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

Document_and_Entity_Informatio

Document and Entity Information	3 Months Ended
	Mar. 31, 2015	Apr. 30, 2015
Entity Information [Line Items]
Entity Registrant Name	Federal Home Loan Bank of Indianapolis
Entity Central Index Key	1331754
Current Fiscal Year End Date	-19
Entity Filer Category	Non-accelerated Filer
Document Type	10-Q
Document Period End Date	31-Mar-15
Document Fiscal Year Focus	2015
Document Fiscal Period Focus	Q1
Amendment Flag	FALSE
Entity Common Stock, Common B Shares Outstanding		16,002,994

Statements_of_Condition_Unaudi

Statements of Condition (Unaudited) (USD $)	Mar. 31, 2015		Dec. 31, 2014
In Thousands, unless otherwise specified
Assets:
Cash and due from banks	$3,582,894		$3,550,939
Interest-bearing deposits	289		483
Securities purchased under agreements to resell	500,000		0
Available-for-sale securities (Notes 3 and 5)	3,544,966		3,556,165
Held-to-maturity securities (estimated fair values of $6,693,510 and $7,098,616, respectively) (Notes 4 and 5)	6,561,611	[1]	6,982,115	[1]
Advances (Note 6)	21,845,827		20,789,667
Mortgage loans held for portfolio, net of allowance for loan losses of $(2,250) and $(2,500), respectively (Notes 7 and 8)	7,411,764		6,820,262
Accrued interest receivable	84,312		82,866
Premises, software, and equipment, net	38,515		38,418
Derivative assets, net (Note 9)	42,693		25,487
Other assets	38,269		6,630
Total assets	43,651,140		41,853,032
Liabilities:
Deposits	1,431,905		1,084,042
Consolidated obligations (Note 10):
Discount notes	11,161,162		12,567,696
Bonds	28,243,211		25,503,138
Total consolidated obligations	39,404,373		38,070,834
Accrued interest payable	77,998		77,034
Affordable Housing Program payable (Note 11)	35,759		36,899
Derivative liabilities, net (Note 9)	108,682		103,253
Mandatorily redeemable capital stock (Note 12)	15,553		15,673
Other liabilities	167,704		90,027
Total liabilities	41,241,974		39,477,762
Commitments and contingencies (Note 16)
Capital (Note 12):
Total capital stock putable	1,571,870		1,550,981
Retained earnings:
Unrestricted	679,638		672,159
Restricted	111,592		105,470
Total retained earnings	791,230		777,629
Total accumulated other comprehensive income (Note 13)	46,066		46,660
Total capital	2,409,166		2,375,270
Total liabilities and capital	43,651,140		41,853,032
Class B-1 issued and outstanding shares: 15,719 and 15,510, respectively [Member]
Capital (Note 12):
Total capital stock putable	$1,571,870		$1,550,981
[1]	Represents amortized cost after adjustment for non-credit OTTI recognized in AOCI.

Statements_of_Condition_Unaudi1

Statements of Condition (Unaudited) (Parenthetical) (USD $)	Mar. 31, 2015	Dec. 31, 2014
In Thousands, except Per Share data, unless otherwise specified
Common stock putable, par value per share (usd per share)	$100	$100
Allowance for loan losses	($2,250)	($2,500)
HTM securities	$6,693,510	$7,098,616
Class B-1 [Member]
Common stock issued (in shares)	15,719	15,510
Common stock outstanding (in shares)	15,719	15,510
Class B-2 [Member]
Common stock issued (in shares)	0	0
Common stock outstanding (in shares)	0	0

Statements_of_Income_Unaudited

Statements of Income (Unaudited) (USD $)	3 Months Ended
In Thousands, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
Interest Income:
Advances	$27,728	$28,116
Prepayment fees on advances, net	191	1,049
Interest-bearing deposits	54	54
Securities purchased under agreements to resell	115	89
Federal funds sold	619	280
Available-for-sale securities	6,812	6,146
Held-to-maturity securities	29,401	32,110
Mortgage loans held for portfolio	62,226	58,105
Other interest income, net	153	114
Total interest income	127,299	126,063
Interest Expense:
Consolidated obligation discount notes	3,016	1,402
Consolidated obligation bonds	75,391	76,442
Deposits	19	23
Mandatorily redeemable capital stock	134	610
Total interest expense	78,560	78,477
Net interest income	48,739	47,586
Provision for (reversal of) credit losses	563	-704
Net interest income after provision for credit losses	48,176	48,290
Other Income (Loss):
Total other-than-temporary impairment losses	0	0
Non-credit portion reclassified to (from) other comprehensive income, net	0	-170
Net other-than-temporary impairment losses, credit portion	0	-170
Net gains (losses) on derivatives and hedging activities	-1,880	2,968
Service fees	188	215
Standby letters of credit fees	151	159
Other, net (Note 16)	5,117	2,713
Total other income (loss)	3,576	5,885
Other Expenses:
Compensation and benefits	10,700	9,947
Other operating expenses	5,092	4,044
Federal Housing Finance Agency	720	799
Office of Finance	863	818
Other	352	291
Total other expenses	17,727	15,899
Income before assessments	34,025	38,276
Affordable Housing Program assessments	3,416	3,889
Net Income	$30,609	$34,387

Statements_of_Comprehensive_In

Statements of Comprehensive Income (Unaudited) (USD $)	3 Months Ended
In Thousands, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
Statement of Comprehensive Income [Abstract]
Net income	$30,609	$34,387
Other Comprehensive Income:
Net change in unrealized gains (losses) on available-for-sale securities	1,504	12,039
Non-credit portion of other-than-temporary impairment losses on available-for-sale securities:
Reclassification of non-credit portion to other income (loss)	0	170
Net change in fair value not in excess of cumulative non-credit losses	1	-219
Unrealized gains (losses)	-2,359	4,254
Net non-credit portion of other-than-temporary impairment losses on available-for-sale securities	-2,358	4,205
Non-credit portion of other-than-temporary impairment losses on held-to-maturity securities:
Accretion of non-credit portion	12	13
Net non-credit portion of other-than-temporary impairment losses on held-to-maturity securities	12	13
Pension benefits, net	248	136
Total other comprehensive income (loss)	-594	16,393
Total comprehensive income	$30,015	$50,780

Statements_of_Capital_Unaudite

Statements of Capital (Unaudited) (USD $)	3 Months Ended
In Thousands, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
Increase (Decrease) in Stockholders' Equity [Roll Forward]
Beginning Balance	$2,375,270	$2,361,426
Total comprehensive income	30,015	50,780
Proceeds from sale of capital stock	20,889	5,926
Cash dividends on capital stock (4.00% and 5.50% in 2015 and 2014 respectively, annualized)	-17,008	-22,166
Ending Balance	2,409,166	2,395,966
Capital Stock Class B Putable [Member]
Increase (Decrease) in Stockholders' Equity [Roll Forward]
Beginning Balance, Shares	15,510	16,099
Beginning Balance	1,550,981	1,609,931
Proceeds from sale of capital stock, shares	209	59
Proceeds from sale of capital stock	20,889	5,926
Ending Balance, Shares	15,719	16,158
Ending Balance	1,571,870	1,615,857
Retained Earnings Total [Member]
Increase (Decrease) in Stockholders' Equity [Roll Forward]
Beginning Balance	777,629	729,775
Total comprehensive income	30,609	34,387
Cash dividends on capital stock (4.00% and 5.50% in 2015 and 2014 respectively, annualized)	-17,008	-22,166
Ending Balance	791,230	741,996
Retained Earnings, Unrestricted [Member]
Increase (Decrease) in Stockholders' Equity [Roll Forward]
Beginning Balance	672,159	647,624
Total comprehensive income	24,487	27,510
Cash dividends on capital stock (4.00% and 5.50% in 2015 and 2014 respectively, annualized)	-17,008	-22,166
Ending Balance	679,638	652,968
Retained Earnings, Restricted [Member]
Increase (Decrease) in Stockholders' Equity [Roll Forward]
Beginning Balance	105,470	82,151
Total comprehensive income	6,122	6,877
Cash dividends on capital stock (4.00% and 5.50% in 2015 and 2014 respectively, annualized)	0	0
Ending Balance	111,592	89,028
Accumulated Other Comprehensive Income (Loss) [Member]
Increase (Decrease) in Stockholders' Equity [Roll Forward]
Beginning Balance	46,660	21,720
Total comprehensive income	-594	16,393
Ending Balance	$46,066	$38,113

Statements_of_Capital_Unaudite1

Statements of Capital (Unaudited) (Parenthetical)	3 Months Ended
	Mar. 31, 2015	Mar. 31, 2014
Statement of Stockholders' Equity [Abstract]
Annualized Dividend Rate on Capital Stock	4.00%	5.50%

Statements_of_Cash_Flows_Unaud

Statements of Cash Flows (Unaudited) (USD $)	3 Months Ended
In Thousands, unless otherwise specified	Mar. 31, 2015		Mar. 31, 2014
Operating Activities:
Net income	$30,609		$34,387
Adjustments to reconcile net income to net cash provided by operating activities:
Amortization and depreciation	12,942		4,275
Prepayment fees on advances, net of related swap termination fees	-1,862		0
Changes in net derivative and hedging activities	11,760		7,233
Net other-than-temporary impairment losses, credit portion	0		170
Provision for (reversal of) credit losses	563		-704
Changes in:
Accrued interest receivable	-1,442		1,683
Other assets	-4,213		14,932
Accrued interest payable	964		4,924
Other liabilities	13,005		95
Total adjustments, net	31,717		32,608
Net cash provided by operating activities	62,326		66,995
Changes in:
Interest-bearing deposits	-32,525		51,737
Securities purchased under agreements to resell	-500,000		-1,300,000
Federal funds sold	0		-225,000
Purchases of premises, software, and equipment	-1,373		-1,105
Available-for-sale securities:
Proceeds from maturities	18,976		17,928
Held-to-maturity securities:
Proceeds from maturities	432,967		182,296
Purchases	-16,197		0
Advances:
Principal collected	17,944,283		15,213,277
Disbursed to members	-18,971,601		-15,010,095
Mortgage loans held for portfolio:
Principal collected	331,548		196,048
Purchases	-891,413		-184,457
Net cash used in investing activities	-1,685,335		-1,059,371
Financing Activities:
Changes in deposits	346,283		101,100
Net payments on derivative contracts with financing elements	-15,620		-15,750
Net proceeds from issuance of consolidated obligations:
Discount notes	13,840,829		9,327,578
Bonds	7,224,218		3,178,564
Payments for matured and retired consolidated obligations:
Discount notes	-15,248,157		-10,343,928
Bonds	-4,496,350		-3,596,000
Other Federal Home Loan Banks:
Proceeds from borrowings	0		22,000
Payments for maturities	0		-22,000
Proceeds from sale of capital stock	20,889		5,926
Payments for redemption/repurchase of mandatorily redeemable capital stock	-120		-1
Cash dividends paid on capital stock	-17,008		-22,166
Net cash provided by (used in) financing activities	1,654,964		-1,364,677
Net increase (decrease) in cash and due from banks	31,955		-2,357,053
Cash and due from banks at beginning of period	3,550,939		3,318,564
Cash and due from banks at end of period	3,582,894		961,511
Supplemental Disclosures:
Interest paid	74,690		72,949
Affordable Housing Program payments	4,556	[1]	3,456	[1]
Capitalized interest on certain held-to-maturity securities	598		751
Net transfers of mortgage loans to real estate owned	$0		$117
[1]	Subsidies disbursed are reported net of returns/recaptures of previously disbursed subsidies.

Summary_of_Significant_Account

Summary of Significant Accounting Policies	3 Months Ended
	Mar. 31, 2015
Accounting Policies [Abstract]
Summary of Significant Accounting Policies	Note 1 - Summary of Significant Accounting Policies and Change in Accounting Principle
	Basis of Presentation. The accompanying interim financial statements of the Federal Home Loan Bank of Indianapolis have been prepared in accordance with GAAP and SEC requirements for interim financial information. Accordingly, they do not include all of the information and disclosures required by GAAP for complete financial statements. The interim financial statements presented herein should be read in conjunction with our audited financial statements and notes thereto, which are included in our 2014 Form 10-K.
	The financial statements contain all adjustments that are, in the opinion of management, necessary for a fair statement of our financial position, results of operations and cash flows for the interim periods presented. All such adjustments were of a normal recurring nature. The results of operations for the periods presented are not necessarily indicative of the results to be expected for the full fiscal year or any other interim period.
	Our significant accounting policies and certain other disclosures are set forth in Note 1 - Summary of Significant Accounting Policies in our 2014 Form 10-K. There have been no material changes to these policies through March 31, 2015.
	We use certain acronyms and terms throughout these financial statements, which are defined in the Glossary of Terms. Unless the context otherwise requires, the terms "we," "us," and "our" refer to the Federal Home Loan Bank of Indianapolis or its management.
	Reclassifications. We have reclassified certain amounts from the prior periods to conform to the current period presentation. These reclassifications had no effect on net income, total comprehensive income, total capital, or net cash flows.
	Use of Estimates. When preparing financial statements in accordance with GAAP, we are required to make subjective assumptions and estimates that may affect the reported amounts of assets and liabilities, the disclosure of contingent assets and liabilities, and the reported amounts of income and expense. The most significant estimates include the determination of other-than-temporary impairment of certain private-label RMBS, the fair values of derivatives and other financial instruments, and the allowance for credit losses. Although the reported amounts and disclosures reflect our best estimates, actual results could differ significantly from these estimates.
	Change in Accounting Principle. Effective October 1, 2014, we changed our method of accounting for the amortization and accretion of premiums and discounts, deferred loan fees or costs, and hedging basis adjustments on our mortgage loans held for portfolio to the contractual interest method. The contractual method recognizes the income effects of premiums and discounts in a manner that reflects the actual prepayments and other activity of the mortgage loans during that period and the contractual terms of the loans without regard to estimated prepayments based upon assumptions about future borrower activity. Historically, we deferred and amortized premiums and accreted discounts into interest income using the retrospective interest method, which used both actual prepayment experience and estimates of future principal repayments in calculating the estimated lives of the loans. While both the retrospective interest and contractual interest methods are acceptable under GAAP, the contractual interest method has become preferable for recognizing net unamortized premiums on our mortgage loans held for portfolio because (i) it reduces our reliance on subjective assumptions and estimates that affect the reported amounts of assets, capital and income in the financial statements and (ii) it represents the base accounting model articulated in GAAP applicable to accounting for the amortization of premiums and the accretion of discounts, whereas the retrospective method is only permitted by the guidance in narrowly defined circumstances.
	The change to the contractual method for amortizing premiums and accreting discounts, deferred loan fees or costs, and hedging basis adjustments on our mortgage loans has been reported through retroactive application of the change in accounting principle to all periods presented. For the three months ended March 31, 2014, the effect of this change was an increase to net income of $727.
	The following table illustrates the impact of the change in amortization and accretion methodology on our previously reported financial statements as of and for the three months ended March 31, 2014.
		As of and for the Three Months Ended March 31, 2014
		Previous Method		New Method		Effect of Change
	Statements of Condition:
	Mortgage loans held for portfolio, net	$	6,175,018	$	6,153,649	$	(21,369	)
	Total assets	36,521,508		36,500,139		(21,369		)
	Affordable Housing Program payable	43,130		43,211		81
	Total liabilities	34,104,092		34,104,173		81
	Unrestricted retained earnings	671,277		652,968		(18,309		)
	Restricted retained earnings	92,169		89,028		(3,141		)
	Total retained earnings	763,446		741,996		(21,450		)
	Total capital	2,417,416		2,395,966		(21,450		)
	Total liabilities and capital	$	36,521,508	$	36,500,139	$	(21,369	)
	Statements of Income:
	Interest income - mortgage loans held for portfolio	$	57,297	$	58,105	$	808
	Net interest income after provision for credit losses	47,482		48,290		808
	Income before assessments	37,468		38,276		808
	Affordable Housing Program assessments	3,808		3,889		81
	Net income	$	33,660	$	34,387	$	727
	Statements of Comprehensive Income:
	Net income	$	33,660	$	34,387	$	727
	Total comprehensive income	$	50,053	$	50,780	$	727
	Statements of Capital:
	Total retained earnings, as of beginning of year	$	751,952	$	729,775	$	(22,177	)
	Total comprehensive income	50,053		50,780		727
	Total retained earnings, as of end of year	763,446		741,996		(21,450		)
	Total capital	$	2,417,416	$	2,395,966	$	(21,450	)
	Statements of Cash Flows:
	Operating activities:
	Net income	$	33,660	$	34,387	$	727
	Adjustments to reconcile net income to net cash provided by operating activities:
	Amortization and depreciation	5,083		4,275		(808		)
	Changes in:
	Other liabilities	14		95		81
	Total adjustments, net	33,335		32,608		(727		)
	Net cash provided by operating activities	$	66,995	$	66,995	$	—

Recently_Adopted_and_Issued_Ac

Recently Adopted and Issued Accounting Guidance	3 Months Ended
	Mar. 31, 2015
New Accounting Pronouncements and Changes in Accounting Principles [Abstract]
Recently Adopted and Issued Accounting Guidance	Note 2 - Recently Adopted and Issued Accounting Guidance
	Customers Accounting for Fees Paid in a Cloud Computing Arrangement. On April 15, 2015, the FASB issued amendments to clarify a customer's accounting for fees paid in a cloud computing arrangement. The amendments provide guidance to customers on determining whether a cloud computing arrangement includes a software license that should be accounted for as internal-use software. If the arrangement does not contain a software license, it would be accounted for as a service contract. This guidance becomes effective for the interim and annual periods beginning after December 15, 2015, and early adoption is permitted. We can elect to adopt the amendments either (i) prospectively to all arrangements entered into or materially modified after the effective date or (ii) retrospectively. We are in the process of evaluating this guidance and its effect on our financial condition, results of operations, and cash flows.
	Simplifying the Presentation of Debt Issuance Costs. On April 7, 2015, the FASB issued guidance to simplify the presentation of debt issuance costs. This guidance requires a reclassification on the statement of condition of debt issuance costs related to a recognized debt liability from other assets to a direct deduction from the carrying amount of that debt liability, consistent with debt discounts. This guidance becomes effective for the interim and annual periods beginning after December 15, 2015, and early adoption is permitted for financial statements that have not been previously issued. The guidance is required to be applied on a retrospective basis to each individual period presented on the statement of condition. We are in the process of evaluating the effect of this guidance on our financial condition, results of operations, and cash flows.
	Amendments to the Consolidation Analysis. On February 18, 2015, the FASB issued amended guidance intended to enhance consolidation analysis for legal entities such as limited partnerships, limited liability companies, and securitization structures (collateralized debt obligations, collateralized loan obligations, and MBS transactions). The new guidance primarily focuses on: (i) placing more emphasis on risk of loss when determining a controlling financial interest, such that a reporting organization may no longer have to consolidate a legal entity in certain circumstances based solely on its fee arrangement when certain criteria are met; (ii) reducing the frequency of the application of related-party guidance when determining a controlling financial interest in a VIE; and (iii) changing consolidation conclusions for entities in several industries that typically make use of limited partnerships or VIEs. This guidance becomes effective for the interim and annual periods beginning after December 15, 2015, and early adoption is permitted, including adoption in an interim period. We are in the process of evaluating this guidance, but its effect on our financial condition, results of operations, or cash flows is not expected to be material.
	Classification of Certain Government-Guaranteed Mortgage Loans upon Foreclosure. On August 8, 2014, the FASB issued amended guidance relating to the classification and measurement of certain government-guaranteed mortgage loans upon foreclosure. The amendments in this guidance require that a mortgage loan be derecognized and that a separate other receivable be recognized upon foreclosure if certain conditions are met. This guidance became effective for the interim and annual periods beginning on January 1, 2015, and was adopted prospectively. However, this guidance did not have any effect on our financial condition, results of operations or cash flows.
	Repurchase-to-Maturity Transactions, Repurchase Financings, and Disclosures. On June 12, 2014, the FASB issued amended guidance for repurchase-to-maturity transactions and repurchase agreements executed as repurchase financings. This amendment requires entities to account for repurchase-to-maturity transactions as secured borrowings rather than as sales with forward repurchase agreements. In addition, this guidance requires additional disclosures, particularly on transfers accounted for as sales that are economically similar to repurchase agreements and on the nature of collateral pledged in repurchase agreements accounted for as secured borrowings. This guidance became effective for the interim and annual periods beginning January 1, 2015 and was adopted prospectively. However, this guidance did not have any effect on our financial condition, results of operations or cash flows.
	Reclassification of Residential Real Estate Collateralized Consumer Mortgage Loans upon Foreclosure. On January 17, 2014, the FASB issued guidance clarifying when consumer mortgage loans collateralized by real estate should be reclassified to REO. Specifically, such collateralized mortgage loans should be reclassified to REO when either the creditor obtains legal title to the residential real estate property upon completion of a foreclosure, or the borrower conveys all interest in the residential real estate property to the creditor to satisfy that loan through completion of a deed-in-lieu of foreclosure or through a similar legal agreement. This guidance became effective for interim and annual periods on January 1, 2015, and was adopted prospectively. However, this guidance did not have any effect on our financial condition, results of operations or cash flows.
	Advisory Bulletin 2012-02. On April 9, 2012, the Finance Agency issued an Advisory Bulletin that established a standard and uniform methodology for adversely classifying loans, other real estate owned, and certain other assets (excluding investment securities), and prescribes the timing of asset charge-offs based on these classifications. Such requirements differed from our previous methodology and accounting policy, particularly in that, among other differences, the Advisory Bulletin states that, with certain exceptions, any loss exposure on a loan more than 180 days past due should be adversely classified and charged off. The charge-off amount is generally the excess of the loan balance over the fair value of the underlying property, less costs to sell, and adjusted for credit enhancements. The adverse classification requirements were implemented as of January 1, 2014, and the financial reporting and charge-off requirements were implemented on January 1, 2015. However, the adoption of these requirements did not have a material effect on our financial condition, results of operations or cash flows.

AvailableforSale_Securities

Available-for-Sale Securities	3 Months Ended
	Mar. 31, 2015
Available-for-sale Securities [Abstract]
Available-for-sale Securities	Note 3 - Available-for-Sale Securities
	Major Security Types. The following table presents information on our AFS securities by type of security.
								Gross		Gross
			Amortized		Non-Credit			Unrealized		Unrealized			Estimated
	March 31, 2015		Cost (1)		OTTI			Gains		Losses			Fair Value
	GSE and TVA debentures		$	3,146,549	$	—		$	18,112	$	(530	)	$	3,164,131
	Private-label RMBS		345,021		(126		)	35,940		—			380,835
	Total AFS securities		$	3,491,570	$	(126	)	$	54,052	$	(530	)	$	3,544,966
	December 31, 2014
	GSE and TVA debentures		$	3,139,037	$	—		$	17,430	$	(1,352	)	$	3,155,115
	Private-label RMBS		362,878		(127		)	38,299		—			401,050
	Total AFS securities		$	3,501,915	$	(127	)	$	55,729	$	(1,352	)	$	3,556,165
	(1)	Includes adjustments made to the cost basis of an investment for accretion, amortization, collection of principal, and, if applicable, OTTI recognized in earnings (credit losses) and fair-value hedge accounting adjustments.
	Unrealized Loss Positions. The following table presents impaired AFS securities (i.e., in an unrealized loss position), aggregated by major security type and length of time that individual securities have been in a continuous unrealized loss position.
			Less than 12 months					12 months or more					Total
			Estimated		Unrealized			Estimated		Unrealized			Estimated		Unrealized
	March 31, 2015		Fair Value		Losses			Fair Value		Losses			Fair Value		Losses
	GSE and TVA debentures		$	189,267	$	(530	)	$	—	$	—		$	189,267	$	(530	)
	Private-label RMBS		—		—			5,411		(126		)	5,411		(126		)
	Total impaired AFS securities		$	189,267	$	(530	)	$	5,411	$	(126	)	$	194,678	$	(656	)
	December 31, 2014
	GSE and TVA debentures		$	264,959	$	(1,352	)	$	—	$	—		$	264,959	$	(1,352	)
	Private-label RMBS		—		—			5,656		(127		)	5,656		(127		)
	Total impaired AFS securities		$	264,959	$	(1,352	)	$	5,656	$	(127	)	$	270,615	$	(1,479	)
	Contractual Maturity. The amortized cost and estimated fair value of non-MBS AFS securities by contractual maturity are presented below. MBS are not presented by contractual maturity because their actual maturities will likely differ from contractual maturities as borrowers have the right to prepay their obligations with or without prepayment fees.
			March 31, 2015					December 31, 2014
			Amortized		Estimated			Amortized		Estimated
	Year of Contractual Maturity		Cost		Fair Value			Cost		Fair Value
	Due after one year through five years		$	2,480,103	$	2,491,979		$	2,484,379	$	2,497,034
	Due after five years through ten years		666,446		672,152			654,658		658,081
	Total non-MBS		3,146,549		3,164,131			3,139,037		3,155,115
	Total RMBS		345,021		380,835			362,878		401,050
	Total AFS securities		$	3,491,570	$	3,544,966		$	3,501,915	$	3,556,165
	Realized Gains and Losses. There were no sales of AFS securities during the three months ended March 31, 2015 or 2014. As of March 31, 2015, we had no intention of selling the AFS securities in an unrealized loss position nor did we consider it more likely than not that we will be required to sell these securities before our anticipated recovery of each security's remaining amortized cost basis.

