Federal Home Loan Bank of Dallas 10-Q 8 Nov 13 2013 Q3 Quarterly report Financial data

Document_and_Entity_Informatio

Document and Entity Information Document	9 Months Ended
	Sep. 30, 2013	Oct. 31, 2013
Entity Information [Line Items]	'	'
Entity Registrant Name	'Federal Home Loan Bank of Dallas	'
Entity Central Index Key	'0001331757	'
Current Fiscal Year End Date	'--12-31	'
Entity Filer Category	'Non-accelerated Filer	'
Document Type	'10-Q	'
Document Period End Date	30-Sep-13	'
Document Fiscal Year Focus	'2013	'
Document Fiscal Period Focus	'Q3	'
Amendment Flag	'false	'
Entity Common Stock, Shares Outstanding	'	9,288,398
Entity Well-known Seasoned Issuer	'No	'
Entity Voluntary Filers	'No	'
Entity Current Reporting Status	'Yes	'

Statements_of_Condition_Unaudi

Statements of Condition (Unaudited) (USD $)	Sep. 30, 2013		Dec. 31, 2012
In Thousands, unless otherwise specified
ASSETS	'		'
Cash and due from banks	$883,037		$920,780
Interest-bearing deposits	368		254
Securities purchased under agreements to resell (Note 10)	500,000		3,000,000
Federal funds sold	1,706,000		2,219,000
Trading securities (Note 3)	708,603		7,541
Available-for-sale securities (Note 4)	5,516,079		5,772,153
Held-to-maturity securities (a) (Note 5)	5,153,825	[1]	5,199,875	[1]
Advances (Notes 6 and 7)	16,634,235		18,394,797
Mortgage loans held for portfolio, net of allowance for credit losses of $175 and $183 at September 30, 2013 and December 31, 2012, respectively (Note 7)	96,263		121,478
Accrued interest receivable	78,440		72,531
Premises and equipment, net	18,818		20,202
Derivative assets (Notes 10 and 11)	14,441		13,947
Other assets	9,715		12,771
TOTAL ASSETS	31,319,824		35,755,329
Deposits	'		'
Interest-bearing	875,867		1,177,935
Non-interest bearing	29		29
Total deposits	875,896		1,177,964
Consolidated obligations (Note 8)	'		'
Discount notes	6,513,829		6,984,378
Bonds	22,041,996		25,697,936
Total consolidated obligations	28,555,825		32,682,314
Mandatorily redeemable capital stock	30,086		4,504
Accrued interest payable	48,859		53,940
Affordable Housing Program (Note 9)	30,916		29,620
Derivative liabilities (Notes 10 and 11)	9,996		11,268
Other liabilities (Note 14)	27,326		25,085
Total liabilities	29,578,904		33,984,695
Commitments and contingencies (Notes 7 and 15)	'		'
CAPITAL (Note 12)	'		'
Capital stock - Class B putable ($100 par value) issued and outstanding shares: 11,401,713 and 12,169,858 shares at September 30, 2013 and December 31, 2012, respectively	1,140,171		1,216,986
Retained earnings	'		'
Unrestricted	602,183		549,617
Restricted	36,223		22,276
Total retained earnings	638,406		571,893
Accumulated other comprehensive income (loss) (Note18)	-37,657		-18,245
Total capital	1,740,920		1,770,634
TOTAL LIABILITIES AND CAPITAL	$31,319,824		$35,755,329
[1]	(a)Fair values: $5,209,238 and $5,283,965 at September 30, 2013 and December 31, 2012, respectively.

Statements_of_Condition_Unaudi1

Statements of Condition (Unaudited) Parenthetical (USD $)	Sep. 30, 2013	Dec. 31, 2012
In Thousands, except Share data, unless otherwise specified
ASSETS	'	'
Held-to-maturity Securities, Fair Value	$5,209,238	$5,283,965
Loans and Leases Receivable, Allowance	$175	$183
CAPITAL	'	'
Common Stock, Par or Stated Value Per Share	$100	$100
Common Stock, Shares, Issued	11,401,713	12,169,858
Common Stock, Shares, Outstanding	11,401,713	12,169,858

Statements_of_Income_Unaudited

Statements of Income (Unaudited) (USD $)	3 Months Ended		9 Months Ended
In Thousands, unless otherwise specified	Sep. 30, 2013	Sep. 30, 2012	Sep. 30, 2013	Sep. 30, 2012
INTEREST INCOME	'	'	'	'
Advances	$34,627	$46,339	$108,121	$143,913
Prepayment fees on advances, net	10,145	4,264	13,819	7,859
Interest-bearing deposits	208	404	956	888
Securities purchased under agreements to resell	30	1,350	1,116	2,871
Federal funds sold	388	501	1,576	1,616
Trading securities	132	0	132	0
Available-for-sale securities	5,658	7,989	17,361	23,515
Held-to-maturity securities	12,594	16,558	40,755	52,430
Mortgage loans held for portfolio	1,402	1,896	4,571	6,104
Other	0	1	1	2
Total interest income	65,184	79,302	188,408	239,198
Consolidated obligations	'	'	'	'
Bonds	21,352	35,683	69,454	110,251
Discount notes	1,438	1,805	5,169	5,793
Deposits	24	79	88	202
Mandatorily redeemable capital stock	9	4	17	16
Other borrowings	2	4	6	6
Total interest expense	22,825	37,575	74,734	116,268
NET INTEREST INCOME	42,359	41,727	113,674	122,930
OTHER INCOME (LOSS)	'	'	'	'
Total other-than-temporary impairment losses on held-to-maturity securities	0	0	0	-204
Net non-credit impairment losses on held-to-maturity securities recognized in other comprehensive income	0	0	0	-156
Credit component of other-than-temporary impairment losses on held-to-maturity securities	0	0	0	-360
Net gains on trading securities	687	309	927	369
Net gains (losses) on derivatives and hedging activities	-663	-7,108	4,213	-4,570
Gains on other liabilities carried at fair value under the fair value option	0	130	0	2,495
Gains on early extinguishment of debt	5,642	0	5,642	0
Letter of credit fees	1,152	1,148	3,457	3,547
Other, net	741	718	2,032	1,795
Total other income (loss)	7,559	-4,803	16,271	3,276
OTHER EXPENSE	'	'	'	'
Compensation and benefits	10,032	9,115	30,107	30,491
Other operating expenses	5,927	6,893	18,785	20,369
Finance Agency	495	577	1,710	1,954
Office of Finance	643	610	1,852	1,689
Other	7	0	8	0
Total other expense	17,104	17,195	52,462	54,503
INCOME BEFORE ASSESSMENTS	32,814	19,729	77,483	71,703
Affordable Housing Program assessment	3,282	1,973	7,750	7,172
NET INCOME	$29,532	$17,756	$69,733	$64,531

Statements_of_Comprehensive_In

Statements of Comprehensive Income (Unaudited) (USD $)	3 Months Ended		9 Months Ended
In Thousands, unless otherwise specified	Sep. 30, 2013	Sep. 30, 2012	Sep. 30, 2013	Sep. 30, 2012
NET INCOME	$29,532	$17,756	$69,733	$64,531
OTHER COMPREHENSIVE INCOME (LOSS)	'	'	'	'
Net unrealized gains (losses) on available-for-sale securities, net of unrealized gains and losses relating to hedged interest rate risk included in net income	-5,822	10,897	-25,314	6,371
Non-credit portion of other-than-temporary impairment losses on held-to-maturity securities	0	0	0	-195
Reclassification adjustment for non-credit portion of other-than-temporary impairment losses recognized as credit losses in net income	0	0	0	351
Accretion of non-credit portion of other-than-temporary impairment losses to the carrying value of held-to-maturity securities	2,044	2,367	6,144	7,609
Postretirement benefit plan	'	'	'	'
Prior service cost	0	0	-211	0
Amortization of prior service credit included in net periodic benefit cost	-5	-8	-13	-26
Amortization of net actuarial gain included in net periodic benefit cost	-6	-9	-18	-26
Total other comprehensive income (loss)	-3,789	13,247	-19,412	14,084
TOTAL COMPREHENSIVE INCOME	$25,743	$31,003	$50,321	$78,615

Statements_of_Capital_Unaudite

Statements of Capital (Unaudited) (USD $)	3 Months Ended		9 Months Ended
In Thousands, unless otherwise specified	Sep. 30, 2013	Sep. 30, 2012	Sep. 30, 2013	Sep. 30, 2012
Increase (Decrease) in Stockholders' Equity [Roll Forward]	'	'	'	'
Beginning balance	'	'	$1,770,634	$1,704,835
Proceeds from sale of capital stock	'	'	716,886	535,053
Repurchase/redemption of capital stock	'	'	-770,885	-544,197
Net shares reclassified to mandatorily redeemable capital stock	'	'	-25,882	-1,632
Comprehensive income	'	'	'	'
Net income	29,532	17,756	69,733	64,531
Other Comprehensive Income (Loss)	-3,789	13,247	-19,412	14,084
Dividends on capital stock (at 0.375 percent annualized rate)	'	'	'	'
Cash	'	'	-130	-135
Mandatorily redeemable capital stock	'	'	-24	-16
Ending balance	1,740,920	1,772,523	1,740,920	1,772,523
Capital Stock Class B - Putable, Shares	'	'	'	'
Increase (Decrease) in Stockholders' Equity [Roll Forward]	'	'	'	'
Beginning balance, shares	'	'	12,170	12,557
Proceeds from sale of capital stock, shares	'	'	7,169	5,351
Repurchase/redemption of capital stock, shares	'	'	-7,709	-5,442
Net shares reclassified to mandatorily redeemable capital stock, shares	'	'	-259	-16
Dividends on capital stock (at 0.375 percent annualized rate)	'	'	'	'
Stock, shares	'	'	31	33
Ending balance, shares	11,402	12,483	11,402	12,483
Capital Stock Class B - Putable, Par Value	'	'	'	'
Increase (Decrease) in Stockholders' Equity [Roll Forward]	'	'	'	'
Beginning balance	'	'	1,216,986	1,255,793
Proceeds from sale of capital stock	'	'	716,886	535,053
Repurchase/redemption of capital stock	'	'	-770,885	-544,197
Net shares reclassified to mandatorily redeemable capital stock	'	'	-25,882	-1,632
Dividends on capital stock (at 0.375 percent annualized rate)	'	'	'	'
Stock	'	'	3,066	3,262
Ending balance	1,140,171	1,248,279	1,140,171	1,248,279
Retained Earnings	'	'	'	'
Increase (Decrease) in Stockholders' Equity [Roll Forward]	'	'	'	'
Beginning balance	'	'	571,893	494,657
Comprehensive income	'	'	'	'
Net income	'	'	69,733	64,531
Dividends on capital stock (at 0.375 percent annualized rate)	'	'	'	'
Cash	'	'	-130	-135
Mandatorily redeemable capital stock	'	'	-24	-16
Stock	'	'	-3,066	-3,262
Ending balance	638,406	555,775	638,406	555,775
Retained Earnings, Restricted	'	'	'	'
Increase (Decrease) in Stockholders' Equity [Roll Forward]	'	'	'	'
Beginning balance	'	'	22,276	5,918
Comprehensive income	'	'	'	'
Net income	'	'	13,947	12,906
Dividends on capital stock (at 0.375 percent annualized rate)	'	'	'	'
Ending balance	36,223	18,824	36,223	18,824
Retained Earnings, Unrestricted	'	'	'	'
Increase (Decrease) in Stockholders' Equity [Roll Forward]	'	'	'	'
Beginning balance	'	'	549,617	488,739
Comprehensive income	'	'	'	'
Net income	'	'	55,786	51,625
Dividends on capital stock (at 0.375 percent annualized rate)	'	'	'	'
Cash	'	'	-130	-135
Mandatorily redeemable capital stock	'	'	-24	-16
Stock	'	'	-3,066	-3,262
Ending balance	602,183	536,951	602,183	536,951
Accumulated Other Comprehensive Income (Loss)	'	'	'	'
Increase (Decrease) in Stockholders' Equity [Roll Forward]	'	'	'	'
Beginning balance	'	'	-18,245	-45,615
Comprehensive income	'	'	'	'
Other Comprehensive Income (Loss)	'	'	-19,412	14,084
Dividends on capital stock (at 0.375 percent annualized rate)	'	'	'	'
Ending balance	($37,657)	($31,531)	($37,657)	($31,531)

Statements_of_Capital_Unaudite1

Statements of Capital (Unaudited) Parenthetical	9 Months Ended
	Sep. 30, 2013	Sep. 30, 2012
Dividends On Capital Stock At Percent Annualized Rate Abstract	'	'
Dividends stock annualized percentage	0.38%	0.38%

Statements_of_Cash_Flows_Unaud

Statements of Cash Flows (Unaudited) (USD $)	9 Months Ended
In Thousands, unless otherwise specified	Sep. 30, 2013	Sep. 30, 2012
OPERATING ACTIVITIES	'	'
Net income	$69,733	$64,531
Depreciation and amortization	'	'
Net premiums and discounts on advances, consolidated obligations, investments and mortgage loans	25,529	28,290
Concessions on consolidated obligation bonds	1,418	3,204
Premises, equipment and computer software costs	3,614	4,716
Non-cash interest on mandatorily redeemable capital stock	10	21
Credit component of other-than-temporary impairment losses on held-to-maturity securities	0	360
Gains on early extinguishment of debt	-5,642	0
Gains on other liabilities carried at fair value under the fair value option	0	-2,495
Net increase in trading securities	-1,777	-1,336
Loss due to change in net fair value adjustment on derivative and hedging activities	65,549	74,486
Increase in accrued interest receivable	-5,791	-14,896
Decrease in other assets	1,498	2,119
Increase (decrease) in Affordable Housing Program (AHP) liability	1,296	-1,538
Increase (decrease) in accrued interest payable	-5,081	11,722
Increase (decrease) in other liabilities	1,999	-4,554
Total adjustments	82,622	100,099
Net cash provided by operating activities	152,355	164,630
INVESTING ACTIVITIES	'	'
Net decrease (increase) in interest-bearing deposits, including swap collateral pledged	335,298	-556,529
Net decrease (increase) in securities purchased under agreements to resell	2,500,000	-1,500,000
Net decrease (increase) in federal funds sold	513,000	-793,000
Decrease in loan to other FHLBank	0	35,000
Net increase in short-term trading securities held for investment	-699,164	0
Purchases of available-for-sale securities	0	-806,724
Proceeds from maturities of long-term held-to-maturity securities	1,399,387	1,506,559
Purchases of long-term held-to-maturity securities	-1,331,882	-220,250
Principal collected on advances	366,535,440	351,439,739
Advances made	-365,019,232	-352,127,455
Principal collected on mortgage loans held for portfolio	24,888	31,659
Purchases of premises, equipment and computer software	-981	-2,540
Net cash provided by (used in) investing activities	4,256,754	-2,993,541
FINANCING ACTIVITIES	'	'
Net decrease in deposits, including swap collateral held	-301,131	-445,818
Net payments on derivative contracts with financing elements	-151,296	-48,091
Increase in loan from other FHLBank	0	40,000
Net proceeds from issuance of consolidated obligations	'	'
Discount notes	138,034,921	309,237,355
Bonds	5,672,427	20,435,132
Debt issuance costs	-971	-2,407
Payments for maturing and retiring consolidated obligations	'	'
Discount notes	-138,504,767	-313,342,672
Bonds	-9,141,573	-14,154,655
Proceeds from issuance of capital stock	716,886	535,053
Proceeds from issuance of mandatorily redeemable capital stock	18	0
Payments for redemption of mandatorily redeemable capital stock	-351	-12,117
Payments for repurchase/redemption of capital stock	-770,885	-544,197
Cash dividends paid	-130	-135
Net cash provided by (used in) financing activities	-4,446,852	1,697,448
Net decrease in cash and cash equivalents	-37,743	-1,131,463
Cash and cash equivalents at beginning of the period	920,780	1,152,467
Cash and cash equivalents at end of the period	883,037	21,004
Supplemental Disclosures:	'	'
Interest paid	111,311	126,211
AHP payments, net	6,454	8,710
Stock dividends issued	3,066	3,262
Dividends paid through issuance of mandatorily redeemable capital stock	24	16
Net capital stock reclassified to mandatorily redeemable capital stock	$25,882	$1,632

Basis_of_Presentation

Basis of Presentation	9 Months Ended
	Sep. 30, 2013
Basis of Presentation [Abstract]	'
Basis of Accounting [Text Block]	'
	Basis of Presentation
	The accompanying interim financial statements of the Federal Home Loan Bank of Dallas (the “Bank”) are unaudited and have been prepared in accordance with accounting principles generally accepted in the United States of America (“U.S. GAAP”) for interim financial information and with the instructions provided by Article 10, Rule 10-01 of Regulation S-X promulgated by the Securities and Exchange Commission (“SEC”). Accordingly, they do not include all of the information and disclosures required by generally accepted accounting principles for complete financial statements. The financial statements contain all adjustments that are, in the opinion of management, necessary for a fair statement of the Bank’s 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.
	The Bank’s significant accounting policies and certain other disclosures are set forth in the notes to the audited financial statements for the year ended December 31, 2012. The interim financial statements presented herein should be read in conjunction with the Bank’s audited financial statements and notes thereto, which are included in the Bank’s Annual Report on Form 10-K for the year ended December 31, 2012 filed with the SEC on March 25, 2013 (the “2012 10-K”). The notes to the interim financial statements update and/or highlight significant changes to the notes included in the 2012 10-K.
	The Bank is one of 12 district Federal Home Loan Banks, each individually a “FHLBank” and collectively the “FHLBanks,” and, together with the Office of Finance, a joint office of the FHLBanks, the “FHLBank System.” The Office of Finance manages the sale and servicing of the FHLBanks’ consolidated obligations. The Federal Housing Finance Agency (“Finance Agency”), an independent agency in the executive branch of the U.S. government, supervises and regulates the FHLBanks and the Office of Finance.
	Use of Estimates. The preparation of financial statements in conformity with U.S. GAAP requires management to make assumptions and estimates. These assumptions and estimates may affect the reported amounts of assets and liabilities, the disclosure of contingent assets and liabilities, and the reported amounts of income and expenses. Significant assumptions include those that are used by the Bank in its periodic evaluation of its holdings of non-agency residential mortgage-backed securities for other-than-temporary impairment (“OTTI”). Significant estimates include the valuations of the Bank’s investment securities, as well as its derivative instruments and any associated hedged items. Actual results could differ from these estimates.

Recently_Issued_Accounting_Gui

Recently Issued Accounting Guidance	9 Months Ended
	Sep. 30, 2013
Recently Issued Accounting Guidance [Abstract]	'
Description of New Accounting Pronouncements Not yet Adopted [Text Block]	'
	Recently Issued Accounting Guidance
	Presentation of Comprehensive Income. On February 5, 2013, the Financial Accounting Standards Board ("FASB") issued Accounting Standards Update ("ASU") 2013-02 "Reporting of Amounts Reclassified Out of Accumulated Other Comprehensive Income" ("ASU 2013-02"), which requires an entity to report, either on the face of the statement where net income is presented or in the notes, the effect of significant reclassifications out of accumulated other comprehensive income on the respective line items in net income if the amount being reclassified is required under U.S. GAAP to be reclassified in its entirety to net income. For other amounts that are not required under U.S. GAAP to be reclassified in their entirety to net income in the same reporting period, an entity is required to cross-reference other disclosures required under U.S. GAAP that provide additional detail about those amounts. The guidance in ASU 2013-02 is effective prospectively for fiscal years, and interim periods within those years, beginning after December 15, 2012 (January 1, 2013 for the Bank). The adoption of this guidance did not have any impact on the Bank’s results of operations or financial condition. The required disclosures are presented in Note 18.
	Disclosures about Offsetting Assets and Liabilities. On December 16, 2011, the FASB issued ASU 2011-11 "Disclosures about Offsetting Assets and Liabilities," which, as clarified, requires enhanced disclosures about derivatives, repurchase agreements and reverse repurchase agreements, and securities borrowing and securities lending transactions that are either offset in the statement of financial position or subject to an enforceable master netting arrangement or similar agreement, irrespective of whether they are offset. This information is intended to enable users of an entity's financial statements to evaluate the effect or potential effect of netting arrangements on an entity's financial position, including the effect or potential effect of rights of setoff associated with these types of financial instruments.
	The eligibility criteria for offsetting are different in International Financial Reporting Standards ("IFRSs") and U.S. GAAP. For example, unlike IFRSs, U.S. GAAP provides entities the option to present net in their balance sheets derivatives that are subject to a legally enforceable netting arrangement with the same party where rights of setoff are only available in the event of default or bankruptcy. The new disclosure requirements allow investors to better compare financial statements prepared in accordance with IFRSs or U.S. GAAP and improve transparency in the reporting of how entities mitigate credit risk, including disclosure of related collateral pledged or received.
	The guidance is effective for annual reporting periods beginning on or after January 1, 2013, and interim periods within those annual periods (January 1, 2013 for the Bank), and is to be applied retrospectively to all periods presented. The adoption of this guidance did not have any impact on the Bank’s results of operations or financial condition. The required disclosures are presented in Note 10.
	Asset Classification and Charge-offs. On April 9, 2012, the Finance Agency issued Advisory Bulletin 2012-02, "Framework for Adversely Classifying Loans, Other Real Estate Owned, and Other Assets and Listing Assets for Special Mention" ("AB 2012-02"). The guidance establishes a standard and uniform methodology for classifying assets and prescribes the timing of asset charge-offs, excluding investment securities. The guidance in AB 2012-02 is generally consistent with the Uniform Retail Credit Classification and Account Management Policy issued by the federal banking regulators in June 2000. The adoption of the accounting guidance in AB 2012-02, which is effective January 1, 2015, is not expected to have a significant impact on the Bank's results of operations or financial condition.
	Joint and Several Liability Arrangements. On February 28, 2013, the FASB issued ASU 2013-04 “Obligations Resulting from Joint and Several Liability Arrangements for Which the Total Amount of the Obligation Is Fixed at the Reporting Date” (“ASU 2013-04”), which provides guidance for the recognition, measurement and disclosure of obligations resulting from joint and several liability arrangements for which the total amount of the obligation within the scope of the guidance is fixed at the reporting date. ASU 2013-04 requires an entity to measure these obligations as the sum of (1) the amount the reporting entity agreed to pay on the basis of its arrangement among its co-obligors and (2) any additional amount the reporting entity expects to pay on behalf of its co-obligors. ASU 2013-04 also requires an entity to disclose the nature and amount of the obligation as well as other information about those obligations. The guidance in ASU 2013-04 is effective for fiscal years, and interim periods within those years, beginning after December 15, 2013 (January 1, 2014 for the Bank) and is to be applied retrospectively to all prior periods presented. The adoption of this guidance will not have any impact on the Bank's results of operations or financial condition.

Trading_Securities

Trading Securities	9 Months Ended
	Sep. 30, 2013
Trading Securities [Abstract]	'
Trading Securities Disclosure [Text Block]	'
	Trading Securities
	Trading securities as of September 30, 2013 and December 31, 2012 were as follows (in thousands):
		September 30, 2013		December 31, 2012
	U.S. Treasury Bills	$	699,587	$	—
	Other	9,016		7,541
	Total	$	708,603	$	7,541
	Other trading securities consist solely of mutual fund investments associated with the Bank's non-qualified deferred compensation plans.

AvailableforSale_Securities

Available-for-Sale Securities	9 Months Ended
	Sep. 30, 2013
Available-for-sale Securities [Abstract]	'
Available-for-Sale Securities Disclosure [Text Block]	'
	Available-for-Sale Securities
	Major Security Types. Available-for-sale securities as of September 30, 2013 were as follows (in thousands):
		Amortized				Gross Unrealized Gains				Gross				Estimated
		Cost								Unrealized				Fair
										Losses				Value
	Debentures
	U.S. government-guaranteed obligations	$	54,564			$	62			$	108			$	54,518
	Government-sponsored enterprises	5,023,165				4,570				6,440				5,021,295
	Other	441,137				360				1,231				440,266
	Total	$	5,518,866			$	4,992			$	7,779			$	5,516,079
	Available-for-sale securities as of December 31, 2012 were as follows (in thousands):
		Amortized				Gross Unrealized Gains				Gross				Estimated
		Cost								Unrealized				Fair
										Losses				Value
	Debentures
	U.S. government-guaranteed obligations	$	56,119			$	301			$	3			$	56,417
	Government-sponsored enterprises	5,236,358				22,280				644				5,257,994
	Other	457,149				867				274				457,742
	Total	$	5,749,626			$	23,448			$	921			$	5,772,153
	Other debentures are fully secured by U.S. government-guaranteed obligations and the payment of interest on the debentures is guaranteed by an agency of the U.S. government. The amortized cost of the Bank's available-for-sale securities includes hedging adjustments. The following table summarizes (in thousands, except number of positions) the available-for-sale securities with unrealized losses as of September 30, 2013. The unrealized losses are aggregated by major security type and length of time that individual securities have been in a continuous loss position.
		Less than 12 Months											12 Months or More							Total
		Number of			Estimated				Gross				Number of			Estimated		Gross		Number of	Estimated		Gross
		Positions			Fair				Unrealized				Positions			Fair		Unrealized		Positions	Fair		Unrealized
					Value				Losses							Value		Losses			Value		Losses
	Debentures
	U.S. government-guaranteed obligations	3			$	35,198			$	108			—			$	—	$	—	3	$	35,198	$	108
	Government-sponsored enterprises	119			2,134,921				6,440				—			—		—		119	2,134,921		6,440
	Other	23			242,636				1,122				3			14,850		109		26	257,486		1,231
	Total	145			$	2,412,755			$	7,670			3			$	14,850	$	109	148	$	2,427,605	$	7,779
	The following table summarizes (in thousands, except number of positions) the available-for-sale securities with unrealized losses as of December 31, 2012. The unrealized losses are aggregated by major security type and length of time that individual securities have been in a continuous loss position.
		Less than 12 Months											12 Months or More							Total
		Number of			Estimated				Gross				Number of			Estimated		Gross		Number of	Estimated		Gross
		Positions			Fair				Unrealized				Positions			Fair		Unrealized		Positions	Fair		Unrealized
					Value				Losses							Value		Losses			Value		Losses
	Debentures
	U.S. government-guaranteed obligations	1			$	11,340			$	3			—			$	—	$	—	1	$	11,340	$	3
	Government-sponsored enterprises	23			448,123				629				1			2,373		15		24	450,496		644
	Other	18			141,151				274				—			—		—		18	141,151		274
	Total	42			$	600,614			$	906			1			$	2,373	$	15	43	$	602,987	$	921
	At September 30, 2013, the gross unrealized losses on the Bank’s available-for-sale securities were $7,779,000. All of the Bank's available-for-sale securities are either guaranteed by the U.S. government, issued by government-sponsored enterprises (“GSEs”), or fully secured by collateral that is guaranteed by the U.S government. As of September 30, 2013, the U.S. government and the issuers of the Bank’s holdings of GSE debentures were rated triple-A by Moody’s Investors Service (“Moody’s”) and Fitch Ratings, Ltd. (“Fitch”) and AA+ by Standard and Poor’s (“S&P”). The Bank's holdings of other debentures were rated Aaa by Moody's and AA+ by S&P at that date; the other debentures are not rated by Fitch. Based upon the Bank's assessment of the strength of the government guaranty, the Bank expects that the U.S. government-guaranteed debentures that were in an unrealized loss position at September 30, 2013 would not be settled at an amount less than the Bank's amortized cost basis in the investments. In addition, based upon the Bank’s assessment of the creditworthiness of the issuers of the GSE debentures and the credit ratings assigned by each of the nationally recognized statistical rating organizations (“NRSROs”), the Bank expects that its holdings of GSE debentures that were in an unrealized loss position at September 30, 2013 would not be settled at an amount less than the Bank’s amortized cost bases in these investments. Further, based on the creditworthiness of the issuer of the Bank's holdings of other debentures, the U.S. government's guaranty of the payment of principal and interest on the collateral securing those debentures, and the guaranty of the payment of interest on the debentures by an agency of the U.S. government, the Bank expects that its holdings of other debentures that were in an unrealized loss position at September 30, 2013 would not be settled at an amount less than the Bank’s amortized cost bases in these investments. Because the current market value deficits associated with the Bank's available-for-sale securities are not attributable to credit quality, and because the Bank does not intend to sell the investments and it is not more likely than not that the Bank will be required to sell the investments before recovery of their amortized cost bases, the Bank does not consider any of these investments to be other-than-temporarily impaired at September 30, 2013.
	Redemption Terms. The amortized cost and estimated fair value of available-for-sale securities by contractual maturity at September 30, 2013 and December 31, 2012 are presented below (in thousands).
				September 30, 2013								December 31, 2012
		Maturity		Amortized Cost				Estimated				Amortized Cost				Estimated
								Fair Value								Fair Value
		Debentures
		Due in one year or less		$	5,016			$	5,019			$	—			$	—
		Due after one year through five years		3,871,921				3,874,920				3,340,880				3,349,030
		Due after five years through ten years		1,641,929				1,636,140				2,401,976				2,416,299
		Due after ten years		—				—				6,770				6,824
		Total		$	5,518,866			$	5,516,079			$	5,749,626			$	5,772,153
	Interest Rate Payment Terms. The following table provides interest rate payment terms for investment securities classified as available-for-sale at September 30, 2013 and December 31, 2012 (in thousands):
		September 30, 2013				December 31, 2012
	Amortized cost of available-for-sale securities
	Fixed-rate	$	5,443,866			$	5,674,626
	Variable-rate	75,000				75,000
	Total	$	5,518,866			$	5,749,626
	At September 30, 2013 and December 31, 2012, all of the Bank's fixed-rate available-for-sale securities were swapped to a variable rate.

