgage-Delivery Commitment [Member] | ' | | ' | |
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] | ' | | ' | |
Derivatives Assets Not Designated as Hedging Instruments | 0 | [3] | 0 | [3] |
Recurring [Member] | Netting Adjustments [Member] | Supranational institutions [Member] | ' | | ' | |
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] | ' | | ' | |
Available-for-sale securities | 0 | [3] | 0 | [3] |
Recurring [Member] | Netting Adjustments [Member] | U.S. government-owned corporations [Member] | ' | | ' | |
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] | ' | | ' | |
Available-for-sale securities | 0 | [3] | 0 | [3] |
Recurring [Member] | Netting Adjustments [Member] | GSEs [Member] | ' | | ' | |
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] | ' | | ' | |
Available-for-sale securities | 0 | [3] | 0 | [3] |
Recurring [Member] | Netting Adjustments [Member] | U.S. government-guaranteed - residential MBS [Member] | ' | | ' | |
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] | ' | | ' | |
Trading securities | 0 | [3] | 0 | [3] |
Available-for-sale securities | 0 | [3] | 0 | [3] |
Recurring [Member] | Netting Adjustments [Member] | U.S. government guaranteed - commercial MBS [Member] | ' | | ' | |
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] | ' | | ' | |
Available-for-sale securities | 0 | [3] | 0 | [3] |
Recurring [Member] | Netting Adjustments [Member] | GSEs b residential MBS [Member] | ' | | ' | |
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] | ' | | ' | |
Trading securities | 0 | [3] | 0 | [3] |
Available-for-sale securities | 0 | [3] | 0 | [3] |
Recurring [Member] | Netting Adjustments [Member] | GSEs b commercial MBS [Member] | ' | | ' | |
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] | ' | | ' | |
Trading securities | 0 | [3] | 0 | [3] |
Recurring [Member] | Total Fair Value [Member] | ' | | ' | |
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] | ' | | ' | |
Trading securities | 247,158 | | 247,174 | |
Available-for-sale securities | 3,993,329 | | 3,995,310 | |
Interest-rate-exchange Agreements Derivative Assets | 7,901 | | 4,313 | |
Derivative Assets | 7,902 | | 4,318 | |
Other Assets | 11,050 | | 10,086 | |
Total assets at fair value | 4,259,439 | | 4,256,888 | |
Interest-rate-exchange Agreements Derivative Liabilities | -599,393 | | -608,113 | |
Derivatives Liabilities Not Designated as Hedging Instruments | -54 | | -39 | |
Total liabilities at fair value | -599,447 | | -608,152 | |
Recurring [Member] | Total Fair Value [Member] | Mortgage-Delivery Commitment [Member] | ' | | ' | |
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] | ' | | ' | |
Derivatives Assets Not Designated as Hedging Instruments | 1 | | 5 | |
Recurring [Member] | Total Fair Value [Member] | Supranational institutions [Member] | ' | | ' | |
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] | ' | | ' | |
Available-for-sale securities | 424,823 | | 415,135 | |
Recurring [Member] | Total Fair Value [Member] | U.S. government-owned corporations [Member] | ' | | ' | |
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] | ' | | ' | |
Available-for-sale securities | 254,052 | | 238,785 | |
Recurring [Member] | Total Fair Value [Member] | GSEs [Member] | ' | | ' | |
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] | ' | | ' | |
Available-for-sale securities | 242,530 | | 888,525 | |
Recurring [Member] | Total Fair Value [Member] | U.S. government-guaranteed - residential MBS [Member] | ' | | ' | |
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] | ' | | ' | |
Trading securities | 13,853 | | 14,331 | |
Available-for-sale securities | 256,115 | | 271,597 | |
Recurring [Member] | Total Fair Value [Member] | U.S. government guaranteed - commercial MBS [Member] | ' | | ' | |
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] | ' | | ' | |
Available-for-sale securities | 622,474 | | 309,101 | |
Recurring [Member] | Total Fair Value [Member] | GSEs b residential MBS [Member] | ' | | ' | |
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] | ' | | ' | |
Trading securities | 3,177 | | 3,486 | |
Available-for-sale securities | 2,193,335 | | 1,872,167 | |
Recurring [Member] | Total Fair Value [Member] | GSEs b commercial MBS [Member] | ' | | ' | |
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] | ' | | ' | |
Trading securities | $230,128 | | $229,357 | |
|
[1] | Mortgage-delivery commitments are classified as derivatives with changes in fair value recorded in other income. |
[2] | Carried at fair value on a recurring basis. |
[3] | These amounts represent the application of the netting requirements which allow us to settle positive and negative positions and also cash collateral and related accrued interest held or placed with the same clearing member and/or counterparty. |