HeldtoMaturity_Securities

Held-to-Maturity Securities	3 Months Ended
	Mar. 31, 2015
Held-to-maturity Securities [Abstract]
Held-to-Maturity Securities	Note 4 - Held-to-Maturity Securities
	Major Security Types. The following table presents information on our HTM securities by type of security.
										Gross			Gross
										Unrecognized			Unrecognized
			Amortized		Non-Credit			Carrying		Holding			Holding			Estimated
	March 31, 2015		Cost (1)		OTTI			Value		Gains			Losses			Fair Value
	GSE debentures		$	100,000	$	—		$	100,000	$	132		$	—		$	100,132
	MBS and ABS:
	Other U.S. obligations -guaranteed MBS		2,922,180		—			2,922,180		33,476			(3,237		)	2,952,419
	GSE MBS		3,434,203		—			3,434,203		103,325			(441		)	3,537,087
	Private-label RMBS		92,982		—			92,982		552			(825		)	92,709
	Manufactured housing loan ABS		10,786		—			10,786		—			(1,109		)	9,677
	Home equity loan ABS		1,623		(163		)	1,460		84			(58		)	1,486
	Total MBS and ABS		6,461,774		(163		)	6,461,611		137,437			(5,670		)	6,593,378
	Total HTM securities		$	6,561,774	$	(163	)	$	6,561,611	$	137,569		$	(5,670	)	$	6,693,510
	December 31, 2014
	GSE debentures		$	269,000	$	—		$	269,000	$	199		$	—		$	269,199
	MBS and ABS:
	Other U.S. obligations -guaranteed MBS		3,032,494		—			3,032,494		30,598			(5,959		)	3,057,133
	GSE MBS		3,567,958		—			3,567,958		93,583			(104		)	3,661,437
	Private-label RMBS		99,879		—			99,879		360			(1,049		)	99,190
	Manufactured housing loan ABS		11,243		—			11,243		—			(1,164		)	10,079
	Home equity loan ABS		1,716		(175		)	1,541		114			(77		)	1,578
	Total MBS and ABS		6,713,290		(175		)	6,713,115		124,655			(8,353		)	6,829,417
	Total HTM securities		$	6,982,290	$	(175	)	$	6,982,115	$	124,854		$	(8,353	)	$	7,098,616
	(1)	Includes adjustments made to the cost basis of an investment for accretion, amortization, collection of principal, and, if applicable, OTTI recognized in earnings (credit losses).
	Unrealized Loss Positions. The following table presents impaired HTM securities (i.e., in an unrealized loss position), aggregated by major security type and length of time that individual securities have been in a continuous unrealized loss position. None of our non-MBS were in an unrealized loss position at March 31, 2015 or December 31, 2014.
			Less than 12 months					12 months or more					Total
			Estimated		Unrealized			Estimated		Unrealized			Estimated			Unrealized
	March 31, 2015		Fair Value		Losses			Fair Value		Losses			Fair Value			Losses (1)
	MBS and ABS:
	Other U.S. obligations - guaranteed MBS		$	179,422	$	(6	)	$	689,949	$	(3,231	)	$	869,371		$	(3,237	)
	GSE MBS		386,733		(441		)	—		—			386,733			(441		)
	Private-label RMBS		2,890		(2		)	39,141		(823		)	42,031			(825		)
	Manufactured housing loan ABS		—		—			9,677		(1,109		)	9,677			(1,109		)
	Home equity loan ABS		—		—			1,486		(137		)	1,486			(137		)
	Total MBS and ABS		569,045		(449		)	740,253		(5,300		)	1,309,298			(5,749		)
	Total impaired HTM securities		$	569,045	$	(449	)	$	740,253	$	(5,300	)	$	1,309,298		$	(5,749	)
	December 31, 2014
	MBS and ABS:
	Other U.S. obligations - guaranteed MBS		$	528,242	$	(1,254	)	$	702,768	$	(4,705	)	$	1,231,010		$	(5,959	)
	GSE MBS		31,554		(8		)	26,013		(96		)	57,567			(104		)
	Private-label RMBS		3,274		(3		)	41,050		(1,046		)	44,324			(1,049		)
	Manufactured housing loan ABS		—		—			10,080		(1,164		)	10,080			(1,164		)
	Home equity loan ABS		—		—			1,579		(138		)	1,579			(138		)
	Total MBS and ABS		563,070		(1,265		)	781,490		(7,149		)	1,344,560			(8,414		)
	Total impaired HTM securities		$	563,070	$	(1,265	)	$	781,490	$	(7,149	)	$	1,344,560		$	(8,414	)
	(1)	For home equity loan ABS, total unrealized losses does not agree to total gross unrecognized holding losses at March 31, 2015 and December 31, 2014 of $(58) and $(77), respectively. Total unrealized losses include non-credit-related OTTI losses recorded in AOCI of $(163) and $(175), respectively, and gross unrecognized holding gains on previously OTTI securities of $84 and $114, respectively.
	Contractual Maturity. The amortized cost, carrying value and estimated fair value of non-MBS HTM securities by contractual maturity are presented below. MBS and ABS are not presented by contractual maturity because their actual maturities will likely differ from contractual maturities as certain borrowers have the right to prepay their obligations with or without prepayment fees.
			March 31, 2015							December 31, 2014
			Amortized		Carrying			Estimated		Amortized			Carrying			Estimated
	Year of Contractual Maturity		Cost (1)		Value (2)			Fair Value		Cost (1)			Value (2)			Fair Value
	Non-MBS:
	Due in one year or less		$	100,000	$	100,000		$	100,132	$	169,000		$	169,000		$	169,099
	Due after one year through five years		—		—			—		100,000			100,000			100,100
	Total non-MBS		100,000		100,000			100,132		269,000			269,000			269,199
	Total MBS and ABS		6,461,774		6,461,611			6,593,378		6,713,290			6,713,115			6,829,417
	Total HTM securities		$	6,561,774	$	6,561,611		$	6,693,510	$	6,982,290		$	6,982,115		$	7,098,616
	(1)	Includes adjustments made to the cost basis of an investment for accretion, amortization, collection of principal, and, if applicable, OTTI recognized in earnings (credit losses).
	(2)	Represents amortized cost after adjustment for non-credit OTTI recognized in AOCI.

OtherThanTemporary_Impairment

Other-Than-Temporary Impairment	3 Months Ended
	Mar. 31, 2015
Other Than Temporary Impairments Analysis [Abstract]
Other-Than-Temporary-Impairment	Note 5 - Other-Than-Temporary Impairment
	OTTI Evaluation Process and Results - Private-label RMBS and ABS. We evaluate our individual AFS and HTM securities that have been previously OTTI or are in an unrealized loss position for OTTI on a quarterly basis. As part of our evaluation, we consider whether we intend to sell each security and whether it is more likely than not that we will be required to sell the security before its anticipated recovery. If either of these conditions is met, we recognize an OTTI loss equal to the entire difference between the security's amortized cost basis and its estimated fair value at the Statement of Condition date. For those securities that meet neither of these conditions, we perform a cash flow analysis to determine whether we expect to recover the entire amortized cost basis of the security as described in Note 1 - Summary of Significant Accounting Policies and Note 6 - Other-Than-Temporary Impairment in our 2014 Form 10-K.
	OTTI - Significant Inputs. The FHLBanks' OTTI Governance Committee developed a short-term housing price forecast with projected changes ranging from a decrease of 3% to an increase of 8% over a twelve-month period. For the vast majority of housing markets, the changes range from an increase of 1% to an increase of 5%. Thereafter, a unique path is projected for each geographic area based on an internally developed framework derived from historical data.
	Results of OTTI Evaluation Process. As a result of our analysis, OTTI credit losses were recognized for no securities for the three months ended March 31, 2015 and one security for the three months ended March 31, 2014. We determined that the unrealized losses on the remaining private-label RMBS and ABS were temporary as we expect to recover the entire amortized cost. The following table presents a rollforward of the amounts related to credit losses recognized in earnings. The rollforward excludes accretion of credit losses for securities that have not experienced a significant increase in cash flows.
			Three Months Ended March 31,
	Credit Loss Rollforward		2015			2014
	Balance at beginning of period		$	69,626		$	72,287
	Additions:
	Additional credit losses for which OTTI was previously recognized (1)		—			170
	Reductions:
	Increases in cash flows expected to be collected (accreted as interest income over the remaining lives of the applicable securities)		(1,252		)	—
	Balance at end of period		$	68,374		$	72,457
	(1)	For the three months ended March 31, 2014, the amount relates to one security impaired prior to January 1, 2014.
	The following table presents the March 31, 2015 classification and balances of OTTI securities impaired prior to that date (i.e., life-to-date) but not necessarily as of that date. Securities are classified based on the originator's classification at the time of origination or based on the classification by the NRSROs upon issuance. Because there is no universally accepted definition of prime, Alt-A or subprime underwriting standards, such classifications are subjective.
			March 31, 2015
			HTM Securities									AFS Securities
	OTTI Life-to-Date		UPB			Amortized Cost		Carrying Value		Estimated Fair Value		UPB		Amortized Cost		Estimated Fair Value
	Private-label RMBS - prime		$	—		$	—	$	—	$	—	$	406,606	$	345,021	$	380,835
	Home equity loan ABS - subprime		713			683		521		604		—		—		—
	Total		$	713		$	683	$	521	$	604	$	406,606	$	345,021	$	380,835
	OTTI Evaluation Process and Results - All Other AFS and HTM Securities.
	Other U.S. and GSE Obligations and TVA Debentures. For other U.S. obligations, GSE obligations, and TVA debentures, we determined that, based on current expectations, the strength of the issuers' guarantees through direct obligations of or support from the United States government is sufficient to protect us from any losses. As a result, all of the gross unrealized losses as of March 31, 2015 are considered temporary.

Advances

Advances	3 Months Ended
	Mar. 31, 2015
Advances [Abstract]
Advances	Note 6 - Advances
	We had advances outstanding, as presented below by year of contractual maturity, with interest rates ranging from 0.02% to 7.53%.
		March 31, 2015				December 31, 2014
	Year of Contractual Maturity	Amount		WAIR %		Amount			WAIR %
	Overdrawn demand and overnight deposit accounts	$	—	—		$	—		—
	Due in 1 year or less	7,342,449		0.82		7,406,652			0.83
	Due after 1 year through 2 years	2,477,483		1.33		2,529,649			1.28
	Due after 2 years through 3 years	2,957,011		1.61		2,331,427			1.57
	Due after 3 years through 4 years	1,718,911		2.18		2,047,262			2.05
	Due after 4 years through 5 years	2,186,026		1.78		1,571,567			2.51
	Thereafter	4,975,641		1.4		4,743,645			1.31
	Total advances, par value	21,657,521		1.33		20,630,202			1.33
	Fair-value hedging adjustments	147,516				117,118
	Unamortized swap termination fees associated with modified advances, net of deferred prepayment fees	40,790				42,347
	Total advances	$	21,845,827			$	20,789,667
	Prepayments. At March 31, 2015 and December 31, 2014, we had $5.8 billion and $5.6 billion, respectively, of advances that can be prepaid without incurring prepayment or termination fees. All other advances may only be prepaid by paying a fee that is sufficient to make us financially indifferent to the prepayment of the advance.
	At March 31, 2015 and December 31, 2014, we had putable advances outstanding totaling $184,000 and $179,000, respectively.
	The following table presents advances by the earlier of the year of contractual maturity or the next call date and next put date.
		Year of Contractual Maturity					Year of Contractual Maturity
		or Next Call Date					or Next Put Date
		March 31,		December 31,			March 31,			December 31,
		2015		2014			2015			2014
	Overdrawn demand and overnight deposit accounts	$	—	$	—		$	—		$	—
	Due in 1 year or less	11,662,064		11,293,767			7,489,949			7,574,152
	Due after 1 year through 2 years	2,746,483		2,533,649			2,437,483			2,499,649
	Due after 2 years through 3 years	2,619,261		2,208,677			2,879,511			2,233,927
	Due after 3 years through 4 years	1,488,911		1,847,262			1,693,911			2,012,262
	Due after 4 years through 5 years	1,551,026		1,506,567			2,206,026			1,566,567
	Thereafter	1,589,776		1,240,280			4,950,641			4,743,645
	Total advances, par value	$	21,657,521	$	20,630,202		$	21,657,521		$	20,630,202
	Credit Risk Exposure and Security Terms. At March 31, 2015 and December 31, 2014, we had a total of $11.4 billion and $8.3 billion, respectively, of advances outstanding, at par, to single borrowers with balances that were greater than or equal to $1.0 billion. These advances, representing 53% and 40%, respectively, of total advances at par outstanding on those dates, were made to seven and five borrowers, respectively. At March 31, 2015 and December 31, 2014, we held $21.9 billion and $15.1 billion, respectively, of UPB of collateral to cover the advances to these borrowers.
	See Note 8 - Allowance for Credit Losses for information related to credit risk on advances and allowance methodology for credit losses.

Mortgage_Loans_Held_for_Portfo

Mortgage Loans Held for Portfolio	3 Months Ended
	Mar. 31, 2015
Mortgage Loans on Real Estate [Abstract]
Mortgage Loans Held for Portfolio	Note 7 - Mortgage Loans Held for Portfolio
	The following tables present information on mortgage loans held for portfolio by term and by type.
			March 31, 2015
	Term		MPP			MPF			Total
	Fixed-rate long-term mortgages		$	5,766,259		$	416,641		$	6,182,900
	Fixed-rate medium-term (1) mortgages		1,015,285			75,788			1,091,073
	Total mortgage loans held for portfolio, UPB		6,781,544			492,429			7,273,973
	Unamortized premiums		130,595			8,382			138,977
	Unamortized discounts		(3,990		)	(292		)	(4,282		)
	Fair-value hedging adjustments		5,807			(461		)	5,346
	Allowance for loan losses		(2,000		)	(250		)	(2,250		)
	Total mortgage loans held for portfolio, net		$	6,911,956		$	499,808		$	7,411,764
			December 31, 2014
	Term		MPP			MPF			Total
	Fixed-rate long-term mortgages		$	5,233,682		$	428,758		$	5,662,440
	Fixed-rate medium-term (1) mortgages		963,083			78,919			1,042,002
	Total mortgage loans held for portfolio, UPB		6,196,765			507,677			6,704,442
	Unamortized premiums		107,876			8,726			116,602
	Unamortized discounts		(1,874		)	(302		)	(2,176		)
	Fair-value hedging adjustments		4,369			(475		)	3,894
	Allowance for loan losses		(2,250		)	(250		)	(2,500		)
	Total mortgage loans held for portfolio, net		$	6,304,886		$	515,376		$	6,820,262
	(1)	Defined as a term of 15 years or less at origination.
			March 31, 2015
	Type		MPP			MPF			Total
	Conventional		$	6,170,172		$	393,995		$	6,564,167
	Government		611,372			98,434			709,806
	Total mortgage loans held for portfolio, UPB		$	6,781,544		$	492,429		$	7,273,973
			December 31, 2014
	Type		MPP			MPF			Total
	Conventional		$	5,562,460		$	406,469		$	5,968,929
	Government		634,305			101,208			735,513
	Total mortgage loans held for portfolio, UPB		$	6,196,765		$	507,677		$	6,704,442
	For information related to our credit risk on mortgage loans and allowance for loan losses, see Note 8 - Allowance for Credit Losses.

Allowance_for_Credit_Losses

Allowance for Credit Losses	3 Months Ended
	Mar. 31, 2015
Allowance for Credit Losses [Abstract]
Allowance for Credit Losses	Note 8 - Allowance for Credit Losses
	We have established a methodology to determine the allowance for credit losses for each of our portfolio segments: credit products (advances, letters of credit, and other extensions of credit to members); term securities purchased under agreements to resell; term federal funds sold; government-guaranteed or insured mortgage loans held for portfolio; and conventional mortgage loans held for portfolio. A description of the allowance methodologies for our portfolio segments as well as our policy for impairing financing receivables, placing them on non-accrual status, and charging them off when necessary is disclosed in Note 1 - Summary of Significant Accounting Policies and Note 9 - Allowance for Credit Losses in our 2014 Form 10-K.
	Credit Products. Using a risk-based approach, we consider the amount and quality of the collateral pledged and the borrower's financial condition to be indicators of credit quality on the borrower's credit products. At March 31, 2015 and December 31, 2014, we had rights to collateral on a borrower-by-borrower basis with an estimated value in excess of our outstanding extensions of credit.
	At March 31, 2015 and December 31, 2014, we did not have any credit products that were past due, on non-accrual status, or considered impaired. In addition, there were no TDRs related to credit products during the three months ended March 31, 2015 and 2014.
	Based upon the collateral held as security, our credit extension and collateral policies, our credit analysis and the repayment history on credit products, we have not recorded any allowance for credit losses on credit products. Accordingly, at March 31, 2015 and December 31, 2014, no liability was recorded to reflect an allowance for credit losses for off-balance sheet credit exposures. For additional information about off-balance sheet credit exposure, see Note 16 - Commitments and Contingencies.
	Mortgage Loans.
	Collectively Evaluated Mortgage Loans.
	Collectively Evaluated MPP Loans. Our loan loss analysis includes collectively evaluating conventional loans for impairment within each pool purchased under the MPP. The measurement of our allowance for loan losses includes evaluating (i) homogeneous pools of mortgage loans past due 180 days or more; and (ii) the current to 179 days past due portion of the loan portfolio. This loan loss analysis considers MPP pool-specific attribute data, estimated liquidation value of real estate collateral held, estimated costs associated with maintaining and disposing of the collateral, and credit enhancements. Delinquency reports are used to determine the population of loans incorporated into the allowance for loan loss analysis.
	In the first quarter of 2015, we changed our technique for estimating losses on mortgage loans past due 180 days or more to use loan-level property values obtained from a third-party model. A significant haircut was applied to these loan-level values to capture the potential impact of severely distressed property sales. The reduced values were then aggregated to the pool level and were further reduced for estimated liquidation costs to determine the estimated liquidation value.
	Credit Enhancements.
	The following table presents the actual activity in the LRA.
			Three Months Ended March 31,
	LRA Activity		2015			2014
	Balance of LRA, beginning of period		$	61,949		$	45,330
	Additions		10,549			2,426
	Claims paid		(186		)	(636		)
	Distributions		(134		)	(162		)
	Balance of LRA, end of period		$	72,178		$	46,958
	MPP Credit Enhancements. The following table presents the projected impact of credit enhancements on the allowance.
	MPP Credit Waterfall		March 31, 2015			December 31, 2014
	Estimated losses remaining after borrower's equity, before credit enhancements		$	20,085		$	25,232
	Portion of estimated losses recoverable from PMI		(2,867		)	(3,301		)
	Portion of estimated losses recoverable from LRA (1)		(3,238		)	(5,334		)
	Portion of estimated losses recoverable from SMI		(12,219		)	(14,587		)
	Allowance for unrecoverable PMI/SMI		239			240
	Allowance for MPP loan losses		$	2,000		$	2,250
	(1)	Amounts recoverable limited to (i) incurred losses remaining after borrower's equity and PMI and (ii) the remaining balance in each pool's portion of the LRA.
	MPF Credit Enhancements. CE fees paid to PFIs were $94 and $102 for the three months ended March 31, 2015 and 2014, respectively. Performance-based CE fees may be withheld to cover losses allocated to us.
	If losses occur in an MCC, these losses will either be: (i) recovered through the withholding of future performance-based CE fees from the PFI or (ii) absorbed by us in the FLA. As of March 31, 2015 and December 31, 2014, our exposure under the FLA was $3,451 and $3,431, respectively, with CE obligations available to cover losses in excess of the FLA totaling $26,862 and $26,851, respectively. Any estimated losses that would be absorbed by the CE obligation are not reserved for as part of our allowance for loan losses. Accordingly, the calculated allowance was reduced by $1 and $2 as of March 31, 2015 and December 31, 2014, respectively, for the amount in excess of the FLA to be covered by PFIs’ CE obligations. The resulting allowance for MPF loan losses at March 31, 2015 and December 31, 2014 was $250.
	Allowance for Loan Losses on Mortgage Loans. The tables below present a rollforward of our allowance for loan losses, the allowance for loan losses by impairment methodology, and the recorded investment in mortgage loans by impairment methodology.
			MPP			MPF
	Rollforward of Allowance		Conventional			Conventional			Total
	Allowance for loan losses, December 31, 2014		$	2,250		$	250		$	2,500
	Charge-offs, net of recoveries		(813		)	—			(813		)
	Provision for (reversal of) loan losses		563			—			563
	Allowance for loan losses, March 31, 2015		$	2,000		$	250		$	2,250
	Allowance for loan losses, December 31, 2013		$	4,000		$	500		$	4,500
	Charge-offs, net of recoveries		(287		)	(9		)	(296		)
	Provision for (reversal of) loan losses		(713		)	9			(704		)
	Allowance for loan losses, March 31, 2014		$	3,000		$	500		$	3,500
	Allowance for Loan Losses, March 31, 2015
	Loans collectively evaluated for impairment		$	1,415		$	250		$	1,665
	Loans individually evaluated for impairment (1)		585			—			585
	Total allowance for loan losses		$	2,000		$	250		$	2,250
	Allowance for Loan Losses, December 31, 2014
	Loans collectively evaluated for impairment		$	1,776		$	250		$	2,026
	Loans individually evaluated for impairment (1)		474			—			474
	Total allowance for loan losses		$	2,250		$	250		$	2,500
	Recorded Investment, March 31, 2015
	Loans collectively evaluated for impairment		$	6,299,836		$	402,731		$	6,702,567
	Loans individually evaluated for impairment (1)		19,823			—			19,823
	Total recorded investment		$	6,319,659		$	402,731		$	6,722,390
	Recorded Investment, December 31, 2014
	Loans collectively evaluated for impairment		$	5,667,524		$	415,569		$	6,083,093
	Loans individually evaluated for impairment (1)		19,889			—			19,889
	Total recorded investment		$	5,687,413		$	415,569		$	6,102,982
	(1)	The recorded investment in our MPP conventional loans individually evaluated for impairment excludes principal that was previously paid in full by the servicers as of March 31, 2015 and December 31, 2014 of $4,482 and $5,519, respectively, that remains subject to potential claims by those servicers for any losses resulting from past or future liquidations of the underlying properties. However, the MPP conventional loan allowance for loan losses includes $113 and $153 for these potential claims as of March 31, 2015 and December 31, 2014, respectively.
	As a result of our recent loss history, for conventional mortgage loans that are 180 days or more delinquent and/or where the borrower has filed for bankruptcy, we charge off the portion of the outstanding balance in excess of estimated fair value of the underlying property, less cost to sell and adjusted for any available credit enhancements.
	Credit Quality Indicators. The tables below present our key credit quality indicators for mortgage loans held for portfolio.
	Mortgage Loans Held for Portfolio		MPP						MPF
	31-Mar-15		Conventional			FHA			Conventional			Government			Total
	Past due 30-59 days		$	49,608		$	17,842		$	908		$	1,645		$	70,003
	Past due 60-89 days		12,485			5,336			1			451			18,273
	Past due 90 days or more		43,995			3,694			336			250			48,275
Total past due		106,088			26,872			1,245			2,346			136,551
Total current		6,213,571			595,376			401,486			97,433			7,307,866
Total mortgage loans, recorded investment		6,319,659			622,248			402,731			99,779			7,444,417
Net unamortized premiums		(118,092		)	(8,513		)	(7,104		)	(986		)	(134,695		)
Fair-value hedging adjustments		(5,726		)	(81		)	408			53			(5,346		)
Accrued interest receivable		(25,669		)	(2,282		)	(2,040		)	(412		)	(30,403		)
Total mortgage loans held for portfolio, UPB		$	6,170,172		$	611,372		$	393,995		$	98,434		$	7,273,973
Other Delinquency Statistics
31-Mar-15
In process of foreclosure (1)		$	30,234		$	—		$	—		$	—		$	30,234
Serious delinquency rate (2)		0.7		%	0.59		%	0.08		%	0.25		%	0.65		%
Past due 90 days or more still accruing interest (3)		$	41,689		$	3,694		$	—		$	250		$	45,633
On non-accrual status		5,438			—			336			—			5,774
Mortgage Loans Held for Portfolio		MPP						MPF
31-Dec-14		Conventional			FHA			Conventional			Government			Total
Past due 30-59 days		$	59,365		$	25,954		$	1,011		$	1,287		$	87,617
Past due 60-89 days		14,879			6,010			252			657			21,798
Past due 90 days or more		49,128			3,636			1			483			53,248
Total past due		123,372			35,600			1,264			2,427			162,663
Total current		5,564,041			609,711			414,305			100,184			6,688,241
Total mortgage loans, recorded investment		5,687,413			645,311			415,569			102,611			6,850,904
Net unamortized premiums		(97,411		)	(8,591		)	(7,400		)	(1,024		)	(114,426		)
Fair-value hedging adjustments		(4,323		)	(45		)	417			57			(3,894		)
Accrued interest receivable		(23,219		)	(2,370		)	(2,117		)	(436		)	(28,142		)
Total mortgage loans held for portfolio, UPB		$	5,562,460		$	634,305		$	406,469		$	101,208		$	6,704,442
Other Delinquency Statistics
31-Dec-14
In process of foreclosure (1)		$	32,369		$	—		$	—		$	—		$	32,369
Serious delinquency rate (2)		0.86		%	0.56		%	—		%	0.47		%	0.78		%
Past due 90 days or more still accruing interest (3)		$	46,341		$	3,636		$	—		$	483		$	50,460
On non-accrual status		7,207			—			1			—			7,208
(1)	Includes loans for which the decision of foreclosure or similar alternative, such as pursuit of deed-in-lieu of foreclosure, has been reported. Loans in process of foreclosure are included in past due categories depending on their delinquency status.
(2)	Represents loans 90 days or more past due (including loans in process of foreclosure) expressed as a percentage of the total recorded investment in mortgage loans. The percentage excludes principal and interest amounts that were previously paid in full by the servicers on conventional loans that are pending resolution of potential loss claims. Many government, including FHA, loans are repurchased by the servicers when they reach 90 days or more delinquent status, similar to the rules for servicers of Ginnie Mae MBS, resulting in the lower serious delinquency rate for government loans.
(3)	Although our past due scheduled/scheduled MPP loans are classified as loans past due 90 days or more based on the mortgagor's payment status, we do not consider these loans to be non-accrual.
Troubled Debt Restructurings. The table below presents the recorded investment of the performing and non-performing TDRs. Non-performing represents loans on non-accrual status only.
		March 31, 2015									December 31, 2014
Recorded Investment		Performing			Non-Performing			Total			Performing			Non-Performing			Total
MPP conventional loans		$	15,494		$	4,329		$	19,823		$	13,744		$	6,145		$	19,889
Due to the minimal change in terms of modified loans (i.e., no principal forgiven), our pre-modification recorded investment was not materially different than the post-modification recorded investment in TDRs.
During the three months ended March 31, 2015 and 2014, certain conventional MPP loans classified as TDRs within the previous 12 months experienced a payment default. A borrower is considered to have defaulted on a TDR if the borrower's contractually due principal or interest is 60 days or more past due at any time. The recorded investment of certain conventional MPP loans classified as TDRs within the previous 12 months that experienced an initial payment default at the end of such periods was $206 and $96 for the three months ended March 31, 2015 and 2014, respectively. However, a loan can experience another payment default in a subsequent period.
A loan considered to be a TDR is individually evaluated for impairment when determining its related allowance for loan loss. Credit loss is measured by factoring in expected cash shortfalls as of the reporting date. The tables below present the impaired conventional loans individually evaluated for impairment. The first table presents the recorded investment, UPB and related allowance associated with these loans, while the next table presents the average recorded investment of individually impaired loans and related interest income recognized.
		March 31, 2015									December 31, 2014
Individually Evaluated Impaired Loans		Recorded Investment			UPB			Related Allowance for Loan Losses			Recorded Investment			UPB			Related Allowance for Loan Losses
MPP conventional loans without allowance for loan losses (1)		$	15,494		$	15,378		$	—		$	13,744		$	13,647		$	—
MPP conventional loans with allowance for loan losses		4,329			4,302			472			6,145			6,099			321
Total		$	19,823		$	19,680		$	472		$	19,889		$	19,746		$	321
(1)	No allowance for loan losses was recorded on these impaired loans after consideration of the underlying loan-specific attribute data, estimated liquidation value of real estate collateral held, estimated costs associated with maintaining and disposing of the collateral, and credit enhancements.
		Three Months Ended						Three Months Ended
		March 31, 2015						March 31, 2014
Individually Evaluated Impaired Loans		Average Recorded Investment			Interest Income Recognized			Average Recorded Investment			Interest Income Recognized
MPP conventional loans without allowance for loan losses		$	15,516		$	223		$	17,505		$	255
MPP conventional loans with allowance for loan losses		4,339			64			1,162			16
Total		$	19,855		$	287		$	18,667		$	271
There were no MPF TDRs during the three months ended March 31, 2015 or 2014.