HeldtoMaturity_Securities

Held-to-Maturity Securities	9 Months Ended
	Sep. 30, 2013
Held-to-maturity Securities, Unclassified [Abstract]	'
Held To Maturity Securities Disclosure [Text Block]	'
	Held-to-Maturity Securities
	Major Security Types. Held-to-maturity securities as of September 30, 2013 were as follows (in thousands):
		Amortized				OTTI Recorded in				Carrying				Gross				Gross				Estimated
		Cost				Accumulated Other				Value				Unrecognized				Unrecognized				Fair
						Comprehensive								Holding				Holding				Value
						Income (Loss)								Gains				Losses
	Debentures
	U.S. government-guaranteed obligations	$	33,373			$	—			$	33,373			$	126			$	161			$	33,338
	Mortgage-backed securities
	U.S. government-guaranteed obligations	10,746				—				10,746				50				—				10,796
	Government-sponsored enterprises	4,936,998				—				4,936,998				48,991				7,831				4,978,158
	Non-agency residential mortgage-backed securities	208,001				35,293				172,708				14,238				—				186,946
		5,155,745				35,293				5,120,452				63,279				7,831				5,175,900
	Total	$	5,189,118			$	35,293			$	5,153,825			$	63,405			$	7,992			$	5,209,238
	Held-to-maturity securities as of December 31, 2012 were as follows (in thousands):
		Amortized				OTTI Recorded in				Carrying				Gross				Gross				Estimated
		Cost				Accumulated Other				Value				Unrecognized				Unrecognized				Fair
						Comprehensive								Holding				Holding				Value
						Income (Loss)								Gains				Losses
	Debentures
	U.S. government-guaranteed obligations	$	38,759			$	—			$	38,759			$	176			$	175			$	38,760
	Mortgage-backed securities
	U.S. government-guaranteed obligations	12,973				—				12,973				60				—				13,033
	Government-sponsored enterprises	4,947,206				—				4,947,206				78,023				271				5,024,958
	Non-agency residential mortgage-backed securities	242,374				41,437				200,937				6,277				—				207,214
		5,202,553				41,437				5,161,116				84,360				271				5,245,205
	Total	$	5,241,312			$	41,437			$	5,199,875			$	84,536			$	446			$	5,283,965
	The following table summarizes (in thousands, except number of positions) the held-to-maturity securities with unrealized losses as of September 30, 2013. The unrealized losses include other-than-temporary impairments recorded in accumulated other comprehensive income (loss) and gross unrecognized holding losses (or, in the case of the Bank's holdings of non-agency residential mortgage-backed securities, gross unrecognized holding gains) and are aggregated by major security type and length of time that individual securities have been in a continuous loss position.
		Less than 12 Months											12 Months or More											Total
		Number of			Estimated				Gross				Number of			Estimated				Gross				Number of	Estimated		Gross
		Positions			Fair				Unrealized				Positions			Fair				Unrealized				Positions	Fair		Unrealized
					Value				Losses							Value				Losses					Value		Losses
	Debentures
	U.S. government-guaranteed obligations	—			$	—			$	—			2			$	16,524			$	161			2	$	16,524	$	161
	Mortgage-backed securities
	Government-sponsored enterprises	54			1,703,842				7,372				12			93,651				459				66	1,797,493		7,831
	Non-agency residential mortgage-backed securities	—			—				—				29			170,099				21,367				29	170,099		21,367
		54			1,703,842				7,372				41			263,750				21,826				95	1,967,592		29,198
	Total	54			$	1,703,842			$	7,372			43			$	280,274			$	21,987			97	$	1,984,116	$	29,359
	The following table summarizes (in thousands, except number of positions) the held-to-maturity securities with unrealized losses as of December 31, 2012. The unrealized losses include other-than-temporary impairments recorded in accumulated other comprehensive income (loss) and gross unrecognized holding losses (or, in the case of the Bank's holdings of non-agency residential mortgage-backed securities, gross unrecognized holding gains) and are aggregated by major security type and length of time that individual securities have been in a continuous loss position.
		Less than 12 Months											12 Months or More											Total
		Number of			Estimated				Gross				Number of			Estimated				Gross				Number of	Estimated		Gross
		Positions			Fair				Unrealized				Positions			Fair				Unrealized				Positions	Fair		Unrealized
					Value				Losses							Value				Losses					Value		Losses
	Debentures
	U.S. government-guaranteed obligations	—			$	—			$	—			2			$	17,874			$	175			2	$	17,874	$	175
	Mortgage-backed securities
	Government-sponsored enterprises	5			27,577				9				13			125,534				262				18	153,111		271
	Non-agency residential mortgage-backed securities	—			—				—				30			207,214				35,160				30	207,214		35,160
		5			27,577				9				43			332,748				35,422				48	360,325		35,431
	Total	5			$	27,577			$	9			45			$	350,622			$	35,597			50	$	378,199	$	35,606
	At September 30, 2013, the gross unrealized losses on the Bank’s held-to-maturity securities were $29,359,000, of which $21,367,000 was attributable to its holdings of non-agency (i.e., private-label) residential mortgage-backed securities and $7,992,000 was attributable to securities that are either guaranteed by the U.S. government or issued and guaranteed by GSEs. As of September 30, 2013, the U.S. government and the issuers of the Bank’s holdings of GSE mortgage-backed securities ("MBS") were rated triple-A by Moody’s and Fitch and AA+ by S&P.
	Based upon the Bank’s assessment of the strength of the government guarantees of the debentures held by the Bank, the credit ratings assigned by the NRSROs and the strength of the GSEs’ guarantees of the Bank’s holdings of agency MBS, the Bank expects that its holdings of U.S. government-guaranteed debentures and GSE MBS that were in an unrealized loss position at September 30, 2013 would not be settled at an amount less than the Bank’s amortized cost bases in these investments. Because the current market value deficits associated with these securities are not attributable to credit quality, and because the Bank does not intend to sell the investments and it is not more likely than not that the Bank will be required to sell the investments before recovery of their amortized cost bases, the Bank does not consider any of these investments to be other-than-temporarily impaired at September 30, 2013.
	The deterioration in the U.S. housing markets that occurred primarily during the period from 2007 through 2011, as reflected during that period by declines in the values of residential real estate and higher levels of delinquencies, defaults and losses on residential mortgages, including the mortgages underlying the Bank’s non-agency residential MBS (“RMBS”), generally increased the risk that the Bank may not ultimately recover the entire cost bases of some of its non-agency RMBS. Based on its analysis of the securities in this portfolio, however, the Bank believes that the unrealized losses as of September 30, 2013 were principally the result of liquidity risk related discounts in the non-agency RMBS market and do not accurately reflect the currently likely future credit performance of the securities.
	Because the ultimate receipt of contractual payments on the Bank’s non-agency RMBS will depend upon the credit and prepayment performance of the underlying loans and the credit enhancements for the senior securities owned by the Bank, the Bank closely monitors these investments in an effort to determine whether the credit enhancement associated with each security is sufficient to protect against potential losses of principal and interest on the underlying mortgage loans. The credit enhancement for each of the Bank’s non-agency RMBS is provided by a senior/subordinate structure, and none of the securities owned by the Bank are insured by third-party bond insurers. More specifically, each of the Bank’s non-agency RMBS represents a single security class within a securitization that has multiple classes of securities. Each security class has a distinct claim on the cash flows from the underlying mortgage loans, with the subordinate securities having a junior claim relative to the more senior securities. The Bank’s non-agency RMBS have a senior claim on the cash flows from the underlying mortgage loans.
	To assess whether the entire amortized cost bases of its 30 non-agency RMBS holdings are likely to be recovered, the Bank performed a cash flow analysis for each security as of September 30, 2013 using two third-party models. The first model considers borrower characteristics and the particular attributes of the loans underlying the Bank’s securities, in conjunction with assumptions about future changes in home prices and interest rates, to project prepayments, defaults and loss severities. A significant input to the first model is the forecast of future housing price changes for the relevant states and core based statistical areas (“CBSAs”), which are based upon an assessment of the individual housing markets. (The term “CBSA” refers collectively to metropolitan and micropolitan statistical areas as defined by the U.S. Office of Management and Budget; as currently defined, a CBSA must contain at least one urban area of 10,000 or more people.) The Bank’s housing price forecast as of September 30, 2013 assumed changes in home prices ranging from declines of 5 percent to increases of 8 percent over the 12-month period beginning July 1, 2013. For the vast majority of markets, the changes were projected to range from declines of 3 percent to increases of 7 percent. Thereafter, home prices were projected to recover using one of five different recovery paths that vary by housing market. Under those recovery paths, home prices were projected to increase as set forth in the table below.
	Months		Range of Annualized Rates
	6-Jan		0	%	-	3.00%
	12-Jul		1	%	-	4.00%
	13 - 18		2	%	-	4.00%
	19 - 30		2	%	-	5.00%
	31 - 54		2	%	-	6.00%
	Thereafter		2.3	%	-	5.60%
The month-by-month projections of future loan performance derived from the first model, which reflect projected prepayments, defaults and loss severities, are then input into a second model that allocates the projected loan level cash flows and losses to the various security classes in the securitization structure in accordance with its prescribed cash flow and loss allocation rules. In a securitization in which the credit enhancement for the senior securities is derived from the presence of subordinate securities, losses are generally allocated first to the subordinate securities until their principal balance is reduced to zero.
Based on the results of its cash flow analyses, the Bank determined it is likely that it will fully recover the remaining amortized cost bases of all of its non-agency RMBS. Because the Bank does not intend to sell the investments and it is not more likely than not that the Bank will be required to sell the investments before recovery of their remaining amortized cost bases, none of these securities were deemed to be other-than-temporarily impaired as of September 30, 2013.
Prior to July 1, 2012, 14 of the Bank's holdings of non-agency RMBS were determined to be other-than-temporarily impaired. The following table sets forth additional information for each of the securities that was deemed to be other-than-temporarily impaired in a prior period (in thousands). All of the Bank’s non-agency RMBS are rated by Moody’s, S&P and/or Fitch. The credit ratings presented in the table represent the lowest rating assigned to the security by any of these NRSROs as of September 30, 2013.
				30-Sep-13										Cumulative from Period of Initial Impairment Through September 30, 2013								September 30, 2013
		Period of		Credit		Unpaid				Amortized				Non-Credit				Accretion of				Carrying		Estimated
		Initial		Rating		Principal				Cost				Component of OTTI				Non-Credit				Value		Fair
		Impairment				Balance												Component						Value
Security #1		Q1 2009		Triple-C		$	13,288			$	10,438			$	10,271			$	7,405			$	7,572	$	9,622
Security #2		Q1 2009		Triple-C		13,174				12,479				12,389				7,975				8,065		10,833
Security #3		Q2 2009		Single-D		20,824				16,535				15,283				10,921				12,173		16,847
Security #4		Q2 2009		Triple-C		9,341				8,627				7,890				5,288				6,025		7,910
Security #5		Q3 2009		Triple-C		16,289				14,569				10,047				6,800				11,322		13,201
Security #6		Q3 2009		Triple-C		14,271				12,870				10,567				6,567				8,870		11,257
Security #7		Q3 2009		Single-B		5,093				5,015				3,575				2,130				3,570		4,546
Security #8		Q1 2010		Triple-C		7,641				7,619				4,968				2,840				5,491		6,645
Security #9		Q1 2010		Triple-C		3,182				3,145				2,208				1,257				2,194		2,672
Security #10		Q4 2010		Triple-C		6,309				5,884				3,331				1,479				4,032		5,110
Security #11		Q4 2010		Triple-C		7,745				7,740				4,096				1,870				5,514		6,435
Security #12		Q4 2010		Triple-C		4,145				4,061				1,820				815				3,056		3,466
Security #13		Q4 2010		Triple-C		4,938				4,923				2,418				1,216				3,721		4,224
Security #14		Q2 2011		Triple-C		12,226				11,995				5,942				2,949				9,002		10,181
Totals						$	138,466			$	125,900			$	94,805			$	59,512			$	90,607	$	112,949
The following table presents a rollforward for the three and nine months ended September 30, 2013 and 2012 of the amount related to credit losses on the Bank’s non-agency RMBS holdings for which a portion of an other-than-temporary impairment was recognized in other comprehensive income (loss) (in thousands).
	Three Months Ended								Nine Months Ended
	September 30,								September 30,
	2013				2012				2013				2012
Balance of credit losses, beginning of period	$	13,039			$	13,039			$	13,039			$	12,679
Credit losses on securities for which an other-than-temporary impairment was previously recognized	—				—				—				360
Principal shortfalls during the period	(614		)		—				(614		)		—
Increases in cash flows expected to be collected (accreted as interest income over the remaining lives of the applicable securities)	(70		)		—				(70		)		—
Balance of credit losses, end of period	$	12,355			$	13,039			$	12,355			$	13,039
Redemption Terms. The amortized cost, carrying value and estimated fair value of held-to-maturity securities by contractual maturity at September 30, 2013 and December 31, 2012 are presented below (in thousands). The expected maturities of some debentures could differ from the contractual maturities presented because issuers may have the right to call such debentures prior to their final stated maturities.
		September 30, 2013												December 31, 2012
Maturity		Amortized Cost				Carrying Value				Estimated Fair Value				Amortized Cost				Carrying Value				Estimated Fair Value
Debentures
Due in one year or less		$	—			$	—			$	—			$	503			$	503			$	505
Due after one year through five years		16,688				16,688				16,814				10,331				10,331				10,423
Due after five years through ten years		8,483				8,483				8,410				19,355				19,355				19,364
Due after ten years		8,202				8,202				8,114				8,570				8,570				8,468
		33,373				33,373				33,338				38,759				38,759				38,760
Mortgage-backed securities		5,155,745				5,120,452				5,175,900				5,202,553				5,161,116				5,245,205
Total		$	5,189,118			$	5,153,825			$	5,209,238			$	5,241,312			$	5,199,875			$	5,283,965
The amortized cost of the Bank’s mortgage-backed securities classified as held-to-maturity includes net purchase discounts of $38,439,000 and $52,608,000 at September 30, 2013 and December 31, 2012, respectively.
Interest Rate Payment Terms. The following table provides interest rate payment terms for investment securities classified as held-to-maturity at September 30, 2013 and December 31, 2012 (in thousands):
	September 30, 2013				December 31, 2012
Amortized cost of variable-rate held-to-maturity securities other than mortgage-backed securities	$	33,373			$	38,759
Amortized cost of held-to-maturity mortgage-backed securities
Fixed-rate pass-through securities	380				454
Collateralized mortgage obligations
Fixed-rate	883				1,050
Variable-rate	5,154,482				5,201,049
	5,155,745				5,202,553
Total	$	5,189,118			$	5,241,312
All of the Bank’s variable-rate collateralized mortgage obligations classified as held-to-maturity securities have coupon rates that are subject to interest rate caps, none of which were reached during 2012 or the nine months ended September 30, 2013.

Advances

Advances	9 Months Ended
	Sep. 30, 2013
Advances [Abstract]	'
Federal Home Loan Bank, Advances [Text Block]	'
	Advances
	Redemption Terms. At both September 30, 2013 and December 31, 2012, the Bank had advances outstanding at interest rates ranging from 0.04 percent to 8.61 percent, as summarized below (dollars in thousands).
			September 30, 2013						December 31, 2012
	Contractual Maturity		Amount				Weighted Average Interest Rate		Amount			Weighted Average Interest Rate
	Overdrawn demand deposit accounts		$	12			4.06%		$	7,682		4.12	%
	Due in one year or less		8,957,289				0.35		8,950,062			0.7
	Due after one year through two years		1,289,230				1.86		1,886,603			1.04
	Due after two years through three years		795,030				1.81		942,691			2.37
	Due after three years through four years		965,478				2.71		434,521			3
	Due after four years through five years		1,310,680				2.89		1,865,480			3.4
	Due after five years		1,058,814				2.93		1,521,679			3.13
	Amortizing advances		2,035,515				3.7		2,319,538			3.94
	Total par value		16,412,048				1.46	%	17,928,256			1.79	%
	Deferred prepayment fees		(15,962		)				(19,006		)
	Commitment fees		(113		)				(118		)
	Hedging adjustments		238,262						485,665
	Total		$	16,634,235					$	18,394,797
	The balances of overdrawn demand deposit accounts were fully collateralized at September 30, 2013 and December 31, 2012 and were repaid in early October 2013 and early January 2013, respectively. Amortizing advances require repayment according to predetermined amortization schedules.
	The Bank offers advances to members that may be prepaid on specified dates without the member incurring prepayment or termination fees (prepayable and callable advances). The prepayment of other advances requires the payment of a fee to the Bank (prepayment fee) if necessary to make the Bank financially indifferent to the prepayment of the advance. At September 30, 2013 and December 31, 2012, the Bank had aggregate prepayable and callable advances totaling $112,214,000 and $121,123,000, respectively, substantially all of which were amortizing advances.
	The Bank also offers putable advances. With a putable advance, the Bank purchases a put option from the member that allows the Bank to terminate the fixed-rate advance on specified dates and offer, subject to certain conditions, replacement funding at prevailing market rates. At September 30, 2013 and December 31, 2012, the Bank had putable advances outstanding totaling $1,653,471,000 and $2,572,471,000, respectively.
	The following table summarizes advances outstanding at September 30, 2013 and December 31, 2012, by the earlier of contractual maturity or next possible put date (in thousands):
	Contractual Maturity or Next Put Date		September 30, 2013				December 31, 2012
	Overdrawn demand deposit accounts		$	12			$	7,682
	Due in one year or less		10,580,359				11,193,533
	Due after one year through two years		1,181,230				1,876,203
	Due after two years through three years		724,530				786,691
	Due after three years through four years		658,358				392,021
	Due after four years through five years		432,730				601,359
	Due after five years		799,314				751,229
	Amortizing advances		2,035,515				2,319,538
	Total par value		$	16,412,048			$	17,928,256
	Interest Rate Payment Terms. The following table provides interest rate payment terms for advances outstanding at September 30, 2013 and December 31, 2012 (in thousands):
		September 30, 2013				December 31, 2012
	Fixed-rate
	Due in one year or less	$	7,932,949			$	7,979,254
	Due after one year	7,393,427				7,883,320
	Total fixed-rate	15,326,376				15,862,574
	Variable-rate
	Due in one year or less	1,041,672				1,016,682
	Due after one year	44,000				1,049,000
	Total variable-rate	1,085,672				2,065,682
	Total par value	$	16,412,048			$	17,928,256
	At September 30, 2013 and December 31, 2012, 33 percent and 42 percent, respectively, of the Bank’s fixed-rate advances were swapped to a variable rate.
	Prepayment Fees. When a member/borrower prepays an advance, the Bank could suffer lower future income if the principal portion of the prepaid advance is reinvested in lower-yielding assets. To protect against this risk, the Bank generally charges a prepayment fee that makes it financially indifferent to a borrower’s decision to prepay an advance. The Bank records prepayment fees received from members/borrowers on prepaid advances net of any associated hedging adjustments on those advances. These fees are reflected as interest income in the statements of income either immediately (as prepayment fees on advances) or over time (as interest income on advances) as further described below. In cases in which the Bank funds a new advance concurrent with or within a short period of time before or after the prepayment of an existing advance and the advance meets the accounting criteria to qualify as a modification of the prepaid advance, the net prepayment fee on the prepaid advance is deferred, recorded in the basis of the modified advance, and amortized into interest income over the life of the modified advance using the level-yield method. During the three months ended September 30, 2013 and 2012, gross advance prepayment fees received from members/borrowers were $74,234,000 and $23,526,000, respectively, of which $258,000 and $254,000, respectively, were deferred. During the nine months ended September 30, 2013 and 2012, gross advance prepayment fees received from members/borrowers were $84,238,000 and $29,309,000, respectively, of which $504,000 and $686,000, respectively, were deferred.

Allowance_for_Credit_Losses

Allowance for Credit Losses	9 Months Ended
	Sep. 30, 2013
Allowance for Credit Losses [Abstract]	'
Allowance for Credit Losses [Text Block]	'
	Allowance for Credit Losses
	An allowance for credit losses is separately established for each of the Bank’s identified portfolio segments, if necessary, to provide for probable losses inherent in its financing receivables portfolio and other off-balance sheet credit exposures as of the balance sheet date. To the extent necessary, an allowance for credit losses for off-balance sheet credit exposures is recorded as a liability.
	A portfolio segment is defined as the level at which an entity develops and documents a systematic method for determining its allowance for credit losses. The Bank has developed and documented a systematic methodology for determining an allowance for credit losses for the following portfolio segments: (1) advances and other extensions of credit to members, collectively referred to as “extensions of credit to members;” (2) government-guaranteed/insured mortgage loans held for portfolio; and (3) conventional mortgage loans held for portfolio.
	Classes of financing receivables are generally a disaggregation of a portfolio segment and are determined on the basis of their initial measurement attribute, the risk characteristics of the financing receivable and an entity’s method for monitoring and assessing credit risk. Because the credit risk arising from the Bank’s financing receivables is assessed and measured at the portfolio segment level, the Bank does not have separate classes of financing receivables within each of its portfolio segments.
	During the nine months ended September 30, 2013 and 2012, there were no purchases or sales of financing receivables, nor were any financing receivables reclassified to held for sale.
	Advances and Other Extensions of Credit to Members. In accordance with federal statutes, including the Federal Home Loan Bank Act of 1932, as amended (the “FHLB Act”), the Bank lends to financial institutions within its five-state district that are involved in housing finance. The FHLB Act requires the Bank to obtain and maintain sufficient collateral for advances and other extensions of credit to protect against losses. The Bank makes advances and otherwise extends credit only against eligible collateral, as defined by regulation. To ensure the value of collateral pledged to the Bank is sufficient to secure its advances and other extensions of credit, the Bank applies various haircuts, or discounts, to the collateral to determine the value against which borrowers may borrow. As additional security, the Bank has a statutory lien on each borrower’s capital stock in the Bank.
	On at least a quarterly basis, the Bank evaluates all outstanding extensions of credit to members/borrowers for potential credit losses. These evaluations include a review of: (1) the amount, type and performance of collateral available to secure the outstanding obligations; (2) metrics that may be indicative of changes in the financial condition and general creditworthiness of the member/borrower; and (3) the payment status of the obligations. Any outstanding extensions of credit that exhibit a potential credit weakness that could jeopardize the full collection of the outstanding obligations would be classified as substandard, doubtful or loss. The Bank did not have any advances or other extensions of credit to members/borrowers that were classified as substandard, doubtful or loss at September 30, 2013 or December 31, 2012.
	The Bank considers the amount, type and performance of collateral to be the primary indicator of credit quality with respect to its extensions of credit to members/borrowers. At September 30, 2013 and December 31, 2012, the Bank had rights to collateral on a borrower-by-borrower basis with an estimated value in excess of each borrower’s outstanding extensions of credit.
	The Bank continues to evaluate and, as necessary, modify its credit extension and collateral policies based on market conditions. At September 30, 2013 and December 31, 2012, the Bank did not have any advances that were past due, on non-accrual status, or considered impaired. There have been no troubled debt restructurings related to advances.
	The Bank has never experienced a credit loss on an advance or any other extension of credit to a member/borrower and, based on its credit extension and collateral policies, management currently does not anticipate any credit losses on its extensions of credit to members/borrowers. Accordingly, the Bank has not provided any allowance for credit losses on advances, nor has it recorded any liabilities to reflect an allowance for credit losses related to its off-balance sheet credit exposures.
	Mortgage Loans — Government-guaranteed/Insured. The Bank’s government-guaranteed/insured fixed-rate mortgage loans are insured or guaranteed by the Federal Housing Administration or the Department of Veterans Affairs. Any losses from these loans are expected to be recovered from those entities. Any losses from these loans that are not recovered from those entities are absorbed by the servicers. Therefore, the Bank has not established an allowance for credit losses on government-guaranteed/insured mortgage loans. Government-guaranteed/insured loans are not placed on non-accrual status.
	Mortgage Loans — Conventional Mortgage Loans. The Bank’s conventional mortgage loans were acquired through the Mortgage Partnership Finance® (“MPF”®) program, as more fully described in the Bank’s 2012 10-K. The allowance for losses on conventional mortgage loans is determined by an analysis that includes consideration of various data such as past performance, current performance, loan portfolio characteristics, collateral-related characteristics, industry data, and prevailing economic conditions. The allowance for losses on conventional mortgage loans also factors in the credit enhancement under the MPF program. Any incurred losses that are expected to be recovered from the credit enhancements are not reserved as part of the Bank’s allowance for loan losses.
	The Bank places a conventional mortgage loan on non-accrual status when the collection of the contractual principal or interest is 90 days or more past due. When a mortgage loan is placed on non-accrual status, accrued but uncollected interest is reversed against interest income. The Bank records cash payments received on non-accrual loans first as interest income until it recovers all interest, and then as a reduction of principal. A loan on non-accrual status is restored to accrual status when none of its contractual principal and interest is due and unpaid, and the Bank expects repayment of the remaining contractual interest and principal.
	A loan is considered impaired when, based on current information and events, it is probable that the Bank will be unable to collect all amounts due according to the contractual terms of the loan agreement. Collateral-dependent loans that are on non-accrual status are measured for impairment based on the fair value of the underlying property less estimated selling costs. Loans are considered collateral-dependent if repayment is expected to be provided solely by the sale of the underlying property; that is, there is no other available and reliable source of repayment. A collateral-dependent loan is impaired if the fair value of the underlying collateral is insufficient to recover the unpaid principal and interest on the loan. Interest income on impaired loans is recognized in the same manner as it is for non-accrual loans noted above.
	The Bank evaluates whether to record a charge-off on a conventional mortgage loan upon the occurrence of a confirming event. Confirming events include, but are not limited to, the occurrence of foreclosure or notification of a claim against any of the credit enhancements. A charge-off is recorded if the recorded investment in the loan will not be recovered.
	The Bank considers the key credit quality indicator for conventional mortgage loans to be the payment status of each loan. The table below summarizes the unpaid principal balance by payment status for mortgage loans at September 30, 2013 and December 31, 2012 (dollars in thousands). The unpaid principal balance approximates the recorded investment in the loans.
		September 30, 2013									December 31, 2012
		Conventional Loans			Government-			Total			Conventional Loans			Government-			Total
					Guaranteed/									Guaranteed/
					Insured Loans									Insured Loans
	Mortgage loans:
	30-59 days delinquent	$	1,148		$	2,947		$	4,095		$	1,344		$	3,897		$	5,241
	60-89 days delinquent	384			423			807			284			615			899
	90 days or more delinquent	809			226			1,035			994			313			1,307
	Total past due	2,341			3,596			5,937			2,622			4,825			7,447
	Total current loans	43,966			45,973			89,939			57,257			56,204			113,461
	Total mortgage loans	$	46,307		$	49,569		$	95,876		$	59,879		$	61,029		$	120,908
	Other delinquency statistics:
	In process of foreclosure (1)	$	383		$	22		$	405		$	465		$	15		$	480
	Serious delinquency rate (2)	1.7		%	0.5		%	1.1		%	1.6		%	0.5		%	1.1		%
	Past due 90 days or more and still accruing interest (3)	$	—		$	226		$	226		$	—		$	313		$	313
	Non-accrual loans	$	809		$	—		$	809		$	994		$	—		$	994
	Troubled debt restructurings	$	144		$	—		$	144		$	98		$	—		$	98
	_____________________________
	(1)	Includes loans where the decision of foreclosure or similar alternative such as pursuit of deed-in-lieu has been made.
	(2)	Loans that are 90 days or more past due or in the process of foreclosure expressed as a percentage of the total loan portfolio.
	(3)	Only government-guaranteed/insured mortgage loans continue to accrue interest after they become 90 days or more past due.
	At September 30, 2013 and December 31, 2012, the Bank’s other assets included $227,000 and $25,000, respectively, of real estate owned.
	Mortgage loans are considered impaired when, based upon current information and events, it is probable that the Bank will be unable to collect all principal and interest amounts due according to the contractual terms of the mortgage loan agreement. Each non-accrual mortgage loan and each troubled debt restructuring is specifically reviewed for impairment. At September 30, 2013 and December 31, 2012, the estimated value of the collateral securing each of these loans was in excess of the outstanding loan amount. Therefore, no specific reserve was established for any of these mortgage loans. The remaining conventional mortgage loans were evaluated for impairment on a pool basis. Based upon the current and past performance of these loans, the underwriting standards in place at the time the loans were acquired, and current economic conditions, the Bank determined that an allowance for loan losses of $175,000 was adequate to reserve for credit losses in its conventional mortgage loan portfolio at September 30, 2013. The following table presents the activity in the allowance for credit losses on conventional mortgage loans held for portfolio during the three and nine months ended September 30, 2013 and 2012 (in thousands):
		Three Months Ended September 30,						Nine Months Ended September 30,
		2013			2012			2013			2012
	Balance, beginning of period	$	175		$	190		$	183		$	192
	Chargeoffs	—			(7		)	(8		)	(9		)
	Balance, end of period	$	175		$	183		$	175		$	183
	The following table presents information regarding the balances of the Bank's conventional mortgage loans held for portfolio that were individually or collectively evaluated for impairment as well as information regarding the ending balance of the allowance for credit losses as of September 30, 2013 and December 31, 2012 (in thousands).
		September 30, 2013			December 31, 2012
	Ending balance of allowance for credit losses related to loans collectively evaluated for impairment	$	175		$	183
	Unpaid principal balance
	Individually evaluated for impairment	$	927		$	1,092
	Collectively evaluated for impairment	45,380			58,787
		$	46,307		$	59,879

Consolidated_Obligations

Consolidated Obligations	9 Months Ended
	Sep. 30, 2013
Debt Disclosure [Abstract]	'
Debt Disclosure [Text Block]	'
	Consolidated Obligations
	Consolidated obligations are the joint and several obligations of the FHLBanks and consist of consolidated obligation bonds and discount notes. Consolidated obligations are backed only by the financial resources of the 12 FHLBanks. Consolidated obligations are not obligations of, nor are they guaranteed by, the U.S. government. The FHLBanks issue consolidated obligations through the Office of Finance as their agent. In connection with each debt issuance, one or more of the FHLBanks specifies the amount of debt it wants issued on its behalf; the Bank receives the proceeds of only the debt issued on its behalf and is the primary obligor for only the portion of bonds and discount notes for which it has received the proceeds. The Bank records on its statements of condition only that portion of the consolidated obligations for which it is the primary obligor. Consolidated obligation bonds are issued primarily to raise intermediate- and long-term funds for the FHLBanks and are not subject to any statutory or regulatory limits on maturity. Consolidated obligation discount notes are issued to raise short-term funds and have maturities of one year or less. These notes are issued at a price that is less than their face amount and are redeemed at par value when they mature. For additional information regarding the FHLBanks’ joint and several liability on consolidated obligations, see Note 15.
	The par amounts of the 12 FHLBanks’ outstanding consolidated obligations, including consolidated obligations held as investments by other FHLBanks, were approximately $721 billion and $688 billion at September 30, 2013 and December 31, 2012, respectively. The Bank was the primary obligor on $28.6 billion and $32.6 billion (at par value), respectively, of these consolidated obligations.
	Interest Rate Payment Terms. The following table summarizes the Bank’s consolidated obligation bonds outstanding by interest rate payment terms at September 30, 2013 and December 31, 2012 (in thousands, at par value).
		September 30, 2013				December 31, 2012
	Fixed-rate	$	15,204,410			$	18,763,230
	Variable-rate	4,171,000				4,235,000
	Step-up	2,610,000				2,475,000
	Step-down	100,000				100,000
	Total par value	$	22,085,410			$	25,573,230
	At September 30, 2013 and December 31, 2012, 89 percent and 91 percent, respectively, of the Bank’s fixed-rate consolidated obligation bonds were swapped to a variable rate and 1 percent and 16 percent, respectively, of the Bank’s variable-rate consolidated obligation bonds were either swapped to a different variable-rate index or hedged with interest rate swaps that contain embedded caps that offset interest rate caps embedded in the bonds.
	Redemption Terms. The following is a summary of the Bank’s consolidated obligation bonds outstanding at September 30, 2013 and December 31, 2012, by contractual maturity (dollars in thousands):
			September 30, 2013						December 31, 2012
	Contractual Maturity		Amount				Weighted Average		Amount			Weighted Average
							Interest Rate					Interest Rate
	Due in one year or less		$	13,138,535			0.72	%	$	9,618,500		0.6	%
	Due after one year through two years		3,010,800				1.32		10,277,745			0.9
	Due after two years through three years		1,072,000				2.21		1,619,985			1.79
	Due after three years through four years		445,000				0.91		450,000			4.24
	Due after four years through five years		1,207,000				2.13		425,000			1.09
	Due after five years		3,212,075				1.81		3,182,000			2.21
	Total par value		22,085,410				1.11	%	25,573,230			1.07	%
	Premiums		47,545						83,833
	Discounts		(4,802		)				(6,149		)
	Hedging adjustments		(86,157		)				47,022
	Total		$	22,041,996					$	25,697,936
	At September 30, 2013 and December 31, 2012, the Bank’s consolidated obligation bonds outstanding included the following (in thousands, at par value):
		September 30, 2013				December 31, 2012
	Non-callable bonds	$	17,013,335			$	21,088,230
	Callable bonds	5,072,075				4,485,000
	Total par value	$	22,085,410			$	25,573,230
	The following table summarizes the Bank’s consolidated obligation bonds outstanding at September 30, 2013 and December 31, 2012, by the earlier of contractual maturity or next possible call date (in thousands, at par value):
	Contractual Maturity or Next Call Date		September 30, 2013				December 31, 2012
	Due in one year or less		$	18,055,610			$	13,813,500
	Due after one year through two years		2,770,800				9,467,745
	Due after two years through three years		732,000				1,459,985
	Due after three years through four years		50,000				430,000
	Due after four years through five years		397,000				—
	Due after five years		80,000				402,000
	Total par value		$	22,085,410			$	25,573,230
	Discount Notes. At September 30, 2013 and December 31, 2012, the Bank’s consolidated obligation discount notes, all of which are due within one year, were as follows (dollars in thousands):
		Book Value				Par Value			Weighted
									Average Implied
									Interest Rate
	30-Sep-13	$	6,513,829			$	6,515,000		0.08	%
	31-Dec-12	$	6,984,378			$	6,986,856		0.15	%
	None of the Bank's consolidated obligation discount notes were swapped at September 30, 2013 or December 31, 2012.

Affordable_Housing_Program_AHP

Affordable Housing Program ("AHP")	9 Months Ended
	Sep. 30, 2013
Affordable Housing Program (“AHP”) [Abstract]	'
Affordable Housing Program [Text Block]	'
	Affordable Housing Program (“AHP”)
	The following table summarizes the changes in the Bank’s AHP liability during the nine months ended September 30, 2013 and 2012 (in thousands):
		Nine Months Ended September 30,
		2013			2012
	Balance, beginning of period	$	29,620		$	32,313
	AHP assessment	7,750			7,172
	Grants funded, net of recaptured amounts	(6,454		)	(8,710		)
	Balance, end of period	$	30,916		$	30,775

Assets_and_Liabilities_Subject

Assets and Liabilities Subject to Offsetting	9 Months Ended
	Sep. 30, 2013
Assets and Liabilities Subject to Offsetting [Abstract]	'
Assets and Liabilities Subject to Offsetting [Text Block]	'
	Assets and Liabilities Subject to Offsetting
	The Bank has derivatives and securities purchased under agreements to resell that are subject to enforceable master netting agreements or similar arrangements. For purposes of reporting derivative assets and derivative liabilities, the Bank offsets the fair value amounts recognized for derivative instruments (including the right to reclaim cash collateral and the obligation to return cash collateral) where a legally enforceable right of setoff exists. The Bank did not have any liabilities that were eligible to offset its securities purchased under agreements to resell (i.e., securities sold under agreements to repurchase) as of September 30, 2013 or December 31, 2012.
	The Bank's derivative transactions are executed either bilaterally or, if required on and after June 10, 2013, cleared through a third-party central clearinghouse. The Bank has entered into master agreements with each of its bilateral derivative counterparties that provide for the netting of all transactions with each of these counterparties. Under its master agreements with its non-member bilateral derivative counterparties, collateral is delivered (or returned) daily when certain thresholds (ranging from $100,000 to $500,000) are met. The Bank offsets the fair value amounts recognized for bilaterally traded derivatives executed with the same counterparty, including any cash collateral remitted to or received from the counterparty. When entering into derivative transactions with its members, the Bank requires the member to post eligible collateral in an amount equal to the sum of the net market value of the member’s derivative transactions with the Bank (if the value is positive to the Bank) plus a percentage of the notional amount of any interest rate swaps, with market values determined on at least a monthly basis. Eligible collateral for derivative transactions with members consists of collateral that is eligible to secure advances and other obligations under the member's Advances and Security Agreement with the Bank. The Bank is not required to pledge collateral to its members to secure derivative positions. For cleared derivatives, all transactions with each clearing member of each clearinghouse are netted pursuant to legally enforceable setoff rights. Cleared derivatives are subject to initial and variation margin requirements established by the clearinghouse and its clearing members. Collateral associated with cleared derivatives (i.e., initial and variation margin) is delivered (or returned) daily and is not subject to any maximum unsecured thresholds. The Bank offsets the fair value amounts recognized for cleared derivatives transacted with each clearing member of each clearinghouse, including cash collateral pledged or received.
	The following table presents derivative instruments and securities purchased under agreements to resell with the legal right of offset, including the related collateral received from or pledged to counterparties as of September 30, 2013 and December 31, 2012 (in thousands).
			Gross Amounts of Recognized Financial Instruments		Gross Amounts Offset in the Statement of Condition			Net Amounts Presented in the Statement of Condition		Collateral Not Offset in the Statement of Condition (1)				Net Unsecured Amount
	30-Sep-13
	Assets
	Derivatives
	Bilateral derivatives		$	80,724	$	(69,567	)	$	11,157	$	(5,394	)	(2)	$	5,763
	Cleared derivatives		1,534		1,750			3,284		—				3,284
	Total derivatives		82,258		(67,817		)	14,441		(5,394		)		9,047
	Security purchased under agreement to resell		500,000		—			500,000		(500,000		)		—
	Total assets		$	582,258	$	(67,817	)	$	514,441	$	(505,394	)		$	9,047
	Liabilities
	Derivatives
	Bilateral derivatives		$	969,350	$	(959,354	)	$	9,996	$	—			$	9,996
	Cleared derivatives		550		(550		)	—		—				—
	Total derivatives		$	969,900	$	(959,904	)	$	9,996	$	—			$	9,996
	31-Dec-12
	Assets
	Bilateral derivatives		$	118,714	$	(104,767	)	$	13,947	$	(10,583	)	(3)	$	3,364
	Securities purchased under agreements to resell		3,000,000		—			3,000,000		(3,000,000		)		—
	Total assets		$	3,118,714	$	(104,767	)	$	3,013,947	$	(3,010,583	)		$	3,364
	Liabilities
	Bilateral derivatives		$	1,344,588	$	(1,333,320	)	$	11,268	$	—			$	11,268
	_____________________________
	(1)	Any overcollateralization at an individual clearinghouse/clearing member or bilateral counterparty level is not included in the determination of the net unsecured amount.
	(2)	Consists of $1,664,000 of securities pledged by a non-member bilateral counterparty and $3,730,000 of collateral pledged by member counterparties.
	(3)	Consists of $3,601,000 of securities pledged by a non-member bilateral counterparty and $6,982,000 of collateral pledged by member counterparties.

