Fair Values Fair Value Measured on Recurring Basis (Details) (USD $) | Jun. 30, 2014 | Dec. 31, 2013 |
In Thousands, unless otherwise specified |
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] | ' | | ' | |
Trading securities | $248,496 | | $247,174 | |
Available-for-sale securities | 4,777,653 | | 3,995,310 | |
Derivatives Assets Not Designated as Hedging Instruments | 286 | | 658 | |
Derivative Assets | 11,708 | | 4,318 | |
Derivatives Liabilities Not Designated as Hedging Instruments | -21,804 | | -20,185 | |
Mortgage-Delivery Commitment [Member] | ' | | ' | |
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] | ' | | ' | |
Derivatives Assets Not Designated as Hedging Instruments | 137 | [1] | 5 | [1] |
Derivative Assets | 137 | | 5 | |
Derivatives Liabilities Not Designated as Hedging Instruments | 0 | [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 | 5,444 | [2] | 5,197 | [2] |
Level 2 [Member] | ' | | ' | |
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] | ' | | ' | |
Trading securities | 248,496 | [2] | 247,174 | [2] |
Available-for-sale securities | 4,777,653 | [2] | 3,995,310 | [2] |
Derivative Assets | 31,139 | [2] | 36,427 | [2] |
Other Assets | 5,439 | [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 | -19,431 | [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 | 5,444 | | 5,197 | |
Total assets at fair value | 5,444 | | 5,197 | |
Interest-rate-exchange Agreements Derivative Liabilities | 0 | | 0 | |
Derivatives Liabilities Not Designated as Hedging Instruments | ' | | 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 2 [Member] | ' | | ' | |
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] | ' | | ' | |
Trading securities | 248,496 | | 247,174 | |
Available-for-sale securities | 4,777,653 | | 3,995,310 | |
Interest-rate-exchange Agreements Derivative Assets | 31,002 | | 36,422 | |
Derivative Assets | 31,139 | | 36,427 | |
Other Assets | 5,439 | | 4,889 | |
Total assets at fair value | 5,062,727 | | 4,283,800 | |
Interest-rate-exchange Agreements Derivative Liabilities | -629,977 | | -642,498 | |
Derivatives Liabilities Not Designated as Hedging Instruments | ' | | -39 | |
Total liabilities at fair value | -629,977 | | -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 | 137 | | 5 | |
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 | |
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] | 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 | -19,431 | [3] | -32,109 | [3] |
Derivative Assets | -19,431 | [3] | -32,109 | [3] |
Other Assets | 0 | | 0 | [3] |
Total assets at fair value | -19,431 | [3] | -32,109 | [3] |
Interest-rate-exchange Agreements Derivative Liabilities | 37,542 | [3] | 34,385 | [3] |
Derivatives Liabilities Not Designated as Hedging Instruments | ' | | 0 | [3] |
Total liabilities at fair value | 37,542 | [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] | Total Fair Value [Member] | ' | | ' | |
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] | ' | | ' | |
Trading securities | 248,496 | | 247,174 | |
Available-for-sale securities | 4,777,653 | | 3,995,310 | |
Interest-rate-exchange Agreements Derivative Assets | 11,571 | | 4,313 | |
Derivative Assets | 11,708 | | 4,318 | |
Other Assets | 10,883 | | 10,086 | |
Total assets at fair value | 5,048,740 | | 4,256,888 | |
Interest-rate-exchange Agreements Derivative Liabilities | -592,435 | | -608,113 | |
Derivatives Liabilities Not Designated as Hedging Instruments | ' | | -39 | |
Total liabilities at fair value | -592,435 | | -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 | 137 | | 5 | |
U.S. government-owned corporations [Member] | ' | | ' | |
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] | ' | | ' | |
Available-for-sale securities | 266,553 | | 238,785 | |
U.S. government-owned corporations [Member] | Recurring [Member] | Level 1 [Member] | ' | | ' | |
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] | ' | | ' | |
Available-for-sale securities | 0 | | 0 | |
U.S. government-owned corporations [Member] | Recurring [Member] | Level 2 [Member] | ' | | ' | |
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] | ' | | ' | |
Available-for-sale securities | 266,553 | | 238,785 | |
U.S. government-owned corporations [Member] | Recurring [Member] | Level 3 [Member] | ' | | ' | |
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] | ' | | ' | |
Available-for-sale securities | 0 | | 0 | |