Derivative_and_Hedging_Activit

Derivative and Hedging Activities	3 Months Ended
	Mar. 31, 2015
Derivative Instruments and Hedging Activities Disclosure [Abstract]
Derivative Instruments and Hedging Activities	Note 9 - Derivatives and Hedging Activities
	Financial Statement Effect and Additional Financial Information.
	Derivative Notional Amounts. The following table presents the notional amount and estimated fair value of derivative instruments, including the effect of netting adjustments, cash collateral, and the related accrued interest.
			Notional			Estimated Fair Value			Estimated Fair Value
			Amount of			of Derivative			of Derivative
	March 31, 2015		Derivatives			Assets			Liabilities
	Derivatives designated as hedging instruments:
	Interest-rate swaps		$	30,447,727		$	42,465		$	342,265
	Total derivatives designated as hedging instruments		30,447,727			42,465			342,265
	Derivatives not designated as hedging instruments:
	Interest-rate swaps		1,034,860			149			1,421
	Interest-rate caps/floors		340,500			205			—
	Interest-rate forwards		271,700			190			213
	MDCs		269,934			925			24
	Total derivatives not designated as hedging instruments		1,916,994			1,469			1,658
	Total derivatives before adjustments		$	32,364,721		43,934			343,923
	Netting adjustments and cash collateral (1)					(1,241		)	(235,241		)
	Total derivatives, net					$	42,693		$	108,682
	December 31, 2014
	Derivatives designated as hedging instruments:
	Interest-rate swaps		$	27,527,697		$	55,095		$	331,546
	Total derivatives designated as hedging instruments		27,527,697			55,095			331,546
	Derivatives not designated as hedging instruments:
	Interest-rate swaps		1,476,365			330			735
	Interest-rate caps/floors		340,500			312			—
	Interest-rate forwards		252,100			—			1,631
	MDCs		252,418			711			6
	Total derivatives not designated as hedging instruments		2,321,383			1,353			2,372
	Total derivatives before adjustments		$	29,849,080		56,448			333,918
	Netting adjustments and cash collateral (1)					(30,961		)	(230,665		)
	Total derivatives, net					$	25,487		$	103,253
	(1)	Represents the application of the netting requirements that allow us to settle (i) positive and negative positions and (ii) cash collateral and related accrued interest held or placed, with the same clearing agent and/or counterparty. Cash collateral placed was $234,000 and $201,284 at March 31, 2015 and December 31, 2014, respectively. Cash collateral held was $0 and $1,580 at March 31, 2015 and December 31, 2014, respectively.
	We record derivative instruments, related cash collateral received or pledged, including initial and variation margin, and associated accrued interest, on a net basis by clearing agent and/or by counterparty when we have met the netting requirements. The following table presents separately the estimated fair value of derivative instruments meeting or not meeting netting requirements, including the related collateral received from or pledged to counterparties.
			March 31, 2015						December 31, 2014
			Derivative Assets			Derivative Liabilities			Derivative Assets			Derivative Liabilities
	Derivative instruments meeting netting requirements:
	Gross recognized amount
	Bilateral		$	32,466		$	295,503		$	48,532		$	308,041
	Cleared		10,353			48,183			7,205			24,240
	Total gross recognized amount		42,819			343,686			55,737			332,281
	Gross amounts of netting adjustments and cash collateral
	Bilateral		(32,352		)	(187,058		)	(48,389		)	(206,425		)
	Cleared		31,111			(48,183		)	17,428			(24,240		)
	Total gross amounts of netting adjustments and cash collateral		(1,241		)	(235,241		)	(30,961		)	(230,665		)
	Net amounts after netting adjustments and cash collateral
	Bilateral		114			108,445			143			101,616
	Cleared		41,464			—			24,633			—
	Total net amounts after netting adjustments and cash collateral		41,578			108,445			24,776			101,616
	Derivative instruments not meeting netting requirements (1)		1,115			237			711			1,637
	Total derivatives, at estimated fair value		$	42,693		$	108,682		$	25,487		$	103,253
	(1)	Includes MDCs and certain interest-rate forwards.
	The following table presents the components of net gains (losses) on derivatives and hedging activities reported in other income (loss).
			Three Months Ended March 31,
	Type of Hedge		2015			2014
	Net gain (loss) related to fair-value hedge ineffectiveness:
	Interest-rate swaps		$	109		$	(611	)
	Total net gain (loss) related to fair-value hedge ineffectiveness		109			(611		)
	Net gain (loss) on derivatives not designated as hedging instruments:
	Economic hedges:
	Interest-rate swaps		(795		)	1,343
	Interest-rate caps/floors		(106		)	(462		)
	Interest-rate forwards		(3,321		)	(725		)
	Net interest settlements		291			2,725
	MDCs		1,942			698
Total net gain (loss) on derivatives not designated as hedging instruments		(1,989		)	3,579
Net gains (losses) on derivatives and hedging activities		$	(1,880	)	$	2,968
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 net interest income.
		Gain (Loss)			Gain (Loss)			Net Fair-				Effect on
		on			on Hedged			Value Hedge				Net Interest
Three Months Ended March 31, 2015		Derivative			Item			Ineffectiveness				Income (1)
Advances		$	(36,952	)	$	35,705		$	(1,247	)		$	(39,427	)
AFS securities		(10,898		)	10,319			(579		)		(24,429		)
CO bonds		15,060			(13,125		)	1,935				16,596
Total		$	(32,790	)	$	32,899		$	109			$	(47,260	)
Three Months Ended March 31, 2014
Advances		$	(1,303	)	$	2,408		$	1,105			$	(36,400	)
AFS securities		1,234			(1,060		)	174				(24,495		)
CO bonds		24,672			(26,562		)	(1,890		)		18,625
Total		$	24,603		$	(25,214	)	$	(611	)		$	(42,270	)
(1)	Includes the effect of derivatives in fair-value hedging relationships on net interest income that is recorded in the interest income/expense line item of the respective hedged items. Excludes the interest income/expense of the respective hedged items, which fully offset the interest income/expense of the derivatives, except to the extent of any hedge ineffectiveness. Net interest settlements on derivatives that are not in fair-value hedging relationships are reported in other income (loss).
Managing Credit Risk on Derivatives. We are subject to credit risk due to the risk of nonperformance by the counterparties to our derivative transactions.
For our bilateral derivatives, we have credit support agreements that contain provisions requiring us to post additional collateral with our counterparties if there is deterioration in our credit rating. If our credit rating is lowered by an NRSRO, we could be required to deliver additional collateral on bilateral derivative instruments in net liability positions. The aggregate estimated fair value of all bilateral derivative instruments with credit risk-related contingent features that were in a net liability position (before cash collateral and related accrued interest on cash collateral) at March 31, 2015 was $263,151 for which we have posted collateral, including accrued interest, with an estimated fair value of $154,706 in the normal course of business. In addition, we held other derivative instruments in a net liability position of $237 that are not subject to credit support agreements containing credit risk-related contingent features. If our credit rating had been lowered by an NRSRO (from an S&P equivalent of AA+ to AA), we could have been required to deliver up to an additional $5,493 of collateral (at estimated fair value) to our bilateral derivative counterparties at March 31, 2015.
For cleared derivatives, the clearinghouse determines initial margin requirements, and generally credit ratings are not factored into the initial margin. However, clearing agents may require additional initial margin to be posted based on credit considerations, including, but not limited to, credit rating downgrades. We were not required to post additional initial margin by our clearing agents at March 31, 2015.

Consolidated_Obligations

Consolidated Obligations	3 Months Ended
	Mar. 31, 2015
Debt Disclosure [Abstract]
Consolidated Obligations	Note 10 - Consolidated Obligations
	Although we are the primary obligor for our portion of consolidated obligations (i.e., those issued on our behalf), we are also jointly and severally liable with each of the other FHLBanks for the payment of the principal and interest on all FHLBank consolidated obligations. The par values of the FHLBanks' outstanding consolidated obligations totaled $812.2 billion and $847.2 billion at March 31, 2015 and December 31, 2014, respectively.
	Discount Notes. The following table presents our participation in discount notes outstanding, all of which are due within one year of issuance.
	Discount Notes	March 31,			December 31,
		2015			2014
	Book value	$	11,161,162		$	12,567,696
	Par value	11,165,225			12,570,811
	Weighted average effective interest rate	0.13		%	0.12		%
	CO Bonds. The following table presents our participation in CO bonds outstanding by contractual maturity.
		March 31, 2015						December 31, 2014
	Year of Contractual Maturity	Amount			WAIR%			Amount			WAIR%
	Due in 1 year or less	$	14,241,310		0.34			$	11,695,550		0.33
	Due after 1 year through 2 years	2,612,610			1.23			2,018,510			1.49
	Due after 2 years through 3 years	2,512,250			1.75			2,158,950			1.76
	Due after 3 years through 4 years	1,161,350			1.67			1,934,100			1.49
	Due after 4 years through 5 years	1,769,075			2.8			999,700			2.51
	Thereafter	5,924,500			3.17			6,692,000			3.11
	Total CO bonds, par value	28,221,095			1.35			25,498,810			1.44
	Unamortized premiums	30,967						27,138
	Unamortized discounts	(14,387		)				(14,913		)
	Fair-value hedging adjustments	5,536						(7,897		)
	Total CO bonds	$	28,243,211					$	25,503,138
	The following tables present our participation in CO bonds outstanding by redemption feature and contractual maturity or next call date.
	Redemption Feature	March 31,			December 31,
		2015			2014
	Non-callable / non-putable	$	20,601,095		$	17,253,810
	Callable	7,620,000			8,245,000
	Total CO bonds, par value	$	28,221,095		$	25,498,810
	Year of Contractual Maturity or Next Call Date
	Due in 1 year or less	$	21,728,310		$	19,918,550
	Due after 1 year through 2 years	2,121,610			1,651,510
	Due after 2 years through 3 years	1,044,250			883,950
	Due after 3 years through 4 years	638,350			461,100
	Due after 4 years through 5 years	1,153,075			543,700
	Thereafter	1,535,500			2,040,000
	Total CO bonds, par value	$	28,221,095		$	25,498,810

Affordable_Housing_Program

Affordable Housing Program	3 Months Ended
	Mar. 31, 2015
Affordable Housing Program [Abstract]
Affordable Housing Program	Note 11 - Affordable Housing Program
	The following table summarizes the activity in our AHP funding obligation.
			Three Months Ended March 31,
	AHP Activity		2015			2014
	Balance at beginning of period		$	36,899		$	42,778
	Assessment (expense)		3,416			3,889
	Subsidy usage, net (1)		(4,556		)	(3,456		)
	Balance at end of period		$	35,759		$	43,211
	(1)	Subsidies disbursed are reported net of returns/recaptures of previously disbursed subsidies.

Capital

Capital	3 Months Ended
	Mar. 31, 2015
Capital [Abstract]
Capital	Note 12 - Capital
	We are subject to capital requirements under our capital plan and the Finance Agency regulations as disclosed in Note 15 - Capital in our 2014 Form 10-K. As presented in the following table, we were in compliance with the Finance Agency's capital requirements at March 31, 2015 and December 31, 2014. For regulatory purposes, AOCI is not considered capital; MRCS, however, is considered capital.
		March 31, 2015						December 31, 2014
	Regulatory Capital Requirements	Required			Actual			Required			Actual
	Risk-based capital	$	529,123		$	2,378,653		$	566,683		$	2,344,283
	Regulatory permanent capital-to-asset ratio	4		%	5.45		%	4		%	5.6		%
	Regulatory permanent capital	$	1,746,046		$	2,378,653		$	1,674,121		$	2,344,283
	Leverage ratio	5		%	8.17		%	5		%	8.4		%
	Leverage capital	$	2,182,557		$	3,567,980		$	2,092,652		$	3,516,425
	Mandatorily Redeemable Capital Stock. At March 31, 2015 and December 31, 2014, we had $15,553 and $15,673, respectively, in capital stock subject to mandatory redemption, which is classified as a liability. There were eight former members holding MRCS at March 31, 2015 and December 31, 2014.
	The following tables present the activity in MRCS and distributions on MRCS.
		Three Months Ended March 31,
	MRCS Activity	2015			2014
	Liability at beginning of period	$	15,673		$	16,787
	Redemptions/repurchases	(120		)	(1		)
	Liability at end of period	$	15,553		$	16,786
		Three Months Ended March 31,
	MRCS Distributions	2015			2014
	Recorded as interest expense	$	134		$	610
	Recorded as distributions from retained earnings	—			—
	Total	$	134		$	610
	Excess Capital Stock. Excess capital stock is defined as the amount of stock held by a member or former member in excess of our stock requirement for that institution. Finance Agency rules limit the ability of an FHLBank to create member excess stock under certain circumstances, including when its total excess stock exceeds 1% of total assets or if the issuance of excess stock would cause total excess stock to exceed 1% of total assets. Our excess stock totaled $463,582 at March 31, 2015, which was 1.1% of our total assets. Therefore, we are currently not permitted to issue new excess stock to members or distribute stock dividends.

Accumulated_Other_Comprehensiv

Accumulated Other Comprehensive Income	3 Months Ended
	Mar. 31, 2015
Accumulated Other Comprehensive Income (Loss) [Abstract]
Accumulated Other Comprehensive Income	Note 13 - Accumulated Other Comprehensive Income
	The following table presents a summary of the changes in the components of AOCI.
	AOCI Rollforward	Unrealized Gains on AFS Securities		Non-Credit OTTI on AFS Securities			Non-Credit OTTI on HTM Securities			Pension Benefits			Total AOCI
	Balance, December 31, 2013	$	317	$	25,936		$	(241	)	$	(4,292	)	$	21,720
	OCI before reclassifications:
	Net change in unrealized gains (losses)	12,039		4,254			—			—			16,293
	Net change in fair value	—		(219		)	—			—			(219		)
	Accretion of non-credit losses	—		—			13			—			13
	Reclassifications from OCI to net income:
	Non-credit portion of OTTI losses	—		170			—			—			170
	Pension benefits	—		—			—			136			136
	Total other comprehensive income	12,039		4,205			13			136			16,393
	Balance, March 31, 2014	$	12,356	$	30,141		$	(228	)	$	(4,156	)	$	38,113
	Balance, December 31, 2014	$	16,078	$	38,172		$	(175	)	$	(7,415	)	$	46,660
	OCI before reclassifications:
	Net change in unrealized gains (losses)	1,504		(2,359		)	—			—			(855		)
	Net change in fair value	—		1			—			—			1
	Accretion of non-credit loss	—		—			12			—			12
	Reclassifications from OCI to net income:
	Non-credit portion of OTTI losses	—		—			—			—			—
	Pension benefits	—		—			—			248			248
	Total other comprehensive income	1,504		(2,358		)	12			248			(594		)
	Balance, March 31, 2015	$	17,582	$	35,814		$	(163	)	$	(7,167	)	$	46,066

Segment_Information

Segment Information	3 Months Ended
	Mar. 31, 2015
Segment Reporting [Abstract]
Segment Information	Note 14 - Segment Information
	The following table presents our financial performance by operating segment.
		Three Months Ended March 31, 2015							Three Months Ended March 31, 2014
		Traditional		Mortgage Loans			Total		Traditional		Mortgage Loans			Total
	Net interest income	$	30,921	$	17,818		$	48,739	$	30,998	$	16,588		$	47,586
	Provision for (reversal of) credit losses	—		563			563		—		(704		)	(704		)
	Other income (loss)	4,864		(1,288		)	3,576		5,883		2			5,885
	Other expenses	15,097		2,630			17,727		13,782		2,117			15,899
	Income before assessments	20,688		13,337			34,025		23,099		15,177			38,276
	Affordable Housing Program assessments	2,082		1,334			3,416		2,371		1,518			3,889
	Net income	$	18,606	$	12,003		$	30,609	$	20,728	$	13,659		$	34,387
	The following table presents asset balances by operating segment.
	By Date	Traditional		Mortgage Loans			Total
	March 31, 2015	$	36,239,376	$	7,411,764		$	43,651,140
	December 31, 2014	35,032,770		6,820,262			41,853,032

Estimated_Fair_Values

Estimated Fair Values	3 Months Ended
	Mar. 31, 2015
Fair Value Disclosures [Abstract]
Estimated Fair Values	Note 15 - Estimated Fair Values
	We review the fair value hierarchy classifications of our financial instruments on a quarterly basis. Changes in the observability of the inputs may result in a reclassification of certain assets or liabilities. Such reclassifications are reported as transfers in/out at estimated fair value as of the beginning of the quarter in which the changes occur. There were no such reclassifications during the three months ended March 31, 2015 or 2014.
	The following tables present the carrying value and estimated fair value of each of our financial instruments. The total of the estimated fair values does not represent an estimate of our overall market value as a going concern, which would take into account, among other considerations, future business opportunities and the net profitability of assets and liabilities.
			March 31, 2015
						Estimated Fair Value
			Carrying													Netting
	Financial Instruments		Value			Total			Level 1		Level 2		Level 3			Adjustment (1)
	Assets:
	Cash and due from banks		$	3,582,894		$	3,582,894		$	3,582,894	$	—	$	—		$	—
	Interest-bearing deposits		289			289			—		289		—			—
	Securities Purchased Under Agreements to Resell		500,000			500,000			—		500,000		—			—
	AFS securities		3,544,966			3,544,966			—		3,164,131		380,835			—
	HTM securities		6,561,611			6,693,510			—		6,589,638		103,872			—
	Advances		21,845,827			21,906,253			—		21,906,253		—			—
	Mortgage loans held for portfolio, net		7,411,764			7,750,994			—		7,713,652		37,342			—
	Accrued interest receivable		84,312			84,312			—		84,312		—			—
	Derivative assets, net		42,693			42,693			—		43,934		—			(1,241		)
	Grantor trust assets (included in other assets)		13,133			13,133			13,133		—		—			—
	Liabilities:
	Deposits		1,431,905			1,431,905			—		1,431,905		—			—
	Consolidated Obligations:
	Discount notes		11,161,162			11,165,225			—		11,165,225		—			—
	Bonds		28,243,211			28,719,935			—		28,719,935		—			—
	Accrued interest payable		77,998			77,998			—		77,998		—			—
	Derivative liabilities, net		108,682			108,682			—		343,923		—			(235,241		)
	MRCS		15,553			15,553			15,553		—		—			—
			December 31, 2014
						Estimated Fair Value
			Carrying													Netting
	Financial Instruments		Value			Total			Level 1		Level 2		Level 3			Adjustment (1)
	Assets:
	Cash and due from banks		$	3,550,939		$	3,550,939		$	3,550,939	$	—	$	—		$	—
	Interest-bearing deposits		483			483			—		483		—			—
	AFS securities		3,556,165			3,556,165			—		3,155,115		401,050			—
	HTM securities		6,982,115			7,098,616			—		6,987,768		110,848			—
	Advances		20,789,667			20,844,701			—		20,844,701		—			—
	Mortgage loans held for portfolio, net		6,820,262			7,120,935			—		7,078,490		42,445			—
	Accrued interest receivable		82,866			82,866			—		82,866		—			—
	Derivative assets, net		25,487			25,487			—		56,448		—			(30,961		)
	Grantor trust assets (included in other assets)		12,980			12,980			12,980		—		—			—
	Liabilities:
	Deposits		1,084,042			1,084,042			—		1,084,042		—			—
	Consolidated Obligations:
	Discount notes		12,567,696			12,570,811			—		12,570,811		—			—
	Bonds		25,503,138			25,882,934			—		25,882,934		—			—
	Accrued interest payable		77,034			77,034			—		77,034		—			—
	Derivative liabilities, net		103,253			103,253			—		333,918		—			(230,665		)
	MRCS		15,673			15,673			15,673		—		—			—
	(1)	Represents the application of the netting requirements that allow the settlement of (i) positive and negative positions and (ii) cash collateral and related accrued interest held or placed, with the same clearing agent and/or counterparty.
	Summary of Valuation Techniques and Significant Inputs. A description of the valuation techniques, significant inputs, and levels of fair value hierarchy is disclosed in Note 19 - Estimated Fair Values in our 2014 Form 10-K. No changes have been made in the current year, except as disclosed below.
	Mortgage Loans Held for Portfolio. We record non-recurring fair value adjustments to reflect partial charge-offs on certain mortgage loans. We estimate the fair value of these assets using a current property value obtained from a third-party model with a haircut applied to the modeled values to capture potentially distressed property sales.
	Estimated Fair Value Measurements. The following tables present by level within the fair value hierarchy the estimated fair value of our financial assets and liabilities that are recorded at estimated fair value on a recurring or non-recurring basis on our statement of condition. We did not have any financial assets or liabilities recorded at estimated fair value on a non-recurring basis on our statement of condition as of December 31, 2014.
													Netting
	March 31, 2015		Total			Level 1			Level 2		Level 3		Adjustment (1)
	AFS securities:
	GSE and TVA debentures		$	3,164,131		$	—		$	3,164,131	$	—	$	—
	Private-label RMBS		380,835			—			—		380,835		—
	Total AFS securities		3,544,966			—			3,164,131		380,835		—
	Derivative assets:
	Interest-rate related		41,578			—			42,819		—		(1,241		)
	Interest-rate forwards		190			—			190		—		—
	MDCs		925			—			925		—		—
	Total derivative assets, net		42,693			—			43,934		—		(1,241		)
	Grantor trust assets (included in other assets)		13,133			13,133			—		—		—
Total recurring assets at estimated fair value		$	3,600,792		$	13,133		$	3,208,065	$	380,835	$	(1,241	)
Derivative liabilities:
Interest-rate related		$	108,445		$	—		$	343,686	$	—	$	(235,241	)
Interest-rate forwards		213			—			213		—		—
MDCs		24			—			24		—		—
Total derivative liabilities, net		108,682			—			343,923		—		(235,241		)
Total recurring liabilities at estimated fair value		$	108,682		$	—		$	343,923	$	—	$	(235,241	)
Mortgage loans held for portfolio		$	6,207		$	—		$	—	$	6,207	$	—
Total non-recurring assets at estimated fair value		$	6,207		$	—		$	—	$	6,207	$	—
December 31, 2014
AFS securities:
GSE and TVA debentures		$	3,155,115		$	—		$	3,155,115	$	—	$	—
Private-label RMBS		401,050			—			—		401,050		—
Total AFS securities		3,556,165			—			3,155,115		401,050		—
Derivative assets:
Interest-rate related		24,776			—			55,737		—		(30,961		)
MDCs		711			—			711		—		—
Total derivative assets, net		25,487			—			56,448		—		(30,961		)
Grantor trust assets (included in other assets)		12,980			12,980			—		—		—
Total recurring assets at estimated fair value		$	3,594,632		$	12,980		$	3,211,563	$	401,050	$	(30,961	)
Derivative liabilities:
Interest-rate related		$	101,616		$	—		$	332,281	$	—	$	(230,665	)
Interest-rate forwards		1,631			—			1,631		—		—
MDCs		6			—			6		—		—
Total derivative liabilities, net		103,253			—			333,918		—		(230,665		)
Total recurring liabilities at estimated fair value		$	103,253		$	—		$	333,918	$	—	$	(230,665	)
(1)	Represents the application of the netting requirements that allow the settlement of (i) positive and negative positions and (ii) cash collateral and related accrued interest held or placed, with the same clearing agent and/or counterparty.
Level 3 Disclosures for All Assets and Liabilities that are Measured at Fair Value on a Recurring Basis. The table below presents a rollforward of our AFS private-label RMBS measured at estimated fair value on a recurring basis using Level 3 significant inputs. The estimated fair values for the private-label RMBS were determined using a pricing source, such as a dealer quote or comparable security price, for which the significant unobservable inputs used to determine the price were not reasonably available.
		Three Months Ended March 31,
Level 3 Rollforward		2015			2014
Balance, beginning of period		$	401,050		$	469,685
Total realized and unrealized gains (losses):
Accretion of credit losses in interest income		1,119			21
Net gains (losses) on changes in fair value in other income (loss)		—			(170		)
Net change in fair value not in excess of cumulative non-credit losses in OCI		1			(219		)
Unrealized gains (losses) in OCI		(2,359		)	4,254
Reclassification of non-credit portion in OCI to other income (loss)		—			170
Purchases, issuances, sales and settlements:
Settlements		(18,976		)	(17,929		)
Balance, end of period		$	380,835		$	455,812
Net gains (losses) included in earnings attributable to changes in fair value relating to assets still held at end of period		$	1,119		$	(149	)

Commitments_and_Contingencies

Commitments and Contingencies	3 Months Ended
	Mar. 31, 2015
Commitments and Contingencies Disclosure [Abstract]
Commitments and Contingencies	Note 16 - Commitments and Contingencies
	The following table presents our off-balance-sheet commitments at their notional amounts.
			March 31, 2015
	Type of Commitment		Expire within one year		Expire after one year		Total
	Letters of credit outstanding		$	99,372	$	147,946	$	247,318
	Unused lines of credit (1)		1,003,077		—		1,003,077
	Commitments to fund additional advances (2)		77,356		—		77,356
	Commitments to fund or purchase mortgage loans (3)		269,934		—		269,934
	Unsettled CO bonds, at par (4)		171,270		—		171,270
	(1)	Maximum line of credit amount is $50,000.
	(2)	Generally for periods up to six months.
	(3)	Generally for periods up to 91 days.
	(4)	Includes $115,270 hedged with associated interest-rate swaps.
	Pledged Collateral. At March 31, 2015 and December 31, 2014, we had pledged cash collateral, at par, of $233,986 and $201,267, respectively, to counterparties and clearing agents. At March 31, 2015 and December 31, 2014, we had not pledged any securities as collateral.
	Legal Proceedings. We are subject to legal proceedings arising in the normal course of business. We would record an accrual for a loss contingency when it is probable that a loss for which we could be liable has been incurred and the amount can be reasonably estimated. After consultation with legal counsel, management does not anticipate that the ultimate liability, if any, arising out of these proceedings will have a material effect on our financial condition or results of operations.
	In 2010, we filed a complaint asserting claims against several entities for negligent misrepresentation and violations of state and federal securities law occurring in connection with the sale of private-label RMBS to us. In 2013, 2014 and 2015, we executed confidential settlement agreements with certain defendants in this litigation, pursuant to which we have dismissed all pending claims against, and provided legal releases to, certain entities with respect to all applicable securities at issue in the litigation, in consideration of our receipt of cash payments on behalf of those defendants. These payments totaled $4,732 and $2,414, net of legal fees and litigation expenses, for the three months ended March 31, 2015 and 2014, respectively, and were recorded in other income.
	Additional discussion of other commitments and contingencies is provided in Note 6 - Advances; Note 7 - Mortgage Loans Held for Portfolio; Note 9 - Derivatives and Hedging Activities; Note 10 - Consolidated Obligations; Note 12 - Capital; and Note 15 - Estimated Fair Values.