Derivatives_and_Hedging_Activi

Derivatives and Hedging Activities	9 Months Ended
	Sep. 30, 2013
Derivative Instruments and Hedging Activities Disclosure [Abstract]	'
Derivative Instruments and Hedging Activities Disclosure [Text Block]	'
	Derivatives and Hedging Activities
	Hedging Activities. As a financial intermediary, the Bank is exposed to interest rate risk. This risk arises from a variety of financial instruments that the Bank enters into on a regular basis in the normal course of its business. The Bank enters into interest rate swap, swaption, cap and forward rate agreements (collectively, interest rate exchange agreements) to manage its exposure to changes in interest rates. The Bank may use these instruments to adjust the effective maturity, repricing frequency, or option characteristics of financial instruments to achieve risk management objectives. The Bank has not entered into any credit default swaps or foreign exchange-related derivatives, nor is it currently a party to any swaptions or forward rate agreements.
	The Bank uses interest rate exchange agreements in two ways: either by designating the agreement as a fair value hedge of a specific financial instrument or firm commitment or by designating the agreement as a hedge of some defined risk in the course of its balance sheet management (referred to as an “economic hedge”). For example, the Bank uses interest rate exchange agreements in its overall interest rate risk management activities to adjust the interest rate sensitivity of consolidated obligations to approximate more closely the interest rate sensitivity of its assets (both advances and investments), and/or to adjust the interest rate sensitivity of advances or investments to approximate more closely the interest rate sensitivity of its liabilities. In addition to using interest rate exchange agreements to manage mismatches between the coupon features of its assets and liabilities, the Bank also uses interest rate exchange agreements to manage embedded options in assets and liabilities, to preserve the market value of existing assets and liabilities, to hedge the duration risk of prepayable instruments, to offset interest rate exchange agreements entered into with members (the Bank serves as an intermediary in these transactions), and to reduce funding costs.
	The Bank, consistent with Finance Agency regulations, enters into interest rate exchange agreements only to reduce potential market risk exposures inherent in otherwise unhedged assets and liabilities or to act as an intermediary between its members and the Bank’s derivative counterparties. The Bank is not a derivatives dealer and it does not trade derivatives for short-term profit.
	At inception, the Bank formally documents the relationships between derivatives designated as hedging instruments and their hedged items, its risk management objectives and strategies for undertaking the hedge transactions, and its method for assessing the effectiveness of the hedging relationships. This process includes linking all derivatives that are designated as fair value hedges to: (1) specific assets and liabilities on the statements of condition or (2) firm commitments. The Bank also formally assesses (both at the inception of the hedging relationship and on a monthly basis thereafter) whether the derivatives that are used in hedging transactions have been effective in offsetting changes in the fair value of hedged items and whether those derivatives may be expected to remain effective in future periods. The Bank uses regression analyses to assess the effectiveness of its hedges.
	Investments — The Bank has invested in agency and non-agency MBS, all of which are classified as held-to-maturity. The interest rate and prepayment risk associated with these investment securities is managed through consolidated obligations and/or derivatives. The Bank may manage prepayment and duration risk presented by some investment securities with either callable or non-callable consolidated obligations or interest rate exchange agreements, including caps and interest rate swaps.
	A substantial portion of the Bank’s held-to-maturity securities are variable-rate MBS that include caps that would limit the variable-rate coupons if short-term interest rates rise dramatically. To hedge a portion of the potential cap risk embedded in these securities, the Bank has entered into interest rate cap agreements. These derivatives are treated as economic hedges.
	The Bank has also invested in agency and other highly rated debentures. Substantially all of the Bank's available-for-sale securities are fixed-rate debentures. To hedge the interest rate risk associated with these fixed-rate investment securities, the Bank entered into fixed-for-floating interest rate exchange agreements, which are designated as fair value hedges.
	Advances — The Bank issues both fixed-rate and variable-rate advances. When appropriate, the Bank uses interest rate exchange agreements to adjust the interest rate sensitivity of its fixed-rate advances to approximate more closely the interest rate sensitivity of its liabilities. With issuances of putable advances, the Bank purchases from the member a put option that enables the Bank to terminate a fixed-rate advance on specified future dates. This embedded option is clearly and closely related to the host advance contract. The Bank typically hedges a putable advance by entering into a cancelable interest rate exchange agreement where the Bank pays a fixed coupon and receives a variable coupon, and sells an option to cancel the swap to the swap counterparty. This type of hedge is treated as a fair value hedge. The swap counterparty can cancel the interest rate exchange agreement on the call date and the Bank can cancel the putable advance and offer, subject to certain conditions, replacement funding at prevailing market rates.
	A small portion of the Bank’s variable-rate advances are subject to interest rate caps that would limit the variable-rate coupons if short-term interest rates rise above a predetermined level. To hedge the cap risk embedded in these advances, the Bank generally enters into interest rate cap agreements. This type of hedge is treated as a fair value hedge.
	The Bank may hedge a firm commitment for a forward-starting advance through the use of an interest rate swap. In this case, the swap will function as the hedging instrument for both the firm commitment and the subsequent advance. The carrying value of the firm commitment will be included in the basis of the advance at the time the commitment is terminated and the advance is issued. The basis adjustment will then be amortized into interest income over the life of the advance.
	The Bank enters into optional advance commitments with its members. In an optional advance commitment, the Bank sells an option to the member that provides the member with the right to enter into an advance at a specified fixed rate and term on a specified future date, provided the member has satisfied all of the customary requirements for such advance. Optional advance commitments involving Community Investment Program (“CIP”) and Economic Development Program (“EDP”) advances with a commitment period of three months or less are currently provided at no cost to members. The Bank may hedge an optional advance commitment through the use of an interest rate swaption. In this case, the swaption will function as the hedging instrument for both the commitment and, if the option is exercised by the member, the subsequent advance. These swaptions are treated as economic hedges.
	Consolidated Obligations — While consolidated obligations are the joint and several obligations of the FHLBanks, each FHLBank is the primary obligor for the consolidated obligations it has issued or assumed from another FHLBank. The Bank generally enters into derivative contracts to hedge the interest rate risk associated with its specific debt issuances.
	To manage the interest rate risk of certain of its consolidated obligations, the Bank will match the cash outflow on a consolidated obligation with the cash inflow of an interest rate exchange agreement. With issuances of fixed-rate consolidated obligation bonds, the Bank typically enters into a matching interest rate exchange agreement in which the counterparty pays fixed cash flows to the Bank that are designed to mirror in timing and amount the cash outflows the Bank pays on the consolidated obligation. In this transaction, the Bank pays a variable cash flow that closely matches the interest payments it receives on short-term or variable-rate assets, typically one-month or three-month LIBOR. These transactions are treated as fair value hedges. On occasion, the Bank may enter into fixed-for-floating interest rate exchange agreements to hedge the interest rate risk associated with certain of its consolidated obligation discount notes. The derivatives associated with the Bank’s discount note hedging are treated as economic hedges. The Bank may also use interest rate exchange agreements to convert variable-rate consolidated obligation bonds from one index rate (e.g., the daily effective federal funds rate) to another index rate (e.g., one-month or three-month LIBOR); these transactions are treated as economic hedges.
	The Bank has not issued consolidated obligations denominated in currencies other than U.S. dollars.
	Balance Sheet Management — From time to time, the Bank may enter into interest rate basis swaps to reduce its exposure to changing spreads between one-month and three-month LIBOR. In addition, to reduce its exposure to reset risk, the Bank may occasionally enter into forward rate agreements. These derivatives are treated as economic hedges.
	Intermediation — The Bank offers interest rate swaps, caps and floors to its members to assist them in meeting their hedging needs. In these transactions, the Bank acts as an intermediary for its members by entering into an interest rate exchange agreement with a member and then entering into an offsetting interest rate exchange agreement with one of the Bank’s approved derivative counterparties. All interest rate exchange agreements related to the Bank’s intermediary activities with its members are accounted for as economic hedges.
	Accounting for Derivatives and Hedging Activities. The Bank accounts for derivatives and hedging activities in accordance with the guidance in Topic 815 of the FASB’s Accounting Standards Codification (“ASC”) entitled “Derivatives and Hedging” (“ASC 815”). All derivatives are recognized on the statements of condition at their fair values, including accrued interest receivable and payable. For purposes of reporting derivative assets and derivative liabilities, the Bank offsets the fair value amounts recognized for derivative instruments (including the right to reclaim cash collateral and the obligation to return cash collateral) where a legally enforceable right of setoff exists.
	Changes in the fair value of a derivative that is effective as — and that is designated and qualifies as — a fair value hedge, along with changes in the fair value of the hedged asset or liability that are attributable to the hedged risk (including changes that reflect gains or losses on firm commitments), are recorded in current period earnings. Any hedge ineffectiveness (which represents the amount by which the change in the fair value of the derivative differs from the change in the fair value of the hedged item attributable to the hedged risk) is recorded in other income (loss) as “net gains (losses) on derivatives and hedging activities.” Net interest income/expense associated with derivatives that qualify for fair value hedge accounting under ASC 815 is recorded as a component of net interest income. An economic hedge is defined as a derivative hedging specific or non-specific assets or liabilities that does not qualify or was not designated for hedge accounting under ASC 815, but is an acceptable hedging strategy under the Bank’s Risk Management Policy. These hedging strategies also comply with Finance Agency regulatory requirements prohibiting speculative derivative transactions. An economic hedge by definition introduces the potential for earnings variability as changes in the fair value of a derivative designated as an economic hedge are recorded in current period earnings with no offsetting fair value adjustment to an asset or liability. Both the net interest income/expense and the fair value changes associated with derivatives in economic hedging relationships are recorded in other income (loss) as “net gains (losses) on derivatives and hedging activities.” Cash flows associated with derivatives are reported as cash flows from operating activities in the statements of cash flows, unless the derivatives contain an other-than-insignificant financing element, in which case the cash flows are reported as cash flows from financing activities.
	If hedging relationships meet certain criteria specified in ASC 815, they are eligible for hedge accounting and the offsetting changes in fair value of the hedged items may be recorded in earnings. The application of hedge accounting generally requires the Bank to evaluate the effectiveness of the hedging relationships on an ongoing basis and to calculate the changes in fair value of the derivatives and related hedged items independently. This is commonly known as the “long-haul” method of hedge accounting. Transactions that meet more stringent criteria qualify for the “shortcut” method of hedge accounting in which an assumption can be made that the change in fair value of a hedged item exactly offsets the change in value of the related derivative. The Bank considers hedges of committed advances to be eligible for the shortcut method of accounting as long as the settlement of the committed advance occurs within the shortest period possible for that type of instrument based on market settlement conventions, the fair value of the swap is zero at the inception of the hedging relationship, and the transaction meets all of the other criteria for shortcut accounting specified in ASC 815. The Bank has defined the market settlement convention to be five business days or less for advances. The Bank records the changes in fair value of the derivative and the hedged item beginning on the trade date.
	The Bank may issue debt, make advances, or purchase financial instruments in which a derivative instrument is “embedded” and the financial instrument that embodies the embedded derivative instrument is not remeasured at fair value with changes in fair value reported in earnings as they occur. Upon execution of these transactions, the Bank assesses whether the economic characteristics of the embedded derivative are clearly and closely related to the economic characteristics of the remaining component of the financial instrument (i.e., the host contract) and whether a separate, non-embedded instrument with the same terms as the embedded instrument would meet the definition of a derivative instrument. When it is determined that (1) the embedded derivative possesses economic characteristics that are not clearly and closely related to the economic characteristics of the host contract and (2) a separate, stand-alone instrument with the same terms would qualify as a derivative instrument, the embedded derivative is separated from the host contract, carried at fair value, and designated as either (1) a hedging instrument in a fair value hedge or (2) a stand-alone derivative instrument pursuant to an economic hedge. However, if the entire contract were to be measured at fair value, with changes in fair value reported in current earnings, or if the Bank could not reliably identify and measure the embedded derivative for purposes of separating that derivative from its host contract, the entire contract would be carried on the statement of condition at fair value and no portion of the contract would be separately accounted for as a derivative.
	The Bank discontinues hedge accounting prospectively when: (1) management determines that the derivative is no longer effective in offsetting changes in the fair value of a hedged item; (2) the derivative and/or the hedged item expires or is sold, terminated, or exercised; (3) a hedged firm commitment no longer meets the definition of a firm commitment; or (4) management determines that designating the derivative as a hedging instrument in accordance with ASC 815 is no longer appropriate.
	When fair value hedge accounting for a specific derivative is discontinued due to the Bank’s determination that such derivative no longer qualifies for hedge accounting treatment, the Bank will continue to carry the derivative on the statement of condition at its fair value, cease to adjust the hedged asset or liability for changes in fair value, and amortize the cumulative basis adjustment on the formerly hedged item into earnings over its remaining term using the level-yield method. In all cases in which hedge accounting is discontinued and the derivative remains outstanding, the Bank will carry the derivative at its fair value on the statement of condition, recognizing changes in the fair value of the derivative in current period earnings.
	When hedge accounting is discontinued because the hedged item no longer meets the definition of a firm commitment, the Bank continues to carry the derivative on the statement of condition at its fair value, removing from the statement of condition any asset or liability that was recorded to recognize the firm commitment and recording it as a gain or loss in current period earnings.
	Impact of Derivatives and Hedging Activities. The following table summarizes the notional balances and estimated fair values of the Bank’s outstanding derivatives at September 30, 2013 and December 31, 2012 (in thousands).
			September 30, 2013												December 31, 2012
			Notional Amount of				Estimated Fair Value								Notional Amount of			Estimated Fair Value
			Derivatives				Derivative				Derivative				Derivatives			Derivative			Derivative
							Assets				Liabilities							Assets			Liabilities
	Derivatives designated as hedging instruments under ASC 815
	Interest rate swaps
	Advances		$	5,041,678			$	13,081			$	273,413			$	6,723,412		$	115		$	521,397
	Available-for-sale securities		4,924,934				7,013				584,956				4,924,934			30			797,572
	Consolidated obligation bonds		15,944,410				42,034				104,731				19,401,230			95,457			16,946
	Interest rate caps related to advances		25,000				6				—				28,000			9			—
	Total derivatives designated as hedging instruments under ASC 815		25,936,022				62,134				963,100				31,077,576			95,611			1,335,915
	Derivatives not designated as hedging instruments under ASC 815
	Interest rate swaps
	Advances		14,800				—				45				5,292			—			59
	Consolidated obligation bonds		—				—				—				650,000			969			—
	Basis swaps		3,700,000				12,181				—				4,700,000			13,001			—
	Intermediary transactions		110,896				4,167				3,939				104,154			7,029			6,805
	Interest rate swaptions related to optional advance commitments		—				—				—				50,000			—			—
	Interest rate caps
	Held-to-maturity securities		4,100,000				960				—				3,900,000			295			—
	Intermediary transactions		110,000				2,816				2,816				110,000			1,809			1,809
	Total derivatives not designated as hedging instruments under ASC 815		8,035,696				20,124				6,800				9,519,446			23,103			8,673
	Total derivatives before collateral and netting adjustments		$	33,971,718			82,258				969,900				$	40,597,022		118,714			1,344,588
	Cash collateral and related accrued interest						(937		)		(893,024		)					—			(1,228,553		)
	Netting adjustments						(66,880		)		(66,880		)					(104,767		)	(104,767		)
	Total collateral and netting adjustments(1)						(67,817		)		(959,904		)					(104,767		)	(1,333,320		)
	Net derivative balances reported in statements of condition						$	14,441			$	9,996						$	13,947		$	11,268
	_____________________________
	(1)	Amounts represent the effect of legally enforceable master netting agreements or other legally enforceable arrangements between the Bank and its derivative counterparties that allow the Bank to offset positive and negative positions as well as the cash collateral held or placed with those same counterparties.
	The following table presents the components of net gains (losses) on derivatives and hedging activities as presented in the statements of income for the three and nine months ended September 30, 2013 and 2012 (in thousands).
		Gain (Loss) Recognized in Earnings for the								Gain (Loss) Recognized in Earnings for the
		Three Months Ended September 30,								Nine Months Ended September 30,
		2013				2012				2013				2012
	Derivatives and hedged items in ASC 815 fair value hedging relationships
	Interest rate swaps	$	601			$	(896	)		$	2,850			$	(3,213	)
	Interest rate caps	(3		)		(14		)		(3		)		(88		)
	Total net gain (loss) related to fair value hedge ineffectiveness	598				(910		)		2,847				(3,301		)
	Derivatives not designated as hedging instruments under ASC 815
Net interest income on interest rate swaps	692				2,491				2,958				8,357
Interest rate swaps
Advances	139				2				190				50
Consolidated obligation bonds	(154		)		395				(769		)		2,653
Consolidated obligation discount notes	—				—				—				784
Basis swaps	(1,270		)		(8,383		)		(452		)		(7,878		)
Intermediary transactions	(7		)		(3		)		4				(7		)
Interest rate swaptions related to optional advance commitments	—				(199		)		—				(1,933		)
Interest rate caps
Held-to-maturity securities	(661		)		(501		)		(565		)		(3,301		)
Intermediary transactions	—				—				—				6
Total net gain (loss) related to derivatives not designated as hedging instruments under ASC 815	(1,261		)		(6,198		)		1,366				(1,269		)
Net gains (losses) on derivatives and hedging activities reported in the statements of income	$	(663	)		$	(7,108	)		$	4,213			$	(4,570	)
The following table presents, by type of hedged item, the gains (losses) on derivatives and the related hedged items in ASC 815 fair value hedging relationships and the impact of those derivatives on the Bank’s net interest income for the three and nine months ended September 30, 2013 and 2012 (in thousands).
Hedged Item		Gain (Loss) on				Gain (Loss) on				Net Fair Value				Derivative Net
		Derivatives				Hedged Items				Hedge				Interest Income (Expense)(2)
										Ineffectiveness (1)
Three Months Ended September 30, 2013
Advances		$	11,284			$	(11,539	)		$	(255	)		$	(32,660	)
Available-for-sale securities		(13,603		)		14,650				1,047				(20,117		)
Consolidated obligation bonds		10,041				(10,235		)		(194		)		29,898
Total		$	7,722			$	(7,124	)		$	598			$	(22,879	)
Three Months Ended September 30, 2012
Advances		$	(14,908	)		$	14,353			$	(555	)		$	(39,967	)
Available-for-sale securities		(51,566		)		51,536				(30		)		(18,275		)
Consolidated obligation bonds		3,550				(3,875		)		(325		)		34,945
Total		$	(62,924	)		$	62,014			$	(910	)		$	(23,297	)
Nine Months Ended September 30, 2013
Advances		$	173,158			$	(173,037	)		$	121			$	(107,868	)
Available-for-sale securities		152,903				(150,404		)		2,499				(60,327		)
Consolidated obligation bonds		(140,643		)		140,870				227				91,822
Total		$	185,418			$	(182,571	)		$	2,847			$	(76,373	)
Nine Months Ended September 30, 2012
Advances		$	(18,117	)		$	17,006			$	(1,111	)		$	(128,105	)
Available-for-sale securities		(147,513		)		147,067				(446		)		(52,232		)
Consolidated obligation bonds		(35,113		)		33,369				(1,744		)		123,386
Total		$	(200,743	)		$	197,442			$	(3,301	)		$	(56,951	)
_____________________________
(1)	Reported as net gains (losses) on derivatives and hedging activities in the statements of income.
(2)	The net interest income (expense) associated with derivatives in ASC 815 fair value hedging relationships is reported in the statements of income in the interest income/expense line item for the indicated hedged item.
Credit Risk Related to Derivatives. The Bank is subject to credit risk due to the risk of nonperformance by counterparties to its derivative agreements. The Bank manages derivative counterparty credit risk through the use of master netting agreements or other similar collateral exchange arrangements, credit analysis, and adherence to the requirements set forth in the Bank’s Risk Management Policy and Finance Agency regulations. The Bank has transacted the vast majority of its interest rate exchange agreements bilaterally with large financial institutions under master netting agreements (as of September 30, 2013, the notional balance of transactions with bilateral counterparties totaled $32 billion). Some of these institutions (or their affiliates) buy, sell, and distribute consolidated obligations. The remainder of the Bank's interest rate exchange agreements have been cleared through a third-party central clearinghouse (as of September 30, 2013, the notional balance of cleared transactions totaled $2 billion). With cleared transactions, the Bank is exposed to credit risk in the event that the clearinghouse or the clearing member fails to meet its obligations to the Bank.
The notional amount of interest rate exchange agreements does not reflect the Bank’s credit risk exposure, which is much less than the notional amount. The Bank's net credit risk exposure is based on the current estimated cost, on a present value basis, of replacing at current market rates all interest rate exchange agreements with individual counterparties, if those counterparties were to default, after taking into account the value of any cash and/or securities collateral held or remitted by the Bank. For counterparties with which the Bank is in a net gain position, the Bank has credit exposure when the collateral it is holding (if any) has a value less than the amount of the gain. For counterparties with which the Bank is in a net loss position, the Bank has credit exposure when it has delivered collateral with a value greater than the amount of the loss position. The net exposure on derivative agreements is presented in Note 10. Based on the netting provisions and collateral requirements associated with its derivative agreements and the creditworthiness of its derivative counterparties, Bank management does not currently anticipate any credit losses on its derivative agreements.

Capital

Capital	9 Months Ended
	Sep. 30, 2013
Capital [Abstract]	'
Stockholders' Equity Note Disclosure [Text Block]	'
	Capital
	At all times during the nine months ended September 30, 2013, the Bank was in compliance with all applicable statutory and regulatory capital requirements. The following table summarizes the Bank’s compliance with those capital requirements as of September 30, 2013 and December 31, 2012 (dollars in thousands):
		September 30, 2013						December 31, 2012
		Required			Actual			Required			Actual
	Regulatory capital requirements:
	Risk-based capital	$	453,982		$	1,808,663		$	404,265		$	1,793,383
	Total capital	$	1,252,793		$	1,808,663		$	1,430,213		$	1,793,383
	Total capital-to-assets ratio	4		%	5.77		%	4		%	5.02		%
	Leverage capital	$	1,565,991		$	2,712,995		$	1,787,766		$	2,690,075
	Leverage capital-to-assets ratio	5		%	8.66		%	5		%	7.52		%
	Shareholders are required to maintain an investment in Class B stock equal to the sum of a membership investment requirement and an activity-based investment requirement. The membership investment requirement is currently 0.04 percent of each member's total assets as of December 31, 2012, subject to a minimum of $1,000 and a maximum of $7,000,000. The activity-based investment requirement is currently 4.10 percent of outstanding advances.
	The Bank generally repurchases surplus stock on the last business day of the month following the end of each calendar quarter. For the repurchases that occurred on January 31, 2013, April 30, 2013, July 31, 2013 and October 31, 2013, surplus stock was defined as the amount of stock held by a member in excess of 102.5 percent of the member’s minimum investment requirement. For the repurchases that occurred on each of these dates, a member's surplus stock was not repurchased if the amount of that member's surplus stock was $100,000 or less or if, subject to certain exceptions, the member was on restricted collateral status. On January 31, 2013, April 30, 2013, July 31, 2013 and October 31, 2013, the Bank repurchased surplus stock totaling $198,427,400, $168,555,900, $182,879,400 and $224,091,800, respectively, none of which was classified as mandatorily redeemable capital stock at those dates.

Employee_Retirement_Plans

Employee Retirement Plans	9 Months Ended
	Sep. 30, 2013
Employee Retirement Plans [Abstract]	'
Pension and Other Postretirement Benefits Disclosure [Text Block]	'
	Employee Retirement Plans
	The Bank sponsors a retirement benefits program that includes health care and life insurance benefits for eligible retirees. Components of net periodic benefit cost related to this program for the three and nine months ended September 30, 2013 and 2012 were as follows (in thousands):
		Three Months Ended						Nine Months Ended
		September 30,						September 30,
		2013			2012			2013			2012
	Service cost	$	6		$	3		$	18		$	11
	Interest cost	22			22			66			67
	Amortization of prior service credit	(5		)	(8		)	(13		)	(26		)
	Amortization of net actuarial gain	(6		)	(9		)	(18		)	(26		)
	Net periodic benefit cost	$	17		$	8		$	53		$	26

