Federal Home Loan Bank of Dallas 10-Q 9 May 14 2014 Q1 Quarterly report Financial data

Document_and_Entity_Informatio

Document and Entity Information Document	3 Months Ended
	Mar. 31, 2014	Apr. 30, 2014
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	31-Mar-14	'
Document Fiscal Year Focus	'2014	'
Document Fiscal Period Focus	'Q1	'
Amendment Flag	'false	'
Entity Common Stock, Shares Outstanding	'	10,354,285
Entity Well-known Seasoned Issuer	'No	'
Entity Voluntary Filers	'No	'
Entity Current Reporting Status	'Yes	'

Statements_of_Condition_Unaudi

Statements of Condition (Unaudited) (USD $)	Mar. 31, 2014		Dec. 31, 2013
In Thousands, unless otherwise specified
ASSETS	'		'
Cash and due from banks	$1,694,036		$911,081
Interest-bearing deposits	273		344
Security purchased under agreement to resell (Note 10)	200,000		0
Federal funds sold	1,597,000		1,468,000
Trading securities (Note 3)	1,008,104		1,007,757
Available-for-sale securities (Note 4)	5,464,319		5,455,693
Held-to-maturity securities (a) (Note 5)	5,117,786	[1]	5,198,549	[1]
Advances (Notes 6 and 7)	15,340,791		15,978,945
Mortgage loans held for portfolio, net of allowance for credit losses of $165 at both March 31, 2014 and December 31, 2013 (Note 7)	85,838		91,110
Accrued interest receivable	77,773		64,425
Premises and equipment, net	18,496		18,477
Derivative assets (Notes 10 and 11)	20,180		15,909
Other assets	10,767		11,534
TOTAL ASSETS	30,635,363		30,221,824
Deposits	'		'
Interest-bearing	840,554		885,638
Non-interest bearing	29		29
Total deposits	840,583		885,667
Consolidated obligations (Note 8)	'		'
Discount notes	7,798,189		5,984,530
Bonds	20,146,668		21,486,712
Total consolidated obligations	27,944,857		27,471,242
Mandatorily redeemable capital stock	3,961		3,065
Accrued interest payable	43,934		47,035
Affordable Housing Program (Note 9)	30,277		31,864
Derivative liabilities (Notes 10 and 11)	5,707		10,991
Other liabilities	20,335		25,456
Total liabilities	28,889,654		28,475,320
Commitments and contingencies (Notes 7 and 15)	'		'
CAPITAL (Note 12)	'		'
Capital stock - Class B putable ($100 par value) issued and outstanding shares: 10,838,789 and 11,236,747 shares at March 31, 2014 and December 31, 2013, respectively	1,083,879		1,123,675
Retained earnings	'		'
Unrestricted	624,931		615,620
Restricted	42,432		39,850
Total retained earnings	667,363		655,470
Accumulated other comprehensive income (loss) (Note18)	-5,533		-32,641
Total capital	1,745,709		1,746,504
TOTAL LIABILITIES AND CAPITAL	$30,635,363		$30,221,824
[1]	(a)Fair values: $5,172,833 and $5,258,422 at March 31, 2014 and December 31, 2013, respectively.

Statements_of_Condition_Unaudi1

Statements of Condition (Unaudited) Parenthetical (USD $)	Mar. 31, 2014	Dec. 31, 2013
In Thousands, except Share data, unless otherwise specified
ASSETS	'	'
Held-to-maturity Securities, Fair Value	$5,172,833	$5,258,422
Loans and Leases Receivable, Allowance	$165	$165
CAPITAL (Note 12)	'	'
Common Stock, Par or Stated Value Per Share	$100	$100
Common Stock, Shares, Issued	10,838,789	11,236,747
Common Stock, Shares, Outstanding	10,838,789	11,236,747