Transactions_with_Related_Part

Transactions with Related Parties	3 Months Ended
	Mar. 31, 2015
Related Party Transactions [Abstract]
Transactions with Related Parties	Note 17 - Transactions with Related Parties
	For financial reporting purposes, we define related parties as those members, and former members and their affiliates, with capital stock outstanding in excess of 10% of our total outstanding capital stock and MRCS. We had no related parties at March 31, 2015 or December 31, 2014 as no institution had capital stock outstanding in excess of 10% of our total outstanding capital stock and MRCS.
	Flagstar Bank, FSB was a related party at March 31, 2014. We had net advances to Flagstar for the three months ended March 31, 2014 of $137,000.
	Transactions with Directors' Financial Institutions. The following table presents the outstanding balances with respect to transactions with directors' financial institutions and their balance as a percent of the total balance on our statement of condition.
			Capital Stock and MRCS						Advances				Mortgage Loans Held for Portfolio (1)
	Date		Par value			% of Total			Par value		% of Total		UPB		% of Total
	March 31, 2015		$	40,213		3	%		$	260,784	1	%	$	169,580	2	%
	December 31, 2014		40,213			3	%		261,146		1	%	167,072		2	%
	(1)	Represents UPB of mortgage loans purchased from directors' financial institutions.
	The following table presents net advances to (repayments from) directors' financial institutions and mortgage loans purchased from directors' financial institutions, taking into account the dates of the directors' appointments and term endings.
			Three Months Ended March 31,
	Transactions with Directors' Financial Institutions		2015			2014
	Net advances (repayments)		$	(362	)	$	(12,335	)
	Mortgage loans purchased		7,390			4,735
	Transactions with Other FHLBanks. During the three months ended March 31, 2015 and 2014, we purchased $0 and $11,011, respectively, of participation interests from the FHLBank of Topeka in mortgage loans originated by certain of its members under the MPF program. Beginning in July 2012, we pay an MPF Provider fee to the FHLBank of Chicago for our participation in the MPF program that is recorded in other expenses. For the three months ended March 31, 2015 and 2014, we paid such fees of $69 and $75, respectively.

Summary_of_Significant_Account1

Summary of Significant Accounting Policies (Policies)	3 Months Ended
	Mar. 31, 2015
Accounting Policies [Abstract]
Basis of Accounting, Policy	Basis of Presentation. The accompanying interim financial statements of the Federal Home Loan Bank of Indianapolis have been prepared in accordance with GAAP and SEC requirements for interim financial information. Accordingly, they do not include all of the information and disclosures required by GAAP for complete financial statements.
Reclassifications, Policy	Reclassifications. We have reclassified certain amounts from the prior periods to conform to the current period presentation. These reclassifications had no effect on net income, total comprehensive income, total capital, or net cash flows.
Use of Estimates, Policy	Use of Estimates. When preparing financial statements in accordance with GAAP, we are required to make subjective assumptions and estimates that may affect the reported amounts of assets and liabilities, the disclosure of contingent assets and liabilities, and the reported amounts of income and expense. The most significant estimates include the determination of other-than-temporary impairment of certain private-label RMBS, the fair values of derivatives and other financial instruments, and the allowance for credit losses. Although the reported amounts and disclosures reflect our best estimates, actual results could differ significantly from these estimates.

Summary_of_Significant_Account2

Summary of Significant Accounting Policies Accounting Policies (Tables)	3 Months Ended
	Mar. 31, 2015
Accounting Policies [Abstract]
Schedule of New Accounting Pronouncements and Changes in Accounting Principles [Table Text Block]	The following table illustrates the impact of the change in amortization and accretion methodology on our previously reported financial statements as of and for the three months ended March 31, 2014.
		As of and for the Three Months Ended March 31, 2014
		Previous Method		New Method		Effect of Change
	Statements of Condition:
	Mortgage loans held for portfolio, net	$	6,175,018	$	6,153,649	$	(21,369	)
	Total assets	36,521,508		36,500,139		(21,369		)
	Affordable Housing Program payable	43,130		43,211		81
	Total liabilities	34,104,092		34,104,173		81
	Unrestricted retained earnings	671,277		652,968		(18,309		)
	Restricted retained earnings	92,169		89,028		(3,141		)
	Total retained earnings	763,446		741,996		(21,450		)
	Total capital	2,417,416		2,395,966		(21,450		)
	Total liabilities and capital	$	36,521,508	$	36,500,139	$	(21,369	)
	Statements of Income:
	Interest income - mortgage loans held for portfolio	$	57,297	$	58,105	$	808
	Net interest income after provision for credit losses	47,482		48,290		808
	Income before assessments	37,468		38,276		808
	Affordable Housing Program assessments	3,808		3,889		81
	Net income	$	33,660	$	34,387	$	727
	Statements of Comprehensive Income:
	Net income	$	33,660	$	34,387	$	727
	Total comprehensive income	$	50,053	$	50,780	$	727
	Statements of Capital:
	Total retained earnings, as of beginning of year	$	751,952	$	729,775	$	(22,177	)
	Total comprehensive income	50,053		50,780		727
	Total retained earnings, as of end of year	763,446		741,996		(21,450		)
	Total capital	$	2,417,416	$	2,395,966	$	(21,450	)
	Statements of Cash Flows:
	Operating activities:
	Net income	$	33,660	$	34,387	$	727
	Adjustments to reconcile net income to net cash provided by operating activities:
	Amortization and depreciation	5,083		4,275		(808		)
	Changes in:
	Other liabilities	14		95		81
	Total adjustments, net	33,335		32,608		(727		)
	Net cash provided by operating activities	$	66,995	$	66,995	$	—

AvailableforSale_Securities_Ta

Available-for-Sale Securities (Tables)	3 Months Ended
	Mar. 31, 2015
Available-for-sale Securities [Line Items]
Available-for-Sale (AFS) Securities by Major Security Type	The following table presents information on our AFS securities by type of security.
								Gross		Gross
			Amortized		Non-Credit			Unrealized		Unrealized			Estimated
	March 31, 2015		Cost (1)		OTTI			Gains		Losses			Fair Value
	GSE and TVA debentures		$	3,146,549	$	—		$	18,112	$	(530	)	$	3,164,131
	Private-label RMBS		345,021		(126		)	35,940		—			380,835
	Total AFS securities		$	3,491,570	$	(126	)	$	54,052	$	(530	)	$	3,544,966
	December 31, 2014
	GSE and TVA debentures		$	3,139,037	$	—		$	17,430	$	(1,352	)	$	3,155,115
	Private-label RMBS		362,878		(127		)	38,299		—			401,050
	Total AFS securities		$	3,501,915	$	(127	)	$	55,729	$	(1,352	)	$	3,556,165
	(1)	Includes adjustments made to the cost basis of an investment for accretion, amortization, collection of principal, and, if applicable, OTTI recognized in earnings (credit losses) and fair-value hedge accounting adjustments.
Available-for-sale Securities
Available-for-sale Securities [Line Items]
AFS Securities in a Continuous Unrealized Loss Position	The following table presents impaired AFS securities (i.e., in an unrealized loss position), aggregated by major security type and length of time that individual securities have been in a continuous unrealized loss position.
			Less than 12 months					12 months or more					Total
			Estimated		Unrealized			Estimated		Unrealized			Estimated		Unrealized
	March 31, 2015		Fair Value		Losses			Fair Value		Losses			Fair Value		Losses
	GSE and TVA debentures		$	189,267	$	(530	)	$	—	$	—		$	189,267	$	(530	)
	Private-label RMBS		—		—			5,411		(126		)	5,411		(126		)
	Total impaired AFS securities		$	189,267	$	(530	)	$	5,411	$	(126	)	$	194,678	$	(656	)
	December 31, 2014
	GSE and TVA debentures		$	264,959	$	(1,352	)	$	—	$	—		$	264,959	$	(1,352	)
	Private-label RMBS		—		—			5,656		(127		)	5,656		(127		)
	Total impaired AFS securities		$	264,959	$	(1,352	)	$	5,656	$	(127	)	$	270,615	$	(1,479	)
AFS Securities by Contractual Maturity	The amortized cost and estimated fair value of non-MBS AFS securities by contractual maturity are presented below. MBS are not presented by contractual maturity because their actual maturities will likely differ from contractual maturities as borrowers have the right to prepay their obligations with or without prepayment fees.
			March 31, 2015					December 31, 2014
			Amortized		Estimated			Amortized		Estimated
	Year of Contractual Maturity		Cost		Fair Value			Cost		Fair Value
	Due after one year through five years		$	2,480,103	$	2,491,979		$	2,484,379	$	2,497,034
	Due after five years through ten years		666,446		672,152			654,658		658,081
	Total non-MBS		3,146,549		3,164,131			3,139,037		3,155,115
	Total RMBS		345,021		380,835			362,878		401,050
	Total AFS securities		$	3,491,570	$	3,544,966		$	3,501,915	$	3,556,165

HeldtoMaturity_Securities_Tabl

Held-to-Maturity Securities (Tables)	3 Months Ended
	Mar. 31, 2015
Schedule of Held-to-maturity Securities [Line Items]
HTM Securities by Major Security Type	The following table presents information on our HTM securities by type of security.
										Gross			Gross
										Unrecognized			Unrecognized
			Amortized		Non-Credit			Carrying		Holding			Holding			Estimated
	March 31, 2015		Cost (1)		OTTI			Value		Gains			Losses			Fair Value
	GSE debentures		$	100,000	$	—		$	100,000	$	132		$	—		$	100,132
	MBS and ABS:
	Other U.S. obligations -guaranteed MBS		2,922,180		—			2,922,180		33,476			(3,237		)	2,952,419
	GSE MBS		3,434,203		—			3,434,203		103,325			(441		)	3,537,087
	Private-label RMBS		92,982		—			92,982		552			(825		)	92,709
	Manufactured housing loan ABS		10,786		—			10,786		—			(1,109		)	9,677
	Home equity loan ABS		1,623		(163		)	1,460		84			(58		)	1,486
	Total MBS and ABS		6,461,774		(163		)	6,461,611		137,437			(5,670		)	6,593,378
	Total HTM securities		$	6,561,774	$	(163	)	$	6,561,611	$	137,569		$	(5,670	)	$	6,693,510
	December 31, 2014
	GSE debentures		$	269,000	$	—		$	269,000	$	199		$	—		$	269,199
	MBS and ABS:
	Other U.S. obligations -guaranteed MBS		3,032,494		—			3,032,494		30,598			(5,959		)	3,057,133
	GSE MBS		3,567,958		—			3,567,958		93,583			(104		)	3,661,437
	Private-label RMBS		99,879		—			99,879		360			(1,049		)	99,190
	Manufactured housing loan ABS		11,243		—			11,243		—			(1,164		)	10,079
	Home equity loan ABS		1,716		(175		)	1,541		114			(77		)	1,578
	Total MBS and ABS		6,713,290		(175		)	6,713,115		124,655			(8,353		)	6,829,417
	Total HTM securities		$	6,982,290	$	(175	)	$	6,982,115	$	124,854		$	(8,353	)	$	7,098,616
	(1)	Includes adjustments made to the cost basis of an investment for accretion, amortization, collection of principal, and, if applicable, OTTI recognized in earnings (credit losses).
HTM Securities
Schedule of Held-to-maturity Securities [Line Items]
HTM Securities in a Continuous Unrealized Loss Position	The following table presents impaired HTM securities (i.e., in an unrealized loss position), aggregated by major security type and length of time that individual securities have been in a continuous unrealized loss position. None of our non-MBS were in an unrealized loss position at March 31, 2015 or December 31, 2014.
			Less than 12 months					12 months or more					Total
			Estimated		Unrealized			Estimated		Unrealized			Estimated			Unrealized
	March 31, 2015		Fair Value		Losses			Fair Value		Losses			Fair Value			Losses (1)
	MBS and ABS:
	Other U.S. obligations - guaranteed MBS		$	179,422	$	(6	)	$	689,949	$	(3,231	)	$	869,371		$	(3,237	)
	GSE MBS		386,733		(441		)	—		—			386,733			(441		)
	Private-label RMBS		2,890		(2		)	39,141		(823		)	42,031			(825		)
	Manufactured housing loan ABS		—		—			9,677		(1,109		)	9,677			(1,109		)
	Home equity loan ABS		—		—			1,486		(137		)	1,486			(137		)
	Total MBS and ABS		569,045		(449		)	740,253		(5,300		)	1,309,298			(5,749		)
	Total impaired HTM securities		$	569,045	$	(449	)	$	740,253	$	(5,300	)	$	1,309,298		$	(5,749	)
	December 31, 2014
	MBS and ABS:
	Other U.S. obligations - guaranteed MBS		$	528,242	$	(1,254	)	$	702,768	$	(4,705	)	$	1,231,010		$	(5,959	)
	GSE MBS		31,554		(8		)	26,013		(96		)	57,567			(104		)
	Private-label RMBS		3,274		(3		)	41,050		(1,046		)	44,324			(1,049		)
	Manufactured housing loan ABS		—		—			10,080		(1,164		)	10,080			(1,164		)
	Home equity loan ABS		—		—			1,579		(138		)	1,579			(138		)
	Total MBS and ABS		563,070		(1,265		)	781,490		(7,149		)	1,344,560			(8,414		)
	Total impaired HTM securities		$	563,070	$	(1,265	)	$	781,490	$	(7,149	)	$	1,344,560		$	(8,414	)
	(1)	For home equity loan ABS, total unrealized losses does not agree to total gross unrecognized holding losses at March 31, 2015 and December 31, 2014 of $(58) and $(77), respectively. Total unrealized losses include non-credit-related OTTI losses recorded in AOCI of $(163) and $(175), respectively, and gross unrecognized holding gains on previously OTTI securities of $84 and $114, respectively.
HTM Securities by Contractual Maturity	The amortized cost, carrying value and estimated fair value of non-MBS HTM securities by contractual maturity are presented below. MBS and ABS are not presented by contractual maturity because their actual maturities will likely differ from contractual maturities as certain borrowers have the right to prepay their obligations with or without prepayment fees.
			March 31, 2015							December 31, 2014
			Amortized		Carrying			Estimated		Amortized			Carrying			Estimated
	Year of Contractual Maturity		Cost (1)		Value (2)			Fair Value		Cost (1)			Value (2)			Fair Value
	Non-MBS:
	Due in one year or less		$	100,000	$	100,000		$	100,132	$	169,000		$	169,000		$	169,099
	Due after one year through five years		—		—			—		100,000			100,000			100,100
	Total non-MBS		100,000		100,000			100,132		269,000			269,000			269,199
	Total MBS and ABS		6,461,774		6,461,611			6,593,378		6,713,290			6,713,115			6,829,417
	Total HTM securities		$	6,561,774	$	6,561,611		$	6,693,510	$	6,982,290		$	6,982,115		$	7,098,616
	(1)	Includes adjustments made to the cost basis of an investment for accretion, amortization, collection of principal, and, if applicable, OTTI recognized in earnings (credit losses).
	(2)	Represents amortized cost after adjustment for non-credit OTTI recognized in AOCI.

OtherThanTemporary_Impairment_

Other-Than-Temporary Impairment (Tables)	3 Months Ended
	Mar. 31, 2015
Other Than Temporary Impairments Analysis [Abstract]
Rollforward of the Amounts Related to Credit Losses Recognized into Earnings	The following table presents a rollforward of the amounts related to credit losses recognized in earnings. The rollforward excludes accretion of credit losses for securities that have not experienced a significant increase in cash flows.
			Three Months Ended March 31,
	Credit Loss Rollforward		2015			2014
	Balance at beginning of period		$	69,626		$	72,287
	Additions:
	Additional credit losses for which OTTI was previously recognized (1)		—			170
	Reductions:
	Increases in cash flows expected to be collected (accreted as interest income over the remaining lives of the applicable securities)		(1,252		)	—
	Balance at end of period		$	68,374		$	72,457
	(1)	For the three months ended March 31, 2014, the amount relates to one security impaired prior to January 1, 2014.
Total Securities Other-than-Temporarily Impaired during the Life of the Security	The following table presents the March 31, 2015 classification and balances of OTTI securities impaired prior to that date (i.e., life-to-date) but not necessarily as of that date. Securities are classified based on the originator's classification at the time of origination or based on the classification by the NRSROs upon issuance. Because there is no universally accepted definition of prime, Alt-A or subprime underwriting standards, such classifications are subjective.
			March 31, 2015
			HTM Securities									AFS Securities
	OTTI Life-to-Date		UPB			Amortized Cost		Carrying Value		Estimated Fair Value		UPB		Amortized Cost		Estimated Fair Value
	Private-label RMBS - prime		$	—		$	—	$	—	$	—	$	406,606	$	345,021	$	380,835
	Home equity loan ABS - subprime		713			683		521		604		—		—		—
	Total		$	713		$	683	$	521	$	604	$	406,606	$	345,021	$	380,835

Advances_Tables

Advances (Tables)	3 Months Ended
	Mar. 31, 2015
Advances [Abstract]
Summary of Advances Redemption Terms	We had advances outstanding, as presented below by year of contractual maturity, with interest rates ranging from 0.02% to 7.53%.
		March 31, 2015				December 31, 2014
	Year of Contractual Maturity	Amount		WAIR %		Amount			WAIR %
	Overdrawn demand and overnight deposit accounts	$	—	—		$	—		—
	Due in 1 year or less	7,342,449		0.82		7,406,652			0.83
	Due after 1 year through 2 years	2,477,483		1.33		2,529,649			1.28
	Due after 2 years through 3 years	2,957,011		1.61		2,331,427			1.57
	Due after 3 years through 4 years	1,718,911		2.18		2,047,262			2.05
	Due after 4 years through 5 years	2,186,026		1.78		1,571,567			2.51
	Thereafter	4,975,641		1.4		4,743,645			1.31
	Total advances, par value	21,657,521		1.33		20,630,202			1.33
	Fair-value hedging adjustments	147,516				117,118
	Unamortized swap termination fees associated with modified advances, net of deferred prepayment fees	40,790				42,347
	Total advances	$	21,845,827			$	20,789,667
Advances by Year of Contractual Maturity, Next Call Date, or Next Put or Convert Date	The following table presents advances by the earlier of the year of contractual maturity or the next call date and next put date.
		Year of Contractual Maturity					Year of Contractual Maturity
		or Next Call Date					or Next Put Date
		March 31,		December 31,			March 31,			December 31,
		2015		2014			2015			2014
	Overdrawn demand and overnight deposit accounts	$	—	$	—		$	—		$	—
	Due in 1 year or less	11,662,064		11,293,767			7,489,949			7,574,152
	Due after 1 year through 2 years	2,746,483		2,533,649			2,437,483			2,499,649
	Due after 2 years through 3 years	2,619,261		2,208,677			2,879,511			2,233,927
	Due after 3 years through 4 years	1,488,911		1,847,262			1,693,911			2,012,262
	Due after 4 years through 5 years	1,551,026		1,506,567			2,206,026			1,566,567
	Thereafter	1,589,776		1,240,280			4,950,641			4,743,645
	Total advances, par value	$	21,657,521	$	20,630,202		$	21,657,521		$	20,630,202

Mortgage_Loans_Held_for_Portfo1

Mortgage Loans Held for Portfolio (Tables)	3 Months Ended
	Mar. 31, 2015
Mortgage Loans on Real Estate [Abstract]
Mortgage Loans Held for Portfolio by Term	The following tables present information on mortgage loans held for portfolio by term and by type.
			March 31, 2015
	Term		MPP			MPF			Total
	Fixed-rate long-term mortgages		$	5,766,259		$	416,641		$	6,182,900
	Fixed-rate medium-term (1) mortgages		1,015,285			75,788			1,091,073
	Total mortgage loans held for portfolio, UPB		6,781,544			492,429			7,273,973
	Unamortized premiums		130,595			8,382			138,977
	Unamortized discounts		(3,990		)	(292		)	(4,282		)
	Fair-value hedging adjustments		5,807			(461		)	5,346
	Allowance for loan losses		(2,000		)	(250		)	(2,250		)
	Total mortgage loans held for portfolio, net		$	6,911,956		$	499,808		$	7,411,764
			December 31, 2014
	Term		MPP			MPF			Total
	Fixed-rate long-term mortgages		$	5,233,682		$	428,758		$	5,662,440
	Fixed-rate medium-term (1) mortgages		963,083			78,919			1,042,002
	Total mortgage loans held for portfolio, UPB		6,196,765			507,677			6,704,442
	Unamortized premiums		107,876			8,726			116,602
	Unamortized discounts		(1,874		)	(302		)	(2,176		)
	Fair-value hedging adjustments		4,369			(475		)	3,894
	Allowance for loan losses		(2,250		)	(250		)	(2,500		)
	Total mortgage loans held for portfolio, net		$	6,304,886		$	515,376		$	6,820,262
	(1)	Defined as a term of 15 years or less at origination.
Mortgage Loans Held for Portfolio by Collateral/Guarantee Type
			March 31, 2015
	Type		MPP			MPF			Total
	Conventional		$	6,170,172		$	393,995		$	6,564,167
	Government		611,372			98,434			709,806
	Total mortgage loans held for portfolio, UPB		$	6,781,544		$	492,429		$	7,273,973
			December 31, 2014
	Type		MPP			MPF			Total
	Conventional		$	5,562,460		$	406,469		$	5,968,929
	Government		634,305			101,208			735,513
	Total mortgage loans held for portfolio, UPB		$	6,196,765		$	507,677		$	6,704,442

Allowance_for_Credit_Losses_Ta

Allowance for Credit Losses (Tables)	3 Months Ended
	Mar. 31, 2015
Allowance for Credit Losses [Abstract]
Impact of MPP Risk Sharing Structure on Allowance for Credit Losses	The following table presents the projected impact of credit enhancements on the allowance.
	MPP Credit Waterfall		March 31, 2015			December 31, 2014
	Estimated losses remaining after borrower's equity, before credit enhancements		$	20,085		$	25,232
	Portion of estimated losses recoverable from PMI		(2,867		)	(3,301		)
	Portion of estimated losses recoverable from LRA (1)		(3,238		)	(5,334		)
	Portion of estimated losses recoverable from SMI		(12,219		)	(14,587		)
	Allowance for unrecoverable PMI/SMI		239			240
	Allowance for MPP loan losses		$	2,000		$	2,250
	(1)	Amounts recoverable limited to (i) incurred losses remaining after borrower's equity and PMI and (ii) the remaining balance in each pool's portion of the LRA.
Changes in Lender Risk Account	The following table presents the actual activity in the LRA.
			Three Months Ended March 31,
	LRA Activity		2015			2014
	Balance of LRA, beginning of period		$	61,949		$	45,330
	Additions		10,549			2,426
	Claims paid		(186		)	(636		)
	Distributions		(134		)	(162		)
	Balance of LRA, end of period		$	72,178		$	46,958
Rollforward of Allowance for Credit Losses on Mortgage Loans	The tables below present a rollforward of our allowance for loan losses, the allowance for loan losses by impairment methodology, and the recorded investment in mortgage loans by impairment methodology.
			MPP			MPF
	Rollforward of Allowance		Conventional			Conventional			Total
	Allowance for loan losses, December 31, 2014		$	2,250		$	250		$	2,500
	Charge-offs, net of recoveries		(813		)	—			(813		)
	Provision for (reversal of) loan losses		563			—			563
	Allowance for loan losses, March 31, 2015		$	2,000		$	250		$	2,250
	Allowance for loan losses, December 31, 2013		$	4,000		$	500		$	4,500
	Charge-offs, net of recoveries		(287		)	(9		)	(296		)
	Provision for (reversal of) loan losses		(713		)	9			(704		)
	Allowance for loan losses, March 31, 2014		$	3,000		$	500		$	3,500
Allowance for Credit Losses and Recorded Investment by Impairment Methodology
	Allowance for Loan Losses, March 31, 2015
	Loans collectively evaluated for impairment		$	1,415		$	250		$	1,665
	Loans individually evaluated for impairment (1)		585			—			585
	Total allowance for loan losses		$	2,000		$	250		$	2,250
	Allowance for Loan Losses, December 31, 2014
	Loans collectively evaluated for impairment		$	1,776		$	250		$	2,026
	Loans individually evaluated for impairment (1)		474			—			474
	Total allowance for loan losses		$	2,250		$	250		$	2,500
	Recorded Investment, March 31, 2015
	Loans collectively evaluated for impairment		$	6,299,836		$	402,731		$	6,702,567
	Loans individually evaluated for impairment (1)		19,823			—			19,823
	Total recorded investment		$	6,319,659		$	402,731		$	6,722,390
	Recorded Investment, December 31, 2014
	Loans collectively evaluated for impairment		$	5,667,524		$	415,569		$	6,083,093
	Loans individually evaluated for impairment (1)		19,889			—			19,889
	Total recorded investment		$	5,687,413		$	415,569		$	6,102,982
	(1)	The recorded investment in our MPP conventional loans individually evaluated for impairment excludes principal that was previously paid in full by the servicers as of March 31, 2015 and December 31, 2014 of $4,482 and $5,519, respectively, that remains subject to potential claims by those servicers for any losses resulting from past or future liquidations of the underlying properties. However, the MPP conventional loan allowance for loan losses includes $113 and $153 for these potential claims as of March 31, 2015 and December 31, 2014, respectively.
Recorded Investment in Delinquent Mortgage Loans	The tables below present our key credit quality indicators for mortgage loans held for portfolio.
	Mortgage Loans Held for Portfolio		MPP						MPF
	31-Mar-15		Conventional			FHA			Conventional			Government			Total
	Past due 30-59 days		$	49,608		$	17,842		$	908		$	1,645		$	70,003
	Past due 60-89 days		12,485			5,336			1			451			18,273
	Past due 90 days or more		43,995			3,694			336			250			48,275
	Total past due		106,088			26,872			1,245			2,346			136,551
	Total current		6,213,571			595,376			401,486			97,433			7,307,866
	Total mortgage loans, recorded investment		6,319,659			622,248			402,731			99,779			7,444,417
	Net unamortized premiums		(118,092		)	(8,513		)	(7,104		)	(986		)	(134,695		)
	Fair-value hedging adjustments		(5,726		)	(81		)	408			53			(5,346		)
	Accrued interest receivable		(25,669		)	(2,282		)	(2,040		)	(412		)	(30,403		)
	Total mortgage loans held for portfolio, UPB		$	6,170,172		$	611,372		$	393,995		$	98,434		$	7,273,973
	Other Delinquency Statistics
	31-Mar-15
	In process of foreclosure (1)		$	30,234		$	—		$	—		$	—		$	30,234
	Serious delinquency rate (2)		0.7		%	0.59		%	0.08		%	0.25		%	0.65		%
	Past due 90 days or more still accruing interest (3)		$	41,689		$	3,694		$	—		$	250		$	45,633
	On non-accrual status		5,438			—			336			—			5,774
	Mortgage Loans Held for Portfolio		MPP						MPF
	31-Dec-14		Conventional			FHA			Conventional			Government			Total
	Past due 30-59 days		$	59,365		$	25,954		$	1,011		$	1,287		$	87,617
	Past due 60-89 days		14,879			6,010			252			657			21,798
	Past due 90 days or more		49,128			3,636			1			483			53,248
	Total past due		123,372			35,600			1,264			2,427			162,663
	Total current		5,564,041			609,711			414,305			100,184			6,688,241
	Total mortgage loans, recorded investment		5,687,413			645,311			415,569			102,611			6,850,904
	Net unamortized premiums		(97,411		)	(8,591		)	(7,400		)	(1,024		)	(114,426		)
	Fair-value hedging adjustments		(4,323		)	(45		)	417			57			(3,894		)
	Accrued interest receivable		(23,219		)	(2,370		)	(2,117		)	(436		)	(28,142		)
	Total mortgage loans held for portfolio, UPB		$	5,562,460		$	634,305		$	406,469		$	101,208		$	6,704,442
	Other Delinquency Statistics
	31-Dec-14
	In process of foreclosure (1)		$	32,369		$	—		$	—		$	—		$	32,369
	Serious delinquency rate (2)		0.86		%	0.56		%	—		%	0.47		%	0.78		%
	Past due 90 days or more still accruing interest (3)		$	46,341		$	3,636		$	—		$	483		$	50,460
	On non-accrual status		7,207			—			1			—			7,208
	(1)	Includes loans for which the decision of foreclosure or similar alternative, such as pursuit of deed-in-lieu of foreclosure, has been reported. Loans in process of foreclosure are included in past due categories depending on their delinquency status.
	(2)	Represents loans 90 days or more past due (including loans in process of foreclosure) expressed as a percentage of the total recorded investment in mortgage loans. The percentage excludes principal and interest amounts that were previously paid in full by the servicers on conventional loans that are pending resolution of potential loss claims. Many government, including FHA, loans are repurchased by the servicers when they reach 90 days or more delinquent status, similar to the rules for servicers of Ginnie Mae MBS, resulting in the lower serious delinquency rate for government loans.
	(3)	Although our past due scheduled/scheduled MPP loans are classified as loans past due 90 days or more based on the mortgagor's payment status, we do not consider these loans to be non-accrual.
Performing and Non-performing Troubled Debt Restructurings	The table below presents the recorded investment of the performing and non-performing TDRs. Non-performing represents loans on non-accrual status only.
			March 31, 2015									December 31, 2014
	Recorded Investment		Performing			Non-Performing			Total			Performing			Non-Performing			Total
	MPP conventional loans		$	15,494		$	4,329		$	19,823		$	13,744		$	6,145		$	19,889
Individually Evaluated Impaired Loan Statistics by Product Class Level	The first table presents the recorded investment, UPB and related allowance associated with these loans, while the next table presents the average recorded investment of individually impaired loans and related interest income recognized.
			March 31, 2015									December 31, 2014
	Individually Evaluated Impaired Loans		Recorded Investment			UPB			Related Allowance for Loan Losses			Recorded Investment			UPB			Related Allowance for Loan Losses
	MPP conventional loans without allowance for loan losses (1)		$	15,494		$	15,378		$	—		$	13,744		$	13,647		$	—
	MPP conventional loans with allowance for loan losses		4,329			4,302			472			6,145			6,099			321
	Total		$	19,823		$	19,680		$	472		$	19,889		$	19,746		$	321
	(1)	No allowance for loan losses was recorded on these impaired loans after consideration of the underlying loan-specific attribute data, estimated liquidation value of real estate collateral held, estimated costs associated with maintaining and disposing of the collateral, and credit enhancements.
Average Recorded Investment and Interest Income on Impaired Loans
			Three Months Ended						Three Months Ended
			March 31, 2015						March 31, 2014
	Individually Evaluated Impaired Loans		Average Recorded Investment			Interest Income Recognized			Average Recorded Investment			Interest Income Recognized
	MPP conventional loans without allowance for loan losses		$	15,516		$	223		$	17,505		$	255
	MPP conventional loans with allowance for loan losses		4,339			64			1,162			16
	Total		$	19,855		$	287		$	18,667		$	271