Estimated_Fair_Values

Estimated Fair Values	9 Months Ended
	Sep. 30, 2013
Fair Value Disclosures [Abstract]	'
Fair Value Disclosures [Text Block]	'
	—Estimated Fair Values
	Fair value is defined under U.S. GAAP as the price that would be received to sell an asset or paid to transfer a liability in an orderly transaction between market participants at the measurement date. A fair value measurement assumes that the transaction to sell the asset or transfer the liability occurs in the principal market for the asset or liability or, in the absence of a principal market, the most advantageous market for the asset or liability. U.S. GAAP establishes a fair value hierarchy and requires an entity to maximize the use of observable inputs and minimize the use of unobservable inputs when measuring fair value. U.S. GAAP also requires an entity to disclose the level within the fair value hierarchy in which each measurement is classified. The fair value hierarchy prioritizes the inputs used to measure fair value into three broad levels:
	Level 1 Inputs — Quoted prices (unadjusted) in active markets for identical assets or liabilities that the reporting entity can access at the measurement date.
	Level 2 Inputs — Inputs other than quoted prices included within Level 1 that are observable for the asset or liability, either directly or indirectly. If the asset or liability has a specified (contractual) term, a Level 2 input must be observable for substantially the full term of the asset or liability. Level 2 inputs include the following: (1) quoted prices for similar assets or liabilities in active markets; (2) quoted prices for identical or similar assets or liabilities in markets that are not active or in which little information is released publicly; (3) inputs other than quoted prices that are observable for the asset or liability (e.g., interest rates and yield curves that are observable at commonly quoted intervals and implied volatilities); and (4) inputs that are derived principally from or corroborated by observable market data (e.g., implied spreads).
	Level 3 Inputs — Unobservable inputs for the asset or liability that are supported by little or no market activity. None of the Bank’s assets or liabilities that are recorded at fair value on a recurring basis were measured using significant Level 3 inputs.
	The following estimated fair value amounts have been determined by the Bank using available market information and the Bank’s best judgment of appropriate valuation methods. These estimates are based on pertinent information available to the Bank as of September 30, 2013 and December 31, 2012. Although the Bank uses its best judgment in estimating the fair value of these financial instruments, there are inherent limitations in any estimation technique or valuation methodology. For example, because an active secondary market does not exist for many of the Bank’s financial instruments (e.g., advances, non-agency RMBS and mortgage loans held for portfolio), in certain cases their fair values are not subject to precise quantification or verification. Therefore, the estimated fair values presented below in the Fair Value Summary Tables may not be indicative of the amounts that would have been realized in market transactions at the reporting dates. Further, the fair values do not represent an estimate of the overall market value of the Bank as a going concern, which would take into account future business opportunities.
	The valuation techniques used to measure the fair values of the Bank’s financial instruments are described below.
	Cash and due from banks. The estimated fair value equals the carrying value.
	Interest-bearing deposit assets. Interest-bearing deposit assets earn interest at floating market rates; therefore, the estimated fair value of the deposits approximates their carrying value.
	Securities purchased under agreements to resell and federal funds sold. All federal funds sold and securities purchased under agreements to resell represent overnight balances. The estimated fair values approximate the carrying values.
	Trading, available-for-sale and held-to-maturity securities. To value its holdings of U.S. Treasury Bills classified as trading securities, all of its available-for-sale securities and its held-to-maturity MBS holdings, the Bank obtains prices from four designated third-party pricing vendors when available. The pricing vendors use various proprietary models to price these securities. The inputs to those models are derived from various sources including, but not limited to: benchmark yields, reported trades, dealer estimates, issuer spreads, benchmark securities, bids, offers and other market-related data. Because many securities do not trade on a daily basis, the pricing vendors use available information as applicable such as benchmark curves, benchmarking of like securities, sector groupings and matrix pricing to determine the prices for individual securities. Each pricing vendor has an established challenge process in place for all security valuations, which facilitates resolution of potentially erroneous prices identified by the Bank.
	A "median" price is first established for each security using a formula that is based upon the number of prices received. If four prices are received, the average of the middle two prices is the median price; if three prices are received, the middle price is the median price; if two prices are received, the average of the two prices is the median price; and if one price is received, it is the median price (and also the final price) subject to some type of validation similar to the evaluation of outliers described below. All prices that are within a specified tolerance threshold of the median price are included in the “cluster” of prices that are averaged to compute a “default” price. All prices that are outside the threshold (“outliers”) are subject to further analysis (including, but not limited to, comparison to prices provided by an additional third-party valuation service, prices for similar securities, and/or non-binding dealer estimates) to determine if an outlier is a better estimate of fair value. If an outlier (or some other price identified in the analysis) is determined to be a better estimate of fair value, then the outlier (or the other price, as appropriate) is used as the final price rather than the default price. If, on the other hand, the analysis confirms that an outlier (or outliers) is (are) in fact not representative of fair value and the default price is the best estimate, then the default price is used as the final price. In all cases, the final price is used to determine the fair value of the security.
	If all prices received for a security are outside the tolerance threshold level of the median price, then there is no default price, and the final price is determined by an evaluation of all outlier prices as described above.
	As an additional step, the Bank reviewed the final fair value estimates of its non-agency RMBS holdings as of September 30, 2013 for reasonableness using an implied yield test. The Bank calculated an implied yield for each of its non-agency RMBS using the estimated fair value derived from the process described above and the security's projected cash flows from the Bank's OTTI process and compared those yields to the yields for comparable securities according to dealers and other third-party sources to the extent comparable market yield data was available. This analysis did not indicate that any adjustments to the final fair value estimates were necessary.
	As of September 30, 2013, four vendor prices were received for substantially all of the Bank’s trading, available-for-sale and held-to-maturity securities referred to above and the final prices for substantially all of those securities were computed by averaging the four prices. Based on the Bank's understanding of the pricing methods employed by the third-party pricing vendors and the relative lack of dispersion among the vendor prices (or, in those instances in which there were outliers or significant yield variances, the Bank's additional analyses), the Bank believes its final prices result in reasonable estimates of the fair values and that the fair value measurements are classified appropriately in the fair value hierarchy.
	The Bank estimates the fair values of its held-to-maturity debentures using a pricing model and observable market data (i.e., the U.S. Government Agency Fair Value curve and, for debentures containing call features, swaption volatility).
	To value its mutual fund investments classified as trading securities, the Bank obtains quoted prices for identical securities.
	Advances. The Bank determines the estimated fair values of advances by calculating the present value of expected future cash flows from the advances using the replacement advance rates for advances with similar terms and, for advances containing options, swaption volatility. This amount is then reduced for accrued interest receivable. Each FHLBank prices advances at a spread to its cost of funds. Each FHLBank's cost of funds approximates the "CO curve," which is derived by adding to the U.S. Treasury curve indicative spreads obtained from market-observable sources. The indicative spreads are generally derived from dealer pricing indications, recent trades, secondary market activity and historical pricing relationships.
	Mortgage loans held for portfolio. The Bank estimates the fair values of mortgage loans held for portfolio based on observed market prices for agency MBS. Individual mortgage loans are pooled based on certain criteria such as loan type, weighted average coupon, and origination year and matched to reference securities with a similar collateral composition to derive benchmark pricing. The prices for agency MBS used as a benchmark are subject to certain market conditions including, but not limited to, the market’s expectations of future prepayments, the current and expected level of interest rates, and investor demand.
	Accrued interest receivable and payable. The estimated fair value of accrued interest receivable and payable approximates the carrying value due to their short-term nature.
	Derivative assets/liabilities. With the exception of its interest rate basis swaps, the fair values of the Bank’s interest rate swap and swaption agreements are (or, in the case of its swaption agreements, were) estimated using a pricing model with inputs that are observable in the market (e.g., the relevant interest rate curves (that is, the relevant LIBOR swap curve and, for purposes of discounting, the overnight index swap ("OIS") curve) and, for agreements containing options, swaption volatility). Prior to December 31, 2012, the Bank used the LIBOR swap curve to discount cash flows when determining the fair values of its interest rate exchange agreements. The Bank determined that most market participants had as of December 31, 2012 begun using the OIS curve to value certain collateralized interest rate exchange agreements and, as a result, the Bank concluded that the OIS curve was a more appropriate curve to use to discount the cash flows on its interest rate exchange agreements beginning on that date.
	As the collateral and netting provisions of the Bank’s arrangements with its derivative counterparties significantly reduce the risk from nonperformance (see Note 10), the Bank does not consider its own nonperformance risk or the nonperformance risk associated with each of its counterparties to be a significant factor in the valuation of its derivative assets and liabilities. The Bank compares the fair values obtained from its pricing model to non-binding dealer estimates (in the case of bilateral derivatives) and clearinghouse valuations (in the case of cleared derivatives) and may also compare its fair values to those of similar instruments to ensure that the fair values are reasonable. For the Bank’s interest rate basis swaps, fair values are obtained from dealers (for each basis swap, one dealer estimate is received); the non-binding fair value estimates as of September 30, 2013 and December 31, 2012 were corroborated using a pricing model and observable market data (i.e., the relevant LIBOR swap curve and, for purposes of discounting, the OIS curve).
	For the Bank’s interest rate caps, fair values are obtained from dealers (for each interest rate cap, one dealer estimate is received). The non-binding fair value estimates as of September 30, 2013 and December 31, 2012 were corroborated using a pricing model and observable market data (i.e., cap volatility, the relevant LIBOR swap curve and, for purposes of discounting, the OIS curve).
	The fair values of the Bank’s derivative assets and liabilities include accrued interest receivable/payable and cash collateral remitted to/received from counterparties; the estimated fair values of the accrued interest receivable/payable and cash collateral approximate their carrying values due to their short-term nature. The fair values of the Bank's bilateral derivatives are netted by counterparty pursuant to the provisions of the credit support annexes to the Bank’s master netting agreements with its non-member bilateral derivative counterparties. The Bank's cleared derivative transactions with each clearing member of each clearinghouse are netted pursuant to the Bank's arrangements with those parties. In each case, if the netted amounts are positive, they are classified as an asset and, if negative, as a liability.
	Deposit liabilities. The Bank determines the estimated fair values of its deposit liabilities with fixed rates and more than three months to maturity by calculating the present value of expected future cash flows from the deposits and reducing this amount for accrued interest payable. The discount rates used in these calculations are based on replacement funding rates for liabilities with similar terms. The estimated fair value approximates the carrying value for deposits with variable rates and fixed rates with three months or less to their maturity or repricing date.
	Consolidated obligations. The Bank estimates the fair values of consolidated obligations by calculating the present value of expected future cash flows using discount rates that are based on replacement funding rates for liabilities with similar terms and reducing this amount for accrued interest payable. The inputs to the valuation are the CO curve and, for consolidated obligations containing options, swaption volatility.
	Mandatorily redeemable capital stock. The fair value of capital stock subject to mandatory redemption is generally equal to its par value ($100 per share), as adjusted for any estimated dividend earned but unpaid at the time of reclassification from equity to liabilities. The Bank’s capital stock cannot, by statute or implementing regulation, be purchased, redeemed, repurchased or transferred at any amount other than its par value.
	Commitments. The Bank determined the estimated fair values of optional commitments to fund advances by calculating the present value of expected future cash flows from the instruments using replacement advance rates for advances with similar terms and swaption volatility. The estimated fair value of the Bank’s other commitments to extend credit, including advances and letters of credit, was not material at September 30, 2013 or December 31, 2012.
	The following table presents the carrying values and estimated fair values of the Bank’s financial instruments at September 30, 2013 (in thousands), as well as the level within the fair value hierarchy in which the measurements are classified. Financial assets and liabilities are classified in their entirety based on the lowest level input that is significant to the fair value estimate.
	FAIR VALUE SUMMARY TABLE
					Estimated Fair Value
	Financial Instruments		Carrying Value		Total		Level 1		Level 2			Level 3			Netting Adjustment(4)
	Assets:
	Cash and due from banks		$	883,037	$	883,037	$	883,037	$	—		$	—		$	—
	Interest-bearing deposits		368		368		—		368			—			—
	Security purchased under agreement to resell		500,000		500,000		—		500,000			—			—
	Federal funds sold		1,706,000		1,706,000		—		1,706,000			—			—
	Trading securities (1)		708,603		708,603		9,016		699,587			—			—
	Available-for-sale securities (1)		5,516,079		5,516,079		—		5,516,079			—			—
	Held-to-maturity securities		5,153,825		5,209,238		—		5,022,292		(2)	186,946		(3)	—
	Advances		16,634,235		16,699,795		—		16,699,795			—			—
	Mortgage loans held for portfolio, net		96,263		105,065		—		105,065			—			—
	Accrued interest receivable		78,440		78,440		—		78,440			—			—
	Derivative assets (1)		14,441		14,441		—		82,258			—			(67,817		)
	Liabilities:
	Deposits		875,896		875,896		—		875,896			—			—
	Consolidated obligations
	Discount notes		6,513,829		6,514,160		—		6,514,160			—			—
	Bonds		22,041,996		22,013,973		—		22,013,973			—			—
	Mandatorily redeemable capital stock		30,086		30,086		30,086		—			—			—
	Accrued interest payable		48,859		48,859		—		48,859			—			—
	Derivative liabilities (1)		9,996		9,996		—		969,900			—			(959,904		)
	___________________________
	(1)	Financial instruments measured at fair value on a recurring basis as of September 30, 2013.
	(2)	Consists of the Bank's holdings of U.S. government-guaranteed debentures, U.S. government-guaranteed MBS and GSE MBS.
	(3)	Consists of the Bank's holdings of non-agency RMBS.
	(4)	Amounts represent the impact of legally enforceable master netting agreements or other legally enforceable arrangements between the Bank and its derivative counterparties that allow the Bank to offset positive and negative positions as well as the cash collateral held or placed with those same counterparties.
	The following table presents the carrying values and estimated fair values of the Bank’s financial instruments at December 31, 2012 (in thousands), as well as the level within the fair value hierarchy in which the measurements are classified. Financial assets and liabilities are classified in their entirety based on the lowest level input that is significant to the fair value estimate.
	FAIR VALUE SUMMARY TABLE
					Estimated Fair Value
	Financial Instruments		Carrying Value		Total		Level 1		Level 2			Level 3			Netting Adjustment(4)
	Assets:
	Cash and due from banks		$	920,780	$	920,780	$	920,780	$	—		$	—		$	—
Interest-bearing deposits		254		254		—		254			—			—
Securities purchased under agreements to resell		3,000,000		3,000,000		—		3,000,000			—			—
Federal funds sold		2,219,000		2,219,000		—		2,219,000			—			—
Trading securities (1)		7,541		7,541		7,541		—			—			—
Available-for-sale securities (1)		5,772,153		5,772,153		—		5,772,153			—			—
Held-to-maturity securities		5,199,875		5,283,965		—		5,076,751		(2)	207,214		(3)	—
Advances		18,394,797		18,552,112		—		18,552,112			—			—
Mortgage loans held for portfolio, net		121,478		134,562		—		134,562			—			—
Accrued interest receivable		72,531		72,531		—		72,531			—			—
Derivative assets (1)		13,947		13,947		—		118,714			—			(104,767		)
Liabilities:
Deposits		1,177,964		1,177,961		—		1,177,961			—			—
Consolidated obligations
Discount notes		6,984,378		6,985,001		—		6,985,001			—			—
Bonds		25,697,936		25,836,987		—		25,836,987			—			—
Mandatorily redeemable capital stock		4,504		4,504		4,504		—			—			—
Accrued interest payable		53,940		53,940		—		53,940			—			—
Derivative liabilities (1)		11,268		11,268		—		1,344,588			—			(1,333,320		)
___________________________
(1)	Financial instruments measured at fair value on a recurring basis as of December 31, 2012.
(2)	Consists of the Bank's holdings of U.S. government-guaranteed debentures, U.S. government-guaranteed MBS and GSE MBS.
(3)	Consists of the Bank's holdings of non-agency RMBS.
(4)	Amounts represent the impact of legally enforceable master netting agreements between the Bank and its bilateral derivative counterparties that allow the Bank to offset positive and negative positions as well as the cash collateral held or placed with those same counterparties.
As of December 31, 2012, the Bank had entered into optional advance commitments with par values totaling $50,000,000, excluding commitments to fund CIP and EDP advances. These commitments expired during the three months ended March 31, 2013. Under each of these commitments, the Bank sold an option to a member that provided the member with the right to enter into an advance at a specified fixed rate and term on a specified future date, provided the member had satisfied all of the customary requirements for that advance. The Bank hedged these commitments through the use of interest rate swaptions, which were treated as economic hedges. The Bank irrevocably elected to carry these optional advance commitments at fair value under the fair value option in an effort to mitigate the potential income statement volatility that can arise from economic hedging relationships. Gains and losses on optional advance commitments carried at fair value under the fair value option are reported in other income (loss) in the statements of income. The optional advance commitments were reported in other liabilities in the statement of condition as of December 31, 2012. At December 31, 2012, the fair value of these optional advance commitments totaled less than $1,000. At that same date, other liabilities included items with an aggregate carrying value of $25,085,000 that were not eligible for the fair value option

Commitments_and_Contingencies

Commitments and Contingencies	9 Months Ended
	Sep. 30, 2013
Commitments and Contingencies Disclosure [Abstract]	'
Commitments and Contingencies Disclosure [Text Block]	'
	Commitments and Contingencies
	Joint and several liability. The Bank is jointly and severally liable with the other 11 FHLBanks for the payment of principal and interest on all of the consolidated obligations issued by the 12 FHLBanks. At September 30, 2013, the par amount of the other 11 FHLBanks’ outstanding consolidated obligations was approximately $692 billion. The Finance Agency, in its discretion, may require any FHLBank to make principal or interest payments due on any consolidated obligation, regardless of whether there has been a default by a FHLBank having primary liability. To the extent that a FHLBank makes any consolidated obligation payment on behalf of another FHLBank, the paying FHLBank is entitled to reimbursement from the FHLBank with primary liability. However, if the Finance Agency determines that the primary obligor is unable to satisfy its obligations, then the Finance Agency may allocate the outstanding liability among the remaining FHLBanks on a pro rata basis in proportion to each FHLBank’s participation in all consolidated obligations outstanding, or on any other basis that the Finance Agency may determine. No FHLBank has ever failed to make any payment on a consolidated obligation for which it was the primary obligor; as a result, the regulatory provisions for directing other FHLBanks to make payments on behalf of another FHLBank or allocating the liability among other FHLBanks have never been invoked. If the Bank were to determine that a loss was probable under its joint and several liability and the amount of such loss could be reasonably estimated, the Bank would charge to income the amount of the expected loss. Based upon the creditworthiness of the other FHLBanks, the Bank currently believes that the likelihood of a loss arising from its joint and several liability is remote.
	Other commitments and contingencies. At September 30, 2013 and December 31, 2012, the Bank had commitments to make additional advances totaling approximately $18,240,000 and $77,212,000, respectively. In addition, outstanding standby letters of credit totaled $2,840,755,000 and $2,947,267,000 at September 30, 2013 and December 31, 2012, respectively. Based on management’s credit analyses and collateral requirements, the Bank does not deem it necessary to have any provision for credit losses on these letters of credit (see Note 7).
	The Bank did not have any commitments to issue consolidated obligations at September 30, 2013 or December 31, 2012.
	The Bank has transacted interest rate exchange agreements with large financial institutions and a third-party clearinghouse which are subject to collateral exchange arrangements. As of September 30, 2013 and December 31, 2012, the Bank had pledged cash collateral of $892,963,000 and $1,228,375,000, respectively, to those parties that had credit risk exposure to the Bank related to interest rate exchange agreements. The pledged cash collateral (i.e., interest-bearing deposit asset) is netted against derivative assets and liabilities in the statements of condition.
	In the ordinary course of its business, the Bank is subject to the risk that litigation may arise. Currently, the Bank is not a party to any material pending legal proceedings.

Transactions_with_Shareholders

Transactions with Shareholders	9 Months Ended
	Sep. 30, 2013
Transactions with Shareholders [Abstract]	'
Transactions With Stockholders [Text Block]	'
	Transactions with Shareholders
	Affiliates of two of the Bank’s derivative counterparties (Citigroup and Wells Fargo) acquired member institutions on March 31, 2005 and October 1, 2006, respectively. Since the acquisitions were completed, the Bank has continued to enter into interest rate exchange agreements with Citigroup and Wells Fargo in the normal course of business and under the same terms and conditions as before. Effective October 1, 2006, Citigroup terminated the Ninth District charter of the affiliate that acquired the member institution and, as a result, an affiliate of Citigroup became a non-member shareholder of the Bank.

Transactions_with_Other_FHLBan

Transactions with Other FHLBanks	9 Months Ended
	Sep. 30, 2013
Transactions with Other FHLBanks [Abstract]	'
Transactions with Other FHLBanks [Text Block]	'
	Transactions with Other FHLBanks
	Occasionally, the Bank loans (or borrows) short-term federal funds to (or from) other FHLBanks. During the nine months ended September 30, 2013 and 2012, interest income from loans to other FHLBanks totaled $2,031 and $744, respectively. The following table summarizes the Bank’s loans to other FHLBanks during the nine months ended September 30, 2013 and 2012 (in thousands).
		Nine Months Ended September 30,
		2013			2012
	Balance at January 1,	$	—		$	35,000
	Loans made to:
	FHLBank of San Francisco	475,000			200,000
	FHLBank of Atlanta	200,000			—
	FHLBank of Indianapolis	377,000			—
	Collections from:
	FHLBank of Topeka	—			(35,000		)
	FHLBank of San Francisco	(475,000		)	(200,000		)
	FHLBank of Atlanta	(200,000		)	—
	FHLBank of Indianapolis	(377,000		)	—
	Balance at September 30,	$	—		$	—
	During the nine months ended September 30, 2013 and 2012, interest expense on borrowings from other FHLBanks totaled $389 and $1,567, respectively. The following table summarizes the Bank’s borrowings from other FHLBanks during the nine months ended September 30, 2013 and 2012 (in thousands).
		Nine Months Ended September 30,
		2013			2012
	Balance at January 1,	$	—		$	—
	Borrowings from:
	FHLBank of San Francisco	200,000			420,000
	FHLBank of Topeka	—			40,000
	FHLBank of Seattle	—			40,000
	Repayments to:
	FHLBank of San Francisco	(200,000		)	(420,000		)
	FHLBank of Topeka	—			(40,000		)
	Balance at September 30,	$	—		$	40,000
	The Bank has, from time to time, assumed the outstanding debt of another FHLBank rather than issue new debt. In connection with these transactions, the Bank becomes the primary obligor for the transferred debt. The Bank did not assume any debt from other FHLBanks during the nine months ended September 30, 2013 or 2012.
	Occasionally, the Bank transfers debt to other FHLBanks. In connection with these transactions, the assuming FHLBank becomes the primary obligor for the transferred debt. The Bank did not transfer any debt to other FHLBanks during the nine months ended September 30, 2013 or 2012.

Accumulated_Other_Comprehensiv

Accumulated Other Comprehensive Income (Loss)	9 Months Ended
	Sep. 30, 2013
Accumulated Other Comprehensive Income (Loss) [Abstract]	'
Comprehensive Income (Loss) Note [Text Block]	'
	Accumulated Other Comprehensive Income (Loss)
	The following table presents the changes in the components of accumulated other comprehensive income (loss) for the three and nine months ended September 30, 2013 and 2012 (in thousands).
		Net Unrealized Gains (Losses) on Available-for-Sale Securities (1)			Non-Credit Portion of Other-than-Temporary Impairment Losses on Held-to-Maturity Securities			Postretirement Benefits			Total Accumulated Other Comprehensive Income (Loss)
	Three Months Ended September 30, 2013
	Balance at July 1, 2013	$	3,035		$	(37,337	)	$	434		$	(33,868	)
	Reclassifications from accumulated other comprehensive income (loss) to net income
	Reclassification adjustment for amortization of prior service credits and net actuarial gains recognized in compensation and benefits expense	—			—			(11		)	(11		)
	Other amounts of other comprehensive income (loss)
	Net unrealized losses on available-for-sale securities	(5,822		)	—			—			(5,822		)
	Accretion of non-credit portion of other-than-temporary impairment losses to the carrying value of held-to-maturity securities	—			2,044			—			2,044
	Total other comprehensive income (loss)	(5,822		)	2,044			(11		)	(3,789		)
	Balance at September 30, 2013	$	(2,787	)	$	(35,293	)	$	423		$	(37,657	)
	Three Months Ended September 30, 2012
	Balance at July 1, 2012	$	671		$	(46,031	)	$	582		$	(44,778	)
	Reclassifications from accumulated other comprehensive income (loss) to net income
	Reclassification adjustment for amortization of prior service credits and net actuarial gains recognized in compensation and benefits expense	—			—			(17		)	(17		)
	Other amounts of other comprehensive income (loss)
	Net unrealized gains on available-for-sale securities	10,897			—			—			10,897
	Accretion of non-credit portion of other-than-temporary impairment losses to the carrying value of held-to-maturity securities	—			2,367			—			2,367
	Total other comprehensive income (loss)	10,897			2,367			(17		)	13,247
	Balance at September 30, 2012	$	11,568		$	(43,664	)	$	565		$	(31,531	)
	_____________________________
	(1) Net unrealized gains (losses) on available-for-sale securities are net of unrealized gains and losses relating to hedged interest rate risk included in net income.
		Net Unrealized Gains (Losses) on Available-for-Sale Securities (1)			Non-Credit Portion of Other-than-Temporary Impairment Losses on Held-to-Maturity Securities			Postretirement Benefits			Total Accumulated Other Comprehensive Income (Loss)
	Nine Months Ended September 30, 2013
	Balance at January 1, 2013	$	22,527		$	(41,437	)	$	665		$	(18,245	)
	Reclassifications from accumulated other comprehensive income (loss) to net income
	Reclassification adjustment for amortization of prior service credits and net actuarial gains recognized in compensation and benefits expense	—			—			(31		)	(31		)
	Other amounts of other comprehensive income (loss)
	Net unrealized losses on available-for-sale securities	(25,314		)	—			—			(25,314		)
	Accretion of non-credit portion of other-than-temporary impairment losses to the carrying value of held-to-maturity securities	—			6,144			—			6,144
	Prior service cost	—			—			(211		)	(211		)
	Total other comprehensive income (loss)	(25,314		)	6,144			(242		)	(19,412		)
	Balance at September 30, 2013	$	(2,787	)	$	(35,293	)	$	423		$	(37,657	)
	Nine Months Ended September 30, 2012
	Balance at January 1, 2012	$	5,197		$	(51,429	)	$	617		$	(45,615	)
	Reclassifications from accumulated other comprehensive income (loss) to net income
	Reclassification adjustment for non-credit portion of other-than-temporary impairment losses on held-to-maturity securities recognized as credit losses in net income	—			351			—			351
	Reclassification adjustment for amortization of prior service credits and net actuarial gains recognized in compensation and benefits expense	—			—			(52		)	(52		)
	Other amounts of other comprehensive income (loss)
	Net unrealized gains on available-for-sale securities	6,371			—			—			6,371
	Non-credit portion of other-than-temporary impairment losses on held-to-maturity securities	—			(195		)	—			(195		)
	Accretion of non-credit portion of other-than-temporary impairment losses to the carrying value of held-to-maturity securities	—			7,609			—			7,609
	Total other comprehensive income (loss)	6,371			7,765			(52		)	14,084
	Balance at September 30, 2012	$	11,568		$	(43,664	)	$	565		$	(31,531	)
	_____________________________
	(1) Net unrealized gains (losses) on available-for-sale securities are net of unrealized gains and losses relating to hedged interest rate risk included in net income.

Basis_of_Presentation_Policies

Basis of Presentation (Policies)	9 Months Ended
	Sep. 30, 2013
Basis of Presentation [Abstract]	'
Loans and Leases Receivable, Nonaccrual Loan and Lease Status, Policy [Policy Text Block]	'
	The Bank places a conventional mortgage loan on non-accrual status when the collection of the contractual principal or interest is 90 days or more past due. When a mortgage loan is placed on non-accrual status, accrued but uncollected interest is reversed against interest income. The Bank records cash payments received on non-accrual loans first as interest income until it recovers all interest, and then as a reduction of principal. A loan on non-accrual status is restored to accrual status when none of its contractual principal and interest is due and unpaid, and the Bank expects repayment of the remaining contractual interest and principal.
	A loan is considered impaired when, based on current information and events, it is probable that the Bank will be unable to collect all amounts due according to the contractual terms of the loan agreement. Collateral-dependent loans that are on non-accrual status are measured for impairment based on the fair value of the underlying property less estimated selling costs. Loans are considered collateral-dependent if repayment is expected to be provided solely by the sale of the underlying property; that is, there is no other available and reliable source of repayment. A collateral-dependent loan is impaired if the fair value of the underlying collateral is insufficient to recover the unpaid principal and interest on the loan. Interest income on impaired loans is recognized in the same manner as it is for non-accrual loans noted above.
	The Bank evaluates whether to record a charge-off on a conventional mortgage loan upon the occurrence of a confirming event. Confirming events include, but are not limited to, the occurrence of foreclosure or notification of a claim against any of the credit enhancements. A charge-off is recorded if the recorded investment in the loan will not be recovered.
Derivatives, Offsetting Fair Value Amounts, Policy [Policy Text Block]	'
	For purposes of reporting derivative assets and derivative liabilities, the Bank offsets the fair value amounts recognized for derivative instruments (including the right to reclaim cash collateral and the obligation to return cash collateral) where a legally enforceable right of setoff exists.
Derivatives, Policy [Policy Text Block]	'
	Accounting for Derivatives and Hedging Activities. The Bank accounts for derivatives and hedging activities in accordance with the guidance in Topic 815 of the FASB’s Accounting Standards Codification (“ASC”) entitled “Derivatives and Hedging” (“ASC 815”). All derivatives are recognized on the statements of condition at their fair values, including accrued interest receivable and payable. For purposes of reporting derivative assets and derivative liabilities, the Bank offsets the fair value amounts recognized for derivative instruments (including the right to reclaim cash collateral and the obligation to return cash collateral) where a legally enforceable right of setoff exists.
	Changes in the fair value of a derivative that is effective as — and that is designated and qualifies as — a fair value hedge, along with changes in the fair value of the hedged asset or liability that are attributable to the hedged risk (including changes that reflect gains or losses on firm commitments), are recorded in current period earnings. Any hedge ineffectiveness (which represents the amount by which the change in the fair value of the derivative differs from the change in the fair value of the hedged item attributable to the hedged risk) is recorded in other income (loss) as “net gains (losses) on derivatives and hedging activities.” Net interest income/expense associated with derivatives that qualify for fair value hedge accounting under ASC 815 is recorded as a component of net interest income. An economic hedge is defined as a derivative hedging specific or non-specific assets or liabilities that does not qualify or was not designated for hedge accounting under ASC 815, but is an acceptable hedging strategy under the Bank’s Risk Management Policy. These hedging strategies also comply with Finance Agency regulatory requirements prohibiting speculative derivative transactions. An economic hedge by definition introduces the potential for earnings variability as changes in the fair value of a derivative designated as an economic hedge are recorded in current period earnings with no offsetting fair value adjustment to an asset or liability. Both the net interest income/expense and the fair value changes associated with derivatives in economic hedging relationships are recorded in other income (loss) as “net gains (losses) on derivatives and hedging activities.” Cash flows associated with derivatives are reported as cash flows from operating activities in the statements of cash flows, unless the derivatives contain an other-than-insignificant financing element, in which case the cash flows are reported as cash flows from financing activities.
	If hedging relationships meet certain criteria specified in ASC 815, they are eligible for hedge accounting and the offsetting changes in fair value of the hedged items may be recorded in earnings. The application of hedge accounting generally requires the Bank to evaluate the effectiveness of the hedging relationships on an ongoing basis and to calculate the changes in fair value of the derivatives and related hedged items independently. This is commonly known as the “long-haul” method of hedge accounting. Transactions that meet more stringent criteria qualify for the “shortcut” method of hedge accounting in which an assumption can be made that the change in fair value of a hedged item exactly offsets the change in value of the related derivative. The Bank considers hedges of committed advances to be eligible for the shortcut method of accounting as long as the settlement of the committed advance occurs within the shortest period possible for that type of instrument based on market settlement conventions, the fair value of the swap is zero at the inception of the hedging relationship, and the transaction meets all of the other criteria for shortcut accounting specified in ASC 815. The Bank has defined the market settlement convention to be five business days or less for advances. The Bank records the changes in fair value of the derivative and the hedged item beginning on the trade date.
	The Bank may issue debt, make advances, or purchase financial instruments in which a derivative instrument is “embedded” and the financial instrument that embodies the embedded derivative instrument is not remeasured at fair value with changes in fair value reported in earnings as they occur. Upon execution of these transactions, the Bank assesses whether the economic characteristics of the embedded derivative are clearly and closely related to the economic characteristics of the remaining component of the financial instrument (i.e., the host contract) and whether a separate, non-embedded instrument with the same terms as the embedded instrument would meet the definition of a derivative instrument. When it is determined that (1) the embedded derivative possesses economic characteristics that are not clearly and closely related to the economic characteristics of the host contract and (2) a separate, stand-alone instrument with the same terms would qualify as a derivative instrument, the embedded derivative is separated from the host contract, carried at fair value, and designated as either (1) a hedging instrument in a fair value hedge or (2) a stand-alone derivative instrument pursuant to an economic hedge. However, if the entire contract were to be measured at fair value, with changes in fair value reported in current earnings, or if the Bank could not reliably identify and measure the embedded derivative for purposes of separating that derivative from its host contract, the entire contract would be carried on the statement of condition at fair value and no portion of the contract would be separately accounted for as a derivative.
	The Bank discontinues hedge accounting prospectively when: (1) management determines that the derivative is no longer effective in offsetting changes in the fair value of a hedged item; (2) the derivative and/or the hedged item expires or is sold, terminated, or exercised; (3) a hedged firm commitment no longer meets the definition of a firm commitment; or (4) management determines that designating the derivative as a hedging instrument in accordance with ASC 815 is no longer appropriate.
	When fair value hedge accounting for a specific derivative is discontinued due to the Bank’s determination that such derivative no longer qualifies for hedge accounting treatment, the Bank will continue to carry the derivative on the statement of condition at its fair value, cease to adjust the hedged asset or liability for changes in fair value, and amortize the cumulative basis adjustment on the formerly hedged item into earnings over its remaining term using the level-yield method. In all cases in which hedge accounting is discontinued and the derivative remains outstanding, the Bank will carry the derivative at its fair value on the statement of condition, recognizing changes in the fair value of the derivative in current period earnings.
	When hedge accounting is discontinued because the hedged item no longer meets the definition of a firm commitment, the Bank continues to carry the derivative on the statement of condition at its fair value, removing from the statement of condition any asset or liability that was recorded to recognize the firm commitment and recording it as a gain or loss in current period earnings.
Derivatives, Embedded Derivatives [Policy Text Block]	'
	The Bank may issue debt, make advances, or purchase financial instruments in which a derivative instrument is “embedded” and the financial instrument that embodies the embedded derivative instrument is not remeasured at fair value with changes in fair value reported in earnings as they occur. Upon execution of these transactions, the Bank assesses whether the economic characteristics of the embedded derivative are clearly and closely related to the economic characteristics of the remaining component of the financial instrument (i.e., the host contract) and whether a separate, non-embedded instrument with the same terms as the embedded instrument would meet the definition of a derivative instrument. When it is determined that (1) the embedded derivative possesses economic characteristics that are not clearly and closely related to the economic characteristics of the host contract and (2) a separate, stand-alone instrument with the same terms would qualify as a derivative instrument, the embedded derivative is separated from the host contract, carried at fair value, and designated as either (1) a hedging instrument in a fair value hedge or (2) a stand-alone derivative instrument pursuant to an economic hedge. However, if the entire contract were to be measured at fair value, with changes in fair value reported in current earnings, or if the Bank could not reliably identify and measure the embedded derivative for purposes of separating that derivative from its host contract, the entire contract would be carried on the statement of condition at fair value and no portion of the contract would be separately accounted for as a derivative.