Statements_of_Income_Unaudited

Statements of Income (Unaudited) (USD $)	3 Months Ended
In Thousands, unless otherwise specified	Mar. 31, 2014	Mar. 31, 2013
INTEREST INCOME	'	'
Advances	$31,092	$37,711
Prepayment fees on advances, net	550	394
Interest-bearing deposits	145	423
Securities purchased under agreements to resell	37	730
Federal funds sold	364	663
Trading securities	168	0
Available-for-sale securities	5,152	5,954
Held-to-maturity securities	10,889	14,436
Mortgage loans held for portfolio	1,260	1,632
Other	0	1
Total interest income	49,657	61,944
Consolidated obligations	'	'
Bonds	19,136	24,881
Discount notes	1,776	2,212
Deposits	22	36
Mandatorily redeemable capital stock	4	4
Other borrowings	1	2
Total interest expense	20,939	27,135
NET INTEREST INCOME	28,718	34,809
OTHER INCOME	'	'
Net gains on trading securities	209	344
Net gains on derivatives and hedging activities	695	1,788
Gains on early extinguishment of debt	321	0
Letter of credit fees	1,150	1,164
Other, net	473	530
Total other income	2,848	3,826
OTHER EXPENSE	'	'
Compensation and benefits	10,248	10,929
Other operating expenses	5,730	6,195
Finance Agency	663	720
Office of Finance	558	668
Other	20	0
Total other expense	17,219	18,512
INCOME BEFORE ASSESSMENTS	14,347	20,123
Affordable Housing Program assessment	1,435	2,013
NET INCOME	$12,912	$18,110

Statements_of_Comprehensive_In

Statements of Comprehensive Income (Unaudited) (USD $)	3 Months Ended
In Thousands, unless otherwise specified	Mar. 31, 2014	Mar. 31, 2013
NET INCOME	$12,912	$18,110
OTHER COMPREHENSIVE INCOME (LOSS)	'	'
Net unrealized gains on available-for-sale securities, net of unrealized gains and losses relating to hedged interest rate risk included in net income	25,272	23,130
Accretion of non-credit portion of other-than-temporary impairment losses to the carrying value of held-to-maturity securities	1,859	2,054
Postretirement benefit plan	'	'
Prior service cost	0	-211
Amortization of prior service credit included in net periodic benefit cost	0	-4
Amortization of net actuarial gain included in net periodic benefit cost	-23	-6
Total other comprehensive income	27,108	24,963
TOTAL COMPREHENSIVE INCOME	$40,020	$43,073

Statements_of_Capital_Unaudite

Statements of Capital (Unaudited) (USD $)	3 Months Ended
In Thousands, unless otherwise specified	Mar. 31, 2014	Mar. 31, 2013
Increase (Decrease) in Stockholders' Equity [Roll Forward]	'	'
Beginning balance	$1,746,504	$1,770,634
Proceeds from sale of capital stock	225,277	175,049
Repurchase/redemption of capital stock	-264,682	-284,388
Net shares reclassified from (to) mandatorily redeemable capital stock	-1,367	246
Comprehensive income	'	'
Net income	12,912	18,110
Other comprehensive income	27,108	24,963
Dividends on capital stock (at 0.375 percent annualized rate)	'	'
Cash	-41	-44
Mandatorily redeemable capital stock	-2	'
Ending balance	1,745,709	1,704,570
Capital Stock Class B - Putable, Shares	'	'
Increase (Decrease) in Stockholders' Equity [Roll Forward]	'	'
Beginning balance, shares	11,237	12,170
Proceeds from sale of capital stock, shares	2,253	1,750
Repurchase/redemption of capital stock, shares	-2,647	-2,844
Net shares reclassified from (to) mandatorily redeemable capital stock, shares	-14	3
Dividends on capital stock (at 0.375 percent annualized rate)	'	'
Stock, shares	10	11
Ending balance, shares	10,839	11,090
Capital Stock Class B - Putable, Par Value	'	'
Increase (Decrease) in Stockholders' Equity [Roll Forward]	'	'
Beginning balance	1,123,675	1,216,986
Proceeds from sale of capital stock	225,277	175,049
Repurchase/redemption of capital stock	-264,682	-284,388
Net shares reclassified from (to) mandatorily redeemable capital stock	-1,367	246
Dividends on capital stock (at 0.375 percent annualized rate)	'	'
Stock	976	1,110
Ending balance	1,083,879	1,109,003
Retained Earnings	'	'
Increase (Decrease) in Stockholders' Equity [Roll Forward]	'	'
Beginning balance	655,470	571,893
Comprehensive income	'	'
Net income	12,912	18,110
Dividends on capital stock (at 0.375 percent annualized rate)	'	'
Cash	-41	-44
Mandatorily redeemable capital stock	-2	'
Stock	-976	-1,110
Ending balance	667,363	588,849
Retained Earnings, Restricted	'	'
Increase (Decrease) in Stockholders' Equity [Roll Forward]	'	'
Beginning balance	39,850	22,276
Comprehensive income	'	'
Net income	2,582	3,622
Dividends on capital stock (at 0.375 percent annualized rate)	'	'
Ending balance	42,432	25,898
Retained Earnings, Unrestricted	'	'
Increase (Decrease) in Stockholders' Equity [Roll Forward]	'	'
Beginning balance	615,620	549,617
Comprehensive income	'	'
Net income	10,330	14,488
Dividends on capital stock (at 0.375 percent annualized rate)	'	'
Cash	-41	-44
Mandatorily redeemable capital stock	-2	'
Stock	-976	-1,110
Ending balance	624,931	562,951
Accumulated Other Comprehensive Income (Loss)	'	'
Increase (Decrease) in Stockholders' Equity [Roll Forward]	'	'
Beginning balance	-32,641	-18,245
Comprehensive income	'	'
Other comprehensive income	27,108	24,963
Dividends on capital stock (at 0.375 percent annualized rate)	'	'
Ending balance	($5,533)	$6,718