U.S. government-owned corporations [Member] | Recurring [Member] | Netting Adjustments [Member] | ' | | ' | |
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] | ' | | ' | |
Available-for-sale securities | 0 | [3] | 0 | [3] |
U.S. government-owned corporations [Member] | Recurring [Member] | Total Fair Value [Member] | ' | | ' | |
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] | ' | | ' | |
Available-for-sale securities | 266,553 | | 238,785 | |
GSEs [Member] | ' | | ' | |
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] | ' | | ' | |
Available-for-sale securities | 116,971 | | 888,525 | |
GSEs [Member] | Recurring [Member] | Level 1 [Member] | ' | | ' | |
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] | ' | | ' | |
Available-for-sale securities | 0 | | 0 | |
GSEs [Member] | Recurring [Member] | Level 2 [Member] | ' | | ' | |
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] | ' | | ' | |
Available-for-sale securities | 116,971 | | 888,525 | |
GSEs [Member] | Recurring [Member] | Level 3 [Member] | ' | | ' | |
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] | ' | | ' | |
Available-for-sale securities | 0 | | 0 | |
GSEs [Member] | Recurring [Member] | Netting Adjustments [Member] | ' | | ' | |
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] | ' | | ' | |
Available-for-sale securities | 0 | [3] | 0 | [3] |
GSEs [Member] | Recurring [Member] | Total Fair Value [Member] | ' | | ' | |
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] | ' | | ' | |
Available-for-sale securities | 116,971 | | 888,525 | |
U.S. government guaranteed mortgage backed securities - residential [Member] | ' | | ' | |
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] | ' | | ' | |
Trading securities | 13,273 | | 14,331 | |
Available-for-sale securities | 240,337 | | 271,597 | |
U.S. government guaranteed mortgage backed securities - residential [Member] | 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 | |
U.S. government guaranteed mortgage backed securities - residential [Member] | Recurring [Member] | Level 2 [Member] | ' | | ' | |
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] | ' | | ' | |
Trading securities | 13,273 | | 14,331 | |
Available-for-sale securities | 240,337 | | 271,597 | |
U.S. government guaranteed mortgage backed securities - residential [Member] | 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 | |
U.S. government guaranteed mortgage backed securities - residential [Member] | 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] |
U.S. government guaranteed mortgage backed securities - residential [Member] | Recurring [Member] | Total Fair Value [Member] | ' | | ' | |
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] | ' | | ' | |
Trading securities | 13,273 | | 14,331 | |
Available-for-sale securities | 240,337 | | 271,597 | |
U.S. government guaranteed mortgage backed securities - commercial [Member] | ' | | ' | |
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] | ' | | ' | |
Available-for-sale securities | 763,886 | | 309,101 | |
U.S. government guaranteed mortgage backed securities - commercial [Member] | Recurring [Member] | Level 1 [Member] | ' | | ' | |
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] | ' | | ' | |
Available-for-sale securities | 0 | | 0 | |
U.S. government guaranteed mortgage backed securities - commercial [Member] | Recurring [Member] | Level 2 [Member] | ' | | ' | |
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] | ' | | ' | |
Available-for-sale securities | 763,886 | | 309,101 | |
U.S. government guaranteed mortgage backed securities - commercial [Member] | Recurring [Member] | Level 3 [Member] | ' | | ' | |
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] | ' | | ' | |
Available-for-sale securities | 0 | | 0 | |
U.S. government guaranteed mortgage backed securities - commercial [Member] | Recurring [Member] | Netting Adjustments [Member] | ' | | ' | |
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] | ' | | ' | |
Available-for-sale securities | 0 | [3] | 0 | [3] |
U.S. government guaranteed mortgage backed securities - commercial [Member] | Recurring [Member] | Total Fair Value [Member] | ' | | ' | |
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] | ' | | ' | |
Available-for-sale securities | 763,886 | | 309,101 | |
Government-sponsored enterprise (GSE) [Member] | Residential Mortgage Backed Securities [Member] | ' | | ' | |
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] | ' | | ' | |