Trading_Securities_Tables

Trading Securities (Tables)	9 Months Ended
	Sep. 30, 2013
Trading Securities [Abstract]	'
Trading Securities [Table Text Block]	'
	Trading securities as of September 30, 2013 and December 31, 2012 were as follows (in thousands):
		September 30, 2013		December 31, 2012
	U.S. Treasury Bills	$	699,587	$	—
	Other	9,016		7,541
	Total	$	708,603	$	7,541

AvailableforSale_Securities_Ta

Available-for-Sale Securities (Tables)	9 Months Ended
	Sep. 30, 2013
Schedule of Available-for-sale Securities [Line Items]	'
Schedule of Available-for-sale Securities Reconciliation [Table Text Block]	'
	Available-for-sale securities as of September 30, 2013 were as follows (in thousands):
		Amortized				Gross Unrealized Gains				Gross				Estimated
		Cost								Unrealized				Fair
										Losses				Value
	Debentures
	U.S. government-guaranteed obligations	$	54,564			$	62			$	108			$	54,518
	Government-sponsored enterprises	5,023,165				4,570				6,440				5,021,295
	Other	441,137				360				1,231				440,266
	Total	$	5,518,866			$	4,992			$	7,779			$	5,516,079
	Available-for-sale securities as of December 31, 2012 were as follows (in thousands):
		Amortized				Gross Unrealized Gains				Gross				Estimated
		Cost								Unrealized				Fair
										Losses				Value
	Debentures
	U.S. government-guaranteed obligations	$	56,119			$	301			$	3			$	56,417
	Government-sponsored enterprises	5,236,358				22,280				644				5,257,994
	Other	457,149				867				274				457,742
	Total	$	5,749,626			$	23,448			$	921			$	5,772,153
Categories of Investments, Marketable Securities, Available-for-sale Securities [Member]	'
Schedule of Available-for-sale Securities [Line Items]	'
Schedule of Unrealized Loss on Investments [Table Text Block]	'
	The following table summarizes (in thousands, except number of positions) the available-for-sale securities with unrealized losses as of September 30, 2013. The unrealized losses are aggregated by major security type and length of time that individual securities have been in a continuous loss position.
		Less than 12 Months											12 Months or More							Total
		Number of			Estimated				Gross				Number of			Estimated		Gross		Number of	Estimated		Gross
		Positions			Fair				Unrealized				Positions			Fair		Unrealized		Positions	Fair		Unrealized
					Value				Losses							Value		Losses			Value		Losses
	Debentures
	U.S. government-guaranteed obligations	3			$	35,198			$	108			—			$	—	$	—	3	$	35,198	$	108
	Government-sponsored enterprises	119			2,134,921				6,440				—			—		—		119	2,134,921		6,440
	Other	23			242,636				1,122				3			14,850		109		26	257,486		1,231
	Total	145			$	2,412,755			$	7,670			3			$	14,850	$	109	148	$	2,427,605	$	7,779
	The following table summarizes (in thousands, except number of positions) the available-for-sale securities with unrealized losses as of December 31, 2012. The unrealized losses are aggregated by major security type and length of time that individual securities have been in a continuous loss position.
		Less than 12 Months											12 Months or More							Total
		Number of			Estimated				Gross				Number of			Estimated		Gross		Number of	Estimated		Gross
		Positions			Fair				Unrealized				Positions			Fair		Unrealized		Positions	Fair		Unrealized
					Value				Losses							Value		Losses			Value		Losses
	Debentures
	U.S. government-guaranteed obligations	1			$	11,340			$	3			—			$	—	$	—	1	$	11,340	$	3
	Government-sponsored enterprises	23			448,123				629				1			2,373		15		24	450,496		644
	Other	18			141,151				274				—			—		—		18	141,151		274
	Total	42			$	600,614			$	906			1			$	2,373	$	15	43	$	602,987	$	921
Investments Classified by Contractual Maturity Date [Table Text Block]	'
	The amortized cost and estimated fair value of available-for-sale securities by contractual maturity at September 30, 2013 and December 31, 2012 are presented below (in thousands).
				September 30, 2013								December 31, 2012
		Maturity		Amortized Cost				Estimated				Amortized Cost				Estimated
								Fair Value								Fair Value
		Debentures
		Due in one year or less		$	5,016			$	5,019			$	—			$	—
		Due after one year through five years		3,871,921				3,874,920				3,340,880				3,349,030
		Due after five years through ten years		1,641,929				1,636,140				2,401,976				2,416,299
		Due after ten years		—				—				6,770				6,824
		Total		$	5,518,866			$	5,516,079			$	5,749,626			$	5,772,153
Schedule of Interest Rate Payment Terms For Investments [Table Text Block]	'
	The following table provides interest rate payment terms for investment securities classified as available-for-sale at September 30, 2013 and December 31, 2012 (in thousands):
		September 30, 2013				December 31, 2012
	Amortized cost of available-for-sale securities
	Fixed-rate	$	5,443,866			$	5,674,626
	Variable-rate	75,000				75,000
	Total	$	5,518,866			$	5,749,626

HeldtoMaturity_Securities_Tabl

Held-to-Maturity Securities (Tables)	9 Months Ended
	Sep. 30, 2013
Schedule of Held-to-maturity Securities [Line Items]	'
Held-to-maturity Securities [Table Text Block]	'
	Held-to-maturity securities as of September 30, 2013 were as follows (in thousands):
		Amortized				OTTI Recorded in				Carrying				Gross				Gross				Estimated
		Cost				Accumulated Other				Value				Unrecognized				Unrecognized				Fair
						Comprehensive								Holding				Holding				Value
						Income (Loss)								Gains				Losses
	Debentures
	U.S. government-guaranteed obligations	$	33,373			$	—			$	33,373			$	126			$	161			$	33,338
	Mortgage-backed securities
	U.S. government-guaranteed obligations	10,746				—				10,746				50				—				10,796
	Government-sponsored enterprises	4,936,998				—				4,936,998				48,991				7,831				4,978,158
	Non-agency residential mortgage-backed securities	208,001				35,293				172,708				14,238				—				186,946
		5,155,745				35,293				5,120,452				63,279				7,831				5,175,900
	Total	$	5,189,118			$	35,293			$	5,153,825			$	63,405			$	7,992			$	5,209,238
	Held-to-maturity securities as of December 31, 2012 were as follows (in thousands):
		Amortized				OTTI Recorded in				Carrying				Gross				Gross				Estimated
		Cost				Accumulated Other				Value				Unrecognized				Unrecognized				Fair
						Comprehensive								Holding				Holding				Value
						Income (Loss)								Gains				Losses
	Debentures
	U.S. government-guaranteed obligations	$	38,759			$	—			$	38,759			$	176			$	175			$	38,760
	Mortgage-backed securities
	U.S. government-guaranteed obligations	12,973				—				12,973				60				—				13,033
	Government-sponsored enterprises	4,947,206				—				4,947,206				78,023				271				5,024,958
	Non-agency residential mortgage-backed securities	242,374				41,437				200,937				6,277				—				207,214
		5,202,553				41,437				5,161,116				84,360				271				5,245,205
	Total	$	5,241,312			$	41,437			$	5,199,875			$	84,536			$	446			$	5,283,965
Schedule of Projected Annualized Home Price Recovery Rates [Table Text Block]	'
	Under those recovery paths, home prices were projected to increase as set forth in the table below.
	Months		Range of Annualized Rates
	6-Jan		0	%	-	3.00%
	12-Jul		1	%	-	4.00%
	13 - 18		2	%	-	4.00%
	19 - 30		2	%	-	5.00%
	31 - 54		2	%	-	6.00%
	Thereafter		2.3	%	-	5.60%
Other than Temporary Impairment, Credit Losses Recognized in Earnings [Table Text Block]	'
	The following table presents a rollforward for the three and nine months ended September 30, 2013 and 2012 of the amount related to credit losses on the Bank’s non-agency RMBS holdings for which a portion of an other-than-temporary impairment was recognized in other comprehensive income (loss) (in thousands).
		Three Months Ended								Nine Months Ended
		September 30,								September 30,
		2013				2012				2013				2012
	Balance of credit losses, beginning of period	$	13,039			$	13,039			$	13,039			$	12,679
	Credit losses on securities for which an other-than-temporary impairment was previously recognized	—				—				—				360
	Principal shortfalls during the period	(614		)		—				(614		)		—
	Increases in cash flows expected to be collected (accreted as interest income over the remaining lives of the applicable securities)	(70		)		—				(70		)		—
	Balance of credit losses, end of period	$	12,355			$	13,039			$	12,355			$	13,039
Categories of Investments, Marketable Securities, Held-to-maturity Securities [Member]	'
Schedule of Held-to-maturity Securities [Line Items]	'
Schedule of Unrealized Loss on Investments [Table Text Block]	'
	The following table summarizes (in thousands, except number of positions) the held-to-maturity securities with unrealized losses as of September 30, 2013. The unrealized losses include other-than-temporary impairments recorded in accumulated other comprehensive income (loss) and gross unrecognized holding losses (or, in the case of the Bank's holdings of non-agency residential mortgage-backed securities, gross unrecognized holding gains) and are aggregated by major security type and length of time that individual securities have been in a continuous loss position.
		Less than 12 Months											12 Months or More											Total
		Number of			Estimated				Gross				Number of			Estimated				Gross				Number of	Estimated		Gross
		Positions			Fair				Unrealized				Positions			Fair				Unrealized				Positions	Fair		Unrealized
					Value				Losses							Value				Losses					Value		Losses
	Debentures
	U.S. government-guaranteed obligations	—			$	—			$	—			2			$	16,524			$	161			2	$	16,524	$	161
	Mortgage-backed securities
	Government-sponsored enterprises	54			1,703,842				7,372				12			93,651				459				66	1,797,493		7,831
	Non-agency residential mortgage-backed securities	—			—				—				29			170,099				21,367				29	170,099		21,367
		54			1,703,842				7,372				41			263,750				21,826				95	1,967,592		29,198
	Total	54			$	1,703,842			$	7,372			43			$	280,274			$	21,987			97	$	1,984,116	$	29,359
	The following table summarizes (in thousands, except number of positions) the held-to-maturity securities with unrealized losses as of December 31, 2012. The unrealized losses include other-than-temporary impairments recorded in accumulated other comprehensive income (loss) and gross unrecognized holding losses (or, in the case of the Bank's holdings of non-agency residential mortgage-backed securities, gross unrecognized holding gains) and are aggregated by major security type and length of time that individual securities have been in a continuous loss position.
		Less than 12 Months											12 Months or More											Total
		Number of			Estimated				Gross				Number of			Estimated				Gross				Number of	Estimated		Gross
		Positions			Fair				Unrealized				Positions			Fair				Unrealized				Positions	Fair		Unrealized
					Value				Losses							Value				Losses					Value		Losses
	Debentures
	U.S. government-guaranteed obligations	—			$	—			$	—			2			$	17,874			$	175			2	$	17,874	$	175
	Mortgage-backed securities
	Government-sponsored enterprises	5			27,577				9				13			125,534				262				18	153,111		271
	Non-agency residential mortgage-backed securities	—			—				—				30			207,214				35,160				30	207,214		35,160
		5			27,577				9				43			332,748				35,422				48	360,325		35,431
	Total	5			$	27,577			$	9			45			$	350,622			$	35,597			50	$	378,199	$	35,606
Schedule of Other Than Temporarily Impaired Charges Incurred During Life of the Securities [Table Text Block]	'
	The following table sets forth additional information for each of the securities that was deemed to be other-than-temporarily impaired in a prior period (in thousands). All of the Bank’s non-agency RMBS are rated by Moody’s, S&P and/or Fitch. The credit ratings presented in the table represent the lowest rating assigned to the security by any of these NRSROs as of September 30, 2013.
					30-Sep-13										Cumulative from Period of Initial Impairment Through September 30, 2013								September 30, 2013
			Period of		Credit		Unpaid				Amortized				Non-Credit				Accretion of				Carrying		Estimated
			Initial		Rating		Principal				Cost				Component of OTTI				Non-Credit				Value		Fair
			Impairment				Balance												Component						Value
	Security #1		Q1 2009		Triple-C		$	13,288			$	10,438			$	10,271			$	7,405			$	7,572	$	9,622
	Security #2		Q1 2009		Triple-C		13,174				12,479				12,389				7,975				8,065		10,833
	Security #3		Q2 2009		Single-D		20,824				16,535				15,283				10,921				12,173		16,847
	Security #4		Q2 2009		Triple-C		9,341				8,627				7,890				5,288				6,025		7,910
	Security #5		Q3 2009		Triple-C		16,289				14,569				10,047				6,800				11,322		13,201
	Security #6		Q3 2009		Triple-C		14,271				12,870				10,567				6,567				8,870		11,257
	Security #7		Q3 2009		Single-B		5,093				5,015				3,575				2,130				3,570		4,546
	Security #8		Q1 2010		Triple-C		7,641				7,619				4,968				2,840				5,491		6,645
	Security #9		Q1 2010		Triple-C		3,182				3,145				2,208				1,257				2,194		2,672
	Security #10		Q4 2010		Triple-C		6,309				5,884				3,331				1,479				4,032		5,110
	Security #11		Q4 2010		Triple-C		7,745				7,740				4,096				1,870				5,514		6,435
	Security #12		Q4 2010		Triple-C		4,145				4,061				1,820				815				3,056		3,466
	Security #13		Q4 2010		Triple-C		4,938				4,923				2,418				1,216				3,721		4,224
	Security #14		Q2 2011		Triple-C		12,226				11,995				5,942				2,949				9,002		10,181
	Totals						$	138,466			$	125,900			$	94,805			$	59,512			$	90,607	$	112,949
Investments Classified by Contractual Maturity Date [Table Text Block]	'
	The amortized cost, carrying value and estimated fair value of held-to-maturity securities by contractual maturity at September 30, 2013 and December 31, 2012 are presented below (in thousands). The expected maturities of some debentures could differ from the contractual maturities presented because issuers may have the right to call such debentures prior to their final stated maturities.
			September 30, 2013												December 31, 2012
	Maturity		Amortized Cost				Carrying Value				Estimated Fair Value				Amortized Cost				Carrying Value				Estimated Fair Value
	Debentures
	Due in one year or less		$	—			$	—			$	—			$	503			$	503			$	505
	Due after one year through five years		16,688				16,688				16,814				10,331				10,331				10,423
	Due after five years through ten years		8,483				8,483				8,410				19,355				19,355				19,364
	Due after ten years		8,202				8,202				8,114				8,570				8,570				8,468
			33,373				33,373				33,338				38,759				38,759				38,760
	Mortgage-backed securities		5,155,745				5,120,452				5,175,900				5,202,553				5,161,116				5,245,205
	Total		$	5,189,118			$	5,153,825			$	5,209,238			$	5,241,312			$	5,199,875			$	5,283,965
Schedule of Interest Rate Payment Terms For Investments [Table Text Block]	'
	The following table provides interest rate payment terms for investment securities classified as held-to-maturity at September 30, 2013 and December 31, 2012 (in thousands):
		September 30, 2013				December 31, 2012
	Amortized cost of variable-rate held-to-maturity securities other than mortgage-backed securities	$	33,373			$	38,759
	Amortized cost of held-to-maturity mortgage-backed securities
	Fixed-rate pass-through securities	380				454
	Collateralized mortgage obligations
	Fixed-rate	883				1,050
	Variable-rate	5,154,482				5,201,049
		5,155,745				5,202,553
	Total	$	5,189,118			$	5,241,312

Advances_Tables

Advances (Tables)	9 Months Ended
	Sep. 30, 2013
Advances [Abstract]	'
Schedule of Federal Home Loan Bank Advances by Year of Contractual Maturity [Table Text Block]	'
	At both September 30, 2013 and December 31, 2012, the Bank had advances outstanding at interest rates ranging from 0.04 percent to 8.61 percent, as summarized below (dollars in thousands).
			September 30, 2013						December 31, 2012
	Contractual Maturity		Amount				Weighted Average Interest Rate		Amount			Weighted Average Interest Rate
	Overdrawn demand deposit accounts		$	12			4.06%		$	7,682		4.12	%
	Due in one year or less		8,957,289				0.35		8,950,062			0.7
	Due after one year through two years		1,289,230				1.86		1,886,603			1.04
	Due after two years through three years		795,030				1.81		942,691			2.37
	Due after three years through four years		965,478				2.71		434,521			3
	Due after four years through five years		1,310,680				2.89		1,865,480			3.4
	Due after five years		1,058,814				2.93		1,521,679			3.13
	Amortizing advances		2,035,515				3.7		2,319,538			3.94
	Total par value		16,412,048				1.46	%	17,928,256			1.79	%
	Deferred prepayment fees		(15,962		)				(19,006		)
	Commitment fees		(113		)				(118		)
	Hedging adjustments		238,262						485,665
	Total		$	16,634,235					$	18,394,797
Schedule of Advances Classified by Contractual Maturity Date or Next Put Date [Table Text Block]	'
	The following table summarizes advances outstanding at September 30, 2013 and December 31, 2012, by the earlier of contractual maturity or next possible put date (in thousands):
	Contractual Maturity or Next Put Date		September 30, 2013				December 31, 2012
	Overdrawn demand deposit accounts		$	12			$	7,682
	Due in one year or less		10,580,359				11,193,533
	Due after one year through two years		1,181,230				1,876,203
	Due after two years through three years		724,530				786,691
	Due after three years through four years		658,358				392,021
	Due after four years through five years		432,730				601,359
	Due after five years		799,314				751,229
	Amortizing advances		2,035,515				2,319,538
	Total par value		$	16,412,048			$	17,928,256
Schedule of Federal Home Loan Bank Advances by Interest Rate Payment Terms [Table Text Block]	'
	The following table provides interest rate payment terms for advances outstanding at September 30, 2013 and December 31, 2012 (in thousands):
		September 30, 2013				December 31, 2012
	Fixed-rate
	Due in one year or less	$	7,932,949			$	7,979,254
	Due after one year	7,393,427				7,883,320
	Total fixed-rate	15,326,376				15,862,574
	Variable-rate
	Due in one year or less	1,041,672				1,016,682
	Due after one year	44,000				1,049,000
	Total variable-rate	1,085,672				2,065,682
	Total par value	$	16,412,048			$	17,928,256

Allowance_for_Credit_Losses_Ta

Allowance for Credit Losses (Tables)	9 Months Ended
	Sep. 30, 2013
Allowance for Credit Losses [Abstract]	'
Past Due Financing Receivables [Table Text Block]	'
	The table below summarizes the unpaid principal balance by payment status for mortgage loans at September 30, 2013 and December 31, 2012 (dollars in thousands). The unpaid principal balance approximates the recorded investment in the loans.
		September 30, 2013									December 31, 2012
		Conventional Loans			Government-			Total			Conventional Loans			Government-			Total
					Guaranteed/									Guaranteed/
					Insured Loans									Insured Loans
	Mortgage loans:
	30-59 days delinquent	$	1,148		$	2,947		$	4,095		$	1,344		$	3,897		$	5,241
	60-89 days delinquent	384			423			807			284			615			899
	90 days or more delinquent	809			226			1,035			994			313			1,307
	Total past due	2,341			3,596			5,937			2,622			4,825			7,447
	Total current loans	43,966			45,973			89,939			57,257			56,204			113,461
	Total mortgage loans	$	46,307		$	49,569		$	95,876		$	59,879		$	61,029		$	120,908
	Other delinquency statistics:
	In process of foreclosure (1)	$	383		$	22		$	405		$	465		$	15		$	480
	Serious delinquency rate (2)	1.7		%	0.5		%	1.1		%	1.6		%	0.5		%	1.1		%
	Past due 90 days or more and still accruing interest (3)	$	—		$	226		$	226		$	—		$	313		$	313
	Non-accrual loans	$	809		$	—		$	809		$	994		$	—		$	994
	Troubled debt restructurings	$	144		$	—		$	144		$	98		$	—		$	98
	_____________________________
	(1)	Includes loans where the decision of foreclosure or similar alternative such as pursuit of deed-in-lieu has been made.
	(2)	Loans that are 90 days or more past due or in the process of foreclosure expressed as a percentage of the total loan portfolio.
	(3)	Only government-guaranteed/insured mortgage loans continue to accrue interest after they become 90 days or more past due.
Allowance for Credit Losses on Financing Receivables [Table Text Block]	'
	The following table presents the activity in the allowance for credit losses on conventional mortgage loans held for portfolio during the three and nine months ended September 30, 2013 and 2012 (in thousands):
		Three Months Ended September 30,						Nine Months Ended September 30,
		2013			2012			2013			2012
	Balance, beginning of period	$	175		$	190		$	183		$	192
	Chargeoffs	—			(7		)	(8		)	(9		)
	Balance, end of period	$	175		$	183		$	175		$	183
Allowance for Credit Losses and Recorded Investment by Impairment Methodology [Table Text Block]	'
	The following table presents information regarding the balances of the Bank's conventional mortgage loans held for portfolio that were individually or collectively evaluated for impairment as well as information regarding the ending balance of the allowance for credit losses as of September 30, 2013 and December 31, 2012 (in thousands).
		September 30, 2013			December 31, 2012
	Ending balance of allowance for credit losses related to loans collectively evaluated for impairment	$	175		$	183
	Unpaid principal balance
	Individually evaluated for impairment	$	927		$	1,092
	Collectively evaluated for impairment	45,380			58,787
		$	46,307		$	59,879

Consolidated_Obligations_Table

Consolidated Obligations (Tables)	9 Months Ended
	Sep. 30, 2013
Debt Disclosure [Abstract]	'
Schedule of Consolidated Obligation Bonds By Interest Rate Payment Terms [Table Text Block]	'
	The following table summarizes the Bank’s consolidated obligation bonds outstanding by interest rate payment terms at September 30, 2013 and December 31, 2012 (in thousands, at par value).
		September 30, 2013				December 31, 2012
	Fixed-rate	$	15,204,410			$	18,763,230
	Variable-rate	4,171,000				4,235,000
	Step-up	2,610,000				2,475,000
	Step-down	100,000				100,000
	Total par value	$	22,085,410			$	25,573,230
Schedule of Maturities of Long-term Debt [Table Text Block]	'
	The following is a summary of the Bank’s consolidated obligation bonds outstanding at September 30, 2013 and December 31, 2012, by contractual maturity (dollars in thousands):
			September 30, 2013						December 31, 2012
	Contractual Maturity		Amount				Weighted Average		Amount			Weighted Average
							Interest Rate					Interest Rate
	Due in one year or less		$	13,138,535			0.72	%	$	9,618,500		0.6	%
	Due after one year through two years		3,010,800				1.32		10,277,745			0.9
	Due after two years through three years		1,072,000				2.21		1,619,985			1.79
	Due after three years through four years		445,000				0.91		450,000			4.24
	Due after four years through five years		1,207,000				2.13		425,000			1.09
	Due after five years		3,212,075				1.81		3,182,000			2.21
	Total par value		22,085,410				1.11	%	25,573,230			1.07	%
	Premiums		47,545						83,833
	Discounts		(4,802		)				(6,149		)
	Hedging adjustments		(86,157		)				47,022
	Total		$	22,041,996					$	25,697,936
Schedule of Consolidated Obligation Bonds by Call Feature [Table Text Block]	'
	At September 30, 2013 and December 31, 2012, the Bank’s consolidated obligation bonds outstanding included the following (in thousands, at par value):
		September 30, 2013				December 31, 2012
	Non-callable bonds	$	17,013,335			$	21,088,230
	Callable bonds	5,072,075				4,485,000
	Total par value	$	22,085,410			$	25,573,230
Schedule of Maturities of Consolidated Obligation Bonds by Contractual Maturity or Next Call Date [Table Text Block]	'
	The following table summarizes the Bank’s consolidated obligation bonds outstanding at September 30, 2013 and December 31, 2012, by the earlier of contractual maturity or next possible call date (in thousands, at par value):
	Contractual Maturity or Next Call Date		September 30, 2013				December 31, 2012
	Due in one year or less		$	18,055,610			$	13,813,500
	Due after one year through two years		2,770,800				9,467,745
	Due after two years through three years		732,000				1,459,985
	Due after three years through four years		50,000				430,000
	Due after four years through five years		397,000				—
	Due after five years		80,000				402,000
	Total par value		$	22,085,410			$	25,573,230
Schedule of Short-term Debt [Table Text Block]	'
	At September 30, 2013 and December 31, 2012, the Bank’s consolidated obligation discount notes, all of which are due within one year, were as follows (dollars in thousands):
		Book Value				Par Value			Weighted
									Average Implied
									Interest Rate
	30-Sep-13	$	6,513,829			$	6,515,000		0.08	%
	31-Dec-12	$	6,984,378			$	6,986,856		0.15	%

Affordable_Housing_Program_AHP1

Affordable Housing Program ("AHP") (Tables)	9 Months Ended
	Sep. 30, 2013
Affordable Housing Program (“AHP”) [Abstract]	'
Schedule of Activity in Affordable Housing Program Obligation [Table Text Block]	'
	The following table summarizes the changes in the Bank’s AHP liability during the nine months ended September 30, 2013 and 2012 (in thousands):
		Nine Months Ended September 30,
		2013			2012
	Balance, beginning of period	$	29,620		$	32,313
	AHP assessment	7,750			7,172
	Grants funded, net of recaptured amounts	(6,454		)	(8,710		)
	Balance, end of period	$	30,916		$	30,775

Assets_and_Liabilities_Subject1

Assets and Liabilities Subject to Offsetting (Tables)	9 Months Ended
	Sep. 30, 2013
Assets and Liabilities Subject to Offsetting [Abstract]	'
Offsetting Assets and Liabilities [Table Text Block]	'
	The following table presents derivative instruments and securities purchased under agreements to resell with the legal right of offset, including the related collateral received from or pledged to counterparties as of September 30, 2013 and December 31, 2012 (in thousands).
			Gross Amounts of Recognized Financial Instruments		Gross Amounts Offset in the Statement of Condition			Net Amounts Presented in the Statement of Condition		Collateral Not Offset in the Statement of Condition (1)				Net Unsecured Amount
	30-Sep-13
	Assets
	Derivatives
	Bilateral derivatives		$	80,724	$	(69,567	)	$	11,157	$	(5,394	)	(2)	$	5,763
	Cleared derivatives		1,534		1,750			3,284		—				3,284
	Total derivatives		82,258		(67,817		)	14,441		(5,394		)		9,047
	Security purchased under agreement to resell		500,000		—			500,000		(500,000		)		—
	Total assets		$	582,258	$	(67,817	)	$	514,441	$	(505,394	)		$	9,047
	Liabilities
	Derivatives
	Bilateral derivatives		$	969,350	$	(959,354	)	$	9,996	$	—			$	9,996
	Cleared derivatives		550		(550		)	—		—				—
	Total derivatives		$	969,900	$	(959,904	)	$	9,996	$	—			$	9,996
	31-Dec-12
	Assets
	Bilateral derivatives		$	118,714	$	(104,767	)	$	13,947	$	(10,583	)	(3)	$	3,364
	Securities purchased under agreements to resell		3,000,000		—			3,000,000		(3,000,000		)		—
	Total assets		$	3,118,714	$	(104,767	)	$	3,013,947	$	(3,010,583	)		$	3,364
	Liabilities
	Bilateral derivatives		$	1,344,588	$	(1,333,320	)	$	11,268	$	—			$	11,268
	_____________________________
	(1)	Any overcollateralization at an individual clearinghouse/clearing member or bilateral counterparty level is not included in the determination of the net unsecured amount.
	(2)	Consists of $1,664,000 of securities pledged by a non-member bilateral counterparty and $3,730,000 of collateral pledged by member counterparties.
	(3)	Consists of $3,601,000 of securities pledged by a non-member bilateral counterparty and $6,982,000 of collateral pledged by member counterparties.

Derivatives_and_Hedging_Activi1

Derivatives and Hedging Activities (Tables)	9 Months Ended
	Sep. 30, 2013
Derivative Instruments and Hedging Activities Disclosure [Abstract]	'
Schedule of Derivative Instruments in Statement of Financial Position, Fair Value [Table Text Block]	'
	The following table summarizes the notional balances and estimated fair values of the Bank’s outstanding derivatives at September 30, 2013 and December 31, 2012 (in thousands).
			September 30, 2013												December 31, 2012
			Notional Amount of				Estimated Fair Value								Notional Amount of			Estimated Fair Value
			Derivatives				Derivative				Derivative				Derivatives			Derivative			Derivative
							Assets				Liabilities							Assets			Liabilities
	Derivatives designated as hedging instruments under ASC 815
	Interest rate swaps
	Advances		$	5,041,678			$	13,081			$	273,413			$	6,723,412		$	115		$	521,397
	Available-for-sale securities		4,924,934				7,013				584,956				4,924,934			30			797,572
	Consolidated obligation bonds		15,944,410				42,034				104,731				19,401,230			95,457			16,946
	Interest rate caps related to advances		25,000				6				—				28,000			9			—
	Total derivatives designated as hedging instruments under ASC 815		25,936,022				62,134				963,100				31,077,576			95,611			1,335,915
	Derivatives not designated as hedging instruments under ASC 815
	Interest rate swaps
	Advances		14,800				—				45				5,292			—			59
	Consolidated obligation bonds		—				—				—				650,000			969			—
	Basis swaps		3,700,000				12,181				—				4,700,000			13,001			—
	Intermediary transactions		110,896				4,167				3,939				104,154			7,029			6,805
	Interest rate swaptions related to optional advance commitments		—				—				—				50,000			—			—
	Interest rate caps
	Held-to-maturity securities		4,100,000				960				—				3,900,000			295			—
	Intermediary transactions		110,000				2,816				2,816				110,000			1,809			1,809
	Total derivatives not designated as hedging instruments under ASC 815		8,035,696				20,124				6,800				9,519,446			23,103			8,673
	Total derivatives before collateral and netting adjustments		$	33,971,718			82,258				969,900				$	40,597,022		118,714			1,344,588
	Cash collateral and related accrued interest						(937		)		(893,024		)					—			(1,228,553		)
	Netting adjustments						(66,880		)		(66,880		)					(104,767		)	(104,767		)
	Total collateral and netting adjustments(1)						(67,817		)		(959,904		)					(104,767		)	(1,333,320		)
	Net derivative balances reported in statements of condition						$	14,441			$	9,996						$	13,947		$	11,268
	_____________________________
	(1)	Amounts represent the effect of legally enforceable master netting agreements or other legally enforceable arrangements between the Bank and its derivative counterparties that allow the Bank to offset positive and negative positions as well as the cash collateral held or placed with those same counterparties.
Schedule of Derivative Instruments, Gain (Loss) in Statement of Financial Performance [Table Text Block]	'
	The following table presents the components of net gains (losses) on derivatives and hedging activities as presented in the statements of income for the three and nine months ended September 30, 2013 and 2012 (in thousands).
		Gain (Loss) Recognized in Earnings for the								Gain (Loss) Recognized in Earnings for the
		Three Months Ended September 30,								Nine Months Ended September 30,
		2013				2012				2013				2012
	Derivatives and hedged items in ASC 815 fair value hedging relationships
	Interest rate swaps	$	601			$	(896	)		$	2,850			$	(3,213	)
	Interest rate caps	(3		)		(14		)		(3		)		(88		)
	Total net gain (loss) related to fair value hedge ineffectiveness	598				(910		)		2,847				(3,301		)
	Derivatives not designated as hedging instruments under ASC 815
	Net interest income on interest rate swaps	692				2,491				2,958				8,357
	Interest rate swaps
	Advances	139				2				190				50
	Consolidated obligation bonds	(154		)		395				(769		)		2,653
	Consolidated obligation discount notes	—				—				—				784
	Basis swaps	(1,270		)		(8,383		)		(452		)		(7,878		)
	Intermediary transactions	(7		)		(3		)		4				(7		)
	Interest rate swaptions related to optional advance commitments	—				(199		)		—				(1,933		)
	Interest rate caps
	Held-to-maturity securities	(661		)		(501		)		(565		)		(3,301		)
	Intermediary transactions	—				—				—				6
	Total net gain (loss) related to derivatives not designated as hedging instruments under ASC 815	(1,261		)		(6,198		)		1,366				(1,269		)
	Net gains (losses) on derivatives and hedging activities reported in the statements of income	$	(663	)		$	(7,108	)		$	4,213			$	(4,570	)
Schedule of Derivative Instruments By Type, Gain (Loss) in Statement of Financial Performance [Table Text Block]	'
	The following table presents, by type of hedged item, the gains (losses) on derivatives and the related hedged items in ASC 815 fair value hedging relationships and the impact of those derivatives on the Bank’s net interest income for the three and nine months ended September 30, 2013 and 2012 (in thousands).
	Hedged Item		Gain (Loss) on				Gain (Loss) on				Net Fair Value				Derivative Net
			Derivatives				Hedged Items				Hedge				Interest Income (Expense)(2)
											Ineffectiveness (1)
	Three Months Ended September 30, 2013
	Advances		$	11,284			$	(11,539	)		$	(255	)		$	(32,660	)
	Available-for-sale securities		(13,603		)		14,650				1,047				(20,117		)
	Consolidated obligation bonds		10,041				(10,235		)		(194		)		29,898
	Total		$	7,722			$	(7,124	)		$	598			$	(22,879	)
	Three Months Ended September 30, 2012
	Advances		$	(14,908	)		$	14,353			$	(555	)		$	(39,967	)
	Available-for-sale securities		(51,566		)		51,536				(30		)		(18,275		)
	Consolidated obligation bonds		3,550				(3,875		)		(325		)		34,945
	Total		$	(62,924	)		$	62,014			$	(910	)		$	(23,297	)
	Nine Months Ended September 30, 2013
	Advances		$	173,158			$	(173,037	)		$	121			$	(107,868	)
	Available-for-sale securities		152,903				(150,404		)		2,499				(60,327		)
	Consolidated obligation bonds		(140,643		)		140,870				227				91,822
	Total		$	185,418			$	(182,571	)		$	2,847			$	(76,373	)
	Nine Months Ended September 30, 2012
	Advances		$	(18,117	)		$	17,006			$	(1,111	)		$	(128,105	)
	Available-for-sale securities		(147,513		)		147,067				(446		)		(52,232		)
	Consolidated obligation bonds		(35,113		)		33,369				(1,744		)		123,386
	Total		$	(200,743	)		$	197,442			$	(3,301	)		$	(56,951	)
	_____________________________
	(1)	Reported as net gains (losses) on derivatives and hedging activities in the statements of income.
	(2)	The net interest income (expense) associated with derivatives in ASC 815 fair value hedging relationships is reported in the statements of income in the interest income/expense line item for the indicated hedged item.