Statements_of_Capital_Unaudite1

Statements of Capital (Unaudited) Parenthetical	3 Months Ended
	Mar. 31, 2014	Mar. 31, 2013
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 $)	3 Months Ended
In Thousands, unless otherwise specified	Mar. 31, 2014	Mar. 31, 2013
OPERATING ACTIVITIES	'	'
Net income	$12,912	$18,110
Depreciation and amortization	'	'
Net premiums and discounts on advances, consolidated obligations, investments and mortgage loans	11,556	8,612
Concessions on consolidated obligation bonds	296	409
Premises, equipment and computer software costs	926	1,351
Non-cash interest on mandatorily redeemable capital stock	6	4
Gains on early extinguishment of debt	-321	0
Net increase in trading securities	-178	-431
Loss due to change in net fair value adjustment on derivative and hedging activities	31,307	22,449
Increase in accrued interest receivable	-13,338	-11,338
Decrease in other assets	1,223	740
Increase (decrease) in Affordable Housing Program (AHP) liability	-1,587	186
Increase (decrease) in accrued interest payable	-3,101	2,456
Decrease in other liabilities	-5,144	-3,445
Total adjustments	21,645	20,993
Net cash provided by operating activities	34,557	39,103
INVESTING ACTIVITIES	'	'
Net decrease in interest-bearing deposits, including swap collateral pledged	42,706	62,359
Net decrease (increase) in securities purchased under agreements to resell	-200,000	3,000,000
Net decrease (increase) in federal funds sold	-129,000	144,000
Proceeds from maturities of long-term held-to-maturity securities	260,767	477,481
Purchases of long-term held-to-maturity securities	-175,226	-289,842
Principal collected on advances	101,135,034	87,530,721
Advances made	-100,503,193	-84,902,657
Principal collected on mortgage loans held for portfolio	5,233	8,097
Purchases of premises, equipment and computer software	-676	-702
Net cash provided by investing activities	435,645	6,029,457
FINANCING ACTIVITIES	'	'
Net decrease in deposits, including swap collateral held	-47,033	-138,938
Net payments on derivative contracts with financing elements	-35,922	-37,092
Net proceeds from issuance of consolidated obligations	'	'
Discount notes	24,172,000	53,353,249
Bonds	3,679,795	2,024,081
Debt issuance costs	-1,024	-517
Payments for maturing and retiring consolidated obligations	'	'
Discount notes	-22,358,368	-55,780,110
Bonds	-5,056,771	-4,073,250
Proceeds from issuance of capital stock	225,277	175,049
Payments for redemption of mandatorily redeemable capital stock	-478	-16
Payments for repurchase/redemption of capital stock	-264,682	-284,388
Cash dividends paid	-41	-44
Net cash provided by (used in) financing activities	312,753	-4,761,976
Net increase in cash and cash equivalents	782,955	1,306,584
Cash and cash equivalents at beginning of the period	911,081	920,780
Cash and cash equivalents at end of the period	1,694,036	2,227,364
Supplemental Disclosures:	'	'
Interest paid	31,122	35,935
AHP payments, net	3,022	1,827
Stock dividends issued	976	1,110
Dividends paid through issuance of mandatorily redeemable capital stock	2	0
Net capital stock reclassified to (from) mandatorily redeemable capital stock	$1,367	($246)

Basis_of_Presentation

Basis of Presentation	3 Months Ended
	Mar. 31, 2014
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, 2013. 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, 2013 filed with the SEC on March 24, 2014 (the “2013 10-K”). The notes to the interim financial statements update and/or highlight significant changes to the notes included in the 2013 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	3 Months Ended
	Mar. 31, 2014
Recently Issued Accounting Guidance [Abstract]	'
New Accounting Pronouncements and Changes in Accounting Principles [Text Block]	'
	Recently Issued Accounting Guidance
	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 did not have any impact on the Bank's results of operations or financial condition.