Derivative_and_Hedging_Activit1

Derivative and Hedging Activities (Tables)	3 Months Ended
	Mar. 31, 2015
Derivative Instruments and Hedging Activities Disclosure [Abstract]
Fair Value of Derivative Instruments	The following table presents the notional amount and estimated fair value of derivative instruments, including the effect of netting adjustments, cash collateral, and the related accrued interest.
			Notional			Estimated Fair Value			Estimated Fair Value
			Amount of			of Derivative			of Derivative
	March 31, 2015		Derivatives			Assets			Liabilities
	Derivatives designated as hedging instruments:
	Interest-rate swaps		$	30,447,727		$	42,465		$	342,265
	Total derivatives designated as hedging instruments		30,447,727			42,465			342,265
	Derivatives not designated as hedging instruments:
	Interest-rate swaps		1,034,860			149			1,421
	Interest-rate caps/floors		340,500			205			—
	Interest-rate forwards		271,700			190			213
	MDCs		269,934			925			24
	Total derivatives not designated as hedging instruments		1,916,994			1,469			1,658
	Total derivatives before adjustments		$	32,364,721		43,934			343,923
	Netting adjustments and cash collateral (1)					(1,241		)	(235,241		)
	Total derivatives, net					$	42,693		$	108,682
	December 31, 2014
	Derivatives designated as hedging instruments:
	Interest-rate swaps		$	27,527,697		$	55,095		$	331,546
	Total derivatives designated as hedging instruments		27,527,697			55,095			331,546
	Derivatives not designated as hedging instruments:
	Interest-rate swaps		1,476,365			330			735
	Interest-rate caps/floors		340,500			312			—
	Interest-rate forwards		252,100			—			1,631
	MDCs		252,418			711			6
	Total derivatives not designated as hedging instruments		2,321,383			1,353			2,372
	Total derivatives before adjustments		$	29,849,080		56,448			333,918
	Netting adjustments and cash collateral (1)					(30,961		)	(230,665		)
	Total derivatives, net					$	25,487		$	103,253
	(1)	Represents the application of the netting requirements that allow us to settle (i) positive and negative positions and (ii) cash collateral and related accrued interest held or placed, with the same clearing agent and/or counterparty. Cash collateral placed was $234,000 and $201,284 at March 31, 2015 and December 31, 2014, respectively. Cash collateral held was $0 and $1,580 at March 31, 2015 and December 31, 2014, respectively.
Offsetting of Derivative Assets and Derivative Liabilities	The following table presents separately the estimated fair value of derivative instruments meeting or not meeting netting requirements, including the related collateral received from or pledged to counterparties.
			March 31, 2015						December 31, 2014
			Derivative Assets			Derivative Liabilities			Derivative Assets			Derivative Liabilities
	Derivative instruments meeting netting requirements:
	Gross recognized amount
	Bilateral		$	32,466		$	295,503		$	48,532		$	308,041
	Cleared		10,353			48,183			7,205			24,240
	Total gross recognized amount		42,819			343,686			55,737			332,281
	Gross amounts of netting adjustments and cash collateral
	Bilateral		(32,352		)	(187,058		)	(48,389		)	(206,425		)
	Cleared		31,111			(48,183		)	17,428			(24,240		)
	Total gross amounts of netting adjustments and cash collateral		(1,241		)	(235,241		)	(30,961		)	(230,665		)
	Net amounts after netting adjustments and cash collateral
	Bilateral		114			108,445			143			101,616
	Cleared		41,464			—			24,633			—
	Total net amounts after netting adjustments and cash collateral		41,578			108,445			24,776			101,616
	Derivative instruments not meeting netting requirements (1)		1,115			237			711			1,637
	Total derivatives, at estimated fair value		$	42,693		$	108,682		$	25,487		$	103,253
	(1)	Includes MDCs and certain interest-rate forwards.
Components of Net Gains (Losses) on Derivatives and Hedging Activities	The following table presents the components of net gains (losses) on derivatives and hedging activities reported in other income (loss).
			Three Months Ended March 31,
	Type of Hedge		2015			2014
	Net gain (loss) related to fair-value hedge ineffectiveness:
	Interest-rate swaps		$	109		$	(611	)
	Total net gain (loss) related to fair-value hedge ineffectiveness		109			(611		)
	Net gain (loss) on derivatives not designated as hedging instruments:
	Economic hedges:
	Interest-rate swaps		(795		)	1,343
	Interest-rate caps/floors		(106		)	(462		)
	Interest-rate forwards		(3,321		)	(725		)
	Net interest settlements		291			2,725
	MDCs		1,942			698
	Total net gain (loss) on derivatives not designated as hedging instruments		(1,989		)	3,579
	Net gains (losses) on derivatives and hedging activities		$	(1,880	)	$	2,968
Effect of Fair Value Hedge-Related Derivative Instruments	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 net interest income.
			Gain (Loss)			Gain (Loss)			Net Fair-				Effect on
			on			on Hedged			Value Hedge				Net Interest
	Three Months Ended March 31, 2015		Derivative			Item			Ineffectiveness				Income (1)
	Advances		$	(36,952	)	$	35,705		$	(1,247	)		$	(39,427	)
	AFS securities		(10,898		)	10,319			(579		)		(24,429		)
	CO bonds		15,060			(13,125		)	1,935				16,596
	Total		$	(32,790	)	$	32,899		$	109			$	(47,260	)
	Three Months Ended March 31, 2014
	Advances		$	(1,303	)	$	2,408		$	1,105			$	(36,400	)
	AFS securities		1,234			(1,060		)	174				(24,495		)
	CO bonds		24,672			(26,562		)	(1,890		)		18,625
	Total		$	24,603		$	(25,214	)	$	(611	)		$	(42,270	)
	(1)	Includes the effect of derivatives in fair-value hedging relationships on net interest income that is recorded in the interest income/expense line item of the respective hedged items. Excludes the interest income/expense of the respective hedged items, which fully offset the interest income/expense of the derivatives, except to the extent of any hedge ineffectiveness. Net interest settlements on derivatives that are not in fair-value hedging relationships are reported in other income (loss).

Consolidated_Obligations_Table

Consolidated Obligations (Tables)	3 Months Ended
	Mar. 31, 2015
Debt Disclosure [Abstract]
Discount Notes	The following table presents our participation in discount notes outstanding, all of which are due within one year of issuance.
	Discount Notes	March 31,			December 31,
		2015			2014
	Book value	$	11,161,162		$	12,567,696
	Par value	11,165,225			12,570,811
	Weighted average effective interest rate	0.13		%	0.12		%
CO Bonds by Year of Contractual Maturity	The following table presents our participation in CO bonds outstanding by contractual maturity.
		March 31, 2015						December 31, 2014
	Year of Contractual Maturity	Amount			WAIR%			Amount			WAIR%
	Due in 1 year or less	$	14,241,310		0.34			$	11,695,550		0.33
	Due after 1 year through 2 years	2,612,610			1.23			2,018,510			1.49
	Due after 2 years through 3 years	2,512,250			1.75			2,158,950			1.76
	Due after 3 years through 4 years	1,161,350			1.67			1,934,100			1.49
	Due after 4 years through 5 years	1,769,075			2.8			999,700			2.51
	Thereafter	5,924,500			3.17			6,692,000			3.11
	Total CO bonds, par value	28,221,095			1.35			25,498,810			1.44
	Unamortized premiums	30,967						27,138
	Unamortized discounts	(14,387		)				(14,913		)
	Fair-value hedging adjustments	5,536						(7,897		)
	Total CO bonds	$	28,243,211					$	25,503,138
CO Bonds by Redemption Feature	The following tables present our participation in CO bonds outstanding by redemption feature and contractual maturity or next call date.
	Redemption Feature	March 31,			December 31,
		2015			2014
	Non-callable / non-putable	$	20,601,095		$	17,253,810
	Callable	7,620,000			8,245,000
	Total CO bonds, par value	$	28,221,095		$	25,498,810
CO Bonds by Contractual Maturity or Next Call Date
	Year of Contractual Maturity or Next Call Date
	Due in 1 year or less	$	21,728,310		$	19,918,550
	Due after 1 year through 2 years	2,121,610			1,651,510
	Due after 2 years through 3 years	1,044,250			883,950
	Due after 3 years through 4 years	638,350			461,100
	Due after 4 years through 5 years	1,153,075			543,700
	Thereafter	1,535,500			2,040,000
	Total CO bonds, par value	$	28,221,095		$	25,498,810

Affordable_Housing_Program_Tab

Affordable Housing Program (Tables)	3 Months Ended
	Mar. 31, 2015
Affordable Housing Program [Abstract]
Schedule of Activity in Affordable Housing Program Obligation	The following table summarizes the activity in our AHP funding obligation.
			Three Months Ended March 31,
	AHP Activity		2015			2014
	Balance at beginning of period		$	36,899		$	42,778
	Assessment (expense)		3,416			3,889
	Subsidy usage, net (1)		(4,556		)	(3,456		)
	Balance at end of period		$	35,759		$	43,211
	(1)	Subsidies disbursed are reported net of returns/recaptures of previously disbursed subsidies.

Capital_Tables

Capital (Tables)	3 Months Ended
	Mar. 31, 2015
Capital [Abstract]
Schedule of Compliance with Regulatory Capital Requirements under Banking Regulations	As presented in the following table, we were in compliance with the Finance Agency's capital requirements at March 31, 2015 and December 31, 2014. For regulatory purposes, AOCI is not considered capital; MRCS, however, is considered capital.
		March 31, 2015						December 31, 2014
	Regulatory Capital Requirements	Required			Actual			Required			Actual
	Risk-based capital	$	529,123		$	2,378,653		$	566,683		$	2,344,283
	Regulatory permanent capital-to-asset ratio	4		%	5.45		%	4		%	5.6		%
	Regulatory permanent capital	$	1,746,046		$	2,378,653		$	1,674,121		$	2,344,283
	Leverage ratio	5		%	8.17		%	5		%	8.4		%
	Leverage capital	$	2,182,557		$	3,567,980		$	2,092,652		$	3,516,425
MRCS Activity	The following tables present the activity in MRCS and distributions on MRCS.
		Three Months Ended March 31,
	MRCS Activity	2015			2014
	Liability at beginning of period	$	15,673		$	16,787
	Redemptions/repurchases	(120		)	(1		)
	Liability at end of period	$	15,553		$	16,786
Schedule of Distributions on Mandatorily Redeemable Capital Stock
		Three Months Ended March 31,
	MRCS Distributions	2015			2014
	Recorded as interest expense	$	134		$	610
	Recorded as distributions from retained earnings	—			—
	Total	$	134		$	610

Accumulated_Other_Comprehensiv1

Accumulated Other Comprehensive Income (Tables)	3 Months Ended
	Mar. 31, 2015
Accumulated Other Comprehensive Income (Loss) [Abstract]
Schedule of Changes in the Components of AOCI	The following table presents a summary of the changes in the components of AOCI.
	AOCI Rollforward	Unrealized Gains on AFS Securities		Non-Credit OTTI on AFS Securities			Non-Credit OTTI on HTM Securities			Pension Benefits			Total AOCI
	Balance, December 31, 2013	$	317	$	25,936		$	(241	)	$	(4,292	)	$	21,720
	OCI before reclassifications:
	Net change in unrealized gains (losses)	12,039		4,254			—			—			16,293
	Net change in fair value	—		(219		)	—			—			(219		)
	Accretion of non-credit losses	—		—			13			—			13
	Reclassifications from OCI to net income:
	Non-credit portion of OTTI losses	—		170			—			—			170
	Pension benefits	—		—			—			136			136
	Total other comprehensive income	12,039		4,205			13			136			16,393
	Balance, March 31, 2014	$	12,356	$	30,141		$	(228	)	$	(4,156	)	$	38,113
	Balance, December 31, 2014	$	16,078	$	38,172		$	(175	)	$	(7,415	)	$	46,660
	OCI before reclassifications:
	Net change in unrealized gains (losses)	1,504		(2,359		)	—			—			(855		)
	Net change in fair value	—		1			—			—			1
	Accretion of non-credit loss	—		—			12			—			12
	Reclassifications from OCI to net income:
	Non-credit portion of OTTI losses	—		—			—			—			—
	Pension benefits	—		—			—			248			248
	Total other comprehensive income	1,504		(2,358		)	12			248			(594		)
	Balance, March 31, 2015	$	17,582	$	35,814		$	(163	)	$	(7,167	)	$	46,066

Segment_Information_Tables

Segment Information (Tables)	3 Months Ended
	Mar. 31, 2015
Segment Reporting [Abstract]
Financial Performance by Operating Segment	The following table presents our financial performance by operating segment.
		Three Months Ended March 31, 2015							Three Months Ended March 31, 2014
		Traditional		Mortgage Loans			Total		Traditional		Mortgage Loans			Total
	Net interest income	$	30,921	$	17,818		$	48,739	$	30,998	$	16,588		$	47,586
	Provision for (reversal of) credit losses	—		563			563		—		(704		)	(704		)
	Other income (loss)	4,864		(1,288		)	3,576		5,883		2			5,885
	Other expenses	15,097		2,630			17,727		13,782		2,117			15,899
	Income before assessments	20,688		13,337			34,025		23,099		15,177			38,276
	Affordable Housing Program assessments	2,082		1,334			3,416		2,371		1,518			3,889
	Net income	$	18,606	$	12,003		$	30,609	$	20,728	$	13,659		$	34,387
Schedule of Segment Assets by Segment	The following table presents asset balances by operating segment.
	By Date	Traditional		Mortgage Loans			Total
	March 31, 2015	$	36,239,376	$	7,411,764		$	43,651,140
	December 31, 2014	35,032,770		6,820,262			41,853,032

Estimated_Fair_Values_Tables

Estimated Fair Values (Tables)	3 Months Ended
	Mar. 31, 2015
Fair Value Disclosures [Abstract]
Fair Value, by Balance Sheet Grouping	The following tables present the carrying value and estimated fair value of each of our financial instruments. The total of the estimated fair values does not represent an estimate of our overall market value as a going concern, which would take into account, among other considerations, future business opportunities and the net profitability of assets and liabilities.
			March 31, 2015
						Estimated Fair Value
			Carrying													Netting
	Financial Instruments		Value			Total			Level 1		Level 2		Level 3			Adjustment (1)
	Assets:
	Cash and due from banks		$	3,582,894		$	3,582,894		$	3,582,894	$	—	$	—		$	—
	Interest-bearing deposits		289			289			—		289		—			—
	Securities Purchased Under Agreements to Resell		500,000			500,000			—		500,000		—			—
	AFS securities		3,544,966			3,544,966			—		3,164,131		380,835			—
	HTM securities		6,561,611			6,693,510			—		6,589,638		103,872			—
	Advances		21,845,827			21,906,253			—		21,906,253		—			—
	Mortgage loans held for portfolio, net		7,411,764			7,750,994			—		7,713,652		37,342			—
	Accrued interest receivable		84,312			84,312			—		84,312		—			—
	Derivative assets, net		42,693			42,693			—		43,934		—			(1,241		)
	Grantor trust assets (included in other assets)		13,133			13,133			13,133		—		—			—
	Liabilities:
	Deposits		1,431,905			1,431,905			—		1,431,905		—			—
	Consolidated Obligations:
	Discount notes		11,161,162			11,165,225			—		11,165,225		—			—
	Bonds		28,243,211			28,719,935			—		28,719,935		—			—
	Accrued interest payable		77,998			77,998			—		77,998		—			—
	Derivative liabilities, net		108,682			108,682			—		343,923		—			(235,241		)
	MRCS		15,553			15,553			15,553		—		—			—
			December 31, 2014
						Estimated Fair Value
			Carrying													Netting
	Financial Instruments		Value			Total			Level 1		Level 2		Level 3			Adjustment (1)
	Assets:
	Cash and due from banks		$	3,550,939		$	3,550,939		$	3,550,939	$	—	$	—		$	—
	Interest-bearing deposits		483			483			—		483		—			—
	AFS securities		3,556,165			3,556,165			—		3,155,115		401,050			—
	HTM securities		6,982,115			7,098,616			—		6,987,768		110,848			—
	Advances		20,789,667			20,844,701			—		20,844,701		—			—
	Mortgage loans held for portfolio, net		6,820,262			7,120,935			—		7,078,490		42,445			—
	Accrued interest receivable		82,866			82,866			—		82,866		—			—
	Derivative assets, net		25,487			25,487			—		56,448		—			(30,961		)
	Grantor trust assets (included in other assets)		12,980			12,980			12,980		—		—			—
	Liabilities:
	Deposits		1,084,042			1,084,042			—		1,084,042		—			—
	Consolidated Obligations:
	Discount notes		12,567,696			12,570,811			—		12,570,811		—			—
	Bonds		25,503,138			25,882,934			—		25,882,934		—			—
	Accrued interest payable		77,034			77,034			—		77,034		—			—
	Derivative liabilities, net		103,253			103,253			—		333,918		—			(230,665		)
	MRCS		15,673			15,673			15,673		—		—			—
	(1)	Represents the application of the netting requirements that allow the settlement of (i) positive and negative positions and (ii) cash collateral and related accrued interest held or placed, with the same clearing agent and/or counterparty.
Schedule of Fair Value, Assets and Liabilities Measured on Recurring Basis [Table Text Block]	The following tables present by level within the fair value hierarchy the estimated fair value of our financial assets and liabilities that are recorded at estimated fair value on a recurring or non-recurring basis on our statement of condition. We did not have any financial assets or liabilities recorded at estimated fair value on a non-recurring basis on our statement of condition as of December 31, 2014.
													Netting
	March 31, 2015		Total			Level 1			Level 2		Level 3		Adjustment (1)
	AFS securities:
	GSE and TVA debentures		$	3,164,131		$	—		$	3,164,131	$	—	$	—
	Private-label RMBS		380,835			—			—		380,835		—
	Total AFS securities		3,544,966			—			3,164,131		380,835		—
	Derivative assets:
	Interest-rate related		41,578			—			42,819		—		(1,241		)
	Interest-rate forwards		190			—			190		—		—
	MDCs		925			—			925		—		—
	Total derivative assets, net		42,693			—			43,934		—		(1,241		)
	Grantor trust assets (included in other assets)		13,133			13,133			—		—		—
	Total recurring assets at estimated fair value		$	3,600,792		$	13,133		$	3,208,065	$	380,835	$	(1,241	)
	Derivative liabilities:
	Interest-rate related		$	108,445		$	—		$	343,686	$	—	$	(235,241	)
	Interest-rate forwards		213			—			213		—		—
	MDCs		24			—			24		—		—
	Total derivative liabilities, net		108,682			—			343,923		—		(235,241		)
	Total recurring liabilities at estimated fair value		$	108,682		$	—		$	343,923	$	—	$	(235,241	)
	Mortgage loans held for portfolio		$	6,207		$	—		$	—	$	6,207	$	—
	Total non-recurring assets at estimated fair value		$	6,207		$	—		$	—	$	6,207	$	—
	December 31, 2014
	AFS securities:
	GSE and TVA debentures		$	3,155,115		$	—		$	3,155,115	$	—	$	—
	Private-label RMBS		401,050			—			—		401,050		—
	Total AFS securities		3,556,165			—			3,155,115		401,050		—
	Derivative assets:
	Interest-rate related		24,776			—			55,737		—		(30,961		)
	MDCs		711			—			711		—		—
	Total derivative assets, net		25,487			—			56,448		—		(30,961		)
	Grantor trust assets (included in other assets)		12,980			12,980			—		—		—
	Total recurring assets at estimated fair value		$	3,594,632		$	12,980		$	3,211,563	$	401,050	$	(30,961	)
	Derivative liabilities:
	Interest-rate related		$	101,616		$	—		$	332,281	$	—	$	(230,665	)
	Interest-rate forwards		1,631			—			1,631		—		—
	MDCs		6			—			6		—		—
	Total derivative liabilities, net		103,253			—			333,918		—		(230,665		)
	Total recurring liabilities at estimated fair value		$	103,253		$	—		$	333,918	$	—	$	(230,665	)
	(1)	Represents the application of the netting requirements that allow the settlement of (i) positive and negative positions and (ii) cash collateral and related accrued interest held or placed, with the same clearing agent and/or counterparty.
Reconciliation of AFS Private-label RMBS Measured at Estimated Fair Value on a Recurring Basis using Level 3 Significant Inputs	The table below presents a rollforward of our AFS private-label RMBS measured at estimated fair value on a recurring basis using Level 3 significant inputs. The estimated fair values for the private-label RMBS were determined using a pricing source, such as a dealer quote or comparable security price, for which the significant unobservable inputs used to determine the price were not reasonably available.
			Three Months Ended March 31,
	Level 3 Rollforward		2015			2014
	Balance, beginning of period		$	401,050		$	469,685
	Total realized and unrealized gains (losses):
	Accretion of credit losses in interest income		1,119			21
	Net gains (losses) on changes in fair value in other income (loss)		—			(170		)
	Net change in fair value not in excess of cumulative non-credit losses in OCI		1			(219		)
	Unrealized gains (losses) in OCI		(2,359		)	4,254
	Reclassification of non-credit portion in OCI to other income (loss)		—			170
	Purchases, issuances, sales and settlements:
	Settlements		(18,976		)	(17,929		)
	Balance, end of period		$	380,835		$	455,812
	Net gains (losses) included in earnings attributable to changes in fair value relating to assets still held at end of period		$	1,119		$	(149	)

Commitments_and_Contingencies_

Commitments and Contingencies (Tables)	3 Months Ended
	Mar. 31, 2015
Commitments and Contingencies Disclosure [Abstract]
Off-Balance Sheet Commitments	The following table presents our off-balance-sheet commitments at their notional amounts.
			March 31, 2015
	Type of Commitment		Expire within one year		Expire after one year		Total
	Letters of credit outstanding		$	99,372	$	147,946	$	247,318
	Unused lines of credit (1)		1,003,077		—		1,003,077
	Commitments to fund additional advances (2)		77,356		—		77,356
	Commitments to fund or purchase mortgage loans (3)		269,934		—		269,934
	Unsettled CO bonds, at par (4)		171,270		—		171,270
	(1)	Maximum line of credit amount is $50,000.
	(2)	Generally for periods up to six months.
	(3)	Generally for periods up to 91 days.
	(4)	Includes $115,270 hedged with associated interest-rate swaps.