Capital_Tables

Capital (Tables)	9 Months Ended
	Sep. 30, 2013
Capital [Abstract]	'
Schedule of Compliance with Regulatory Capital Requirements under Banking Regulations [Table Text Block]	'
	The following table summarizes the Bank’s compliance with those capital requirements as of September 30, 2013 and December 31, 2012 (dollars in thousands):
		September 30, 2013						December 31, 2012
		Required			Actual			Required			Actual
	Regulatory capital requirements:
	Risk-based capital	$	453,982		$	1,808,663		$	404,265		$	1,793,383
	Total capital	$	1,252,793		$	1,808,663		$	1,430,213		$	1,793,383
	Total capital-to-assets ratio	4		%	5.77		%	4		%	5.02		%
	Leverage capital	$	1,565,991		$	2,712,995		$	1,787,766		$	2,690,075
	Leverage capital-to-assets ratio	5		%	8.66		%	5		%	7.52		%

Employee_Retirement_Plans_Tabl

Employee Retirement Plans (Tables)	9 Months Ended
	Sep. 30, 2013
Employee Retirement Plans [Abstract]	'
Schedule of Net Benefit Costs [Table Text Block]	'
	The Bank sponsors a retirement benefits program that includes health care and life insurance benefits for eligible retirees. Components of net periodic benefit cost related to this program for the three and nine months ended September 30, 2013 and 2012 were as follows (in thousands):
		Three Months Ended						Nine Months Ended
		September 30,						September 30,
		2013			2012			2013			2012
	Service cost	$	6		$	3		$	18		$	11
	Interest cost	22			22			66			67
	Amortization of prior service credit	(5		)	(8		)	(13		)	(26		)
	Amortization of net actuarial gain	(6		)	(9		)	(18		)	(26		)
	Net periodic benefit cost	$	17		$	8		$	53		$	26

Estimated_Fair_Values_Tables

Estimated Fair Values (Tables)	9 Months Ended
	Sep. 30, 2013
Fair Value Disclosures [Abstract]	'
Fair Value, by Balance Sheet Grouping and Hierarchy [Table Text Block]	'
	The following table presents the carrying values and estimated fair values of the Bank’s financial instruments at September 30, 2013 (in thousands), as well as the level within the fair value hierarchy in which the measurements are classified. Financial assets and liabilities are classified in their entirety based on the lowest level input that is significant to the fair value estimate.
	FAIR VALUE SUMMARY TABLE
					Estimated Fair Value
	Financial Instruments		Carrying Value		Total		Level 1		Level 2			Level 3			Netting Adjustment(4)
	Assets:
	Cash and due from banks		$	883,037	$	883,037	$	883,037	$	—		$	—		$	—
	Interest-bearing deposits		368		368		—		368			—			—
	Security purchased under agreement to resell		500,000		500,000		—		500,000			—			—
	Federal funds sold		1,706,000		1,706,000		—		1,706,000			—			—
	Trading securities (1)		708,603		708,603		9,016		699,587			—			—
	Available-for-sale securities (1)		5,516,079		5,516,079		—		5,516,079			—			—
	Held-to-maturity securities		5,153,825		5,209,238		—		5,022,292		(2)	186,946		(3)	—
	Advances		16,634,235		16,699,795		—		16,699,795			—			—
	Mortgage loans held for portfolio, net		96,263		105,065		—		105,065			—			—
	Accrued interest receivable		78,440		78,440		—		78,440			—			—
	Derivative assets (1)		14,441		14,441		—		82,258			—			(67,817		)
	Liabilities:
	Deposits		875,896		875,896		—		875,896			—			—
	Consolidated obligations
	Discount notes		6,513,829		6,514,160		—		6,514,160			—			—
	Bonds		22,041,996		22,013,973		—		22,013,973			—			—
	Mandatorily redeemable capital stock		30,086		30,086		30,086		—			—			—
	Accrued interest payable		48,859		48,859		—		48,859			—			—
	Derivative liabilities (1)		9,996		9,996		—		969,900			—			(959,904		)
	___________________________
	(1)	Financial instruments measured at fair value on a recurring basis as of September 30, 2013.
	(2)	Consists of the Bank's holdings of U.S. government-guaranteed debentures, U.S. government-guaranteed MBS and GSE MBS.
	(3)	Consists of the Bank's holdings of non-agency RMBS.
	(4)	Amounts represent the impact of legally enforceable master netting agreements or other legally enforceable arrangements between the Bank and its derivative counterparties that allow the Bank to offset positive and negative positions as well as the cash collateral held or placed with those same counterparties.
	The following table presents the carrying values and estimated fair values of the Bank’s financial instruments at December 31, 2012 (in thousands), as well as the level within the fair value hierarchy in which the measurements are classified. Financial assets and liabilities are classified in their entirety based on the lowest level input that is significant to the fair value estimate.
	FAIR VALUE SUMMARY TABLE
					Estimated Fair Value
	Financial Instruments		Carrying Value		Total		Level 1		Level 2			Level 3			Netting Adjustment(4)
	Assets:
	Cash and due from banks		$	920,780	$	920,780	$	920,780	$	—		$	—		$	—
	Interest-bearing deposits		254		254		—		254			—			—
	Securities purchased under agreements to resell		3,000,000		3,000,000		—		3,000,000			—			—
	Federal funds sold		2,219,000		2,219,000		—		2,219,000			—			—
	Trading securities (1)		7,541		7,541		7,541		—			—			—
	Available-for-sale securities (1)		5,772,153		5,772,153		—		5,772,153			—			—
	Held-to-maturity securities		5,199,875		5,283,965		—		5,076,751		(2)	207,214		(3)	—
	Advances		18,394,797		18,552,112		—		18,552,112			—			—
	Mortgage loans held for portfolio, net		121,478		134,562		—		134,562			—			—
	Accrued interest receivable		72,531		72,531		—		72,531			—			—
	Derivative assets (1)		13,947		13,947		—		118,714			—			(104,767		)
	Liabilities:
	Deposits		1,177,964		1,177,961		—		1,177,961			—			—
	Consolidated obligations
	Discount notes		6,984,378		6,985,001		—		6,985,001			—			—
	Bonds		25,697,936		25,836,987		—		25,836,987			—			—
	Mandatorily redeemable capital stock		4,504		4,504		4,504		—			—			—
	Accrued interest payable		53,940		53,940		—		53,940			—			—
	Derivative liabilities (1)		11,268		11,268		—		1,344,588			—			(1,333,320		)
	___________________________
	(1)	Financial instruments measured at fair value on a recurring basis as of December 31, 2012.
	(2)	Consists of the Bank's holdings of U.S. government-guaranteed debentures, U.S. government-guaranteed MBS and GSE MBS.
	(3)	Consists of the Bank's holdings of non-agency RMBS.
	(4)	Amounts represent the impact of legally enforceable master netting agreements between the Bank and its bilateral derivative counterparties that allow the Bank to offset positive and negative positions as well as the cash collateral held or placed with those same counterparties.

Transactions_with_Other_FHLBan1

Transactions with Other FHLBanks (Table)	9 Months Ended
	Sep. 30, 2013
Transactions with Other FHLBanks [Abstract]	'
Schedule of Loans to Other Federal Home Loan Banks [Table Text Block]	'
	The following table summarizes the Bank’s loans to other FHLBanks during the nine months ended September 30, 2013 and 2012 (in thousands).
		Nine Months Ended September 30,
		2013			2012
	Balance at January 1,	$	—		$	35,000
	Loans made to:
	FHLBank of San Francisco	475,000			200,000
	FHLBank of Atlanta	200,000			—
	FHLBank of Indianapolis	377,000			—
	Collections from:
	FHLBank of Topeka	—			(35,000		)
	FHLBank of San Francisco	(475,000		)	(200,000		)
	FHLBank of Atlanta	(200,000		)	—
	FHLBank of Indianapolis	(377,000		)	—
	Balance at September 30,	$	—		$	—
Schedule of Loans from Other Federal Home Loan Banks [Table Text Block]	'
	The following table summarizes the Bank’s borrowings from other FHLBanks during the nine months ended September 30, 2013 and 2012 (in thousands).
		Nine Months Ended September 30,
		2013			2012
	Balance at January 1,	$	—		$	—
	Borrowings from:
	FHLBank of San Francisco	200,000			420,000
	FHLBank of Topeka	—			40,000
	FHLBank of Seattle	—			40,000
	Repayments to:
	FHLBank of San Francisco	(200,000		)	(420,000		)
	FHLBank of Topeka	—			(40,000		)
	Balance at September 30,	$	—		$	40,000

Accumulated_Other_Comprehensiv1

Accumulated Other Comprehensive Income (Loss) (Tables)	9 Months Ended
	Sep. 30, 2013
Accumulated Other Comprehensive Income (Loss) [Abstract]	'
Schedule of Accumulated Other Comprehensive Income (Loss) [Table Text Block]	'
	The following table presents the changes in the components of accumulated other comprehensive income (loss) for the three and nine months ended September 30, 2013 and 2012 (in thousands).
		Net Unrealized Gains (Losses) on Available-for-Sale Securities (1)			Non-Credit Portion of Other-than-Temporary Impairment Losses on Held-to-Maturity Securities			Postretirement Benefits			Total Accumulated Other Comprehensive Income (Loss)
	Three Months Ended September 30, 2013
	Balance at July 1, 2013	$	3,035		$	(37,337	)	$	434		$	(33,868	)
	Reclassifications from accumulated other comprehensive income (loss) to net income
	Reclassification adjustment for amortization of prior service credits and net actuarial gains recognized in compensation and benefits expense	—			—			(11		)	(11		)
	Other amounts of other comprehensive income (loss)
	Net unrealized losses on available-for-sale securities	(5,822		)	—			—			(5,822		)
	Accretion of non-credit portion of other-than-temporary impairment losses to the carrying value of held-to-maturity securities	—			2,044			—			2,044
	Total other comprehensive income (loss)	(5,822		)	2,044			(11		)	(3,789		)
	Balance at September 30, 2013	$	(2,787	)	$	(35,293	)	$	423		$	(37,657	)
	Three Months Ended September 30, 2012
	Balance at July 1, 2012	$	671		$	(46,031	)	$	582		$	(44,778	)
	Reclassifications from accumulated other comprehensive income (loss) to net income
	Reclassification adjustment for amortization of prior service credits and net actuarial gains recognized in compensation and benefits expense	—			—			(17		)	(17		)
	Other amounts of other comprehensive income (loss)
	Net unrealized gains on available-for-sale securities	10,897			—			—			10,897
	Accretion of non-credit portion of other-than-temporary impairment losses to the carrying value of held-to-maturity securities	—			2,367			—			2,367
	Total other comprehensive income (loss)	10,897			2,367			(17		)	13,247
	Balance at September 30, 2012	$	11,568		$	(43,664	)	$	565		$	(31,531	)
	_____________________________
	(1) Net unrealized gains (losses) on available-for-sale securities are net of unrealized gains and losses relating to hedged interest rate risk included in net income.
		Net Unrealized Gains (Losses) on Available-for-Sale Securities (1)			Non-Credit Portion of Other-than-Temporary Impairment Losses on Held-to-Maturity Securities			Postretirement Benefits			Total Accumulated Other Comprehensive Income (Loss)
	Nine Months Ended September 30, 2013
	Balance at January 1, 2013	$	22,527		$	(41,437	)	$	665		$	(18,245	)
	Reclassifications from accumulated other comprehensive income (loss) to net income
	Reclassification adjustment for amortization of prior service credits and net actuarial gains recognized in compensation and benefits expense	—			—			(31		)	(31		)
	Other amounts of other comprehensive income (loss)
	Net unrealized losses on available-for-sale securities	(25,314		)	—			—			(25,314		)
	Accretion of non-credit portion of other-than-temporary impairment losses to the carrying value of held-to-maturity securities	—			6,144			—			6,144
	Prior service cost	—			—			(211		)	(211		)
	Total other comprehensive income (loss)	(25,314		)	6,144			(242		)	(19,412		)
	Balance at September 30, 2013	$	(2,787	)	$	(35,293	)	$	423		$	(37,657	)
	Nine Months Ended September 30, 2012
	Balance at January 1, 2012	$	5,197		$	(51,429	)	$	617		$	(45,615	)
	Reclassifications from accumulated other comprehensive income (loss) to net income
	Reclassification adjustment for non-credit portion of other-than-temporary impairment losses on held-to-maturity securities recognized as credit losses in net income	—			351			—			351
	Reclassification adjustment for amortization of prior service credits and net actuarial gains recognized in compensation and benefits expense	—			—			(52		)	(52		)
	Other amounts of other comprehensive income (loss)
	Net unrealized gains on available-for-sale securities	6,371			—			—			6,371
	Non-credit portion of other-than-temporary impairment losses on held-to-maturity securities	—			(195		)	—			(195		)
	Accretion of non-credit portion of other-than-temporary impairment losses to the carrying value of held-to-maturity securities	—			7,609			—			7,609
	Total other comprehensive income (loss)	6,371			7,765			(52		)	14,084
	Balance at September 30, 2012	$	11,568		$	(43,664	)	$	565		$	(31,531	)
	_____________________________
	(1) Net unrealized gains (losses) on available-for-sale securities are net of unrealized gains and losses relating to hedged interest rate risk included in net income.

Trading_Securities_Details

Trading Securities (Details) (USD $)	Sep. 30, 2013	Dec. 31, 2012
In Thousands, unless otherwise specified
Schedule of Trading Securities and Other Trading Assets [Line Items]	'	'
U.S. Treasury Bills	$699,587	$0
Other	9,016	7,541
Total	$708,603	$7,541

AvailableforSale_Securities_De

Available-for-Sale Securities (Details) (USD $)	Sep. 30, 2013	Dec. 31, 2012
In Thousands, unless otherwise specified	position	position
Schedule of Available-for-sale Securities [Line Items]	'	'
Available-for-sale Debt Securities, Amortized Cost Basis	$5,518,866	$5,749,626
Available-for-sale Securities, Gross Unrealized Gains	4,992	23,448
Available-for-sale Securities, Gross Unrealized Losses	7,779	921
Available-for-sale Securities, Debt Securities	5,516,079	5,772,153
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Number of Positions	145	42
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Fair Value	2,412,755	600,614
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than 12 Months, Aggregate Losses	7,670	906
Available-for-sale Securities, Continuous Unrealized Loss Position, Twelve Months or Longer, Number of Positions	3	1
Available-for-sale Securities, Continuous Unrealized Loss Position, Twelve Months or Longer, Fair Value	14,850	2,373
Available-for-sale Securities, Continuous Unrealized Loss Position, 12 Months or Longer, Aggregate Losses	109	15
Available-for-sale, Securities in Unrealized Loss Positions, Qualitative Disclosure, Number of Positions	148	43
Available-for-sale Securities, Continuous Unrealized Loss Position, Fair Value	2,427,605	602,987
Available-for-sale Securities, Continuous Unrealized Loss Position, Aggregate Losses	7,779	921
Available-for-sale Securities, Debt Maturities, Next Rolling Twelve Months, Amortized Cost Basis	5,016	0
Available-for-sale Securities, Debt Maturities, Rolling Year Two Through Five, Amortized Cost Basis	3,871,921	3,340,880
Available-for-sale Securities, Debt Maturities, Rolling Year Six Through Ten, Amortized Cost Basis	1,641,929	2,401,976
Available-for-sale Securities, Debt Maturities, Rolling after Year Ten, Amortized Cost Basis	0	6,770
Available-for-sale Securities, Debt Maturities, Amortized Cost Basis	5,518,866	5,749,626
Available-for-sale Securities, Debt Maturities, Next Rolling Twelve Months, Fair Value	5,019	0
Available-for-sale Securities, Debt Maturities, Rolling Year Two Through Five, Fair Value	3,874,920	3,349,030
Available-for-sale Securities, Debt Maturities, Rolling Year Six Through Ten, Fair Value	1,636,140	2,416,299
Available-for-sale Securities, Debt Maturities, Rolling after Year Ten, Fair Value	0	6,824
Fixed-rate [Member]	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Available-for-sale Debt Securities, Amortized Cost Basis	5,443,866	5,674,626
Variable-rate [Member]	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Available-for-sale Debt Securities, Amortized Cost Basis	75,000	75,000
US Government Agencies Debt Securities [Member]	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Available-for-sale Debt Securities, Amortized Cost Basis	54,564	56,119
Available-for-sale Securities, Gross Unrealized Gains	62	301
Available-for-sale Securities, Gross Unrealized Losses	108	3
Available-for-sale Securities, Debt Securities	54,518	56,417
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Number of Positions	3	1
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Fair Value	35,198	11,340
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than 12 Months, Aggregate Losses	108	3
Available-for-sale Securities, Continuous Unrealized Loss Position, Twelve Months or Longer, Number of Positions	0	0
Available-for-sale Securities, Continuous Unrealized Loss Position, Twelve Months or Longer, Fair Value	0	0
Available-for-sale Securities, Continuous Unrealized Loss Position, 12 Months or Longer, Aggregate Losses	0	0
Available-for-sale, Securities in Unrealized Loss Positions, Qualitative Disclosure, Number of Positions	3	1
Available-for-sale Securities, Continuous Unrealized Loss Position, Fair Value	35,198	11,340
Available-for-sale Securities, Continuous Unrealized Loss Position, Aggregate Losses	108	3
US Government-sponsored Enterprises Debt Securities [Member]	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Available-for-sale Debt Securities, Amortized Cost Basis	5,023,165	5,236,358
Available-for-sale Securities, Gross Unrealized Gains	4,570	22,280
Available-for-sale Securities, Gross Unrealized Losses	6,440	644
Available-for-sale Securities, Debt Securities	5,021,295	5,257,994
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Number of Positions	119	23
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Fair Value	2,134,921	448,123
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than 12 Months, Aggregate Losses	6,440	629
Available-for-sale Securities, Continuous Unrealized Loss Position, Twelve Months or Longer, Number of Positions	0	1
Available-for-sale Securities, Continuous Unrealized Loss Position, Twelve Months or Longer, Fair Value	0	2,373
Available-for-sale Securities, Continuous Unrealized Loss Position, 12 Months or Longer, Aggregate Losses	0	15
Available-for-sale, Securities in Unrealized Loss Positions, Qualitative Disclosure, Number of Positions	119	24
Available-for-sale Securities, Continuous Unrealized Loss Position, Fair Value	2,134,921	450,496
Available-for-sale Securities, Continuous Unrealized Loss Position, Aggregate Losses	6,440	644
Other Debt Obligations [Member]	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Available-for-sale Debt Securities, Amortized Cost Basis	441,137	457,149
Available-for-sale Securities, Gross Unrealized Gains	360	867
Available-for-sale Securities, Gross Unrealized Losses	1,231	274
Available-for-sale Securities, Debt Securities	440,266	457,742
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Number of Positions	23	18
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Fair Value	242,636	141,151
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than 12 Months, Aggregate Losses	1,122	274
Available-for-sale Securities, Continuous Unrealized Loss Position, Twelve Months or Longer, Number of Positions	3	0
Available-for-sale Securities, Continuous Unrealized Loss Position, Twelve Months or Longer, Fair Value	14,850	0
Available-for-sale Securities, Continuous Unrealized Loss Position, 12 Months or Longer, Aggregate Losses	109	0
Available-for-sale, Securities in Unrealized Loss Positions, Qualitative Disclosure, Number of Positions	26	18
Available-for-sale Securities, Continuous Unrealized Loss Position, Fair Value	257,486	141,151
Available-for-sale Securities, Continuous Unrealized Loss Position, Aggregate Losses	$1,231	$274

HeldtoMaturity_Securities_Deta

Held-to-Maturity Securities (Details) (USD $)	Sep. 30, 2013		Dec. 31, 2012
In Thousands, unless otherwise specified	position		position
Schedule of Held-to-maturity Securities [Line Items]	'		'
Held-to-maturity Securities, Amortized Cost before Other than Temporary Impairment	$5,189,118		$5,241,312
Other Than Temporarily Impaired Losses, Non Credit Losses, Held-to-maturity Securities	35,293		41,437
Held-to-maturity securities	5,153,825	[1]	5,199,875	[1]
Held To Maturity Securities Accumulated Unrecognized Holding Gain	63,405		84,536
Held To Maturity Securities Accumulated Unrecognized Holding Loss	7,992		446
Held-to-maturity Securities, Fair Value	5,209,238		5,283,965
Held-to-maturity Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Number of Positions	54		5
Held-to-maturity Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Fair Value	1,703,842		27,577
Held-to-maturity Securities, Continuous Unrealized Loss Position, Less than 12 Months, Aggregate Losses	7,372		9
Held-to-maturity Securities, Continuous Unrealized Loss Position, Twelve Months or Longer, Number of Positions	43		45
Held-to-maturity Securities, Continuous Unrealized Loss Position, Twelve Months or Longer, Fair Value	280,274		350,622
Held-to-maturity Securities, Continuous Unrealized Loss Position, 12 Months or Longer, Aggregate Losses	21,987		35,597
Held-to-maturity, Securities in Unrealized Loss Positions, Qualitative Disclosure, Number of Positions	97		50
Held-to-maturity Securities, Continuous Unrealized Loss Position, Fair Value	1,984,116		378,199
Held To Maturity Securities Continuous Unrealized Loss Positon Aggregate Loss	29,359		35,606
US Government Agencies Debt Securities [Member]	'		'
Schedule of Held-to-maturity Securities [Line Items]	'		'
Held-to-maturity Securities, Amortized Cost before Other than Temporary Impairment	33,373		38,759
Other Than Temporarily Impaired Losses, Non Credit Losses, Held-to-maturity Securities	0		0
Held-to-maturity securities	33,373		38,759
Held To Maturity Securities Accumulated Unrecognized Holding Gain	126		176
Held To Maturity Securities Accumulated Unrecognized Holding Loss	161		175
Held-to-maturity Securities, Fair Value	33,338		38,760
Held-to-maturity Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Number of Positions	0		0
Held-to-maturity Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Fair Value	0		0
Held-to-maturity Securities, Continuous Unrealized Loss Position, Less than 12 Months, Aggregate Losses	0		0
Held-to-maturity Securities, Continuous Unrealized Loss Position, Twelve Months or Longer, Number of Positions	2		2
Held-to-maturity Securities, Continuous Unrealized Loss Position, Twelve Months or Longer, Fair Value	16,524		17,874
Held-to-maturity Securities, Continuous Unrealized Loss Position, 12 Months or Longer, Aggregate Losses	161		175
Held-to-maturity, Securities in Unrealized Loss Positions, Qualitative Disclosure, Number of Positions	2		2
Held-to-maturity Securities, Continuous Unrealized Loss Position, Fair Value	16,524		17,874
Held To Maturity Securities Continuous Unrealized Loss Positon Aggregate Loss	161		175
Held To Maturity Securities Other Than Mortgage Backed Securities [Member]	'		'
Schedule of Held-to-maturity Securities [Line Items]	'		'
Held-to-maturity securities	33,373		38,759
Held-to-maturity Securities, Fair Value	33,338		38,760
Held To Maturity Securities Debt Maturities Within One Year Amortized Cost	0		503
Held-to-maturity Securities, Debt Maturities, within One Year, Net Carrying Amount	0		503
Held-to-maturity Securities, Debt Maturities, Next Rolling Twelve Months, Fair Value	0		505
Held To Maturity Securities Debt Maturities After One Through Five Years Amortized Cost	16,688		10,331
Held-to-maturity Securities, Debt Maturities, after One Through Five Years, Net Carrying Amount	16,688		10,331
Held-to-maturity Securities, Debt Maturities, Rolling Year Two Through Five, Fair Value	16,814		10,423
Held To Maturity Securities Debt Maturities After Five Through Ten Years Amortized Cost	8,483		19,355
Held-to-maturity Securities, Debt Maturities, after Five Through Ten Years, Net Carrying Amount	8,483		19,355
Held-to-maturity Securities, Debt Maturities, Rolling Year Six Through Ten, Fair Value	8,410		19,364
Held To Maturity Securities Debt Maturities After Ten Years Amortized Cost	8,202		8,570
Held-to-maturity Securities, Debt Maturities, after Ten Years, Net Carrying Amount	8,202		8,570
Held-to-maturity Securities, Debt Maturities, Rolling after Ten Years, Fair Value	8,114		8,468
Held To Maturity Securities Debt Maturities Amortized Cost	33,373		38,759
Mortgage Backed Securities, US Government Guaranteed [Member]	'		'
Schedule of Held-to-maturity Securities [Line Items]	'		'
Held-to-maturity Securities, Amortized Cost before Other than Temporary Impairment	10,746		12,973
Other Than Temporarily Impaired Losses, Non Credit Losses, Held-to-maturity Securities	0		0
Held-to-maturity securities	10,746		12,973
Held To Maturity Securities Accumulated Unrecognized Holding Gain	50		60
Held To Maturity Securities Accumulated Unrecognized Holding Loss	0		0
Held-to-maturity Securities, Fair Value	10,796		13,033
Mortgage-backed Securities, Issued by US Government Sponsored Enterprises [Member]	'		'
Schedule of Held-to-maturity Securities [Line Items]	'		'
Held-to-maturity Securities, Amortized Cost before Other than Temporary Impairment	4,936,998		4,947,206
Other Than Temporarily Impaired Losses, Non Credit Losses, Held-to-maturity Securities	0		0
Held-to-maturity securities	4,936,998		4,947,206
Held To Maturity Securities Accumulated Unrecognized Holding Gain	48,991		78,023
Held To Maturity Securities Accumulated Unrecognized Holding Loss	7,831		271
Held-to-maturity Securities, Fair Value	4,978,158		5,024,958
Held-to-maturity Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Number of Positions	54		5
Held-to-maturity Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Fair Value	1,703,842		27,577
Held-to-maturity Securities, Continuous Unrealized Loss Position, Less than 12 Months, Aggregate Losses	7,372		9
Held-to-maturity Securities, Continuous Unrealized Loss Position, Twelve Months or Longer, Number of Positions	12		13
Held-to-maturity Securities, Continuous Unrealized Loss Position, Twelve Months or Longer, Fair Value	93,651		125,534
Held-to-maturity Securities, Continuous Unrealized Loss Position, 12 Months or Longer, Aggregate Losses	459		262
Held-to-maturity, Securities in Unrealized Loss Positions, Qualitative Disclosure, Number of Positions	66		18
Held-to-maturity Securities, Continuous Unrealized Loss Position, Fair Value	1,797,493		153,111
Held To Maturity Securities Continuous Unrealized Loss Positon Aggregate Loss	7,831		271
Private Label Residential Mortgage Backed Securities [Member]	'		'
Schedule of Held-to-maturity Securities [Line Items]	'		'
Held-to-maturity Securities, Amortized Cost before Other than Temporary Impairment	208,001		242,374
Other Than Temporarily Impaired Losses, Non Credit Losses, Held-to-maturity Securities	35,293		41,437
Held-to-maturity securities	172,708		200,937
Held To Maturity Securities Accumulated Unrecognized Holding Gain	14,238		6,277
Held To Maturity Securities Accumulated Unrecognized Holding Loss	0		0
Held-to-maturity Securities, Fair Value	186,946		207,214
Held-to-maturity Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Number of Positions	0		0
Held-to-maturity Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Fair Value	0		0
Held-to-maturity Securities, Continuous Unrealized Loss Position, Less than 12 Months, Aggregate Losses	0		0
Held-to-maturity Securities, Continuous Unrealized Loss Position, Twelve Months or Longer, Number of Positions	29		30
Held-to-maturity Securities, Continuous Unrealized Loss Position, Twelve Months or Longer, Fair Value	170,099		207,214
Held-to-maturity Securities, Continuous Unrealized Loss Position, 12 Months or Longer, Aggregate Losses	21,367		35,160
Held-to-maturity, Securities in Unrealized Loss Positions, Qualitative Disclosure, Number of Positions	29		30
Held-to-maturity Securities, Continuous Unrealized Loss Position, Fair Value	170,099		207,214
Held To Maturity Securities Continuous Unrealized Loss Positon Aggregate Loss	21,367		35,160
Collateralized Mortgage Backed Securities [Member]	'		'
Schedule of Held-to-maturity Securities [Line Items]	'		'
Held-to-maturity Securities, Amortized Cost before Other than Temporary Impairment	5,155,745		5,202,553
Other Than Temporarily Impaired Losses, Non Credit Losses, Held-to-maturity Securities	35,293		41,437
Held-to-maturity securities	5,120,452		5,161,116
Held To Maturity Securities Accumulated Unrecognized Holding Gain	63,279		84,360
Held To Maturity Securities Accumulated Unrecognized Holding Loss	7,831		271
Held-to-maturity Securities, Fair Value	5,175,900		5,245,205
Held-to-maturity Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Number of Positions	54		5
Held-to-maturity Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Fair Value	1,703,842		27,577
Held-to-maturity Securities, Continuous Unrealized Loss Position, Less than 12 Months, Aggregate Losses	7,372		9
Held-to-maturity Securities, Continuous Unrealized Loss Position, Twelve Months or Longer, Number of Positions	41		43
Held-to-maturity Securities, Continuous Unrealized Loss Position, Twelve Months or Longer, Fair Value	263,750		332,748
Held-to-maturity Securities, Continuous Unrealized Loss Position, 12 Months or Longer, Aggregate Losses	21,826		35,422
Held-to-maturity, Securities in Unrealized Loss Positions, Qualitative Disclosure, Number of Positions	95		48
Held-to-maturity Securities, Continuous Unrealized Loss Position, Fair Value	1,967,592		360,325
Held To Maturity Securities Continuous Unrealized Loss Positon Aggregate Loss	29,198		35,431
Held-to-maturity Securities, Premium (Discounts), Net	-38,439		-52,608
US Treasury and Government [Member]	'		'
Schedule of Held-to-maturity Securities [Line Items]	'		'
Held To Maturity Securities Continuous Unrealized Loss Positon Aggregate Loss	$7,992		'
[1]	(a)Fair values: $5,209,238 and $5,283,965 at September 30, 2013 and December 31, 2012, respectively.