Trading securities | 2,830 | | 3,486 | |
Available-for-sale securities | 2,952,957 | | 1,872,167 | |
Government-sponsored enterprise (GSE) [Member] | Commercial Mortgage Backed Securities [Member] | ' | | ' | |
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] | ' | | ' | |
Trading securities | 232,393 | | 229,357 | |
Government-sponsored enterprise (GSE) [Member] | Recurring [Member] | Level 1 [Member] | Residential Mortgage Backed Securities [Member] | ' | | ' | |
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] | ' | | ' | |
Trading securities | 0 | | 0 | |
Available-for-sale securities | 0 | | 0 | |
Government-sponsored enterprise (GSE) [Member] | Recurring [Member] | Level 1 [Member] | Commercial Mortgage Backed Securities [Member] | ' | | ' | |
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] | ' | | ' | |
Trading securities | 0 | | 0 | |
Government-sponsored enterprise (GSE) [Member] | Recurring [Member] | Level 2 [Member] | Residential Mortgage Backed Securities [Member] | ' | | ' | |
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] | ' | | ' | |
Trading securities | 2,830 | | 3,486 | |
Available-for-sale securities | 2,952,957 | | 1,872,167 | |
Government-sponsored enterprise (GSE) [Member] | Recurring [Member] | Level 2 [Member] | Commercial Mortgage Backed Securities [Member] | ' | | ' | |
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] | ' | | ' | |
Trading securities | 232,393 | | 229,357 | |
Government-sponsored enterprise (GSE) [Member] | Recurring [Member] | Level 3 [Member] | Residential Mortgage Backed Securities [Member] | ' | | ' | |
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] | ' | | ' | |
Trading securities | 0 | | 0 | |
Available-for-sale securities | 0 | | 0 | |
Government-sponsored enterprise (GSE) [Member] | Recurring [Member] | Level 3 [Member] | Commercial Mortgage Backed Securities [Member] | ' | | ' | |
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] | ' | | ' | |
Trading securities | 0 | | 0 | |
Government-sponsored enterprise (GSE) [Member] | Recurring [Member] | Netting Adjustments [Member] | Residential Mortgage Backed Securities [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] |
Government-sponsored enterprise (GSE) [Member] | Recurring [Member] | Netting Adjustments [Member] | Commercial Mortgage Backed Securities [Member] | ' | | ' | |
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] | ' | | ' | |
Trading securities | 0 | [3] | 0 | [3] |
Government-sponsored enterprise (GSE) [Member] | Recurring [Member] | Total Fair Value [Member] | Residential Mortgage Backed Securities [Member] | ' | | ' | |
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] | ' | | ' | |
Trading securities | 2,830 | | 3,486 | |
Available-for-sale securities | 2,952,957 | | 1,872,167 | |
Government-sponsored enterprise (GSE) [Member] | Recurring [Member] | Total Fair Value [Member] | Commercial Mortgage Backed Securities [Member] | ' | | ' | |
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] | ' | | ' | |
Trading securities | 232,393 | | 229,357 | |
Supranational institutions [Member] | ' | | ' | |
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] | ' | | ' | |
Available-for-sale securities | 436,949 | | 415,135 | |
Supranational institutions [Member] | Recurring [Member] | Level 1 [Member] | ' | | ' | |
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] | ' | | ' | |
Available-for-sale securities | 0 | | 0 | |
Supranational institutions [Member] | Recurring [Member] | Level 2 [Member] | ' | | ' | |
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] | ' | | ' | |
Available-for-sale securities | 436,949 | | 415,135 | |
Supranational institutions [Member] | Recurring [Member] | Level 3 [Member] | ' | | ' | |
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] | ' | | ' | |
Available-for-sale securities | 0 | | 0 | |
Supranational institutions [Member] | Recurring [Member] | Netting Adjustments [Member] | ' | | ' | |
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] | ' | | ' | |
Available-for-sale securities | 0 | [3] | 0 | [3] |
Supranational institutions [Member] | Recurring [Member] | Total Fair Value [Member] | ' | | ' | |
Fair Value, Assets and Liabilities Measured on Recurring Basis [Line Items] | ' | | ' | |
Available-for-sale securities | $436,949 | | $415,135 | |
|
[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 FCM and/or counterparty. |