Transactions_with_Related_Part1

Transactions with Related Parties (Tables) (Directors' Financial Institutions)	3 Months Ended
	Mar. 31, 2015
Directors' Financial Institutions
Related Party Transaction [Line Items]
Outstanding Balances and Balance as a Percent of Total Balance with Respect to Transactions with Related Parties
	Transactions with Directors' Financial Institutions. The following table presents the outstanding balances with respect to transactions with directors' financial institutions and their balance as a percent of the total balance on our statement of condition.
			Capital Stock and MRCS						Advances				Mortgage Loans Held for Portfolio (1)
	Date		Par value			% of Total			Par value		% of Total		UPB		% of Total
	March 31, 2015		$	40,213		3	%		$	260,784	1	%	$	169,580	2	%
	December 31, 2014		40,213			3	%		261,146		1	%	167,072		2	%
	(1)	Represents UPB of mortgage loans purchased from directors' financial institutions.
Net Advances to (Repayments from) and Mortgage Loans Purchased from Related Parties
			Three Months Ended March 31,
	Transactions with Directors' Financial Institutions		2015			2014
	Net advances (repayments)		$	(362	)	$	(12,335	)
	Mortgage loans purchased		7,390			4,735

Summary_of_Significant_Account3

Summary of Significant Accounting Policies (Change in Accounting) (Details) (USD $)	3 Months Ended
In Thousands, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014	Dec. 31, 2014	Dec. 31, 2013
Mortgage loans held for portfolio, net	$7,411,764		$6,820,262
Total assets	43,651,140		41,853,032
Affordable Housing Program payable	35,759	43,211	36,899	42,778
Total liabilities	41,241,974		39,477,762
Unrestricted retained earnings	679,638		672,159
Restricted retained earnings	111,592		105,470
Total retained earnings	791,230		777,629
Total capital	2,409,166	2,395,966	2,375,270	2,361,426
Total liabilities and capital	43,651,140		41,853,032
Interest income - mortgage loans held for portfolio	62,226	58,105
Net interest income after provision for credit losses	48,176	48,290
Income before assessments	34,025	38,276
Affordable Housing Program assessments	3,416	3,889
Net income	30,609	34,387
Total comprehensive income	30,015	50,780
Amortization and depreciation	12,942	4,275
Other liabilities	13,005	95
Total adjustments, net	31,717	32,608
Net cash provided by operating activities	62,326	66,995
Change in Amortization and Accretion Method
Effect of change on net income		727
Mortgage loans held for portfolio, net		6,153,649
Total assets	43,651,140	36,500,139
Affordable Housing Program payable		43,211
Total liabilities		34,104,173
Unrestricted retained earnings		652,968
Restricted retained earnings		89,028
Total retained earnings		741,996		729,775
Total capital		2,395,966
Total liabilities and capital		36,500,139
Interest income - mortgage loans held for portfolio		58,105
Net interest income after provision for credit losses		48,290
Income before assessments		38,276
Affordable Housing Program assessments		3,889
Net income		34,387
Total comprehensive income		50,780
Amortization and depreciation		4,275
Other liabilities		95
Total adjustments, net		32,608
Net cash provided by operating activities		66,995
Change in Amortization and Accretion Method | Scenario, Previously Reported
Mortgage loans held for portfolio, net		6,175,018
Total assets		36,521,508
Affordable Housing Program payable		43,130
Total liabilities		34,104,092
Unrestricted retained earnings		671,277
Restricted retained earnings		92,169
Total retained earnings		763,446		751,952
Total capital		2,417,416
Total liabilities and capital		36,521,508
Interest income - mortgage loans held for portfolio		57,297
Net interest income after provision for credit losses		47,482
Income before assessments		37,468
Affordable Housing Program assessments		3,808
Net income		33,660
Total comprehensive income		50,053
Amortization and depreciation		5,083
Other liabilities		14
Total adjustments, net		33,335
Net cash provided by operating activities		66,995
Change in Amortization and Accretion Method | Restatement Adjustment
Mortgage loans held for portfolio, net		-21,369
Total assets		-21,369
Affordable Housing Program payable		81
Total liabilities		81
Unrestricted retained earnings		-18,309
Restricted retained earnings		-3,141
Total retained earnings		-21,450		-22,177
Total capital		-21,450
Total liabilities and capital		-21,369
Interest income - mortgage loans held for portfolio		808
Net interest income after provision for credit losses		808
Income before assessments		808
Affordable Housing Program assessments		81
Net income		727
Total comprehensive income		727
Amortization and depreciation		-808
Other liabilities		81
Total adjustments, net		-727
Net cash provided by operating activities		$0

AvailableforSale_Securities_Ma

Available-for-Sale Securities (Major Security Types) (Details) (USD $)	Mar. 31, 2015		Dec. 31, 2014
In Thousands, unless otherwise specified
Schedule of Available-for-sale Securities [Line Items]
Amortized Cost Basis	$3,491,570	[1]	$3,501,915	[1]
Non-Credit OTTI	-126		-127
Gross Unrealized Gains	54,052		55,729
Gross Unrealized Losses	-530		-1,352
Estimated Fair Value	3,544,966		3,556,165
Private-label RMBS
Schedule of Available-for-sale Securities [Line Items]
Amortized Cost Basis	345,021	[1]	362,878	[1]
Non-Credit OTTI	-126		-127
Gross Unrealized Gains	35,940		38,299
Gross Unrealized Losses	0		0
Estimated Fair Value	380,835		401,050
GSE and TVA debentures
Schedule of Available-for-sale Securities [Line Items]
Amortized Cost Basis	3,146,549	[1]	3,139,037	[1]
Non-Credit OTTI	0		0
Gross Unrealized Gains	18,112		17,430
Gross Unrealized Losses	-530		-1,352
Estimated Fair Value	$3,164,131		$3,155,115
[1]	Includes adjustments made to the cost basis of an investment for accretion, amortization, collection of principal, and, if applicable, OTTI recognized in earnings (credit losses) and fair-value hedge accounting adjustments.

AvailableforSale_Securities_Un

Available-for-Sale Securities (Unrealized Loss Positions) (Details) (USD $)	Mar. 31, 2015	Dec. 31, 2014
In Thousands, unless otherwise specified
Available-for-sale Securities [Line Items]
Less than 12 Months, Estimated Fair Value	$189,267	$264,959
Less than 12 Months, Unrealized Losses	-530	-1,352
12 Months or More, Estimated Fair Value	5,411	5,656
12 Months or More, Unrealized Losses	-126	-127
Total Estimated Fair Value	194,678	270,615
Total Unrealized Losses	-656	-1,479
GSE and TVA debentures
Available-for-sale Securities [Line Items]
Less than 12 Months, Estimated Fair Value	189,267	264,959
Less than 12 Months, Unrealized Losses	-530	-1,352
12 Months or More, Estimated Fair Value	0	0
12 Months or More, Unrealized Losses	0	0
Total Estimated Fair Value	189,267	264,959
Total Unrealized Losses	-530	-1,352
Private-label RMBS - prime
Available-for-sale Securities [Line Items]
Less than 12 Months, Estimated Fair Value	0	0
Less than 12 Months, Unrealized Losses	0	0
12 Months or More, Estimated Fair Value	5,411	5,656
12 Months or More, Unrealized Losses	-126	-127
Total Estimated Fair Value	5,411	5,656
Total Unrealized Losses	($126)	($127)

AvailableforSale_Securities_Ye

Available-for-Sale Securities (Year of Contractual Maturity) (Details) (USD $)	Mar. 31, 2015		Dec. 31, 2014
In Thousands, unless otherwise specified
Available-for-sale Securities [Line Items]
Amortized Cost Basis	$3,491,570	[1]	$3,501,915	[1]
Estimated Fair Value	3,544,966		3,556,165
Non-MBS
Available-for-sale Securities [Line Items]
Due after One Year Through Five Years, Amortized Cost	2,480,103		2,484,379
Due after Five Years Through Ten Years, Amortized Cost	666,446		654,658
Amortized Cost Basis	3,146,549		3,139,037
Due after One Year Through Five Years, Estimated Fair Value	2,491,979		2,497,034
Due after Five Years Through Ten Years, Estimated Fair Value	672,152		658,081
Estimated Fair Value	3,164,131		3,155,115
RMBS
Available-for-sale Securities [Line Items]
Amortized Cost Basis	345,021		362,878
Estimated Fair Value	$380,835		$401,050
[1]	Includes adjustments made to the cost basis of an investment for accretion, amortization, collection of principal, and, if applicable, OTTI recognized in earnings (credit losses) and fair-value hedge accounting adjustments.

HeldtoMaturity_Securities_Majo

Held-to-Maturity Securities (Major Security Types) (Details) (USD $)	Mar. 31, 2015		Dec. 31, 2014
In Thousands, unless otherwise specified
Schedule of Held-to-maturity Securities [Line Items]
Amortized Cost	$6,561,774	[1]	$6,982,290	[1]
Non-Credit (OTTI)	-163		-175
Carrying Value	6,561,611	[2]	6,982,115	[2]
Gross Unrecognized Holding Gains	137,569		124,854
Gross Unrecognized Holding Losses	-5,670		-8,353
Estimated Fair Value	6,693,510		7,098,616
GSE debentures
Schedule of Held-to-maturity Securities [Line Items]
Amortized Cost	100,000	[1]	269,000	[1]
Non-Credit (OTTI)	0		0
Carrying Value	100,000		269,000
Gross Unrecognized Holding Gains	132		199
Gross Unrecognized Holding Losses	0		0
Estimated Fair Value	100,132		269,199
Manufactured housing loan ABS
Schedule of Held-to-maturity Securities [Line Items]
Amortized Cost	10,786	[1]	11,243	[1]
Non-Credit (OTTI)	0		0
Carrying Value	10,786		11,243
Gross Unrecognized Holding Gains	0		0
Gross Unrecognized Holding Losses	-1,109		-1,164
Estimated Fair Value	9,677		10,079
Home equity loan ABS
Schedule of Held-to-maturity Securities [Line Items]
Amortized Cost	1,623	[1]	1,716	[1]
Non-Credit (OTTI)	-163		-175
Carrying Value	1,460		1,541
Gross Unrecognized Holding Gains	84		114
Gross Unrecognized Holding Losses	-58		-77
Estimated Fair Value	1,486		1,578
MBS and ABS
Schedule of Held-to-maturity Securities [Line Items]
Amortized Cost	6,461,774	[1]	6,713,290	[1]
Non-Credit (OTTI)	-163		-175
Carrying Value	6,461,611	[2]	6,713,115	[2]
Gross Unrecognized Holding Gains	137,437		124,655
Gross Unrecognized Holding Losses	-5,670		-8,353
Estimated Fair Value	6,593,378		6,829,417
Mortgage Backed Securities | Other U.S. obligations -guaranteed MBS
Schedule of Held-to-maturity Securities [Line Items]
Amortized Cost	2,922,180	[1]	3,032,494	[1]
Non-Credit (OTTI)	0		0
Carrying Value	2,922,180		3,032,494
Gross Unrecognized Holding Gains	33,476		30,598
Gross Unrecognized Holding Losses	-3,237		-5,959
Estimated Fair Value	2,952,419		3,057,133
Mortgage Backed Securities | GSE MBS
Schedule of Held-to-maturity Securities [Line Items]
Amortized Cost	3,434,203		3,567,958
Non-Credit (OTTI)	0		0
Carrying Value	3,434,203		3,567,958
Gross Unrecognized Holding Gains	103,325		93,583
Gross Unrecognized Holding Losses	-441		-104
Estimated Fair Value	3,537,087		3,661,437
Mortgage Backed Securities | Private-label RMBS
Schedule of Held-to-maturity Securities [Line Items]
Amortized Cost	92,982	[1]	99,879	[1]
Non-Credit (OTTI)	0		0
Carrying Value	92,982		99,879
Gross Unrecognized Holding Gains	552		360
Gross Unrecognized Holding Losses	-825		-1,049
Estimated Fair Value	$92,709		$99,190
[1]	Includes adjustments made to the cost basis of an investment for accretion, amortization, collection of principal, and, if applicable, OTTI recognized in earnings (credit losses).
[2]	Represents amortized cost after adjustment for non-credit OTTI recognized in AOCI.

HeldtoMaturity_Securities_Unre

Held-to-Maturity Securities (Unrealized Loss Position) (Details) (USD $)	Mar. 31, 2015		Dec. 31, 2014
In Thousands, unless otherwise specified
Schedule of Held-to-maturity Securities [Line Items]
Less than 12 Months, Estimated Fair Value	$569,045		$563,070
Less than 12 Months, Unrealized Losses	-449		-1,265
12 Months or More, Estimated Fair Value	740,253		781,490
12 Months or More, Unrealized Losses	-5,300		-7,149
Total Estimated Fair Value	1,309,298		1,344,560
Unrealized Loss Position	-5,749	[1]	-8,414	[1]
Manufactured housing loan ABS
Schedule of Held-to-maturity Securities [Line Items]
Less than 12 Months, Estimated Fair Value	0		0
Less than 12 Months, Unrealized Losses	0		0
12 Months or More, Estimated Fair Value	9,677		10,080
12 Months or More, Unrealized Losses	-1,109		-1,164
Total Estimated Fair Value	9,677		10,080
Unrealized Loss Position	-1,109	[1]	-1,164	[1]
Home equity loan ABS
Schedule of Held-to-maturity Securities [Line Items]
Less than 12 Months, Estimated Fair Value	0		0
Less than 12 Months, Unrealized Losses	0		0
12 Months or More, Estimated Fair Value	1,486		1,579
12 Months or More, Unrealized Losses	-137		-138
Total Estimated Fair Value	1,486		1,579
Unrealized Loss Position	-137	[1]	-138	[1]
MBS and ABS
Schedule of Held-to-maturity Securities [Line Items]
Less than 12 Months, Estimated Fair Value	569,045		563,070
Less than 12 Months, Unrealized Losses	-449		-1,265
12 Months or More, Estimated Fair Value	740,253		781,490
12 Months or More, Unrealized Losses	-5,300		-7,149
Total Estimated Fair Value	1,309,298		1,344,560
Unrealized Loss Position	-5,749	[1]	-8,414	[1]
Mortgage Backed Securities | Private-label RMBS
Schedule of Held-to-maturity Securities [Line Items]
Less than 12 Months, Estimated Fair Value	2,890		3,274
Less than 12 Months, Unrealized Losses	-2		-3
12 Months or More, Estimated Fair Value	39,141		41,050
12 Months or More, Unrealized Losses	-823		-1,046
Total Estimated Fair Value	42,031		44,324
Unrealized Loss Position	-825	[1]	-1,049	[1]
Mortgage Backed Securities | GSE MBS
Schedule of Held-to-maturity Securities [Line Items]
Less than 12 Months, Estimated Fair Value	386,733		31,554
Less than 12 Months, Unrealized Losses	-441		-8
12 Months or More, Estimated Fair Value	0		26,013
12 Months or More, Unrealized Losses	0		-96
Total Estimated Fair Value	386,733		57,567
Unrealized Loss Position	-441	[1]	-104	[1]
Mortgage Backed Securities | Other U.S. obligations -guaranteed MBS
Schedule of Held-to-maturity Securities [Line Items]
Less than 12 Months, Estimated Fair Value	179,422		528,242
Less than 12 Months, Unrealized Losses	-6		-1,254
12 Months or More, Estimated Fair Value	689,949		702,768
12 Months or More, Unrealized Losses	-3,231		-4,705
Total Estimated Fair Value	869,371		1,231,010
Unrealized Loss Position	($3,237)	[1]	($5,959)	[1]
[1]	For home equity loan ABS, total unrealized losses does not agree to total gross unrecognized holding losses at MarchB 31, 2015 and DecemberB 31, 2014 of $(58) and $(77), respectively. Total unrealized losses include non-credit-related OTTI losses recorded in AOCI of $(163) and $(175), respectively, and gross unrecognized holding gains on previously OTTI securities of $84 and $114, respectively.

HeldtoMaturity_Securities_Rede

Held-to-Maturity Securities (Redemption Terms)(Details) (USD $)	Mar. 31, 2015		Dec. 31, 2014
In Thousands, unless otherwise specified
Schedule of Held-to-maturity Securities [Line Items]
Amortized Cost	$6,561,774	[1]	$6,982,290	[1]
Carrying Value	6,561,611	[2]	6,982,115	[2]
Estimated Fair Value	6,693,510		7,098,616
Non-MBS
Schedule of Held-to-maturity Securities [Line Items]
Due in One Year or Less, Amortized Cost	100,000	[1]	169,000	[1]
Due After One Year Through Five Years, Amortized Cost	0	[1]	100,000	[1]
Amortized Cost	100,000	[1]	269,000	[1]
Due in One Year or Less, Carrying Value	100,000	[2]	169,000	[2]
Due After One Year Through Five Years, Carrying Value	0	[2]	100,000	[2]
Carrying Value	100,000	[2]	269,000	[2]
Due in One Year or Less, Estimated Fair Value	100,132		169,099
Due After One Year Through Five Years, Estimated Fair Value	0		100,100
Estimated Fair Value	100,132		269,199
MBS and ABS
Schedule of Held-to-maturity Securities [Line Items]
Amortized Cost	6,461,774	[1]	6,713,290	[1]
Carrying Value	6,461,611	[2]	6,713,115	[2]
Estimated Fair Value	$6,593,378		$6,829,417
[1]	Includes adjustments made to the cost basis of an investment for accretion, amortization, collection of principal, and, if applicable, OTTI recognized in earnings (credit losses).
[2]	Represents amortized cost after adjustment for non-credit OTTI recognized in AOCI.

HeldtoMaturity_Securities_Narr

Held-to-Maturity Securities (Narrative) (Details) (USD $)	Mar. 31, 2015	Dec. 31, 2014
In Thousands, unless otherwise specified
Schedule of Held-to-maturity Securities [Line Items]
Gross Unrecognized Holding Losses	($5,670)	($8,353)
Non-Credit (OTTI)	-163	-175
Gross Unrecognized Holding Gains	137,569	124,854
Home equity loan ABS
Schedule of Held-to-maturity Securities [Line Items]
Gross Unrecognized Holding Losses	-58	-77
Non-Credit (OTTI)	-163	-175
Gross Unrecognized Holding Gains	$84	$114

OtherThanTemporary_Impairment_1

Other-Than-Temporary Impairment (Securities with OTTI Losses) (Details) (USD $)	Mar. 31, 2015
In Thousands, unless otherwise specified
Other than Temporary Impairment, Disclosure [Line Items]
Federal Home Loan Bank Assumed Current-to-Trough Home Price Decline Rate	-3.00%
Federal Home Loan Bank Assumed Current-to-Trough Home Price Increase Rate	8.00%
HTM Securities
Other than Temporary Impairment, Disclosure [Line Items]
OTTI Life-to-Date, UPB	713
OTTI Life-to-Date, Amortized Cost	683
OTTI Life-to-Date, Carrying Value	521
OTTI Life-to-Date, Estimated Fair Value	604
AFS Securities
Other than Temporary Impairment, Disclosure [Line Items]
OTTI Life-to-Date, UPB	406,606
OTTI Life-to-Date, Amortized Cost	345,021
OTTI Life-to-Date, Estimated Fair Value	380,835
Prime | HTM Securities | Private-label RMBS - prime
Other than Temporary Impairment, Disclosure [Line Items]
OTTI Life-to-Date, UPB	0
OTTI Life-to-Date, Amortized Cost	0
OTTI Life-to-Date, Carrying Value	0
OTTI Life-to-Date, Estimated Fair Value	0
Prime | AFS Securities | Private-label RMBS - prime
Other than Temporary Impairment, Disclosure [Line Items]
OTTI Life-to-Date, UPB	406,606
OTTI Life-to-Date, Amortized Cost	345,021
OTTI Life-to-Date, Estimated Fair Value	380,835
Subprime | HTM Securities | Home equity loan ABS
Other than Temporary Impairment, Disclosure [Line Items]
OTTI Life-to-Date, UPB	713
OTTI Life-to-Date, Amortized Cost	683
OTTI Life-to-Date, Carrying Value	521
OTTI Life-to-Date, Estimated Fair Value	604
Subprime | AFS Securities | Home equity loan ABS
Other than Temporary Impairment, Disclosure [Line Items]
OTTI Life-to-Date, UPB	0
OTTI Life-to-Date, Amortized Cost	0
OTTI Life-to-Date, Estimated Fair Value	0
Minimum | Private-label RMBS - prime
Other than Temporary Impairment, Disclosure [Line Items]
Assumed Current to Trough Home Price Increase Rate	1.00%
Maximum | Private-label RMBS - prime
Other than Temporary Impairment, Disclosure [Line Items]
Assumed Current to Trough Home Price Increase Rate	5.00%

OtherThanTemporary_Impairment_2

Other-Than-Temporary Impairment (Rollforward of the Cumulative Credit Losses) (Details) (USD $)	3 Months Ended
In Thousands, unless otherwise specified	Mar. 31, 2015		Mar. 31, 2014
Other than Temporary Impairment, Credit Losses Recognized in Earnings [Roll Forward]
Balance at Beginning of Period	$69,626		$72,287
Additions:
Additional credit losses for which OTTI was previously recognized	0	[1]	170	[1]
Reductions:
Increases in cash flows expected to be collected (accreted as interest income over the remaining lives of the applicable securities)	-1,252		0
Balance at End of Period	$68,374		$72,457
[1]	For the three months ended MarchB 31, 2014, the amount relates to one security impaired prior to January 1, 2014.

Advances_Narratives_Details

Advances (Narratives) (Details) (USD $)	Mar. 31, 2015	Dec. 31, 2014
	Borrower	Borrower
Federal Home Loan Bank, Advances [Line Items]
Total Advances, par value	$21,657,521,000	$20,630,202,000
Federal Home Loan Bank Advances Outstanding Greater Than One Billion Dollars Per Borrower Amount	11,400,000,000	8,300,000,000
Federal Home Loan Bank, Advances, Threshold for Outstanding	1,000,000,000
Federal Home Loan Bank Advances Outstanding Greater Than One Billion Dollars Per Borrower Percent	53.00%	40.00%
Federal Home Loan Bank, Advances, Outstanding, Greater than One Billion Dollars Per Borrower, Number of Borrowers	7	5
UPB of collateral to cover the Advances to these institutions	21,900,000,000	15,100,000,000
Minimum
Federal Home Loan Bank, Advances [Line Items]
Interest rate of advances outstanding	0.02%
Maximum
Federal Home Loan Bank, Advances [Line Items]
Interest rate of advances outstanding	7.53%
Federal Home Loan Bank, Advances, Callable Option
Federal Home Loan Bank, Advances [Line Items]
Total Advances, par value	5,800,000,000	5,600,000,000
Federal Home Loan Bank, Advances, Putable Option
Federal Home Loan Bank, Advances [Line Items]
Total Advances, par value	$184,000,000	$179,000,000

Advances_by_Year_of_Contractua

Advances by Year of Contractual Maturity (Details) (USD $)	Mar. 31, 2015	Dec. 31, 2014
In Thousands, unless otherwise specified
Year of Contractual Maturity, Amount
Overdrawn demand and overnight deposit accounts	$0	$0
Due in 1 year or less	7,342,449	7,406,652
Due after 1 year through 2 years	2,477,483	2,529,649
Due after 2 years through 3 years	2,957,011	2,331,427
Due after 3 years through 4 years	1,718,911	2,047,262
Due after 4 years through 5 years	2,186,026	1,571,567
Thereafter	4,975,641	4,743,645
Total advances, par value	21,657,521	20,630,202
Year of Contractual Maturity, WAIR %
Overdrawn demand and overnight deposit accounts	0.00%	0.00%
Due in 1 year or less	0.82%	0.83%
Due after 1 year through 2 years	1.33%	1.28%
Due after 2 years through 3 years	1.61%	1.57%
Due after 3 years through 4 years	2.18%	2.05%
Due after 4 years through 5 years	1.78%	2.51%
Thereafter	1.40%	1.31%
Total advances, par value	1.33%	1.33%
Fair-value hedging adjustments	147,516	117,118
Unamortized swap termination fees associated with modified advances, net of deferred prepayment fees	40,790	42,347
Total Advances	$21,845,827	$20,789,667

Advances_Earlier_of_Contractua

Advances Earlier of Contractual Maturity or Next Call Date and Year of Contractual Maturity or Next Put Date (Details) (USD $)	Mar. 31, 2015	Dec. 31, 2014
In Thousands, unless otherwise specified
Advances [Abstract]
Overdrawn demand and overnight deposit accounts	$0	$0
Federal Home Loan Bank, Advances, Earlier of Contractual Maturity or Next Call Date, Rolling Year, Par Value [Abstract]
Due in 1 year or less	11,662,064	11,293,767
Due after 1 year through 2 years	2,746,483	2,533,649
Due after 2 years through 3 years	2,619,261	2,208,677
Due after 3 years through 4 years	1,488,911	1,847,262
Due after 4 years through 5 years	1,551,026	1,506,567
Thereafter	1,589,776	1,240,280
Federal Home Loan Bank, Advances, Earlier of Contractual Maturity or Next Put or Convert Date, Rolling Year, Par Value [Abstract]
Due in 1 year or less	7,489,949	7,574,152
Due after 1 year through 2 years	2,437,483	2,499,649
Due after 2 years through 3 years	2,879,511	2,233,927
Due after 3 years through 4 years	1,693,911	2,012,262
Due after 4 years through 5 years	2,206,026	1,566,567
Thereafter	4,950,641	4,743,645
Total Advances, par value	$21,657,521	$20,630,202

Mortgage_Loans_Held_for_Portfo2

Mortgage Loans Held for Portfolio (Details) (USD $)	3 Months Ended
In Thousands, unless otherwise specified	Mar. 31, 2015		Dec. 31, 2014		Mar. 31, 2014	Dec. 31, 2013
Mortgage Loans on Real Estate [Line Items]
Mortgage Loans Held for Portfolio, UPB	7,273,973		$6,704,442
Unamortized premiums	138,977		116,602
Unamortized discounts	-4,282		-2,176
Fair-value hedging adjustments	5,346		3,894
Allowance for loan losses	-2,250		-2,500
Mortgage Loans Held for Portfolio, net	7,411,764		6,820,262
Conventional
Mortgage Loans on Real Estate [Line Items]
Mortgage Loans Held for Portfolio, UPB	6,564,167		5,968,929
Allowance for loan losses	-2,250		-2,500		-3,500	-4,500
Government
Mortgage Loans on Real Estate [Line Items]
Mortgage Loans Held for Portfolio, UPB	709,806		735,513
Fixed-rate long-term mortgages
Mortgage Loans on Real Estate [Line Items]
Mortgage Loans Held for Portfolio, UPB	6,182,900		5,662,440
Fixed-rate medium-term mortgages
Mortgage Loans on Real Estate [Line Items]
Mortgage Loans Held for Portfolio, UPB	1,091,073	[1]	1,042,002	[1]
Fixed-rate medium-term mortgages | Maximum
Mortgage Loans on Real Estate [Line Items]
Original term	15 years
MPP
Mortgage Loans on Real Estate [Line Items]
Mortgage Loans Held for Portfolio, UPB	6,781,544		6,196,765
Unamortized premiums	130,595		107,876
Unamortized discounts	-3,990		-1,874
Fair-value hedging adjustments	5,807		4,369
Allowance for loan losses	-2,000		-2,250
Mortgage Loans Held for Portfolio, net	6,911,956		6,304,886
MPP | Conventional
Mortgage Loans on Real Estate [Line Items]
Mortgage Loans Held for Portfolio, UPB	6,170,172		5,562,460
Fair-value hedging adjustments	5,726		4,323
Allowance for loan losses	-2,000		-2,250		-3,000	-4,000
MPP | Government
Mortgage Loans on Real Estate [Line Items]
Mortgage Loans Held for Portfolio, UPB	611,372		634,305
MPP | Fixed-rate long-term mortgages
Mortgage Loans on Real Estate [Line Items]
Mortgage Loans Held for Portfolio, UPB	5,766,259		5,233,682
MPP | Fixed-rate medium-term mortgages
Mortgage Loans on Real Estate [Line Items]
Mortgage Loans Held for Portfolio, UPB	1,015,285	[1]	963,083	[1]
MPF
Mortgage Loans on Real Estate [Line Items]
Mortgage Loans Held for Portfolio, UPB	492,429		507,677
Unamortized premiums	8,382		8,726
Unamortized discounts	-292		-302
Fair-value hedging adjustments	-461		-475
Allowance for loan losses	-250		-250
Mortgage Loans Held for Portfolio, net	499,808		515,376
MPF | Conventional
Mortgage Loans on Real Estate [Line Items]
Mortgage Loans Held for Portfolio, UPB	393,995		406,469
Fair-value hedging adjustments	-408		-417
Allowance for loan losses	-250		-250		-500	-500
MPF | Government
Mortgage Loans on Real Estate [Line Items]
Mortgage Loans Held for Portfolio, UPB	98,434		101,208
Fair-value hedging adjustments	-53		-57
MPF | Fixed-rate long-term mortgages
Mortgage Loans on Real Estate [Line Items]
Mortgage Loans Held for Portfolio, UPB	416,641		428,758
MPF | Fixed-rate medium-term mortgages
Mortgage Loans on Real Estate [Line Items]
Mortgage Loans Held for Portfolio, UPB	75,788	[1]	$78,919	[1]
[1]	Defined as a term of 15 years or less at origination.