HeldtoMaturity_Securities_Othe

Held-to-Maturity Securities (Other-Than-Temporary Impairment Analysis) (Details) (USD $)	3 Months Ended		9 Months Ended
In Thousands, unless otherwise specified	Sep. 30, 2013	Sep. 30, 2012	Sep. 30, 2013	Sep. 30, 2012
	position		position
Other than Temporary Impairment, Credit Losses Recognized in Earnings [Line Items]	'	'	'	'
Held-to-maturity, Qualitative Disclosure, Non Agency RMBS Number of Positions	30	'	30	'
Held-to-maturity, Qualitative Disclosure, Non Agency RMBS Number of Securities, Previously Identified as OTTI	14	'	14	'
Other than Temporary Impairment Losses, Investments, Held-to-maturity Securities [Abstract]	'	'	'	'
Other Than Temporarily Impaired Securities, Unpaid Principal Balance	$138,466	'	$138,466	'
Other Than Temporarily Impaired Securities, Amortized Cost	125,900	'	125,900	'
Other Than Temporarily Impaired Securities, Cumulative Non-credit Impairment	94,805	'	94,805	'
Other Than Temporarily Impaired Securities, Cumulative Accretion of Non-credit Impairment	59,512	'	59,512	'
Other Than Temporarily Impaired Securities, Carrying Value	90,607	'	90,607	'
Other Than Temporarily Impaired Securities, Fair Value	112,949	'	112,949	'
Other than Temporary Impairment, Credit Losses Recognized in Earnings [Roll Forward]	'	'	'	'
Balance of Credit Losses Recognized in Earnings, beginning of period	13,039	13,039	13,039	12,679
Other than Temporary Impairment, Credit Losses Recognized in Earnings, Additions, Additional Credit Losses	0	0	0	360
Principal Losses Realized During The Period	-614	0	-614	0
Increase In Cash Flows Expected To Be Collected	-70	0	-70	0
Balance of Credit Losses Recognized in Earnings, end of period	12,355	13,039	12,355	13,039
Minimum [Member]	'	'	'	'
Other than Temporary Impairment Losses, Investments, Held-to-maturity Securities, Portion Recognized in Earnings, Net, Qualitative Disclosures [Abstract]	'	'	'	'
Projected House Price Decline Rate Over the Next 12 Months	5.00%	'	5.00%	'
Projected Home Price Recovery, One to Six Months, Percent	0.00%	'	0.00%	'
Projected Home Price Recovery, Seven to Twelve Months, Percent	1.00%	'	1.00%	'
Projected Home Price Recovery, Thirteen to Eighteen Months, Percent	2.00%	'	2.00%	'
Projected Home Price Recovery, Nineteen to Thirty Months, Percent	2.00%	'	2.00%	'
Projected Home Price Recovery, Thirty One to Fifty Four Months, Percent	2.00%	'	2.00%	'
Projected Home Price Recovery, Months Thereafter, Percent	2.30%	'	2.30%	'
Maximum [Member]	'	'	'	'
Other than Temporary Impairment Losses, Investments, Held-to-maturity Securities, Portion Recognized in Earnings, Net, Qualitative Disclosures [Abstract]	'	'	'	'
Projected House Price Recovery Rate Over the Next 12 Months	8.00%	'	8.00%	'
Projected Home Price Recovery, One to Six Months, Percent	3.00%	'	3.00%	'
Projected Home Price Recovery, Seven to Twelve Months, Percent	4.00%	'	4.00%	'
Projected Home Price Recovery, Thirteen to Eighteen Months, Percent	4.00%	'	4.00%	'
Projected Home Price Recovery, Nineteen to Thirty Months, Percent	5.00%	'	5.00%	'
Projected Home Price Recovery, Thirty One to Fifty Four Months, Percent	6.00%	'	6.00%	'
Projected Home Price Recovery, Months Thereafter, Percent	5.60%	'	5.60%	'
Q1 2009 [Member] | Private Label Residential Mortgage Backed Securities, Security One [Member]	'	'	'	'
Other than Temporary Impairment Losses, Investments, Held-to-maturity Securities [Abstract]	'	'	'	'
Debt Instrument, Credit Rating	'Triple-C	'	'	'
Other Than Temporarily Impaired Securities, Unpaid Principal Balance	13,288	'	13,288	'
Other Than Temporarily Impaired Securities, Amortized Cost	10,438	'	10,438	'
Other Than Temporarily Impaired Securities, Cumulative Non-credit Impairment	10,271	'	10,271	'
Other Than Temporarily Impaired Securities, Cumulative Accretion of Non-credit Impairment	7,405	'	7,405	'
Other Than Temporarily Impaired Securities, Carrying Value	7,572	'	7,572	'
Other Than Temporarily Impaired Securities, Fair Value	9,622	'	9,622	'
Q1 2009 [Member] | Private Label Residential Mortgage Backed Securities, Security Two [Member]	'	'	'	'
Other than Temporary Impairment Losses, Investments, Held-to-maturity Securities [Abstract]	'	'	'	'
Debt Instrument, Credit Rating	'Triple-C	'	'	'
Other Than Temporarily Impaired Securities, Unpaid Principal Balance	13,174	'	13,174	'
Other Than Temporarily Impaired Securities, Amortized Cost	12,479	'	12,479	'
Other Than Temporarily Impaired Securities, Cumulative Non-credit Impairment	12,389	'	12,389	'
Other Than Temporarily Impaired Securities, Cumulative Accretion of Non-credit Impairment	7,975	'	7,975	'
Other Than Temporarily Impaired Securities, Carrying Value	8,065	'	8,065	'
Other Than Temporarily Impaired Securities, Fair Value	10,833	'	10,833	'
Q2 2009 [Member] | Private Label Residential Mortgage Backed Securities, Security Three [Member]	'	'	'	'
Other than Temporary Impairment Losses, Investments, Held-to-maturity Securities [Abstract]	'	'	'	'
Debt Instrument, Credit Rating	'Single-D	'	'	'
Other Than Temporarily Impaired Securities, Unpaid Principal Balance	20,824	'	20,824	'
Other Than Temporarily Impaired Securities, Amortized Cost	16,535	'	16,535	'
Other Than Temporarily Impaired Securities, Cumulative Non-credit Impairment	15,283	'	15,283	'
Other Than Temporarily Impaired Securities, Cumulative Accretion of Non-credit Impairment	10,921	'	10,921	'
Other Than Temporarily Impaired Securities, Carrying Value	12,173	'	12,173	'
Other Than Temporarily Impaired Securities, Fair Value	16,847	'	16,847	'
Q2 2009 [Member] | Private Label Residential Mortgage Backed Securities, Security Four [Member]	'	'	'	'
Other than Temporary Impairment Losses, Investments, Held-to-maturity Securities [Abstract]	'	'	'	'
Debt Instrument, Credit Rating	'Triple-C	'	'	'
Other Than Temporarily Impaired Securities, Unpaid Principal Balance	9,341	'	9,341	'
Other Than Temporarily Impaired Securities, Amortized Cost	8,627	'	8,627	'
Other Than Temporarily Impaired Securities, Cumulative Non-credit Impairment	7,890	'	7,890	'
Other Than Temporarily Impaired Securities, Cumulative Accretion of Non-credit Impairment	5,288	'	5,288	'
Other Than Temporarily Impaired Securities, Carrying Value	6,025	'	6,025	'
Other Than Temporarily Impaired Securities, Fair Value	7,910	'	7,910	'
Q3 2009 [Member] | Private Label Residential Mortgage Backed Securities, Security Five [Member]	'	'	'	'
Other than Temporary Impairment Losses, Investments, Held-to-maturity Securities [Abstract]	'	'	'	'
Debt Instrument, Credit Rating	'Triple-C	'	'	'
Other Than Temporarily Impaired Securities, Unpaid Principal Balance	16,289	'	16,289	'
Other Than Temporarily Impaired Securities, Amortized Cost	14,569	'	14,569	'
Other Than Temporarily Impaired Securities, Cumulative Non-credit Impairment	10,047	'	10,047	'
Other Than Temporarily Impaired Securities, Cumulative Accretion of Non-credit Impairment	6,800	'	6,800	'
Other Than Temporarily Impaired Securities, Carrying Value	11,322	'	11,322	'
Other Than Temporarily Impaired Securities, Fair Value	13,201	'	13,201	'
Q3 2009 [Member] | Private Label Residential Mortgage Backed Securities, Security Six [Member]	'	'	'	'
Other than Temporary Impairment Losses, Investments, Held-to-maturity Securities [Abstract]	'	'	'	'
Debt Instrument, Credit Rating	'Triple-C	'	'	'
Other Than Temporarily Impaired Securities, Unpaid Principal Balance	14,271	'	14,271	'
Other Than Temporarily Impaired Securities, Amortized Cost	12,870	'	12,870	'
Other Than Temporarily Impaired Securities, Cumulative Non-credit Impairment	10,567	'	10,567	'
Other Than Temporarily Impaired Securities, Cumulative Accretion of Non-credit Impairment	6,567	'	6,567	'
Other Than Temporarily Impaired Securities, Carrying Value	8,870	'	8,870	'
Other Than Temporarily Impaired Securities, Fair Value	11,257	'	11,257	'
Q3 2009 [Member] | Private Label Residential Mortgage Backed Securities, Security Seven [Member]	'	'	'	'
Other than Temporary Impairment Losses, Investments, Held-to-maturity Securities [Abstract]	'	'	'	'
Debt Instrument, Credit Rating	'Single-B	'	'	'
Other Than Temporarily Impaired Securities, Unpaid Principal Balance	5,093	'	5,093	'
Other Than Temporarily Impaired Securities, Amortized Cost	5,015	'	5,015	'
Other Than Temporarily Impaired Securities, Cumulative Non-credit Impairment	3,575	'	3,575	'
Other Than Temporarily Impaired Securities, Cumulative Accretion of Non-credit Impairment	2,130	'	2,130	'
Other Than Temporarily Impaired Securities, Carrying Value	3,570	'	3,570	'
Other Than Temporarily Impaired Securities, Fair Value	4,546	'	4,546	'
Q1 2010 [Member] | Private Label Residential Mortgage Backed Securities, Security Eight [Member]	'	'	'	'
Other than Temporary Impairment Losses, Investments, Held-to-maturity Securities [Abstract]	'	'	'	'
Debt Instrument, Credit Rating	'Triple-C	'	'	'
Other Than Temporarily Impaired Securities, Unpaid Principal Balance	7,641	'	7,641	'
Other Than Temporarily Impaired Securities, Amortized Cost	7,619	'	7,619	'
Other Than Temporarily Impaired Securities, Cumulative Non-credit Impairment	4,968	'	4,968	'
Other Than Temporarily Impaired Securities, Cumulative Accretion of Non-credit Impairment	2,840	'	2,840	'
Other Than Temporarily Impaired Securities, Carrying Value	5,491	'	5,491	'
Other Than Temporarily Impaired Securities, Fair Value	6,645	'	6,645	'
Q1 2010 [Member] | Private Label Residential Mortgage Backed Securities, Security Nine [Member]	'	'	'	'
Other than Temporary Impairment Losses, Investments, Held-to-maturity Securities [Abstract]	'	'	'	'
Debt Instrument, Credit Rating	'Triple-C	'	'	'
Other Than Temporarily Impaired Securities, Unpaid Principal Balance	3,182	'	3,182	'
Other Than Temporarily Impaired Securities, Amortized Cost	3,145	'	3,145	'
Other Than Temporarily Impaired Securities, Cumulative Non-credit Impairment	2,208	'	2,208	'
Other Than Temporarily Impaired Securities, Cumulative Accretion of Non-credit Impairment	1,257	'	1,257	'
Other Than Temporarily Impaired Securities, Carrying Value	2,194	'	2,194	'
Other Than Temporarily Impaired Securities, Fair Value	2,672	'	2,672	'
Q4 2010 [Member] | Private Label Residential Mortgage Backed Securities, Security Ten [Member]	'	'	'	'
Other than Temporary Impairment Losses, Investments, Held-to-maturity Securities [Abstract]	'	'	'	'
Debt Instrument, Credit Rating	'Triple-C	'	'	'
Other Than Temporarily Impaired Securities, Unpaid Principal Balance	6,309	'	6,309	'
Other Than Temporarily Impaired Securities, Amortized Cost	5,884	'	5,884	'
Other Than Temporarily Impaired Securities, Cumulative Non-credit Impairment	3,331	'	3,331	'
Other Than Temporarily Impaired Securities, Cumulative Accretion of Non-credit Impairment	1,479	'	1,479	'
Other Than Temporarily Impaired Securities, Carrying Value	4,032	'	4,032	'
Other Than Temporarily Impaired Securities, Fair Value	5,110	'	5,110	'
Q4 2010 [Member] | Private Label Residential Mortgage Backed Securities, Security Eleven [Member]	'	'	'	'
Other than Temporary Impairment Losses, Investments, Held-to-maturity Securities [Abstract]	'	'	'	'
Debt Instrument, Credit Rating	'Triple-C	'	'	'
Other Than Temporarily Impaired Securities, Unpaid Principal Balance	7,745	'	7,745	'
Other Than Temporarily Impaired Securities, Amortized Cost	7,740	'	7,740	'
Other Than Temporarily Impaired Securities, Cumulative Non-credit Impairment	4,096	'	4,096	'
Other Than Temporarily Impaired Securities, Cumulative Accretion of Non-credit Impairment	1,870	'	1,870	'
Other Than Temporarily Impaired Securities, Carrying Value	5,514	'	5,514	'
Other Than Temporarily Impaired Securities, Fair Value	6,435	'	6,435	'
Q4 2010 [Member] | Private Label Residential Mortgage Backed Securities, Security Twelve [Member]	'	'	'	'
Other than Temporary Impairment Losses, Investments, Held-to-maturity Securities [Abstract]	'	'	'	'
Debt Instrument, Credit Rating	'Triple-C	'	'	'
Other Than Temporarily Impaired Securities, Unpaid Principal Balance	4,145	'	4,145	'
Other Than Temporarily Impaired Securities, Amortized Cost	4,061	'	4,061	'
Other Than Temporarily Impaired Securities, Cumulative Non-credit Impairment	1,820	'	1,820	'
Other Than Temporarily Impaired Securities, Cumulative Accretion of Non-credit Impairment	815	'	815	'
Other Than Temporarily Impaired Securities, Carrying Value	3,056	'	3,056	'
Other Than Temporarily Impaired Securities, Fair Value	3,466	'	3,466	'
Q4 2010 [Member] | Private Label Residential Mortgage Backed Securities, Security Thirteen [Member]	'	'	'	'
Other than Temporary Impairment Losses, Investments, Held-to-maturity Securities [Abstract]	'	'	'	'
Debt Instrument, Credit Rating	'Triple-C	'	'	'
Other Than Temporarily Impaired Securities, Unpaid Principal Balance	4,938	'	4,938	'
Other Than Temporarily Impaired Securities, Amortized Cost	4,923	'	4,923	'
Other Than Temporarily Impaired Securities, Cumulative Non-credit Impairment	2,418	'	2,418	'
Other Than Temporarily Impaired Securities, Cumulative Accretion of Non-credit Impairment	1,216	'	1,216	'
Other Than Temporarily Impaired Securities, Carrying Value	3,721	'	3,721	'
Other Than Temporarily Impaired Securities, Fair Value	4,224	'	4,224	'
Q2 2011 [Member] | Private Label Residential Mortgage Backed Securities, Security Fourteen [Member]	'	'	'	'
Other than Temporary Impairment Losses, Investments, Held-to-maturity Securities [Abstract]	'	'	'	'
Debt Instrument, Credit Rating	'Triple-C	'	'	'
Other Than Temporarily Impaired Securities, Unpaid Principal Balance	12,226	'	12,226	'
Other Than Temporarily Impaired Securities, Amortized Cost	11,995	'	11,995	'
Other Than Temporarily Impaired Securities, Cumulative Non-credit Impairment	5,942	'	5,942	'
Other Than Temporarily Impaired Securities, Cumulative Accretion of Non-credit Impairment	2,949	'	2,949	'
Other Than Temporarily Impaired Securities, Carrying Value	9,002	'	9,002	'
Other Than Temporarily Impaired Securities, Fair Value	$10,181	'	$10,181	'
Majority of Markets [Member] | Minimum [Member]	'	'	'	'
Other than Temporary Impairment Losses, Investments, Held-to-maturity Securities, Portion Recognized in Earnings, Net, Qualitative Disclosures [Abstract]	'	'	'	'
Projected House Price Decline Rate Over the Next 12 Months	3.00%	'	3.00%	'
Majority of Markets [Member] | Maximum [Member]	'	'	'	'
Other than Temporary Impairment Losses, Investments, Held-to-maturity Securities, Portion Recognized in Earnings, Net, Qualitative Disclosures [Abstract]	'	'	'	'
Projected House Price Recovery Rate Over the Next 12 Months	7.00%	'	7.00%	'

HeldtoMaturity_Securities_Inte

Held-to-Maturity Securities (Interest Rate Payment Terms) (Details) (USD $)	Sep. 30, 2013	Dec. 31, 2012
In Thousands, unless otherwise specified
Schedule of Held-to-maturity Securities [Line Items]	'	'
Held-to-maturity Securities, Amortized Cost before Other than Temporary Impairment	$5,189,118	$5,241,312
Collateralized Mortgage Backed Securities [Member]	'	'
Schedule of Held-to-maturity Securities [Line Items]	'	'
Held-to-maturity Securities, Amortized Cost before Other than Temporary Impairment	5,155,745	5,202,553
Fixed Interest Rate [Member] | Mortgage Passthrough Securities [Member]	'	'
Schedule of Held-to-maturity Securities [Line Items]	'	'
Held-to-maturity Securities, Amortized Cost before Other than Temporary Impairment	380	454
Fixed Interest Rate [Member] | Collateralized Mortgage Obligations [Member]	'	'
Schedule of Held-to-maturity Securities [Line Items]	'	'
Held-to-maturity Securities, Amortized Cost before Other than Temporary Impairment	883	1,050
Adjustable Interest Rate [Member] | Held To Maturity Securities Other Than Mortgage Backed Securities [Member]	'	'
Schedule of Held-to-maturity Securities [Line Items]	'	'
Held-to-maturity Securities, Amortized Cost before Other than Temporary Impairment	33,373	38,759
Adjustable Interest Rate [Member] | Collateralized Mortgage Obligations [Member]	'	'
Schedule of Held-to-maturity Securities [Line Items]	'	'
Held-to-maturity Securities, Amortized Cost before Other than Temporary Impairment	$5,154,482	$5,201,049

Advances_Redemption_Terms_Deta

Advances Redemption Terms (Details) (USD $)	Sep. 30, 2013	Dec. 31, 2012
In Thousands, unless otherwise specified
Advances by Redemption Terms [Line Items]	'	'
Deposit Liabilities Reclassified as Loans Receivable	$12	$7,682
Federal Home Loan Bank Advances, Weighted Average Interest Rate of Overdrawn Demand Deposits at Balance Sheet Date	4.06%	4.12%
Federal Home Loan Bank, Advances, Maturities Summary, in Next Rolling Twelve Months	8,957,289	8,950,062
Federal Home Loan Bank Advances, Weighted Average Interest Rate of Amounts Maturing Within One Year of Balance Sheet Date	0.35%	0.70%
Federal Home Loan Bank, Advances, Maturities Summary, in Rolling Year Two	1,289,230	1,886,603
Federal Home Loan Bank Advances, Weighted Average Interest Rate of Amounts Maturing From One To Two Years of Balance Sheet Date	1.86%	1.04%
Federal Home Loan Bank, Advances, Maturities Summary, in Rolling Year Three	795,030	942,691
Federal Home Loan Bank Advances, Weighted Average Interest Rate of Amounts Maturing From Two To Three Years of Balance Sheet Date	1.81%	2.37%
Federal Home Loan Bank, Advances, Maturities Summary, in Rolling Year Four	965,478	434,521
Federal Home Loan Bank Advances, Weighted Average Interest Rate of Amounts Maturing From Three To Four Years of Balance Sheet Date	2.71%	3.00%
Federal Home Loan Bank, Advances, Maturities Summary, in Rolling Year Five	1,310,680	1,865,480
Federal Home Loan Bank Advances, Weighted Average Interest Rate of Amounts Maturing From Four To Five Years of Balance Sheet Date	2.89%	3.40%
Federal Home Loan Bank, Advances, Maturities Summary, after Rolling Year Five	1,058,814	1,521,679
Federal Home Loan Bank Advances, Weighted Average Interest Rate of Amounts Maturing After Five Years of Balance Sheet Date	2.93%	3.13%
Federal Home Loan Bank Advances, Maturities, Amortizing Advances at Balance Sheet Date	2,035,515	2,319,538
Federal Home Loan Bank Advances, Weighted Average Interest Rate of Amortizing Advances at Balance Sheet Date	3.70%	3.94%
Federal Home Loan Bank Advances Par Value	16,412,048	17,928,256
Federal Home Loan Bank Advances, Weighted Average Interest Rate As Of Balance Sheet Date	1.46%	1.79%
Deferred Prepayment Fees on Advances	-15,962	-19,006
Deferred Commitment Fees on Advances	-113	-118
Federal Home Loan Bank Advances, Valuation Adjustments For Hedging Activities	238,262	485,665
Federal Home Loan Bank Advances	$16,634,235	$18,394,797

Advances_Outstanding_by_the_Ea

Advances Outstanding by the Earlier of Contractual Maturity or Next Put Date (Details) (USD $)	Sep. 30, 2013	Dec. 31, 2012
In Thousands, unless otherwise specified
Advances by Earlier of Contractual Maturity or Next Put Date [Line Items]	'	'
Deposit Liabilities Reclassified as Loans Receivable	$12	$7,682
Federal Home Loan Bank Advances, Earlier of Contractual Maturity or Next Put Date, Due within Next Rolling Twelve Months	10,580,359	11,193,533
Federal Home Loan Bank Advances, Earlier of Contractual Maturity or Next Put Date, Due In Rolling Year Two	1,181,230	1,876,203
Federal Home Loan Bank Advances, Earlier of Contractual Maturity or Next Put Date, Due In Rolling Year Three	724,530	786,691
Federal Home Loan Bank Advances, Earlier of Contractual Maturity or Next Put Date, Due In Rolling Year Four	658,358	392,021
Federal Home Loan Bank Advances, Earlier of Contractual Maturity or Next Put Date, Due In Rolling Year Five	432,730	601,359
Federal Home Loan Bank Advances, Earlier of Contractual Maturity or Next Put Date, Due After Rolling Year Five	799,314	751,229
Federal Home Loan Bank Advances, Maturities, Amortizing Advances at Balance Sheet Date	2,035,515	2,319,538
Federal Home Loan Bank Advances Par Value	$16,412,048	$17,928,256

Advances_Interest_Rate_Payment

Advances Interest Rate Payment Terms (Details) (USD $)	Sep. 30, 2013	Dec. 31, 2012
In Thousands, unless otherwise specified
Advances by Interest Rate Payment Terms [Line Items]	'	'
Federal Home Loan Bank Advances, Maturities by Interest Rate Type, Fixed Rate, under One Year	$7,932,949	$7,979,254
Federal Home Loan Bank Advances Maturities Summary by Interest Rate Type Fixed Rate After One Year	7,393,427	7,883,320
Federal Home Loan Bank Advances, Maturities by Interest Rate Type, Fixed Rate	15,326,376	15,862,574
Federal Home Loan Bank, Advances, Maturities by Interest Rate Type, Floating Rate, under One Year	1,041,672	1,016,682
Federal Home Loan Bank Advances Maturities Summary by Interest Rate Type Floating Rate After One Year	44,000	1,049,000
Federal Home Loan Bank Advances, Maturities by Interest Rate Type, Floating Rate	1,085,672	2,065,682
Federal Home Loan Bank Advances Par Value	$16,412,048	$17,928,256

Advances_Narrative_Details

Advances Narrative (Details) (USD $)	3 Months Ended		9 Months Ended
In Thousands, unless otherwise specified	Sep. 30, 2013	Sep. 30, 2012	Sep. 30, 2013	Sep. 30, 2012	Dec. 31, 2012
Advances [Line Items]	'	'	'	'	'
Callable Federal Home Loan Bank Advances	$112,214	'	$112,214	'	$121,123
Putable Federal Home Loan Bank Advances	1,653,471	'	1,653,471	'	2,572,471
Percent Of Fixed Rate Advances Swapped To Adjustable Rate	33.00%	'	33.00%	'	42.00%
Prepayment Fees on Advances Received	74,234	23,526	84,238	29,309	'
Deferred Prepayment Fees on Advances During Period	$258	$254	$504	$686	'
Maximum [Member]	'	'	'	'	'
Advances [Line Items]	'	'	'	'	'
Federal Home Loan Bank Advances, Interest Rate	8.61%	'	8.61%	'	8.61%
Minimum [Member]	'	'	'	'	'
Advances [Line Items]	'	'	'	'	'
Federal Home Loan Bank Advances, Interest Rate	0.04%	'	0.04%	'	0.04%

Allowance_for_Credit_Losses_De

Allowance for Credit Losses (Details) (USD $)	3 Months Ended			9 Months Ended
In Thousands, unless otherwise specified	Sep. 30, 2013		Sep. 30, 2012	Sep. 30, 2013		Sep. 30, 2012	Dec. 31, 2012
Financing Receivable, Recorded Investment, Past Due [Abstract]	'		'	'		'	'
30-59 Days delinquent	$4,095		'	$4,095		'	$5,241
60-89 days delinquent	807		'	807		'	899
90 days or more delinquent	1,035		'	1,035		'	1,307
Total past due	5,937		'	5,937		'	7,447
Total current loans	89,939		'	89,939		'	113,461
Total mortgage loans	95,876		'	95,876		'	120,908
In process of foreclosure	405	[1]	'	405	[1]	'	480	[1]
Serious delinquency rate	1.10%	[2]	'	1.10%	[2]	'	1.10%	[2]
Past due 90 days or more and still accruing interest	226	[3]	'	226	[3]	'	313	[3]
Non-accrual loans	809		'	809		'	994
Troubled debt restructurings	144		'	144		'	98
Real Estate Acquired Through Foreclosure	227		'	227		'	25
Financing Receivable, Allowance for Credit Losses [Roll Forward]	'		'	'		'	'
Loans and Leases Receivable, Allowance, Beginning Balance	175		190	183		192	'
Charge-offs	0		-7	-8		-9	'
Loans and Leases Receivable, Allowance, Ending Balance	175		183	175		183	'
Conventional Loan [Member]	'		'	'		'	'
Financing Receivable, Recorded Investment, Past Due [Abstract]	'		'	'		'	'
30-59 Days delinquent	1,148		'	1,148		'	1,344
60-89 days delinquent	384		'	384		'	284
90 days or more delinquent	809		'	809		'	994
Total past due	2,341		'	2,341		'	2,622
Total current loans	43,966		'	43,966		'	57,257
Total mortgage loans	46,307		'	46,307		'	59,879
In process of foreclosure	383	[1]	'	383	[1]	'	465	[1]
Serious delinquency rate	1.70%	[2]	'	1.70%	[2]	'	1.60%	[2]
Past due 90 days or more and still accruing interest	0	[3]	'	0	[3]	'	0	[3]
Non-accrual loans	809		'	809		'	994
Troubled debt restructurings	144		'	144		'	98
Financing Receivable, Allowance for Credit Losses [Roll Forward]	'		'	'		'	'
Financing Receivable, Allowance for Credit Losses, Collectively Evaluated for Impairment	175		'	175		'	183
Financing Receivable, Individually Evaluated for Impairment	927		'	927		'	1,092
Financing Receivable, Collectively Evaluated for Impairment	45,380		'	45,380		'	58,787
Government Insured Mortgage Loans [Member]	'		'	'		'	'
Financing Receivable, Recorded Investment, Past Due [Abstract]	'		'	'		'	'
30-59 Days delinquent	2,947		'	2,947		'	3,897
60-89 days delinquent	423		'	423		'	615
90 days or more delinquent	226		'	226		'	313
Total past due	3,596		'	3,596		'	4,825
Total current loans	45,973		'	45,973		'	56,204
Total mortgage loans	49,569		'	49,569		'	61,029
In process of foreclosure	22	[1]	'	22	[1]	'	15	[1]
Serious delinquency rate	0.50%	[2]	'	0.50%	[2]	'	0.50%	[2]
Past due 90 days or more and still accruing interest	226	[3]	'	226	[3]	'	313	[3]
Non-accrual loans	0		'	0		'	0
Troubled debt restructurings	$0		'	$0		'	$0
[1]	Includes loans where the decision of foreclosure or similar alternative such as pursuit of deed-in-lieu has been made.
[2]	Loans that are 90 days or more past due or in the process of foreclosure expressed as a percentage of the total loan portfolio.
[3]	Only government-guaranteed/insured mortgage loans continue to accrue interest after they become 90 days or more past due.

Consolidated_Obligations_Detai

Consolidated Obligations (Details) (USD $)	Sep. 30, 2013	Dec. 31, 2012
In Thousands, unless otherwise specified
Schedule of Short-term and Long-term Debt [Line Items]	'	'
Percent of Fixed Rate Long Term Debt Swapped to An Adjustable Rate	89.00%	91.00%
Percent of Variable Rate Long Term Debt Swapped to a Different Variable Rate Index or Hedged With Interest Rate Swap Offsetting an Interest Rate Cap Embedded in the Bonds	1.00%	16.00%
Federal Home Loan Bank, Consolidated Obligations	$28,555,825	$32,682,314
FHLBanks [Member]	'	'
Schedule of Short-term and Long-term Debt [Line Items]	'	'
Debt, Gross	721,000,000	688,000,000
FHL Bank of Dallas [Member]	'	'
Schedule of Short-term and Long-term Debt [Line Items]	'	'
Federal Home Loan Bank, Consolidated Obligations	$28,600,000	$32,600,000

Consolidated_Obligations_Inter

Consolidated Obligations Interest Rate Payment Terms (Details) (Unsecured Debt [Member], USD $)	Sep. 30, 2013	Dec. 31, 2012
In Thousands, unless otherwise specified
Debt Instrument [Line Items]	'	'
Debt, Gross	$22,085,410	$25,573,230
Fixed Interest Rate [Member]	'	'
Debt Instrument [Line Items]	'	'
Debt, Gross	15,204,410	18,763,230
Variable Rate [Member]	'	'
Debt Instrument [Line Items]	'	'
Debt, Gross	4,171,000	4,235,000
Step Up [Member]	'	'
Debt Instrument [Line Items]	'	'
Debt, Gross	2,610,000	2,475,000
Step Down [Member]	'	'
Debt Instrument [Line Items]	'	'
Debt, Gross	$100,000	$100,000

Consolidated_Obligations_Redem

Consolidated Obligations Redemption Terms (Details) (USD $)	Sep. 30, 2013	Dec. 31, 2012
In Thousands, unless otherwise specified
Debt Instrument, Redemption [Line Items]	'	'
Federal Home Loan Bank, Consolidated Obligations, Bonds	$22,041,996	$25,697,936
Unsecured Debt [Member]	'	'
Debt Instrument, Redemption [Line Items]	'	'
Long-term Debt, Maturities, Repayments of Principal in Next Rolling Twelve Months	13,138,535	9,618,500
Debt, Maturities, Repayments of Principal in Next Twelve Months, Weighted Average Interest Rate	0.72%	0.60%
Long-term Debt, Maturities, Repayments of Principal in Rolling Year Two	3,010,800	10,277,745
Long-term Debt, Maturities, Repayments of Principal in Year Two, Weighted Average Interest Rate	1.32%	0.90%
Long-term Debt, Maturities, Repayments of Principal in Rolling Year Three	1,072,000	1,619,985
Long-term Debt, Maturities, Repayments of Principal in Year Three, Weighted Average Interest Rate	2.21%	1.79%
Long-term Debt, Maturities, Repayments of Principal in Rolling Year Four	445,000	450,000
Long-term Debt, Maturities, Repayments of Principal in Year Four, Weighted Average Interest Rate	0.91%	4.24%
Long-term Debt, Maturities, Repayments of Principal in Rolling Year Five	1,207,000	425,000
Long-term Debt, Maturities, Repayments of Principal in Year Five, Weighted Average Interest Rate	2.13%	1.09%
Long-term Debt, Maturities, Repayments of Principal in Rolling after Year Five	3,212,075	3,182,000
Long-term Debt, Maturities, Repayments of Principal After Year Five, Weighted Average Interest Rate	1.81%	2.21%
Debt, Gross	22,085,410	25,573,230
Long-term Debt, Weighted Average Interest Rate	1.11%	1.07%
Debt Instrument, Unamortized Premium	47,545	83,833
Debt Instrument, Unamortized Discount	-4,802	-6,149
Debt Valuation Adjustment for Hedging Activities	-86,157	47,022
Federal Home Loan Bank, Consolidated Obligations, Bonds	$22,041,996	$25,697,936

Consolidated_Obligations_Calla

Consolidated Obligations Callable/Non-callable (Details) (Unsecured Debt [Member], USD $)	Sep. 30, 2013	Dec. 31, 2012
In Thousands, unless otherwise specified
Long-term Debt Callable or Non-Callable [Line Items]	'	'
Debt, Gross	$22,085,410	$25,573,230
Non Callable [Member]	'	'
Long-term Debt Callable or Non-Callable [Line Items]	'	'
Debt, Gross	17,013,335	21,088,230
Callable [Member]	'	'
Long-term Debt Callable or Non-Callable [Line Items]	'	'
Debt, Gross	$5,072,075	$4,485,000

Consolidated_Obligations_Contr

Consolidated Obligations Contractual Maturity or Next Call Date (Details) (Unsecured Debt [Member], USD $)	Sep. 30, 2013	Dec. 31, 2012
In Thousands, unless otherwise specified
Consolidated Obligations by Contractual Maturity or Next Call Date [Line Items]	'	'
Long-term Debt, Maturities, Repayments of Principal in Next Rolling Twelve Months	$13,138,535	$9,618,500
Long-term Debt, Maturities, Repayments of Principal in Rolling Year Two	3,010,800	10,277,745
Long-term Debt, Maturities, Repayments of Principal in Rolling Year Three	1,072,000	1,619,985
Long-term Debt, Maturities, Repayments of Principal in Rolling Year Four	445,000	450,000
Long-term Debt, Maturities, Repayments of Principal in Rolling Year Five	1,207,000	425,000
Long-term Debt, Maturities, Repayments of Principal in Rolling after Year Five	3,212,075	3,182,000
Debt, Gross	22,085,410	25,573,230
Earlier of Contractual Maturity or Next Call Date [Member]	'	'
Consolidated Obligations by Contractual Maturity or Next Call Date [Line Items]	'	'
Long-term Debt, Maturities, Repayments of Principal in Next Rolling Twelve Months	18,055,610	13,813,500
Long-term Debt, Maturities, Repayments of Principal in Rolling Year Two	2,770,800	9,467,745
Long-term Debt, Maturities, Repayments of Principal in Rolling Year Three	732,000	1,459,985
Long-term Debt, Maturities, Repayments of Principal in Rolling Year Four	50,000	430,000
Long-term Debt, Maturities, Repayments of Principal in Rolling Year Five	397,000	0
Long-term Debt, Maturities, Repayments of Principal in Rolling after Year Five	80,000	402,000
Debt, Gross	$22,085,410	$25,573,230

Consolidated_Obligations_Disco

Consolidated Obligations Discount Notes (Details) (USD $)	Sep. 30, 2013	Dec. 31, 2012
In Thousands, unless otherwise specified
Short-term Debt [Line Items]	'	'
Federal Home Loan Bank, Consolidated Obligations, Discount Notes	$6,513,829	$6,984,378
Discount Notes [Member]	'	'
Short-term Debt [Line Items]	'	'
Debt Instrument, Face Amount	$6,515,000	$6,986,856
Short-term Debt, Weighted Average Interest Rate	0.08%	0.15%

Affordable_Housing_Program_AHP2

Affordable Housing Program ("AHP") (Details) (USD $)	3 Months Ended		9 Months Ended
In Thousands, unless otherwise specified	Sep. 30, 2013	Sep. 30, 2012	Sep. 30, 2013	Sep. 30, 2012
Affordable Housing Program [Roll Forward]	'	'	'	'
AHP, Beginning of period	'	'	$29,620	$32,313
AHP assessment	3,282	1,973	7,750	7,172
Grants funded, net of recaptured amounts	'	'	-6,454	-8,710
AHP, End of period	$30,916	$30,775	$30,916	$30,775

Assets_and_Liabilities_Subject2

Assets and Liabilities Subject to Offsetting (Details) (USD $)	Sep. 30, 2013		Dec. 31, 2012
In Thousands, unless otherwise specified
Offsetting Assets and Liabilities [Line Items]	'		'
Derivative Asset, Fair Value, Subject to Master Netting Arrangement	$82,258		$118,714
Derivative Asset, Fair Value, Amount Offset Against Collateral	-67,817	[1]	-104,767	[1]
Offsetting Derivative Assets	14,441		13,947
Derivative, Collateral, Obligation to Return Securities	-5,394	[2]	-10,583	[2],[3]
Derivative Asset, Fair Value, Amount Not Offset Against Collateral	9,047		3,364
Securities Purchased under Agreements to Resell, Gross	500,000		3,000,000
Securities Purchased under Agreements to Resell, Amount Offset Against Collateral	0		0
Securities Purchased under Agreements to Resell	500,000		3,000,000
Securities Purchased under Agreements to Resell, Collateral, Obligation to Return Securities	-500,000	[2]	-3,000,000	[2]
Securities Purchased under Agreements to Resell, Amount Not Offset Against Collateral	0		0
Offsetting Assets, Gross	582,258		3,118,714
Assets, Amounts Offset Against Collateral	-67,817		-104,767
Offsetting Assets, Total	514,441		3,013,947
Offsetting Assets, Collateral Not Offset in the Statement of Condition	-505,394	[2]	-3,010,583	[2]
Offsetting Assets, Amount Not Offset Against Collateral	9,047		3,364
Derivative Liability, Fair Value, Subject to Master Netting Arrangement	969,900		1,344,588
Derivative Liability, Fair Value, Amount Offset Against Collateral	-959,904	[1]	-1,333,320	[1]
Offsetting Derivative Liabilities	9,996		11,268
Derivative, Collateral, Right to Reclaim Securities	0	[2]	0	[2]
Derivative Liability, Fair Value, Amount Not Offset Against Collateral	9,996		11,268
Non-member Counterparty [Member]	'		'
Offsetting Assets and Liabilities [Line Items]	'		'
Derivative, Collateral, Obligation to Return Securities	1,664		3,601
Member Counterparties [Member]	'		'
Offsetting Assets and Liabilities [Line Items]	'		'
Derivative, Collateral, Obligation to Return Securities	3,730		6,982
Over the Counter [Member]	'		'
Offsetting Assets and Liabilities [Line Items]	'		'
Derivative Asset, Fair Value, Subject to Master Netting Arrangement	80,724		'
Derivative Asset, Fair Value, Amount Offset Against Collateral	-69,567		'
Offsetting Derivative Assets	11,157		'
Derivative, Collateral, Obligation to Return Securities	-5,394	[2],[4]	'
Derivative Asset, Fair Value, Amount Not Offset Against Collateral	5,763		'
Derivative Liability, Fair Value, Subject to Master Netting Arrangement	969,350		'
Derivative Liability, Fair Value, Amount Offset Against Collateral	-959,354		'
Offsetting Derivative Liabilities	9,996		'
Derivative, Collateral, Right to Reclaim Securities	'	[2]	'
Derivative Liability, Fair Value, Amount Not Offset Against Collateral	9,996		'
Exchange Cleared [Member]	'		'
Offsetting Assets and Liabilities [Line Items]	'		'
Derivative Asset, Fair Value, Subject to Master Netting Arrangement	1,534		'
Derivative Asset, Fair Value, Amount Offset Against Collateral	1,750		'
Offsetting Derivative Assets	3,284		'
Derivative, Collateral, Obligation to Return Securities	0	[2]	'
Derivative Asset, Fair Value, Amount Not Offset Against Collateral	3,284		'
Derivative Liability, Fair Value, Subject to Master Netting Arrangement	550		'
Derivative Liability, Fair Value, Amount Offset Against Collateral	-550		'
Offsetting Derivative Liabilities	0		'
Derivative, Collateral, Right to Reclaim Securities	0	[2]	'
Derivative Liability, Fair Value, Amount Not Offset Against Collateral	$0		'
[1]	Amounts represent the effect of legally enforceable master netting agreements or other legally enforceable arrangements between the Bank and its derivative counterparties that allow the Bank to offset positive and negative positions as well as the cash collateral held or placed with those same counterparties.
[2]	Any overcollateralization at an individual clearinghouse/clearing member or bilateral counterparty level is not included in the determination of the net unsecured amount.
[3]	Consists of $3,601,000 of securities pledged by a non-member bilateral counterparty and $6,982,000 of collateral pledged by member counterparties.
[4]	Consists of $1,664,000 of securities pledged by a non-member bilateral counterparty and $3,730,000 of collateral pledged by member counterparties.