Trading_Securities

Trading Securities	3 Months Ended
	Mar. 31, 2014
Trading Securities [Abstract]	'
Trading Securities Disclosure [Text Block]	'
	Trading Securities
	Trading securities as of March 31, 2014 and December 31, 2013 were as follows (in thousands):
		March 31, 2014		December 31, 2013
	U.S. Treasury Bills	$	999,779	$	999,505
	Other	8,325		8,252
	Total	$	1,008,104	$	1,007,757
	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	3 Months Ended
	Mar. 31, 2014
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 March 31, 2014 were as follows (in thousands):
		Amortized				Gross				Gross				Estimated
		Cost				Unrealized				Unrealized				Fair
						Gains				Losses				Value
	Debentures
	U.S. government-guaranteed obligations	$	54,353			$	215			$	11			$	54,557
	Government-sponsored enterprises	4,949,549				23,890				60				4,973,379
	Other	436,013				523				153				436,383
	Total	$	5,439,915			$	24,628			$	224			$	5,464,319
	Available-for-sale securities as of December 31, 2013 were as follows (in thousands):
		Amortized				Gross				Gross				Estimated
		Cost				Unrealized				Unrealized				Fair
						Gains				Losses				Value
	Debentures
	U.S. government-guaranteed obligations	$	54,195			$	48			$	101			$	54,142
	Government-sponsored enterprises	4,965,468				6,111				6,201				4,965,378
	Other	436,898				418				1,143				436,173
	Total	$	5,456,561			$	6,577			$	7,445			$	5,455,693
	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 March 31, 2014. 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			Estimated				Gross				Number			Estimated		Gross		Number	Estimated		Gross
		of			Fair				Unrealized				of			Fair		Unrealized		of	Fair		Unrealized
		Positions			Value				Losses				Positions			Value		Losses		Positions	Value		Losses
	Debentures
	U.S. government-guaranteed obligations	2			$	16,093			$	11			—			$	—	$	—	2	$	16,093	$	11
	Government-sponsored enterprises	4			36,961				60				—			—		—		4	36,961		60
	Other	10			90,673				116				3			14,693		37		13	105,366		153
	Total	16			$	143,727			$	187			3			$	14,693	$	37	19	$	158,420	$	224
	The following table summarizes (in thousands, except number of positions) the available-for-sale securities with unrealized losses as of December 31, 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	2			$	24,063			$	101			—			$	—	$	—	2	$	24,063	$	101
	Government-sponsored enterprises	108			1,628,306				6,201				—			—		—		108	1,628,306		6,201
	Other	22			192,549				1,070				3			14,754		73		25	207,303		1,143
	Total	132			$	1,844,918			$	7,372			3			$	14,754	$	73	135	$	1,859,672	$	7,445
	At March 31, 2014, the gross unrealized losses on the Bank’s available-for-sale securities were $224,000. 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 March 31, 2014, 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 March 31, 2014 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 March 31, 2014 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 March 31, 2014 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 March 31, 2014.
	Redemption Terms. The amortized cost and estimated fair value of available-for-sale securities by contractual maturity at March 31, 2014 and December 31, 2013 are presented below (in thousands).
				March 31, 2014								December 31, 2013
		Maturity		Amortized Cost				Estimated				Amortized Cost				Estimated
								Fair Value								Fair Value
		Debentures
		Due in one year or less		$	26,699			$	26,699			$	26,842			$	26,851
		Due after one year through five years		4,201,884				4,216,069				3,910,837				3,914,956
		Due after five years through ten years		1,211,332				1,221,551				1,518,882				1,513,886
		Total		$	5,439,915			$	5,464,319			$	5,456,561			$	5,455,693
	Interest Rate Payment Terms. The following table provides interest rate payment terms for investment securities classified as available-for-sale at March 31, 2014 and December 31, 2013 (in thousands):
		March 31, 2014				December 31, 2013
	Amortized cost of available-for-sale securities
	Fixed-rate	$	5,364,915			$	5,381,561
	Variable-rate	75,000				75,000
	Total	$	5,439,915			$	5,456,561
	At March 31, 2014 and December 31, 2013, all of the Bank's fixed-rate available-for-sale securities were swapped to a variable rate.