Allowance_for_Credit_Losses_Cr

Allowance for Credit Losses (Credit Enhancements) (Details) (USD $)	3 Months Ended
In Thousands, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014	Dec. 31, 2014	Dec. 31, 2013
Financing Receivable, Allowance for Credit Losses [Line Items]
Allowance for loan losses	$2,250		$2,500
Credit Enhancement Fund [Roll Forward]
Balance of LRA, beginning of period	61,949	45,330
Additions	10,549	2,426
Claim paid	-186	-636
Distributions	-134	-162
Balance of LRA, end of period	72,178	46,958
Credit enhancement fee paid to participating financial institutions, gross	94	102
Exposure under FLA	3,451		3,431
CE Obligations available to cover losses in excess of the FLA	26,862		26,851
FLA loss reduction	1		2
Conventional
Financing Receivable, Allowance for Credit Losses [Line Items]
Allowance for loan losses	2,250	3,500	2,500	4,500
MPP
Financing Receivable, Allowance for Credit Losses [Line Items]
Allowance for loan losses	2,000		2,250
MPP | Conventional
Financing Receivable, Allowance for Credit Losses [Line Items]
Estimated losses remaining after borrower's equity, before credit enhancements	20,085		25,232
Allowance for unrecoverable PMI/SMI	239		240
Allowance for loan losses	2,000	3,000	2,250	4,000
MPP | Conventional | PMI
Financing Receivable, Allowance for Credit Losses [Line Items]
Portion of estimated losses recoverable from	-2,867		-3,301
MPP | Conventional | LRA
Financing Receivable, Allowance for Credit Losses [Line Items]
Portion of estimated losses recoverable from	-3,238		-5,334
MPP | Conventional | SMI
Financing Receivable, Allowance for Credit Losses [Line Items]
Portion of estimated losses recoverable from	-12,219		-14,587
MPF
Financing Receivable, Allowance for Credit Losses [Line Items]
Allowance for loan losses	250		250
MPF | Conventional
Financing Receivable, Allowance for Credit Losses [Line Items]
Allowance for loan losses	$250	$500	$250	$500

Allowance_for_Credit_Losses_Al

Allowance for Credit Losses (Allowance) (Details) (USD $)	3 Months Ended
In Thousands, unless otherwise specified	Mar. 31, 2015		Mar. 31, 2014	Dec. 31, 2014
Allowance for Loan and Lease Losses [Roll Forward]
Allowance for loan losses on mortgage loans, beginning of period	$2,500
Provision for (Reversal of) Loan Losses	563		-704
Allowance for loan losses on mortgage loans, end of period	2,250
Total allowance for loan losses	2,250
Total recorded investment	7,444,417			6,850,904
Conventional
Allowance for Loan and Lease Losses [Roll Forward]
Allowance for loan losses on mortgage loans, beginning of period	2,500		4,500
Charge-offs, net of recoveries	-813		-296
Provision for (Reversal of) Loan Losses	563		-704
Allowance for loan losses on mortgage loans, end of period	2,250		3,500
Allowance for loan losses, loans collectively evaluated for impairment	1,665			2,026
Allowance for loan losses, loans individually evaluated for impairment	585	[1]		474	[1]
Total allowance for loan losses	2,250		3,500
Recorded Investment, loans collectively evaluated for impairment	6,702,567			6,083,093
Recorded Investment, loans individually evaluated for impairment	19,823	[1]		19,889	[1]
Total recorded investment	6,722,390			6,102,982
Principal paid in full by servicers	4,482			5,519
Potential claims included in allowance	113			153
MPP
Allowance for Loan and Lease Losses [Roll Forward]
Allowance for loan losses on mortgage loans, beginning of period				2,250
Allowance for loan losses on mortgage loans, end of period	2,000			2,250
Total allowance for loan losses	2,000			2,250
MPP | Conventional
Allowance for Loan and Lease Losses [Roll Forward]
Allowance for loan losses on mortgage loans, beginning of period	2,250		4,000
Charge-offs, net of recoveries	-813		-287
Provision for (Reversal of) Loan Losses	563		-713
Allowance for loan losses on mortgage loans, end of period	2,000		3,000
Allowance for loan losses, loans collectively evaluated for impairment	1,415			1,776
Allowance for loan losses, loans individually evaluated for impairment	585	[1]		474	[1]
Total allowance for loan losses	2,000		3,000
Recorded Investment, loans collectively evaluated for impairment	6,299,836			5,667,524
Recorded Investment, loans individually evaluated for impairment	19,823	[1]		19,889	[1]
Total recorded investment	6,319,659			5,687,413
MPF
Allowance for Loan and Lease Losses [Roll Forward]
Allowance for loan losses on mortgage loans, beginning of period				250
Allowance for loan losses on mortgage loans, end of period	250			250
Total allowance for loan losses	250			250
MPF | Conventional
Allowance for Loan and Lease Losses [Roll Forward]
Allowance for loan losses on mortgage loans, beginning of period	250		500
Charge-offs, net of recoveries	0		-9
Provision for (Reversal of) Loan Losses	0		9
Allowance for loan losses on mortgage loans, end of period	250		500
Allowance for loan losses, loans collectively evaluated for impairment	250			250
Allowance for loan losses, loans individually evaluated for impairment	0	[1]		0	[1]
Total allowance for loan losses	250		500
Recorded Investment, loans collectively evaluated for impairment	402,731			415,569
Recorded Investment, loans individually evaluated for impairment	0	[1]		0	[1]
Total recorded investment	$402,731			$415,569
[1]	The recorded investment in our MPP conventional loans individually evaluated for impairment excludes principal that was previously paid in full by the servicers as of MarchB 31, 2015 and DecemberB 31, 2014 of $4,482 and $5,519, respectively, that remains subject to potential claims by those servicers for any losses resulting from past or future liquidations of the underlying properties. However, the MPP conventional loan allowance for loan losses includes $113 and $153 for these potential claims as of MarchB 31, 2015 and DecemberB 31, 2014, respectively.

Allowance_for_Credit_Losses_Pa

Allowance for Credit Losses (Past Due) (Details) (USD $)	3 Months Ended
In Thousands, unless otherwise specified	Mar. 31, 2015		Dec. 31, 2014
Financing Receivable, Recorded Investment [Line Items]
Past due 30-59 days delinquent	$70,003		$87,617
Past due 60-89 days delinquent	18,273		21,798
Past due 90 days or more delinquent	48,275		53,248
Total past due	136,551		162,663
Total current	7,307,866		6,688,241
Total recorded investment	7,444,417		6,850,904
Net unamortized premiums	-134,695		-114,426
Fair-value hedging adjustments	-5,346		-3,894
Accrued interest receivable	-30,403		-28,142
Mortgage Loans Held for Portfolio, UPB	7,273,973		6,704,442
In process of foreclosure, included above	30,234	[1]	32,369	[1]
Serious delinquency rate	0.65%	[2]	0.78%	[2]
Past due 90 days or more still accruing interest	45,633	[3]	50,460	[3]
On non-accrual status	5,774		7,208
Delinquent loan receivable (in days)	90 days
Conventional
Financing Receivable, Recorded Investment [Line Items]
Total recorded investment	6,722,390		6,102,982
Mortgage Loans Held for Portfolio, UPB	6,564,167		5,968,929
Government
Financing Receivable, Recorded Investment [Line Items]
Mortgage Loans Held for Portfolio, UPB	709,806		735,513
MPP
Financing Receivable, Recorded Investment [Line Items]
Fair-value hedging adjustments	-5,807		-4,369
Mortgage Loans Held for Portfolio, UPB	6,781,544		6,196,765
MPP | Conventional
Financing Receivable, Recorded Investment [Line Items]
Past due 30-59 days delinquent	49,608		59,365
Past due 60-89 days delinquent	12,485		14,879
Past due 90 days or more delinquent	43,995		49,128
Total past due	106,088		123,372
Total current	6,213,571		5,564,041
Total recorded investment	6,319,659		5,687,413
Net unamortized premiums	-118,092		-97,411
Fair-value hedging adjustments	-5,726		-4,323
Accrued interest receivable	-25,669		-23,219
Mortgage Loans Held for Portfolio, UPB	6,170,172		5,562,460
In process of foreclosure, included above	30,234	[1]	32,369	[1]
Serious delinquency rate	0.70%	[2]	0.86%	[2]
Past due 90 days or more still accruing interest	41,689	[3]	46,341	[3]
On non-accrual status	5,438		7,207
MPP | FHA Loans
Financing Receivable, Recorded Investment [Line Items]
Past due 30-59 days delinquent	17,842		25,954
Past due 60-89 days delinquent	5,336		6,010
Past due 90 days or more delinquent	3,694		3,636
Total past due	26,872		35,600
Total current	595,376		609,711
Total recorded investment	622,248		645,311
Net unamortized premiums	-8,513		-8,591
Fair-value hedging adjustments	-81		-45
Accrued interest receivable	-2,282		-2,370
Mortgage Loans Held for Portfolio, UPB	611,372		634,305
In process of foreclosure, included above	0	[1]	0	[1]
Serious delinquency rate	0.59%	[2]	0.56%	[2]
Past due 90 days or more still accruing interest	3,694	[3]	3,636	[3]
On non-accrual status	0		0
MPP | Government
Financing Receivable, Recorded Investment [Line Items]
Mortgage Loans Held for Portfolio, UPB	611,372		634,305
MPF
Financing Receivable, Recorded Investment [Line Items]
Fair-value hedging adjustments	461		475
Mortgage Loans Held for Portfolio, UPB	492,429		507,677
MPF | Conventional
Financing Receivable, Recorded Investment [Line Items]
Past due 30-59 days delinquent	908		1,011
Past due 60-89 days delinquent	1		252
Past due 90 days or more delinquent	336		1
Total past due	1,245		1,264
Total current	401,486		414,305
Total recorded investment	402,731		415,569
Net unamortized premiums	-7,104		-7,400
Fair-value hedging adjustments	408		417
Accrued interest receivable	-2,040		-2,117
Mortgage Loans Held for Portfolio, UPB	393,995		406,469
In process of foreclosure, included above	0	[1]	0	[1]
Serious delinquency rate	0.08%	[2]	0.00%	[2]
Past due 90 days or more still accruing interest	0	[3]	0	[3]
On non-accrual status	336		1
MPF | Government
Financing Receivable, Recorded Investment [Line Items]
Past due 30-59 days delinquent	1,645		1,287
Past due 60-89 days delinquent	451		657
Past due 90 days or more delinquent	250		483
Total past due	2,346		2,427
Total current	97,433		100,184
Total recorded investment	99,779		102,611
Net unamortized premiums	-986		-1,024
Fair-value hedging adjustments	53		57
Accrued interest receivable	-412		-436
Mortgage Loans Held for Portfolio, UPB	98,434		101,208
In process of foreclosure, included above	0	[1]	0	[1]
Serious delinquency rate	0.25%	[2]	0.47%	[2]
Past due 90 days or more still accruing interest	250	[3]	483	[3]
On non-accrual status	$0		$0
[1]	Includes loans for which the decision of foreclosure or similar alternative, such as pursuit of deed-in-lieu of foreclosure, has been reported. Loans in process of foreclosure are included in past due categories depending on their delinquency status.
[2]	Represents loans 90 days or more past due (including loans in process of foreclosure) expressed as a percentage of the total recorded investment in mortgage loans. The percentage excludes principal and interest amounts that were previously paid in full by the servicers on conventional loans that are pending resolution of potential loss claims. Many government, including FHA, loans are repurchased by the servicers when they reach 90 days or more delinquent status, similar to the rules for servicers of Ginnie Mae MBS, resulting in the lower serious delinquency rate for government loans.
[3]	Although our past due scheduled/scheduled MPP loans are classified as loans past due 90 days or more based on the mortgagor's payment status, we do not consider these loans to be non-accrual.

Allowance_for_Credit_Losses_Tr

Allowance for Credit Losses (Troubled Debt Restructuring) (Details) (USD $)	3 Months Ended
In Thousands, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014	Dec. 31, 2014
Financing Receivable, Modifications [Line Items]
Period of time principal or interest past due to have defaulted on troubled debt restructuring	60 days
Recorded investment of loans modified as troubled debt restructurings that subsequently default	$206	$96
MPP | Conventional
Financing Receivable, Modifications [Line Items]
Financing Receivable, Modifications, Recorded Investment, Performing	15,494		13,744
Financing Receivable, Modifications, Recorded Investment, Non-Performing	4,329		6,145
Recorded Investment	$19,823		$19,889

Allowance_for_Credit_Losses_Im

Allowance for Credit Losses (Impaired Debt) (Details) (MPP, Conventional, USD $)	3 Months Ended
In Thousands, unless otherwise specified	Mar. 31, 2015		Mar. 31, 2014	Dec. 31, 2014
MPP | Conventional
Financing Receivable, Impaired [Line Items]
Conventional loans without allowance for loan losses, Recorded Investment	$15,494	[1]		$13,744	[1]
Conventional loans with allowance for loan losses, Recorded Investment	4,329			6,145
Total recorded investment	19,823			19,889
Conventional loans without allowance for loan losses, UPB	15,378	[1]		13,647	[1]
Conventional loans with allowance for loan losses, UPB	4,302			6,099
Total UPB	19,680			19,746
Allowance for loan losses	472			321
Conventional Loans without Allowance, Average Recorded Investment	15,516		17,505
Conventional Loans without Allowance, Interest Income Recognized	223		255
Conventional Loans with Allowance, Average Recorded Investment	4,339		1,162
Conventional Loans with Allowance, Interest Income Recognized	64		16
Impaired Financing Receivable, Average Recorded Investment	19,855		18,667
Impaired Financing Receivable, Interest Income, Accrual Method	$287		$271
[1]	No allowance for loan losses was recorded on these impaired loans after consideration of the underlying loan-specific attribute data, estimated liquidation value of real estate collateral held, estimated costs associated with maintaining and disposing of the collateral, and credit enhancements.

Derivative_and_Hedging_Activit2

Derivative and Hedging Activities (Derivatives in Statement of Condition) (Details) (USD $)	Mar. 31, 2015		Dec. 31, 2014
In Thousands, unless otherwise specified
Derivatives, Fair Value [Line Items]
Notional Amount of Derivatives	$32,364,721		$29,849,080
Estimated Fair Value of Derivative Assets	43,934		56,448
Estimated Fair Value of Derivative Liabilities	343,923		333,918
Netting adjustments and cash collateral, assets	-1,241	[1],[2]	-30,961	[1],[2]
Netting adjustments and cash collateral, liabilities	-235,241	[1],[2]	-230,665	[1],[2]
Derivative Asset, net	42,693		25,487
Derivative Liability, net	108,682		103,253
Derivatives designated as hedging instruments:
Derivatives, Fair Value [Line Items]
Notional Amount of Derivatives	30,447,727		27,527,697
Estimated Fair Value of Derivative Assets	42,465		55,095
Estimated Fair Value of Derivative Liabilities	342,265		331,546
Derivatives designated as hedging instruments: | Interest-rate swaps
Derivatives, Fair Value [Line Items]
Notional Amount of Derivatives	30,447,727		27,527,697
Estimated Fair Value of Derivative Assets	42,465		55,095
Estimated Fair Value of Derivative Liabilities	342,265		331,546
Derivatives not designated as hedging instruments:
Derivatives, Fair Value [Line Items]
Notional Amount of Derivatives	1,916,994		2,321,383
Estimated Fair Value of Derivative Assets	1,469		1,353
Estimated Fair Value of Derivative Liabilities	1,658		2,372
Derivatives not designated as hedging instruments: | Interest-rate swaps
Derivatives, Fair Value [Line Items]
Notional Amount of Derivatives	1,034,860		1,476,365
Estimated Fair Value of Derivative Assets	149		330
Estimated Fair Value of Derivative Liabilities	1,421		735
Derivatives not designated as hedging instruments: | Interest-rate caps/floors
Derivatives, Fair Value [Line Items]
Notional Amount of Derivatives	340,500		340,500
Estimated Fair Value of Derivative Assets	205		312
Estimated Fair Value of Derivative Liabilities	0		0
Derivatives not designated as hedging instruments: | Interest-rate forwards
Derivatives, Fair Value [Line Items]
Notional Amount of Derivatives	271,700		252,100
Estimated Fair Value of Derivative Assets	190		0
Estimated Fair Value of Derivative Liabilities	213		1,631
Derivatives not designated as hedging instruments: | MDCs
Derivatives, Fair Value [Line Items]
Notional Amount of Derivatives	269,934		252,418
Estimated Fair Value of Derivative Assets	925		711
Estimated Fair Value of Derivative Liabilities	$24		$6
[1]	Represents the application of the netting requirements that allow the settlement of (i) positive and negative positions and (ii) cash collateral and related accrued interest held or placed, with the same clearing agent and/or counterparty.
[2]	Represents the application of the netting requirements that allow us to settle (i) positive and negative positions and (ii) cash collateral and related accrued interest held or placed, with the same clearing agent and/or counterparty. Cash collateral placed was $234,000 and $201,284 at MarchB 31, 2015 and DecemberB 31, 2014, respectively. Cash collateral held was $0 and $1,580 at MarchB 31, 2015 and DecemberB 31, 2014, respectively.

Derivative_and_Hedging_Activit3

Derivative and Hedging Activities (Offsetting of Derivative Assets and Derivative Liabilities) (Details) (USD $)	Mar. 31, 2015		Dec. 31, 2014
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Derivative Asset, Fair Value, Gross Asset	$42,819,000		$55,737,000
Derivative Liability, Fair Value, Gross Liability	343,686,000		332,281,000
Derivative Asset, Fair Value, Gross Liability and Obligation to Return Cash, Offset	-1,241,000	[1],[2]	-30,961,000	[1],[2]
Derivative Liability, Fair Value, Gross Asset and Right to Reclaim Cash, Offset	-235,241,000	[1],[2]	-230,665,000	[1],[2]
Derivative Asset, Net Fair Value Amount, After Offsetting Adjustment	41,578,000		24,776,000
Derivative Liability, Net Fair Value Amount, After Offsetting Adjustment	108,445,000		101,616,000
Derivative Asset, Not Subject to Master Netting Arrangement	1,115,000	[3]	711,000	[3]
Derivative Liability, Not Subject to Master Netting Arrangement	237,000	[3]	1,637,000	[3]
Derivative Asset, net	42,693,000		25,487,000
Derivative Liability, net	108,682,000		103,253,000
Bilateral
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Derivative Asset, Fair Value, Gross Asset	32,466,000		48,532,000
Derivative Liability, Fair Value, Gross Liability	295,503,000		308,041,000
Derivative Asset, Fair Value, Gross Liability and Obligation to Return Cash, Offset	-32,352,000		-48,389,000
Derivative Liability, Fair Value, Gross Asset and Right to Reclaim Cash, Offset	-187,058,000		-206,425,000
Derivative Asset, Net Fair Value Amount, After Offsetting Adjustment	114,000		143,000
Derivative Liability, Net Fair Value Amount, After Offsetting Adjustment	108,445,000		101,616,000
Cleared
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Derivative Asset, Fair Value, Gross Asset	10,353,000		7,205,000
Derivative Liability, Fair Value, Gross Liability	48,183,000		24,240,000
Derivative Asset, Fair Value, Gross Liability and Obligation to Return Cash, Offset	31,111,000		17,428,000
Derivative Liability, Fair Value, Gross Asset and Right to Reclaim Cash, Offset	-48,183,000		-24,240,000
Derivative Asset, Net Fair Value Amount, After Offsetting Adjustment	41,464,000		24,633,000
Derivative Liability, Net Fair Value Amount, After Offsetting Adjustment	$0		$0
[1]	Represents the application of the netting requirements that allow the settlement of (i) positive and negative positions and (ii) cash collateral and related accrued interest held or placed, with the same clearing agent and/or counterparty.
[2]	Represents the application of the netting requirements that allow us to settle (i) positive and negative positions and (ii) cash collateral and related accrued interest held or placed, with the same clearing agent and/or counterparty. Cash collateral placed was $234,000 and $201,284 at MarchB 31, 2015 and DecemberB 31, 2014, respectively. Cash collateral held was $0 and $1,580 at MarchB 31, 2015 and DecemberB 31, 2014, respectively.
[3]	Includes MDCs and certain interest-rate forwards.

Derivative_and_Hedging_Activit4

Derivative and Hedging Activities (Derivatives in Statement of Income) (Details) (USD $)	3 Months Ended
In Thousands, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
Derivative Instruments, Gain (Loss) [Line Items]
Total net gain (loss) related to fair-value hedge ineffectiveness	$109	($611)
Total net gain (loss) on derivatives not designated as hedging instruments	-1,989	3,579
Net gains (losses) on derivatives and hedging activities	-1,880	2,968
Interest-rate swaps
Derivative Instruments, Gain (Loss) [Line Items]
Total net gain (loss) related to fair-value hedge ineffectiveness	109	-611
Total net gain (loss) on derivatives not designated as hedging instruments	-795	1,343
Interest-rate caps/floors
Derivative Instruments, Gain (Loss) [Line Items]
Total net gain (loss) on derivatives not designated as hedging instruments	-106	-462
Interest-rate forwards
Derivative Instruments, Gain (Loss) [Line Items]
Total net gain (loss) on derivatives not designated as hedging instruments	-3,321	-725
Net interest settlements
Derivative Instruments, Gain (Loss) [Line Items]
Total net gain (loss) on derivatives not designated as hedging instruments	291	2,725
MDCs
Derivative Instruments, Gain (Loss) [Line Items]
Total net gain (loss) on derivatives not designated as hedging instruments	$1,942	$698

Derivative_and_Hedging_Activit5

Derivative and Hedging Activities (Derivatives in Statement of Income and Impact on Interest) (Details) (USD $)	3 Months Ended
In Thousands, unless otherwise specified	Mar. 31, 2015		Mar. 31, 2014
Derivative Instruments, Gain (Loss) [Line Items]
Gain (Loss) on Derivatives	($32,790)		$24,603
Gain (Loss) on Hedged Item	32,899		-25,214
Net Fair Value Hedge Ineffectiveness	109		-611
Effect on Net Interest Income	-47,260	[1]	-42,270	[1]
Advances
Derivative Instruments, Gain (Loss) [Line Items]
Gain (Loss) on Derivatives	-36,952		-1,303
Gain (Loss) on Hedged Item	35,705		2,408
Net Fair Value Hedge Ineffectiveness	-1,247		1,105
Effect on Net Interest Income	-39,427	[1]	-36,400	[1]
AFS Securities
Derivative Instruments, Gain (Loss) [Line Items]
Gain (Loss) on Derivatives	-10,898		1,234
Gain (Loss) on Hedged Item	10,319		-1,060
Net Fair Value Hedge Ineffectiveness	-579		174
Effect on Net Interest Income	-24,429	[1]	-24,495	[1]
CO bonds
Derivative Instruments, Gain (Loss) [Line Items]
Gain (Loss) on Derivatives	15,060		24,672
Gain (Loss) on Hedged Item	-13,125		-26,562
Net Fair Value Hedge Ineffectiveness	1,935		-1,890
Effect on Net Interest Income	$16,596	[1]	$18,625	[1]
[1]	Includes the effect of derivatives in fair-value hedging relationships on net interest income that is recorded in the interest income/expense line item of the respective hedged items. Excludes the interest income/expense of the respective hedged items, which fully offset the interest income/expense of the derivatives, except to the extent of any hedge ineffectiveness. Net interest settlements on derivatives that are not in fair-value hedging relationships are reported in other income (loss).

Derivative_and_Hedging_Activit6

Derivative and Hedging Activities (Narrative) (Details) (USD $)	Mar. 31, 2015	Dec. 31, 2014
In Thousands, unless otherwise specified
Derivative Instruments and Hedging Activities Disclosure [Abstract]
Derivative, Collateral, Obligation to Return Cash	$0	$1,580
Derivative, Collateral, Right to Reclaim Cash	234,000	201,284
Derivative, Net Liability Position, Aggregate Fair Value	263,151
Collateral Already Posted, Aggregate Fair Value	154,706
Derivative, Net Liability Position, Aggregate Fair Value, Not Subject to Credit Support Agreement	237
Additional Collateral, Aggregate Fair Value	$5,493

Consolidated_Obligations_Detai

Consolidated Obligations (Details) (USD $)	3 Months Ended
	Mar. 31, 2015	Dec. 31, 2014
Schedule of Short-term and Long-term Debt [Line Items]
Discount Notes maturity period	1 year
Discount Note [Abstract]
Discount Notes	$11,161,162,000	$12,567,696,000
CO Bonds [Abstract]
Bonds	28,243,211,000	25,503,138,000
CO Bonds
CO Bonds [Abstract]
Due in 1 year or less	14,241,310,000	11,695,550,000
Due after 1 year through 2 years	2,612,610,000	2,018,510,000
Due after 2 years through 3 years	2,512,250,000	2,158,950,000
Due after 3 years through 4 years	1,161,350,000	1,934,100,000
Due after 4 years through 5 years	1,769,075,000	999,700,000
Thereafter	5,924,500,000	6,692,000,000
Unamortized premiums	30,967,000	27,138,000
Unamortized discounts	-14,387,000	-14,913,000
Fair-value hedging adjustments	5,536,000	-7,897,000
Due in 1 year or less, WAIR %	0.34%	0.33%
Due after 1 year through 2 years, WAIR %	1.23%	1.49%
Due after 2 years through 3 years, WAIR %	1.75%	1.76%
Due after 3 years through 4 years, WAIR %	1.67%	1.49%
Due after 4 years through 5 years, WAIR %	2.80%	2.51%
Thereafter, WAIR %	3.17%	3.11%
Total WAIR%	1.35%	1.44%
Earlier of Contractual Maturity or Next Call Date
CO Bonds [Abstract]
Due in 1 year or less	21,728,310,000	19,918,550,000
Due after 1 year through 2 years	2,121,610,000	1,651,510,000
Due after 2 years through 3 years	1,044,250,000	883,950,000
Due after 3 years through 4 years	638,350,000	461,100,000
Due after 4 years through 5 years	1,153,075,000	543,700,000
Thereafter	1,535,500,000	2,040,000,000
Non-callable / non-putable
CO Bonds [Abstract]
Bonds	20,601,095,000	17,253,810,000
Callable
CO Bonds [Abstract]
Bonds	7,620,000,000	8,245,000,000
Discount Notes
Discount Note [Abstract]
Weighted average effective interest rate	0.13%	0.12%
FHLBanks
Schedule of Short-term and Long-term Debt [Line Items]
Consolidated obligation	812,200,000,000	847,200,000,000
Book value
Discount Note [Abstract]
Discount Notes	11,161,162,000	12,567,696,000
CO Bonds [Abstract]
Bonds	28,243,211,000	25,503,138,000
Par value
Discount Note [Abstract]
Discount Notes	11,165,225,000	12,570,811,000
CO Bonds [Abstract]
Bonds	$28,221,095,000	$25,498,810,000

Affordable_Housing_Program_Det

Affordable Housing Program (Details) (USD $)	3 Months Ended
In Thousands, unless otherwise specified	Mar. 31, 2015		Mar. 31, 2014
Affordable Housing Program Funding Obligation [Roll Forward]
Balance at beginning of period	$36,899		$42,778
Assessment (expense)	3,416		3,889
Subsidy usage, net	-4,556	[1]	-3,456	[1]
Balance at end of period	$35,759		$43,211
[1]	Subsidies disbursed are reported net of returns/recaptures of previously disbursed subsidies.