Derivatives_and_Hedging_Activi2

Derivatives and Hedging Activities (Derivatives in Statement of Condition) (Details) (USD $)	Sep. 30, 2013		Dec. 31, 2012
In Thousands, unless otherwise specified
Derivatives, Fair Value [Line Items]	'		'
Derivative Instruments in Hedges, Assets, at Fair Value	$62,134		$95,611
Derivative Instruments in Hedges, Liabilities, at Fair Value	963,100		1,335,915
Derivative Instruments Not Designated as Hedging Instruments, Asset, at Fair Value	20,124		23,103
Derivative Instruments Not Designated as Hedging Instruments, Liability, at Fair Value	6,800		8,673
Derivative Asset, Fair Value, Gross Asset	82,258		118,714
Derivative Liability, Fair Value, Gross Liability	969,900		1,344,588
Derivative Asset, Fair Value, Amount Offset Against Collateral	-67,817	[1]	-104,767	[1]
Derivative Liability, Fair Value, Amount Offset Against Collateral	-959,904	[1]	-1,333,320	[1]
Derivative Assets	14,441		13,947
Derivative liabilities	9,996		11,268
Interest Rate Contract [Member]	'		'
Derivatives, Fair Value [Line Items]	'		'
Derivative, Notional Amount	33,971,718		40,597,022
Interest Rate Swaptions Related to Optional Advance Commitments [Member]	'		'
Derivatives, Fair Value [Line Items]	'		'
Derivative Instruments Not Designated as Hedging Instruments, Asset, at Fair Value	0		0
Derivative Instruments Not Designated as Hedging Instruments, Liability, at Fair Value	0		0
Cash Collateral And Related Accrued Interest [Member]	'		'
Derivatives, Fair Value [Line Items]	'		'
Derivative Asset, Fair Value, Amount Offset Against Collateral	-937		0
Derivative Liability, Fair Value, Amount Offset Against Collateral	-893,024		-1,228,553
Netting Adjustment By Counterparty [Member]	'		'
Derivatives, Fair Value [Line Items]	'		'
Derivative Asset, Fair Value, Amount Offset Against Collateral	-66,880		-104,767
Derivative Liability, Fair Value, Amount Offset Against Collateral	-66,880		-104,767
Advances [Member] | Interest Rate Swap [Member]	'		'
Derivatives, Fair Value [Line Items]	'		'
Derivative Instruments in Hedges, Assets, at Fair Value	13,081		115
Derivative Instruments in Hedges, Liabilities, at Fair Value	273,413		521,397
Derivative Instruments Not Designated as Hedging Instruments, Asset, at Fair Value	0		0
Derivative Instruments Not Designated as Hedging Instruments, Liability, at Fair Value	45		59
Advances [Member] | Interest Rate Cap [Member]	'		'
Derivatives, Fair Value [Line Items]	'		'
Derivative Instruments in Hedges, Assets, at Fair Value	6		9
Derivative Instruments in Hedges, Liabilities, at Fair Value	0		0
Available-for-sale Securities [Member] | Interest Rate Swap [Member]	'		'
Derivatives, Fair Value [Line Items]	'		'
Derivative Instruments in Hedges, Assets, at Fair Value	7,013		30
Derivative Instruments in Hedges, Liabilities, at Fair Value	584,956		797,572
Unsecured Debt [Member] | Interest Rate Swap [Member]	'		'
Derivatives, Fair Value [Line Items]	'		'
Derivative Instruments in Hedges, Assets, at Fair Value	42,034		95,457
Derivative Instruments in Hedges, Liabilities, at Fair Value	104,731		16,946
Derivative Instruments Not Designated as Hedging Instruments, Asset, at Fair Value	0		969
Derivative Instruments Not Designated as Hedging Instruments, Liability, at Fair Value	0		0
Basis Swap [Member] | Interest Rate Swap [Member]	'		'
Derivatives, Fair Value [Line Items]	'		'
Derivative Instruments Not Designated as Hedging Instruments, Asset, at Fair Value	12,181		13,001
Derivative Instruments Not Designated as Hedging Instruments, Liability, at Fair Value	0		0
Intermediary Transactions [Member] | Interest Rate Swap [Member]	'		'
Derivatives, Fair Value [Line Items]	'		'
Derivative Instruments Not Designated as Hedging Instruments, Asset, at Fair Value	4,167		7,029
Derivative Instruments Not Designated as Hedging Instruments, Liability, at Fair Value	3,939		6,805
Intermediary Transactions [Member] | Interest Rate Cap [Member]	'		'
Derivatives, Fair Value [Line Items]	'		'
Derivative Instruments Not Designated as Hedging Instruments, Asset, at Fair Value	2,816		1,809
Derivative Instruments Not Designated as Hedging Instruments, Liability, at Fair Value	2,816		1,809
Held-to-maturity Securities [Member] | Interest Rate Cap [Member]	'		'
Derivatives, Fair Value [Line Items]	'		'
Derivative Instruments Not Designated as Hedging Instruments, Asset, at Fair Value	960		295
Derivative Instruments Not Designated as Hedging Instruments, Liability, at Fair Value	0		0
Not Designated as Hedging Instrument [Member] | Interest Rate Contract [Member]	'		'
Derivatives, Fair Value [Line Items]	'		'
Derivative, Notional Amount	8,035,696		9,519,446
Not Designated as Hedging Instrument [Member] | Interest Rate Swaptions Related to Optional Advance Commitments [Member]	'		'
Derivatives, Fair Value [Line Items]	'		'
Derivative, Notional Amount	0		50,000
Not Designated as Hedging Instrument [Member] | Advances [Member] | Interest Rate Swap [Member]	'		'
Derivatives, Fair Value [Line Items]	'		'
Derivative, Notional Amount	14,800		5,292
Not Designated as Hedging Instrument [Member] | Unsecured Debt [Member] | Interest Rate Swap [Member]	'		'
Derivatives, Fair Value [Line Items]	'		'
Derivative, Notional Amount	0		650,000
Not Designated as Hedging Instrument [Member] | Basis Swap [Member] | Interest Rate Swap [Member]	'		'
Derivatives, Fair Value [Line Items]	'		'
Derivative, Notional Amount	3,700,000		4,700,000
Not Designated as Hedging Instrument [Member] | Intermediary Transactions [Member] | Interest Rate Swap [Member]	'		'
Derivatives, Fair Value [Line Items]	'		'
Derivative, Notional Amount	110,896		104,154
Not Designated as Hedging Instrument [Member] | Intermediary Transactions [Member] | Interest Rate Cap [Member]	'		'
Derivatives, Fair Value [Line Items]	'		'
Derivative, Notional Amount	110,000		110,000
Not Designated as Hedging Instrument [Member] | Held-to-maturity Securities [Member] | Interest Rate Cap [Member]	'		'
Derivatives, Fair Value [Line Items]	'		'
Derivative, Notional Amount	4,100,000		3,900,000
Fair Value Hedging [Member] | Designated as Hedging Instrument [Member] | Interest Rate Contract [Member]	'		'
Derivatives, Fair Value [Line Items]	'		'
Derivative, Notional Amount	25,936,022		31,077,576
Fair Value Hedging [Member] | Designated as Hedging Instrument [Member] | Advances [Member] | Interest Rate Swap [Member]	'		'
Derivatives, Fair Value [Line Items]	'		'
Derivative, Notional Amount	5,041,678		6,723,412
Fair Value Hedging [Member] | Designated as Hedging Instrument [Member] | Advances [Member] | Interest Rate Cap [Member]	'		'
Derivatives, Fair Value [Line Items]	'		'
Derivative, Notional Amount	25,000		28,000
Fair Value Hedging [Member] | Designated as Hedging Instrument [Member] | Available-for-sale Securities [Member] | Interest Rate Swap [Member]	'		'
Derivatives, Fair Value [Line Items]	'		'
Derivative, Notional Amount	4,924,934		4,924,934
Fair Value Hedging [Member] | Designated as Hedging Instrument [Member] | Unsecured Debt [Member] | Interest Rate Swap [Member]	'		'
Derivatives, Fair Value [Line Items]	'		'
Derivative, Notional Amount	$15,944,410		$19,401,230
[1]	Amounts represent the effect of legally enforceable master netting agreements or other legally enforceable arrangements between the Bank and its derivative counterparties that allow the Bank to offset positive and negative positions as well as the cash collateral held or placed with those same counterparties.

Derivatives_and_Hedging_Activi3

Derivatives and Hedging Activities (Derivatives in Statement of Income) (Details) (USD $)	3 Months Ended		9 Months Ended
In Thousands, unless otherwise specified	Sep. 30, 2013	Sep. 30, 2012	Sep. 30, 2013	Sep. 30, 2012
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'	'
Derivative, Net Hedge Ineffectiveness Gain (Loss)	$598	($910)	$2,847	($3,301)
Derivative Instruments Not Designated as Hedging Instruments, Gain (Loss), Net	-1,261	-6,198	1,366	-1,269
Gain (Loss) on Derivative Instruments, Net, Pretax	-663	-7,108	4,213	-4,570
Interest Rate Swap [Member]	'	'	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'	'
Derivative, Net Hedge Ineffectiveness Gain (Loss)	601	-896	2,850	-3,213
Interest Rate Swap [Member] | Advances [Member]	'	'	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'	'
Derivative Instruments Not Designated as Hedging Instruments, Gain (Loss), Net	139	2	190	50
Interest Rate Swap [Member] | Unsecured Debt [Member]	'	'	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'	'
Derivative Instruments Not Designated as Hedging Instruments, Gain (Loss), Net	-154	395	-769	2,653
Interest Rate Swap [Member] | Discount Notes [Member]	'	'	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'	'
Derivative Instruments Not Designated as Hedging Instruments, Gain (Loss), Net	0	0	0	784
Interest Rate Swap [Member] | Basis Swap [Member]	'	'	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'	'
Derivative Instruments Not Designated as Hedging Instruments, Gain (Loss), Net	-1,270	-8,383	-452	-7,878
Interest Rate Swap [Member] | Intermediary Transactions [Member]	'	'	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'	'
Derivative Instruments Not Designated as Hedging Instruments, Gain (Loss), Net	-7	-3	4	-7
Interest Rate Swaptions Related to Optional Advance Commitments [Member]	'	'	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'	'
Derivative Instruments Not Designated as Hedging Instruments, Gain (Loss), Net	0	-199	0	-1,933
Interest Rate Cap [Member]	'	'	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'	'
Derivative, Net Hedge Ineffectiveness Gain (Loss)	-3	-14	-3	-88
Interest Rate Cap [Member] | Held-to-maturity Securities [Member]	'	'	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'	'
Derivative Instruments Not Designated as Hedging Instruments, Gain (Loss), Net	-661	-501	-565	-3,301
Interest Rate Cap [Member] | Intermediary Transactions [Member]	'	'	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'	'
Derivative Instruments Not Designated as Hedging Instruments, Gain (Loss), Net	0	0	0	6
Net Interest Income on Interest Rate Swaps [Member] | Interest Rate Swap [Member]	'	'	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'	'	'
Derivative Instruments Not Designated as Hedging Instruments, Gain (Loss), Net	$692	$2,491	$2,958	$8,357

Derivatives_and_Hedging_Activi4

Derivatives and Hedging Activities (Derivatives in Statement of Income and Impact on Interest) (Details) (USD $)	3 Months Ended				9 Months Ended
In Thousands, unless otherwise specified	Sep. 30, 2013		Sep. 30, 2012		Sep. 30, 2013		Sep. 30, 2012
Derivative Instruments, Gain (Loss) [Line Items]	'		'		'		'
Gain (Loss) on Derivatives	$7,722		($62,924)		$185,418		($200,743)
Gain (Loss) on Hedged Items	-7,124		62,014		-182,571		197,442
Net Fair Value Hedge Ineffectiveness	598	[1]	-910	[1]	2,847	[1]	-3,301	[1]
Derivative Net Interest Income (Expense)	-22,879	[2]	-23,297	[2]	-76,373	[2]	-56,951	[2]
Advances [Member]	'		'		'		'
Derivative Instruments, Gain (Loss) [Line Items]	'		'		'		'
Gain (Loss) on Derivatives	11,284		-14,908		173,158		-18,117
Gain (Loss) on Hedged Items	-11,539		14,353		-173,037		17,006
Net Fair Value Hedge Ineffectiveness	-255	[1]	-555	[1]	121	[1]	-1,111	[1]
Derivative Net Interest Income (Expense)	-32,660	[2]	-39,967	[2]	-107,868	[2]	-128,105	[2]
Available-for-sale Securities [Member]	'		'		'		'
Derivative Instruments, Gain (Loss) [Line Items]	'		'		'		'
Gain (Loss) on Derivatives	-13,603		-51,566		152,903		-147,513
Gain (Loss) on Hedged Items	14,650		51,536		-150,404		147,067
Net Fair Value Hedge Ineffectiveness	1,047	[1]	-30	[1]	2,499	[1]	-446	[1]
Derivative Net Interest Income (Expense)	-20,117	[2]	-18,275	[2]	-60,327	[2]	-52,232	[2]
Unsecured Debt [Member]	'		'		'		'
Derivative Instruments, Gain (Loss) [Line Items]	'		'		'		'
Gain (Loss) on Derivatives	10,041		3,550		-140,643		-35,113
Gain (Loss) on Hedged Items	-10,235		-3,875		140,870		33,369
Net Fair Value Hedge Ineffectiveness	-194	[1]	-325	[1]	227	[1]	-1,744	[1]
Derivative Net Interest Income (Expense)	$29,898	[2]	$34,945	[2]	$91,822	[2]	$123,386	[2]
[1]	Reported as net gains (losses) on derivatives and hedging activities in the statements of income.
[2]	The net interest income (expense) associated with derivatives in ASC 815 fair value hedging relationships is reported in the statements of income in the interest income/expense line item for the indicated hedged item.

Derivatives_and_Hedging_Activi5

Derivatives and Hedging Activities (Narrative) (Details) (USD $)	Sep. 30, 2013
In Thousands, unless otherwise specified
Exchange Cleared [Member]	'
Derivatives, Fair Value [Line Items]	'
Derivative, Notional Amount	$2,000,000
Over the Counter [Member]	'
Derivatives, Fair Value [Line Items]	'
Derivative, Notional Amount	$32,000,000

Capital_Details

Capital (Details) (USD $)	Oct. 31, 2013	Sep. 30, 2013	Jul. 31, 2013	Apr. 30, 2013	Jan. 31, 2013	Dec. 31, 2012
Capital [Line Items]	'	'	'	'	'	'
Risk Based Capital Required	'	$453,982,000	'	'	'	$404,265,000
Risk Based Capital Actual	'	1,808,663,000	'	'	'	1,793,383,000
Regulatory Capital, Required	'	1,252,793,000	'	'	'	1,430,213,000
Regulatory Capital, Actual	'	1,808,663,000	'	'	'	1,793,383,000
Regulatory Capital Ratio, Required	'	4.00%	'	'	'	4.00%
Regulatory Capital Ratio, Actual	'	5.77%	'	'	'	5.02%
Leverage Capital, Required	'	1,565,991,000	'	'	'	1,787,766,000
Leverage Capital, Actual	'	2,712,995,000	'	'	'	2,690,075,000
Leverage Ratio, Required	'	5.00%	'	'	'	5.00%
Leverage Ratio, Actual	'	8.66%	'	'	'	7.52%
Membership Investment Requirement, Percent of Members Total Assets as of Previous Calendar Year	'	0.04%	'	'	'	'
Membership Investment Requirement, Minimum Dollar Amount	'	1,000	'	'	'	'
Membership Investment Requirement, Maximum Dollar Amount	'	7,000,000	'	'	'	'
Activity Based Investment Requirement, Percent of Outstanding Advances	'	4.10%	'	'	'	'
Surplus Stock Threshold Percentage, Amount Over Minimum Investment Requirement	102.50%	'	102.50%	102.50%	102.50%	'
Minumum Stock Surplus Required For Repurchase	100,000	'	100,000	100,000	100,000	'
Repurchased Surplus Stock, Total	'	'	182,879,400	168,555,900	198,427,400	'
Repurchase of Equity [Member]	'	'	'	'	'	'
Capital [Line Items]	'	'	'	'	'	'
Repurchased Surplus Stock, Total	$224,091,800	'	'	'	'	'

Employee_Retirement_Plans_Deta

Employee Retirement Plans (Details) (Other Postretirement Benefit Plans, Defined Benefit [Member], USD $)	3 Months Ended		9 Months Ended
In Thousands, unless otherwise specified	Sep. 30, 2013	Sep. 30, 2012	Sep. 30, 2013	Sep. 30, 2012
Other Postretirement Benefit Plans, Defined Benefit [Member]	'	'	'	'
Defined Benefit Plan Disclosure [Line Items]	'	'	'	'
Service cost	$6	$3	$18	$11
Interest cost	22	22	66	67
Amortization of prior service credit	-5	-8	-13	-26
Amortization of net actuarial gain	-6	-9	-18	-26
Net periodic benefit cost	$17	$8	$53	$26

Estimated_Fair_Values_Carrying

Estimated Fair Values (Carrying Value and Fair Value of Financial Instruments) (Details) (USD $)	Sep. 30, 2013		Dec. 31, 2012
In Thousands, unless otherwise specified
Assets	'		'
Trading securities	$708,603		$7,541
Available-for-sale securities	5,516,079		5,772,153
Held-to-maturity Securities	5,153,825	[1]	5,199,875	[1]
Held-to-maturity Securities, Fair Value	5,209,238		5,283,965
Derivative assets	14,441		13,947
Consolidated Obligations	'		'
Discount notes	6,513,829		6,984,378
Bonds	22,041,996		25,697,936
Mandatorily redeemable capital stock	30,086		4,504
Derivative liabilities	9,996		11,268
Carrying Value [Member]	'		'
Assets	'		'
Cash and due from banks	883,037		920,780
Interest-bearing deposits	368		254
Securities purchased under agreements to resell	500,000		3,000,000
Federal funds sold	1,706,000		2,219,000
Trading securities	708,603	[2]	7,541	[3]
Available-for-sale securities	5,516,079	[2]	5,772,153	[3]
Held-to-maturity Securities	5,153,825		5,199,875
Advances	16,634,235		18,394,797
Mortgage loans held for portfolio, net	96,263		121,478
Accrued interest receivable	78,440		72,531
Derivative assets	14,441	[2]	13,947	[3]
Liabilities	'		'
Deposits	875,896		1,177,964
Consolidated Obligations	'		'
Discount notes	6,513,829		6,984,378
Bonds	22,041,996		25,697,936
Mandatorily redeemable capital stock	30,086		4,504
Accrued interest payable	48,859		53,940
Derivative liabilities	9,996	[2]	11,268	[3]
Estimated Fair Value [Member]	'		'
Assets	'		'
Cash and due from banks	883,037		920,780
Interest-bearing deposits	368		254
Securities purchased under agreements to resell	500,000		3,000,000
Federal funds sold	1,706,000		2,219,000
Trading securities	708,603	[2]	7,541	[3]
Available-for-sale securities	5,516,079	[2]	5,772,153	[3]
Held-to-maturity Securities, Fair Value	5,209,238		5,283,965
Advances	16,699,795		18,552,112
Mortgage loans held for portfolio, net	105,065		134,562
Accrued interest receivable	78,440		72,531
Derivative assets	14,441	[2]	13,947	[3]
Liabilities	'		'
Deposits	875,896		1,177,961
Consolidated Obligations	'		'
Discount notes, Fair Value	6,514,160		6,985,001
Bonds, Fair Value	22,013,973		25,836,987
Mandatorily redeemable capital stock	30,086		4,504
Accrued interest payable	48,859		53,940
Derivative liabilities	9,996	[2]	11,268	[3]
Estimated Fair Value [Member] | Level 1 [Member]	'		'
Assets	'		'
Cash and due from banks	883,037		920,780
Interest-bearing deposits	0		0
Securities purchased under agreements to resell	0		0
Federal funds sold	0		0
Trading securities	9,016	[2]	7,541	[3]
Available-for-sale securities	0	[2]	0	[3]
Held-to-maturity Securities, Fair Value	0		0
Advances	0		0
Mortgage loans held for portfolio, net	0		0
Accrued interest receivable	0		0
Derivative assets	0	[2]	0	[3]
Liabilities	'		'
Deposits	0		0
Consolidated Obligations	'		'
Discount notes, Fair Value	0		0
Bonds, Fair Value	0		0
Mandatorily redeemable capital stock	30,086		4,504
Accrued interest payable	0		0
Derivative liabilities	0	[2]	0	[3]
Estimated Fair Value [Member] | Level 2 [Member]	'		'
Assets	'		'
Cash and due from banks	0		0
Interest-bearing deposits	368		254
Securities purchased under agreements to resell	500,000		3,000,000
Federal funds sold	1,706,000		2,219,000
Trading securities	699,587	[2]	0	[3]
Available-for-sale securities	5,516,079	[2]	5,772,153	[3]
Held-to-maturity Securities, Fair Value	5,022,292	[4]	5,076,751	[4]
Advances	16,699,795		18,552,112
Mortgage loans held for portfolio, net	105,065		134,562
Accrued interest receivable	78,440		72,531
Derivative assets	82,258	[2]	118,714	[3]
Liabilities	'		'
Deposits	875,896		1,177,961
Consolidated Obligations	'		'
Discount notes, Fair Value	6,514,160		6,985,001
Bonds, Fair Value	22,013,973		25,836,987
Mandatorily redeemable capital stock	0		0
Accrued interest payable	48,859		53,940
Derivative liabilities	969,900	[2]	1,344,588	[3]
Estimated Fair Value [Member] | Level 3 [Member]	'		'
Assets	'		'
Cash and due from banks	0		0
Interest-bearing deposits	0		0
Securities purchased under agreements to resell	0		0
Federal funds sold	0		0
Trading securities	0	[2]	0	[3]
Available-for-sale securities	0	[2]	0	[3]
Held-to-maturity Securities, Fair Value	186,946	[5]	207,214	[5]
Advances	0		0
Mortgage loans held for portfolio, net	0		0
Accrued interest receivable	0		0
Derivative assets	0	[2]	0	[3]
Liabilities	'		'
Deposits	0		0
Consolidated Obligations	'		'
Discount notes, Fair Value	0		0
Bonds, Fair Value	0		0
Mandatorily redeemable capital stock	0		0
Accrued interest payable	0		0
Derivative liabilities	0	[2]	0	[3]
Estimated Fair Value [Member] | Netting Adjustment [Member]	'		'
Assets	'		'
Cash and due from banks	0	[6]	0	[7]
Interest-bearing deposits	0	[6]	0	[7]
Securities purchased under agreements to resell	0	[6]	0	[7]
Federal funds sold	0	[6]	0	[7]
Trading securities	0	[2],[6]	0	[3],[7]
Available-for-sale securities	0	[2],[6]	0	[3],[7]
Held-to-maturity Securities, Fair Value	0	[6]	0	[7]
Advances	0	[6]	0	[7]
Mortgage loans held for portfolio, net	0	[6]	0	[7]
Accrued interest receivable	0	[6]	0	[7]
Derivative assets	-67,817	[2],[6]	-104,767	[3],[7]
Liabilities	'		'
Deposits	0	[6]	0	[7]
Consolidated Obligations	'		'
Discount notes, Fair Value	0	[6]	0	[7]
Bonds, Fair Value	0	[6]	0	[7]
Mandatorily redeemable capital stock	0	[6]	0	[7]
Accrued interest payable	0	[6]	0	[7]
Derivative liabilities	($959,904)	[2],[6]	($1,333,320)	[3],[7]
[1]	(a)Fair values: $5,209,238 and $5,283,965 at September 30, 2013 and December 31, 2012, respectively.
[2]	Financial instruments measured at fair value on a recurring basis as of September 30, 2013.
[3]	Financial instruments measured at fair value on a recurring basis as of December 31, 2012.
[4]	Consists of the Bank's holdings of U.S. government-guaranteed debentures, U.S. government-guaranteed MBS and GSE MBS.
[5]	Consists of the Bank's holdings of non-agency RMBS.
[6]	Amounts represent the impact of legally enforceable master netting agreements or other legally enforceable arrangements between the Bank and its derivative counterparties that allow the Bank to offset positive and negative positions as well as the cash collateral held or placed with those same counterparties.
[7]	Amounts represent the impact of legally enforceable master netting agreements between the Bank and its bilateral derivative counterparties that allow the Bank to offset positive and negative positions as well as the cash collateral held or placed with those same counterparties.

Estimated_Fair_Values_Narrativ

Estimated Fair Values (Narrative) (Details) (USD $)	Dec. 31, 2012
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'
Optional Advance Commitments Excluding Commitments to Fund CIP and EDP Advances	$50,000,000
Other Liabilities [Member]	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'
Fair Value, Option, Ineligible Items, Aggregate Carrying Amount	$25,085,000

Commitments_and_Contingencies_

Commitments and Contingencies (Details) (USD $)	Sep. 30, 2013	Dec. 31, 2012
In Thousands, unless otherwise specified
Commitments and Contingencies [Line Items]	'	'
Derivative, Collateral, Right to Reclaim Cash	$892,963	$1,228,375
Other FHLBanks [Member]	'	'
Commitments and Contingencies [Line Items]	'	'
Debt, Gross	692,000,000	'
Loan Origination Commitments [Member]	'	'
Commitments and Contingencies [Line Items]	'	'
Fair Value Disclosure, Off-balance Sheet Risks, Face Amount, Asset	18,240	77,212
Standby Letters of Credit [Member]	'	'
Commitments and Contingencies [Line Items]	'	'
Fair Value Disclosure, Off-balance Sheet Risks, Face Amount, Asset	$2,840,755	$2,947,267

Transactions_with_Other_FHLBan2

Transactions with Other FHLBanks (Details) (USD $)	9 Months Ended
	Sep. 30, 2013	Sep. 30, 2012
Schedule of Other Transactions [Line Items]	'	'
Interest Income, Loans to Other Federal Home Loan Banks	$2,031	$744
Loans Made to Other FHLBanks [Roll Forward]	'	'
Loans to other FHLBanks, Beginning of period	0	35,000,000
Loans to other FHLBanks, End of period	0	0
Interest Expense, Loans from Other Federal Home Loan Banks	389	1,567
Borrowings From Other FHLBanks [Roll Forward]	'	'
Loans from other FHLBanks, Beginning of period	0	0
Loans from other FHLBanks, End of period	0	40,000,000
FHLBank of San Francisco [Member]	'	'
Loans Made to Other FHLBanks [Roll Forward]	'	'
Loans made to other FHLBanks	475,000,000	200,000,000
Collections from other FHLBanks	-475,000,000	-200,000,000
Borrowings From Other FHLBanks [Roll Forward]	'	'
Borrowings from other FHLBanks	200,000,000	420,000,000
Repayments to other FHLBanks	-200,000,000	-420,000,000
FHLBank of Atlanta [Member]	'	'
Loans Made to Other FHLBanks [Roll Forward]	'	'
Loans made to other FHLBanks	200,000,000	0
Collections from other FHLBanks	-200,000,000	0
FHLBank of Seattle [Member]	'	'
Borrowings From Other FHLBanks [Roll Forward]	'	'
Borrowings from other FHLBanks	0	40,000,000
FHLBank of Topeka [Member]	'	'
Loans Made to Other FHLBanks [Roll Forward]	'	'
Collections from other FHLBanks	0	-35,000,000
Borrowings From Other FHLBanks [Roll Forward]	'	'
Borrowings from other FHLBanks	0	40,000,000
Repayments to other FHLBanks	0	-40,000,000
FHLBank of Indianapolis [Member]	'	'
Loans Made to Other FHLBanks [Roll Forward]	'	'
Loans made to other FHLBanks	377,000,000	0
Collections from other FHLBanks	($377,000,000)	$0

Accumulated_Other_Comprehensiv2

Accumulated Other Comprehensive Income (Loss) (Details) (USD $)	3 Months Ended				9 Months Ended
In Thousands, unless otherwise specified	Sep. 30, 2013		Sep. 30, 2012		Sep. 30, 2013		Sep. 30, 2012
Accumulated Other Comprehensive Income (Loss) [Roll Forward]	'		'		'		'
Accumulated other comprehensive income (loss), Start of period	($33,868)		($44,778)		($18,245)		($45,615)
Reclassifications from accumulated other comprehensive income (loss) to net income	'		'		'		'
Reclassification adjustment of noncredit portion of impairment losses included in net income relating to HTM securities	'		'		'		351
Other Comprehensive Income (Loss), Pension and Other Postretirement Benefit Plans, Adjustment, before Tax	-11		-17		-31		-52
Other amounts of other comprehensive income (loss)	'		'		'		'
Net unrealized losses on available-for-sale securities	-5,822		10,897		-25,314		6,371
Non-credit portion of other-than-temporary impairment losses on held-to-maturity securities	0		0		0		-195
Accretion of non-credit portion of other-than-temporary impairment losses to the carrying value of held-to-maturity securities	2,044		2,367		6,144		7,609
Prior service cost	0		0		-211		0
Total other comprehensive income (loss)	-3,789		13,247		-19,412		14,084
Total Accumulated Other Comprehensive Income (Loss), End of period	-37,657		-31,531		-37,657		-31,531
Accumulated Net Unrealized Investment Gain (Loss) [Member]	'		'		'		'
Accumulated Other Comprehensive Income (Loss) [Roll Forward]	'		'		'		'
Accumulated other comprehensive income (loss), Start of period	3,035		671		22,527		5,197
Other amounts of other comprehensive income (loss)	'		'		'		'
Net unrealized losses on available-for-sale securities	-5,822		10,897		-25,314	[1]	6,371	[1]
Total other comprehensive income (loss)	-5,822	[1]	10,897	[1]	-25,314	[1]	6,371	[1]
Total Accumulated Other Comprehensive Income (Loss), End of period	-2,787	[1]	11,568	[1]	-2,787	[1]	11,568	[1]
Accumulated Other-than-Temporary Impairment [Member]	'		'		'		'
Accumulated Other Comprehensive Income (Loss) [Roll Forward]	'		'		'		'
Accumulated other comprehensive income (loss), Start of period	-37,337		-46,031		-41,437		-51,429
Reclassifications from accumulated other comprehensive income (loss) to net income	'		'		'		'
Reclassification adjustment of noncredit portion of impairment losses included in net income relating to HTM securities	'		'		'		351
Other amounts of other comprehensive income (loss)	'		'		'		'
Non-credit portion of other-than-temporary impairment losses on held-to-maturity securities	'		'		'		-195
Accretion of non-credit portion of other-than-temporary impairment losses to the carrying value of held-to-maturity securities	2,044		2,367		6,144		7,609
Total other comprehensive income (loss)	2,044		2,367		6,144		7,765
Total Accumulated Other Comprehensive Income (Loss), End of period	-35,293		-43,664		-35,293		-43,664
Accumulated Defined Benefit Plans Adjustment [Member]	'		'		'		'
Accumulated Other Comprehensive Income (Loss) [Roll Forward]	'		'		'		'
Accumulated other comprehensive income (loss), Start of period	434		582		665		617
Reclassifications from accumulated other comprehensive income (loss) to net income	'		'		'		'
Other Comprehensive Income (Loss), Pension and Other Postretirement Benefit Plans, Adjustment, before Tax	-11		-17		-31		-52
Other amounts of other comprehensive income (loss)	'		'		'		'
Prior service cost	'		'		-211		'
Total other comprehensive income (loss)	-11		-17		-242		-52
Total Accumulated Other Comprehensive Income (Loss), End of period	$423		$565		$423		$565
[1]	Net unrealized gains (losses) on available-for-sale securities are net of unrealized gains and losses relating to hedged interest rate risk included in net income.