HeldtoMaturity_Securities

Held-to-Maturity Securities	3 Months Ended
	Mar. 31, 2014
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 March 31, 2014 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	$	30,588			$	—			$	30,588			$	112			$	92			$	30,608
	Mortgage-backed securities
	U.S. government-guaranteed obligations	9,470				—				9,470				46				—				9,516
	Government-sponsored enterprises	4,917,818				—				4,917,818				44,741				8,810				4,953,749
	Non-agency residential	191,251				31,341				159,910				24,586				5,536				178,960
	mortgage-backed securities
		5,118,539				31,341				5,087,198				69,373				14,346				5,142,225
	Total	$	5,149,127			$	31,341			$	5,117,786			$	69,485			$	14,438			$	5,172,833
	Held-to-maturity securities as of December 31, 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	$	32,689			$	—			$	32,689			$	126			$	156			$	32,659
	Mortgage-backed securities
	U.S. government-guaranteed obligations	10,110				—				10,110				58				—				10,168
	Government-sponsored enterprises	4,990,347				—				4,990,347				46,734				4,683				5,032,398
	Non-agency residential	198,603				33,200				165,403				17,794				—				183,197
	mortgage-backed securities
		5,199,060				33,200				5,165,860				64,586				4,683				5,225,763
	Total	$	5,231,749			$	33,200			$	5,198,549			$	64,712			$	4,839			$	5,258,422
	The following table summarizes (in thousands, except number of positions) the held-to-maturity securities with unrealized losses as of March 31, 2014. 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			$	15,724			$	92			2	$	15,724	$	92
	Mortgage-backed securities
	Government-sponsored enterprises	42			1,636,531				6,155				17			396,914				2,655				59	2,033,445		8,810
	Non-agency residential mortgage-backed securities	—			—				—				27			153,888				13,392				27	153,888		13,392
		42			1,636,531				6,155				44			550,802				16,047				86	2,187,333		22,202
	Total	42			$	1,636,531			$	6,155			46			$	566,526			$	16,139			88	$	2,203,057	$	22,294
	The following table summarizes (in thousands, except number of positions) the held-to-maturity securities with unrealized losses as of December 31, 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			$	16,157			$	156			2	$	16,157	$	156
	Mortgage-backed securities
	Government-sponsored enterprises	42			1,591,628				4,353				13			102,236				330				55	1,693,864		4,683
	Non-agency residential mortgage-backed securities	1			10,210				80				27			157,101				16,033				28	167,311		16,113
		43			1,601,838				4,433				40			259,337				16,363				83	1,861,175		20,796
	Total	43			$	1,601,838			$	4,433			42			$	275,494			$	16,519			85	$	1,877,332	$	20,952
	At March 31, 2014, the gross unrealized losses on the Bank’s held-to-maturity securities were $22,294,000, of which $13,392,000 was attributable to its holdings of non-agency (i.e., private-label) residential mortgage-backed securities and $8,902,000 was attributable to securities that are either guaranteed by the U.S. government or issued and guaranteed by GSEs. As of March 31, 2014, 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 March 31, 2014 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 March 31, 2014.
	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 March 31, 2014 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 29 non-agency RMBS holdings are likely to be recovered, the Bank performed a cash flow analysis for each security as of March 31, 2014 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 March 31, 2014 assumed changes in home prices ranging from declines of 3 percent to increases of 9 percent over the 12-month period beginning January 1, 2014. For the vast majority of markets, the changes were projected to range from declines of 1 percent to increases of 4 percent. Thereafter, home prices were projected to increase (or continue to increase) using one of five different paths that vary by housing market. Under those 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 March 31, 2014.