Capital_Details

Capital (Details) (USD $)	3 Months Ended		12 Months Ended
In Thousands, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014	Dec. 31, 2014
	Member		Member
Capital [Abstract]
Financial Instruments Subject to Mandatory Redemption, Number of Stockholders	8		8
Regulatory Capital Requirements [Abstract]
Federal Home Loan Bank, Risk-Based Capital, Required	$529,123		$566,683
Federal Home Loan Bank, Risk-Based Capital, Actual	2,378,653		2,344,283
Regulatory permanent capital-to-asset ratio, Required	4.00%		4.00%
Federal Home Loan Bank, Regulatory Capital Ratio, Actual	5.45%		5.60%
Federal Home Loan Bank, Regulatory Capital, Required	1,746,046		1,674,121
Federal Home Loan Bank, Regulatory Capital, Actual	2,378,653		2,344,283
Leverage ratio, Required	5.00%		5.00%
Federal Home Loan Bank, Leverage Ratio, Actual	8.17%		8.40%
Federal Home Loan Bank, Leverage Capital, Required	2,182,557		2,092,652
Federal Home Loan Bank, Leverage Capital, Actual	3,567,980		3,516,425
Mandatorily Redeemable Capital Stock Acitvity [Roll Forward]
Liability at beginning of period	15,673	16,787	16,787
Redemptions/repurchases	-120	-1
Liability at end of period	15,553	16,786	15,673
Recorded as interest expense	134	610
Recorded as distributions from retained earnings	0	0
Total	134	610
Excess and Surplus Capital Stock [Abstract]
Excess Capital Stock to Assets Allowed	1.00%
Excess Capital Stock	$463,582
Excess Capital Stock to Assets	1.10%

Accumulated_Other_Comprehensiv2

Accumulated Other Comprehensive Income (Details) (USD $)	3 Months Ended
In Thousands, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
Accumulated Other Comprehensive Income [Roll Forward]
Net change in fair value	$1	($219)
Pension Benefits	248	136
Total other comprehensive income (loss)	-594	16,393
Accumulated Other Comprehensive Income (Loss) [Member]
Accumulated Other Comprehensive Income [Roll Forward]
AOCI Balance, Beginning	46,660	21,720
Net change in unrealized gains (losses)	-855	16,293
Net change in fair value	1	-219
Accretion of non-credit loss	12	13
Non-credit portion of OTTI losses	0	170
Pension Benefits	248	136
Total other comprehensive income (loss)	-594	16,393
AOCI Balance, Ending	46,066	38,113
Unrealized Gains on AFS Securities | Available-for-sale Securities
Accumulated Other Comprehensive Income [Roll Forward]
AOCI Balance, Beginning	16,078	317
Net change in unrealized gains (losses)	1,504	12,039
Total other comprehensive income (loss)	1,504	12,039
AOCI Balance, Ending	17,582	12,356
Non-Credit OTTI | Available-for-sale Securities
Accumulated Other Comprehensive Income [Roll Forward]
AOCI Balance, Beginning	38,172	25,936
Net change in unrealized gains (losses)	-2,359	4,254
Net change in fair value	1	-219
Non-credit portion of OTTI losses	0	170
Total other comprehensive income (loss)	-2,358	4,205
AOCI Balance, Ending	35,814	30,141
Non-Credit OTTI | HTM Securities
Accumulated Other Comprehensive Income [Roll Forward]
AOCI Balance, Beginning	-175	-241
Accretion of non-credit loss	12	13
Total other comprehensive income (loss)	12	13
AOCI Balance, Ending	-163	-228
Pension Benefits
Accumulated Other Comprehensive Income [Roll Forward]
AOCI Balance, Beginning	-7,415	-4,292
Pension Benefits	248	136
Total other comprehensive income (loss)	248	136
AOCI Balance, Ending	($7,167)	($4,156)

Segment_Information_Details

Segment Information (Details) (USD $)	3 Months Ended
In Thousands, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014	Dec. 31, 2014
Segment Reporting Information [Line Items]
Net interest income	$48,739	$47,586
Provision for (reversal of) credit losses	563	-704
Other income (loss)	3,576	5,885
Other expenses	17,727	15,899
Income before assessments	34,025	38,276
Affordable Housing Program assessments	3,416	3,889
Net Income	30,609	34,387
Assets	43,651,140		41,853,032
Traditional
Segment Reporting Information [Line Items]
Net interest income	30,921	30,998
Provision for (reversal of) credit losses	0	0
Other income (loss)	4,864	5,883
Other expenses	15,097	13,782
Income before assessments	20,688	23,099
Affordable Housing Program assessments	2,082	2,371
Net Income	18,606	20,728
Assets	36,239,376		35,032,770
Mortgage Loans
Segment Reporting Information [Line Items]
Net interest income	17,818	16,588
Provision for (reversal of) credit losses	563	-704
Other income (loss)	-1,288	2
Other expenses	2,630	2,117
Income before assessments	13,337	15,177
Affordable Housing Program assessments	1,334	1,518
Net Income	12,003	13,659
Assets	$7,411,764		$6,820,262

Estimated_Fair_Values_Carrying

Estimated Fair Values (Carrying Value and Fair Value of Financial Instruments) (Details) (USD $)	Mar. 31, 2015		Dec. 31, 2014		Mar. 31, 2014	Dec. 31, 2013
In Thousands, unless otherwise specified
Assets:
Interest-bearing deposits	$289		$483
AFS securities	3,544,966		3,556,165
HTM securities	6,693,510		7,098,616
Derivative asset, net	42,693		25,487
Netting adjustment	-1,241	[1],[2]	-30,961	[1],[2]
Consolidated Obligations:
Derivative liabilities, net (Note 9)	108,682		103,253
Netting adjustment	-235,241	[1],[2]	-230,665	[1],[2]
MRCS	15,553		15,673		16,786	16,787
Level 1 [Member]
Assets:
Cash and due from banks	3,582,894		3,550,939
Interest-bearing deposits	0		0
Securities Purchased Under Agreements to Resell	0
AFS securities	0		0
HTM securities	0		0
Advances	0		0
Mortgage loans held for portfolio, net	0		0
Accrued interest receivable	0		0
Derivative asset, net	0		0
Grantor trust assets (included in other assets)	13,133		12,980
Liabilities:
Deposits	0		0
Consolidated Obligations:
Discount notes	0		0
Bonds	0		0
Accrued interest payable	0		0
Derivative liabilities, net (Note 9)	0		0
MRCS	15,553		15,673
Level 2 [Member]
Assets:
Cash and due from banks	0		0
Interest-bearing deposits			483
Securities Purchased Under Agreements to Resell	500,000
AFS securities	3,164,131		3,155,115
HTM securities	6,589,638		6,987,768
Advances	21,906,253		20,844,701
Mortgage loans held for portfolio, net	7,713,652		7,078,490
Accrued interest receivable	84,312		82,866
Derivative asset, net	43,934		56,448
Grantor trust assets (included in other assets)	0		0
Liabilities:
Deposits	1,431,905		1,084,042
Consolidated Obligations:
Discount notes	11,165,225		12,570,811
Bonds	28,719,935		25,882,934
Accrued interest payable	77,998		77,034
Derivative liabilities, net (Note 9)	343,923		333,918
MRCS	0		0
Level 3 [Member]
Assets:
Cash and due from banks	0		0
Interest-bearing deposits	0		0
Securities Purchased Under Agreements to Resell	0
AFS securities	380,835		401,050
HTM securities	103,872		110,848
Advances	0		0
Mortgage loans held for portfolio, net	37,342		42,445
Accrued interest receivable	0		0
Derivative asset, net	0		0
Grantor trust assets (included in other assets)	0		0
Liabilities:
Deposits	0		0
Consolidated Obligations:
Discount notes	0		0
Bonds	0		0
Accrued interest payable	0		0
Derivative liabilities, net (Note 9)	0		0
MRCS	0		0
Fair Value
Assets:
Cash and due from banks	3,582,894		3,550,939
Interest-bearing deposits	289		483
Securities Purchased Under Agreements to Resell	500,000
AFS securities	3,544,966		3,556,165
HTM securities	6,693,510		7,098,616
Advances	21,906,253		20,844,701
Mortgage loans held for portfolio, net	7,750,994		7,120,935
Accrued interest receivable	84,312		82,866
Derivative asset, net	42,693		25,487
Grantor trust assets (included in other assets)	13,133		12,980
Liabilities:
Deposits	1,431,905		1,084,042
Consolidated Obligations:
Discount notes	11,165,225		12,570,811
Bonds	28,719,935		25,882,934
Accrued interest payable	77,998		77,034
Derivative liabilities, net (Note 9)	108,682		103,253
MRCS	15,553		15,673
Book value
Assets:
Cash and due from banks	3,582,894		3,550,939
Interest-bearing deposits	289		483
Securities Purchased Under Agreements to Resell	500,000
AFS securities	3,544,966		3,556,165
HTM securities	6,561,611		6,982,115
Advances	21,845,827		20,789,667
Mortgage loans held for portfolio, net	7,411,764		6,820,262
Accrued interest receivable	84,312		82,866
Derivative asset, net	42,693		25,487
Grantor trust assets (included in other assets)	13,133		12,980
Liabilities:
Deposits	1,431,905		1,084,042
Consolidated Obligations:
Discount notes	11,161,162		12,567,696
Bonds	28,243,211		25,503,138
Accrued interest payable	77,998		77,034
Derivative liabilities, net (Note 9)	108,682		103,253
MRCS	15,553		15,673
Fair Value, Measurements, Recurring [Member]
Assets:
AFS securities	3,544,966		3,556,165
Derivative asset, net	42,693		25,487
Netting adjustment	-1,241	[1]	-30,961	[1]
Grantor trust assets (included in other assets)	13,133		12,980
Consolidated Obligations:
Derivative liabilities, net (Note 9)	108,682		103,253
Netting adjustment	-235,241	[1]	-230,665	[1]
Fair Value, Measurements, Recurring [Member] | Level 1 [Member]
Assets:
AFS securities	0		0
Derivative asset, net	0		0
Grantor trust assets (included in other assets)	13,133		12,980
Consolidated Obligations:
Derivative liabilities, net (Note 9)	0		0
Fair Value, Measurements, Recurring [Member] | Level 2 [Member]
Assets:
AFS securities	3,164,131		3,155,115
Derivative asset, net	43,934		56,448
Grantor trust assets (included in other assets)	0		0
Consolidated Obligations:
Derivative liabilities, net (Note 9)	343,923		333,918
Fair Value, Measurements, Recurring [Member] | Level 3 [Member]
Assets:
AFS securities	380,835		401,050
Derivative asset, net	0		0
Grantor trust assets (included in other assets)	0		0
Consolidated Obligations:
Derivative liabilities, net (Note 9)	0		0
Fair Value, Measurements, Recurring [Member] | Interest Rate Contract
Assets:
Derivative asset, net	41,578		24,776
Netting adjustment	-1,241	[1]	-30,961
Consolidated Obligations:
Derivative liabilities, net (Note 9)	108,445		101,616
Netting adjustment	-235,241	[1]	-230,665	[1]
Fair Value, Measurements, Recurring [Member] | Interest Rate Contract | Level 1 [Member]
Assets:
Derivative asset, net	0		0
Consolidated Obligations:
Derivative liabilities, net (Note 9)	0		0
Fair Value, Measurements, Recurring [Member] | Interest Rate Contract | Level 2 [Member]
Assets:
Derivative asset, net	42,819		55,737
Consolidated Obligations:
Derivative liabilities, net (Note 9)	343,686		332,281
Fair Value, Measurements, Recurring [Member] | Interest Rate Contract | Level 3 [Member]
Assets:
Derivative asset, net	0		0
Consolidated Obligations:
Derivative liabilities, net (Note 9)	0		0
Fair Value, Measurements, Recurring [Member] | Forward Contracts [Member] | Interest Rate Contract
Assets:
Derivative asset, net	190
Netting adjustment	0	[1]
Consolidated Obligations:
Derivative liabilities, net (Note 9)	213		1,631
Netting adjustment	0	[1]	0
Fair Value, Measurements, Recurring [Member] | Forward Contracts [Member] | Interest Rate Contract | Level 1 [Member]
Assets:
Derivative asset, net	0
Consolidated Obligations:
Derivative liabilities, net (Note 9)	0		0
Fair Value, Measurements, Recurring [Member] | Forward Contracts [Member] | Interest Rate Contract | Level 2 [Member]
Assets:
Derivative asset, net	190
Consolidated Obligations:
Derivative liabilities, net (Note 9)	213		1,631
Fair Value, Measurements, Recurring [Member] | Forward Contracts [Member] | Interest Rate Contract | Level 3 [Member]
Assets:
Derivative asset, net	0
Consolidated Obligations:
Derivative liabilities, net (Note 9)	$0		$0
[1]	Represents the application of the netting requirements that allow the settlement of (i) positive and negative positions and (ii) cash collateral and related accrued interest held or placed, with the same clearing agent and/or counterparty.
[2]	Represents the application of the netting requirements that allow us to settle (i) positive and negative positions and (ii) cash collateral and related accrued interest held or placed, with the same clearing agent and/or counterparty. Cash collateral placed was $234,000 and $201,284 at MarchB 31, 2015 and DecemberB 31, 2014, respectively. Cash collateral held was $0 and $1,580 at MarchB 31, 2015 and DecemberB 31, 2014, respectively.

Estimated_Fair_Values_Estimate

Estimated Fair Values (Estimated Fair Value on a Recurring and Non-Recurring Basis) (Details) (USD $)	Mar. 31, 2015		Dec. 31, 2014
In Thousands, unless otherwise specified
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
AFS securities:	$3,544,966		$3,556,165
Derivative assets:
Derivative asset, net	42,693		25,487
Netting adjustment	-1,241	[1],[2]	-30,961	[1],[2]
Derivative liabilities:
Derivative Liability, net	108,682		103,253
Derivative liability not subject to netting arrangement	343,923		333,918
Netting adjustment	-235,241	[1],[2]	-230,665	[1],[2]
Level 1 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
AFS securities:	0		0
Derivative assets:
Derivative asset, net	0		0
Grantor trust assets (included in other assets)	13,133		12,980
Derivative liabilities:
Derivative Liability, net	0		0
Mortgage loans held for portfolio	0		0
Level 2 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
AFS securities:	3,164,131		3,155,115
Derivative assets:
Derivative asset, net	43,934		56,448
Grantor trust assets (included in other assets)	0		0
Derivative liabilities:
Derivative Liability, net	343,923		333,918
Mortgage loans held for portfolio	7,713,652		7,078,490
Level 3 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
AFS securities:	380,835		401,050
Derivative assets:
Derivative asset, net	0		0
Grantor trust assets (included in other assets)	0		0
Derivative liabilities:
Derivative Liability, net	0		0
Mortgage loans held for portfolio	37,342		42,445
Fair Value, Measurements, Recurring [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
AFS securities:	3,544,966		3,556,165
Derivative assets:
Derivative asset, net	42,693		25,487
Netting adjustment	-1,241	[1]	-30,961	[1]
Grantor trust assets (included in other assets)	13,133		12,980
Total recurring assets at estimated fair value	3,600,792		3,594,632
Derivative liabilities:
Derivative Liability, net	108,682		103,253
Netting adjustment	-235,241	[1]	-230,665	[1]
Total recurring liabilities at estimated fair value	108,682		103,253
Fair Value, Measurements, Recurring [Member] | Interest Rate Contract
Derivative assets:
Derivative asset, net	41,578		24,776
Netting adjustment	-1,241	[1]	-30,961
Derivative liabilities:
Derivative Liability, net	108,445		101,616
Netting adjustment	-235,241	[1]	-230,665	[1]
Fair Value, Measurements, Recurring [Member] | Mortgages [Member]
Derivative assets:
Derivative asset, net	925		711
Netting adjustment	0	[1]	0
Derivative liabilities:
Derivative Liability, net	24		6
Netting adjustment	0	[1]	0
Fair Value, Measurements, Recurring [Member] | GSE and TVA Debentures [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
AFS securities:	3,164,131		3,155,115
Fair Value, Measurements, Recurring [Member] | Mortgage-backed Securities, Issued by Private Enterprises [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
AFS securities:	380,835		401,050
Fair Value, Measurements, Recurring [Member] | Level 1 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
AFS securities:	0		0
Derivative assets:
Derivative asset, net	0		0
Grantor trust assets (included in other assets)	13,133		12,980
Total recurring assets at estimated fair value	13,133		12,980
Derivative liabilities:
Derivative Liability, net	0		0
Total recurring liabilities at estimated fair value	0		0
Fair Value, Measurements, Recurring [Member] | Level 1 [Member] | Interest Rate Contract
Derivative assets:
Derivative asset, net	0		0
Derivative liabilities:
Derivative Liability, net	0		0
Fair Value, Measurements, Recurring [Member] | Level 1 [Member] | Mortgages [Member]
Derivative assets:
Derivative asset, net	0		0
Derivative liabilities:
Derivative Liability, net	0		0
Fair Value, Measurements, Recurring [Member] | Level 1 [Member] | GSE and TVA Debentures [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
AFS securities:	0		0
Fair Value, Measurements, Recurring [Member] | Level 1 [Member] | Mortgage-backed Securities, Issued by Private Enterprises [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
AFS securities:	0		0
Fair Value, Measurements, Recurring [Member] | Level 2 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
AFS securities:	3,164,131		3,155,115
Derivative assets:
Derivative asset, net	43,934		56,448
Grantor trust assets (included in other assets)	0		0
Total recurring assets at estimated fair value	3,208,065		3,211,563
Derivative liabilities:
Derivative Liability, net	343,923		333,918
Total recurring liabilities at estimated fair value	343,923		333,918
Fair Value, Measurements, Recurring [Member] | Level 2 [Member] | Interest Rate Contract
Derivative assets:
Derivative asset, net	42,819		55,737
Derivative liabilities:
Derivative Liability, net	343,686		332,281
Fair Value, Measurements, Recurring [Member] | Level 2 [Member] | Mortgages [Member]
Derivative assets:
Derivative asset, net	925		711
Derivative liabilities:
Derivative Liability, net	24		6
Fair Value, Measurements, Recurring [Member] | Level 2 [Member] | GSE and TVA Debentures [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
AFS securities:	3,164,131		3,155,115
Fair Value, Measurements, Recurring [Member] | Level 2 [Member] | Mortgage-backed Securities, Issued by Private Enterprises [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
AFS securities:	0		0
Fair Value, Measurements, Recurring [Member] | Level 3 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
AFS securities:	380,835		401,050
Derivative assets:
Derivative asset, net	0		0
Grantor trust assets (included in other assets)	0		0
Total recurring assets at estimated fair value	380,835		401,050
Derivative liabilities:
Derivative Liability, net	0		0
Total recurring liabilities at estimated fair value	0		0
Fair Value, Measurements, Recurring [Member] | Level 3 [Member] | Interest Rate Contract
Derivative assets:
Derivative asset, net	0		0
Derivative liabilities:
Derivative Liability, net	0		0
Fair Value, Measurements, Recurring [Member] | Level 3 [Member] | Mortgages [Member]
Derivative assets:
Derivative asset, net	0		0
Derivative liabilities:
Derivative Liability, net	0		0
Fair Value, Measurements, Recurring [Member] | Level 3 [Member] | GSE and TVA Debentures [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
AFS securities:	0		0
Fair Value, Measurements, Recurring [Member] | Level 3 [Member] | Mortgage-backed Securities, Issued by Private Enterprises [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
AFS securities:	380,835		401,050
Fair Value, Measurements, Nonrecurring [Member]
Derivative liabilities:
Mortgage loans held for portfolio	6,207
Total non-recurring assets at estimated fair value	6,207
Fair Value, Measurements, Nonrecurring [Member] | Level 1 [Member]
Derivative liabilities:
Mortgage loans held for portfolio	0
Total non-recurring assets at estimated fair value	0
Fair Value, Measurements, Nonrecurring [Member] | Level 2 [Member]
Derivative liabilities:
Mortgage loans held for portfolio	0
Total non-recurring assets at estimated fair value	0
Fair Value, Measurements, Nonrecurring [Member] | Level 3 [Member]
Derivative liabilities:
Mortgage loans held for portfolio	6,207
Total non-recurring assets at estimated fair value	6,207
Interest-rate forwards | Fair Value, Measurements, Recurring [Member] | Interest Rate Contract
Derivative assets:
Derivative asset, net	190
Netting adjustment	0	[1]
Derivative liabilities:
Derivative Liability, net	213		1,631
Netting adjustment	0	[1]	0
Interest-rate forwards | Fair Value, Measurements, Recurring [Member] | Level 1 [Member] | Interest Rate Contract
Derivative assets:
Derivative asset, net	0
Derivative liabilities:
Derivative Liability, net	0		0
Interest-rate forwards | Fair Value, Measurements, Recurring [Member] | Level 2 [Member] | Interest Rate Contract
Derivative assets:
Derivative asset, net	190
Derivative liabilities:
Derivative Liability, net	213		1,631
Interest-rate forwards | Fair Value, Measurements, Recurring [Member] | Level 3 [Member] | Interest Rate Contract
Derivative assets:
Derivative asset, net	0
Derivative liabilities:
Derivative Liability, net	$0		$0
[1]	Represents the application of the netting requirements that allow the settlement of (i) positive and negative positions and (ii) cash collateral and related accrued interest held or placed, with the same clearing agent and/or counterparty.
[2]	Represents the application of the netting requirements that allow us to settle (i) positive and negative positions and (ii) cash collateral and related accrued interest held or placed, with the same clearing agent and/or counterparty. Cash collateral placed was $234,000 and $201,284 at MarchB 31, 2015 and DecemberB 31, 2014, respectively. Cash collateral held was $0 and $1,580 at MarchB 31, 2015 and DecemberB 31, 2014, respectively.

Estimated_Fair_Values_Level_3_

Estimated Fair Values (Level 3 Reconciliation) (Details) (USD $)	3 Months Ended
In Thousands, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Net change in fair value not in excess of cumulative non-credit losses in OCI	$1	($219)
Fair Value, Measurements, Recurring [Member] | Level 3 [Member] | Private-label RMBS - prime
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Balance, beginning of period	401,050	469,685
Accretion of credit losses in interest income	1,119	21
Net gains (losses) on changes in fair value in other income (loss)	0	-170
Net change in fair value not in excess of cumulative non-credit losses in OCI	1	-219
Unrealized gains (losses) in OCI	-2,359	4,254
Reclassification of non-credit portion in OCI to other income (loss)	0	170
Settlements	-18,976	-17,929
Balance, end of period	380,835	455,812
Net gains (losses) included in earnings attributable to changes in fair value relating to assets still held at end of period	$1,119	($149)

Commitments_and_Contingencies_1

Commitments and Contingencies (Details) (USD $)	3 Months Ended
	Mar. 31, 2015		Mar. 31, 2014	Dec. 31, 2014
Loss Contingencies [Line Items]
Cash collateral pledged	$233,986,000			$201,267,000
Gain from litigation settlement	4,732,000		2,414,000
Letters of credit outstanding
Loss Contingencies [Line Items]
Off-balance-sheet commitments expire within one year	99,372,000
Off-balance-sheet commitments expire after one year	147,946,000
Off-balance-sheet commitments, Total	247,318,000
Unused lines of credit
Loss Contingencies [Line Items]
Off-balance-sheet commitments expire within one year	1,003,077,000	[1]
Off-balance-sheet commitments expire after one year	0	[1]
Off-balance-sheet commitments, Total	1,003,077,000	[1]
Commitments to fund additional advances
Loss Contingencies [Line Items]
Off-balance-sheet commitments expire within one year	77,356,000	[2]
Off-balance-sheet commitments expire after one year	0	[2]
Off-balance-sheet commitments, Total	77,356,000	[2]
Commitments to fund or purchase mortgage loans
Loss Contingencies [Line Items]
Off-balance-sheet commitments expire within one year	269,934,000	[3]
Off-balance-sheet commitments expire after one year	0	[3]
Off-balance-sheet commitments, Total	269,934,000	[3]
Unsettled CO bonds, at par
Loss Contingencies [Line Items]
Off-balance-sheet commitments expire within one year	171,270,000	[4]
Off-balance-sheet commitments expire after one year	0	[4]
Off-balance-sheet commitments, Total	171,270,000	[4]
Maximum
Loss Contingencies [Line Items]
Commitments to fund additional Advances are generally for periods up	6 months
Letters of Credit [Member]
Loss Contingencies [Line Items]
Maximum line of credit	50,000,000
Unsecured Debt | Interest-rate swaps
Loss Contingencies [Line Items]
Off-balance-sheet commitments, Total	$115,270,000
[1]	Maximum line of credit amount is $50,000
[2]	Generally for periods up to six months.
[3]	Generally for periods up to 91 days.
[4]	Includes $115,270 hedged with associated interest-rate swaps.

Transactions_with_Related_Part2

Transactions with Related Parties (Details) (USD $)	3 Months Ended
In Thousands, unless otherwise specified	Mar. 31, 2015		Mar. 31, 2014	Dec. 31, 2014
Related Party Transaction [Line Items]
Total advances, par value	$21,657,521			$20,630,202
Mortgage Loans Held for Portfolio, UPB	7,273,973			6,704,442
Mortgage loans purchased	891,413		184,457
Service fees	188		215
Flagstar Bank, FSB
Related Party Transaction [Line Items]
Net advances to (repayments from)			137,000
Directors' Financial Institutions
Related Party Transaction [Line Items]
Capital Stock, including MRCS, par value	40,213			40,213
Capital Stock, including MRCS, % of Total	3.00%			3.00%
Total advances, par value	260,784			261,146
Advances, % of Total	1.00%			1.00%
Mortgage Loans Held for Portfolio, UPB	169,580	[1]		167,072	[1]
Mortgage Loans Held for Portfolio, % of Total	2.00%	[1]		2.00%	[1]
Net advances to (repayments from)	-362		-12,335
Mortgage loans purchased	7,390		4,735
FHLBank of Topeka
Related Party Transaction [Line Items]
Payments for participation interests	0		11,011
FHLBank of Chicago
Related Party Transaction [Line Items]
Service fees	$69		$75
[1]	Represents UPB of mortgage loans purchased from directors' financial institutions.