Prior to 2013, 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 March 31, 2014.
				31-Mar-14										Cumulative from Period of Initial Impairment Through March 31, 2014								March 31, 2014
		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		$	12,793			$	10,070			$	10,271			$	7,733			$	7,532	$	10,350
Security #2		Q1 2009		Triple-C		12,725				12,028				12,389				8,365				8,004		11,188
Security #3		Q2 2009		Single-D		17,946				13,902				15,283				11,517				10,136		14,723
Security #4		Q2 2009		Triple-C		8,801				8,085				7,890				5,551				5,746		7,906
Security #5		Q3 2009		Triple-C		15,525				13,800				10,047				7,188				10,941		13,328
Security #6		Q3 2009		Triple-C		13,400				11,995				10,567				6,988				8,416		11,151
Security #7		Q3 2009		Single-B		4,789				4,709				3,575				2,268				3,402		4,288
Security #8		Q1 2010		Triple-C		7,172				7,149				4,968				3,058				5,239		6,326
Security #9		Q1 2010		Triple-C		3,061				3,024				2,208				1,362				2,178		2,711
Security #10		Q4 2010		Triple-C		6,041				5,616				3,331				1,663				3,948		5,135
Security #11		Q4 2010		Triple-C		7,267				7,263				4,096				2,114				5,281		6,452
Security #12		Q4 2010		Triple-C		4,005				3,921				1,820				917				3,018		3,517
Security #13		Q4 2010		Triple-C		4,744				4,728				2,418				1,358				3,668		4,277
Security #14		Q2 2011		Triple-C		10,613				10,383				5,942				3,382				7,823		8,567
Totals						$	128,882			$	116,673			$	94,805			$	63,464			$	85,332	$	109,919
The following table presents a rollforward for the three months ended March 31, 2014 and 2013 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
	March 31,
	2014				2013
Balance of credit losses, beginning of period	$	12,901			$	13,039
Increases in cash flows expected to be collected (accreted as interest income over the remaining lives of the applicable securities)	(65		)		—
Balance of credit losses, end of period	12,836				13,039
Cumulative principal shortfalls on securities held at end of period	(870		)		—
Cumulative amortization of the time value of credit losses at end of period	248				180
Credit losses included in the amortized cost bases of other-than-temporarily impaired securities at end of period	$	12,214			$	13,219
Redemption Terms. The amortized cost, carrying value and estimated fair value of held-to-maturity securities by contractual maturity at March 31, 2014 and December 31, 2013 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.
		March 31, 2014												December 31, 2013
Maturity		Amortized Cost				Carrying Value				Estimated Fair Value				Amortized Cost				Carrying Value				Estimated Fair Value
Debentures
Due after one year through five years		$	14,772			$	14,772			$	14,885			$	16,376			$	16,376			$	16,502
Due after five years through ten years		7,985				7,985				7,943				8,483				8,483				8,411
Due after ten years		7,831				7,831				7,780				7,830				7,830				7,746
		30,588				30,588				30,608				32,689				32,689				32,659
Mortgage-backed securities		5,118,539				5,087,198				5,142,225				5,199,060				5,165,860				5,225,763
Total		$	5,149,127			$	5,117,786			$	5,172,833			$	5,231,749			$	5,198,549			$	5,258,422
The amortized cost of the Bank’s mortgage-backed securities classified as held-to-maturity includes net purchase discounts of $32,749,000 and $35,732,000 at March 31, 2014 and December 31, 2013, respectively.
Interest Rate Payment Terms. The following table provides interest rate payment terms for investment securities classified as held-to-maturity at March 31, 2014 and December 31, 2013 (in thousands):
	March 31, 2014				December 31, 2013
Amortized cost of variable-rate held-to-maturity securities other than mortgage-backed securities	$	30,588			$	32,689
Amortized cost of held-to-maturity mortgage-backed securities
Fixed-rate pass-through securities	328				344
Collateralized mortgage obligations
Fixed-rate	803				847
Variable-rate	5,117,408				5,197,869
	5,118,539				5,199,060
Total	$	5,149,127			$	5,231,749
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 2013 or the three months ended March 31, 2014.

Advances

Advances	3 Months Ended
	Mar. 31, 2014
Advances [Abstract]	'
Advances [Text Block]	'
	Advances
	Redemption Terms. At March 31, 2014 and December 31, 2013, the Bank had advances outstanding at interest rates ranging from 0.08 percent to 8.61 percent and from 0.05 percent to 8.61 percent, respectively, as summarized below (dollars in thousands).
			March 31, 2014						December 31, 2013
	Contractual Maturity		Amount				Weighted Average Interest Rate		Amount			Weighted Average Interest Rate
	Overdrawn demand deposit accounts		$	82			4.05	%	$	3,499		4.07	%
	Due in one year or less		7,635,970				0.37		8,343,704			0.34
	Due after one year through two years		1,266,186				1.67		1,386,230			1.78
	Due after two years through three years		1,029,015				1.7		822,497			1.79
	Due after three years through four years		1,435,597				2.88		1,376,579			2.9
	Due after four years through five years		927,023				2.5		1,075,960			2.43
	Due after five years		929,379				3.14		789,625			3.14
	Amortizing advances		1,940,271				3.6		1,997,270			3.64
	Total par value		15,163,523				1.52	%	15,795,364			1.46	%
	Deferred prepayment fees		(15,159		)				(15,916		)
	Commitment fees		(110		)				(111		)
	Hedging adjustments		192,537						199,608
	Total		$	15,340,791					$	15,978,945
	The balances of overdrawn demand deposit accounts were fully collateralized at March 31, 2014 and December 31, 2013 and were repaid on the first business day of April 2014 and January 2014, 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 March 31, 2014 and December 31, 2013, the Bank had aggregate prepayable and callable advances totaling $101,547,000 and $106,304,000, respectively, 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 March 31, 2014 and December 31, 2013, the Bank had putable advances outstanding totaling $1,648,471,000 and $1,653,471,000, respectively.
	The following table summarizes advances outstanding at March 31, 2014 and December 31, 2013, by the earlier of contractual maturity or next possible put date (in thousands):
	Contractual Maturity or Next Put Date		March 31, 2014				December 31, 2013
	Overdrawn demand deposit accounts		$	82			$	3,499
	Due in one year or less		9,202,040				9,961,774
	Due after one year through two years		1,144,686				1,230,230
	Due after two years through three years		994,015				799,997
	Due after three years through four years		577,027				677,459
	Due after four years through five years		386,023				375,510
	Due after five years		919,379				749,625
	Amortizing advances		1,940,271				1,997,270
	Total par value		$	15,163,523			$	15,795,364
	Interest Rate Payment Terms. The following table provides interest rate payment terms for advances outstanding at March 31, 2014 and December 31, 2013 (in thousands):
		March 31, 2014				December 31, 2013
	Fixed-rate
	Due in one year or less	$	6,576,801			$	7,352,066
	Due after one year	7,469,220				7,390,799
	Total fixed-rate	14,046,021				14,742,865
	Variable-rate
	Due in one year or less	1,070,902				1,008,499
	Due after one year	46,600				44,000
	Total variable-rate	1,117,502				1,052,499
	Total par value	$	15,163,523			$	15,795,364
	At March 31, 2014 and December 31, 2013, 38 percent and 33 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 on advances over the life of the modified advance using the level-yield method. During the three months ended March 31, 2014 and 2013, gross advance prepayment fees received from members/borrowers were $720,000 and $608,000, respectively, of which $214,000 and $151,000, respectively, were deferred.

Allowance_for_Credit_Losses

Allowance for Credit Losses	3 Months Ended
	Mar. 31, 2014
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 three months ended March 31, 2014 and 2013, 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 March 31, 2014 or December 31, 2013.
	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 March 31, 2014 and December 31, 2013, 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 March 31, 2014 and December 31, 2013, the Bank did not have any advances that were past due, on nonaccrual 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 nonaccrual 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 2013 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, 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 nonaccrual status when the collection of the contractual principal or interest is 90 days or more past due. When a mortgage loan is placed on nonaccrual status, accrued but uncollected interest is reversed against interest income. The Bank records cash payments received on nonaccrual loans first as interest income until it recovers all interest, and then as a reduction of principal. A loan on nonaccrual 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 nonaccrual 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 nonaccrual 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 March 31, 2014 and December 31, 2013 (dollars in thousands). The unpaid principal balance approximates the recorded investment in the loans.
		March 31, 2014									December 31, 2013
		Conventional Loans			Government-			Total			Conventional Loans			Government-			Total
					Guaranteed/									Guaranteed/
					Insured Loans									Insured Loans
	Mortgage loans:
	30-59 days delinquent	$	1,135		$	2,770		$	3,905		$	973		$	3,390		$	4,363
	60-89 days delinquent	285			348			633			406			712			1,118
	90 days or more delinquent	671			223			894			694			253			947
	Total past due	2,091			3,341			5,432			2,073			4,355			6,428
	Total current loans	39,232			40,857			80,089			41,575			42,747			84,322
	Total mortgage loans	$	41,323		$	44,198		$	85,521		$	43,648		$	47,102		$	90,750
	Other delinquency statistics:
	In process of foreclosure (1)	$	380		$	3		$	383		$	426		$	21		$	447
	Serious delinquency rate (2)	1.6		%	0.5		%	1		%	1.6		%	0.5		%	1		%
	Past due 90 days or more and still accruing interest (3)	$	—		$	223		$	223		$	—		$	253		$	253
	Nonaccrual loans	$	671		$	—		$	671		$	694		$	—		$	694
	Troubled debt restructurings	$	143		$	—		$	143		$	143		$	—		$	143
	_____________________________
	(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 loan portfolio.
	(3)	Only government-guaranteed/insured mortgage loans continue to accrue interest after they become 90 days or more past due.
	At March 31, 2014 and December 31, 2013, the Bank’s other assets included $185,000 and $212,000, 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 nonaccrual mortgage loan and each troubled debt restructuring is specifically reviewed for impairment. At March 31, 2014 and December 31, 2013, 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 $165,000 was adequate to reserve for credit losses in its conventional mortgage loan portfolio at March 31, 2014. The following table presents the activity in the allowance for credit losses on conventional mortgage loans held for portfolio during the three months ended March 31, 2014 and 2013 (in thousands):
		Three Months Ended March 31,
		2014			2013
	Balance, beginning of period	$	165		$	183
	Chargeoffs	—			(8		)
	Balance, end of period	$	165		$	175
	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 March 31, 2014 and December 31, 2013 (in thousands).
		March 31, 2014			December 31, 2013
	Ending balance of allowance for credit losses related to loans collectively evaluated for impairment	$	165		$	165
	Unpaid principal balance
	Individually evaluated for impairment	$	793		$	816
	Collectively evaluated for impairment	40,530			42,832
		$	41,323		$	43,648

Consolidated_Obligations

Consolidated Obligations	3 Months Ended
	Mar. 31, 2014
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 records on its statements of condition only that portion of the consolidated obligations for which it has received the proceeds. 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 generally 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 $754 billion and $767 billion at March 31, 2014 and December 31, 2013, respectively. The Bank was the primary obligor on $28.0 billion and $27.6 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 March 31, 2014 and December 31, 2013 (in thousands, at par value).
		March 31, 2014				December 31, 2013
	Fixed-rate	$	12,244,910			$	12,857,160
	Variable-rate	5,121,000				6,021,000
	Step-up	2,720,000				2,585,000
	Step-down	125,000				125,000
	Total par value	$	20,210,910			$	21,588,160
	At March 31, 2014 and December 31, 2013, 91 percent and 86 percent, respectively, of the Bank’s fixed-rate consolidated obligation bonds were swapped to a variable rate; at each of these dates, 1 percent 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 March 31, 2014 and December 31, 2013, by contractual maturity (dollars in thousands):
			March 31, 2014						December 31, 2013
	Contractual Maturity		Amount				Weighted Average		Amount			Weighted Average
							Interest Rate					Interest Rate
	Due in one year or less		$	7,948,225			1.02	%	$	11,262,745		0.79	%
	Due after one year through two years		4,984,110				0.49		4,370,840			0.78
	Due after two years through three years		1,705,000				1.52		1,280,000			1.96
	Due after three years through four years		1,120,000				1.14		425,000			1.03
	Due after four years through five years		1,482,000				2.1		1,262,000			2.2
	Due after five years		2,971,575				1.92		2,987,575			1.88
	Total par value		20,210,910				1.15	%	21,588,160			1.09	%
	Premiums		21,129						34,241
	Discounts		(4,413		)				(4,650		)
	Hedging adjustments		(80,958		)				(131,039		)
	Total		$	20,146,668					$	21,486,712
	At March 31, 2014 and December 31, 2013, the Bank’s consolidated obligation bonds outstanding included the following (in thousands, at par value):
		March 31, 2014				December 31, 2013
	Non-callable bonds	$	13,839,335			$	16,780,585
	Callable bonds	6,371,575				4,807,575
	Total par value	$	20,210,910			$	21,588,160
	The following table summarizes the Bank’s consolidated obligation bonds outstanding at March 31, 2014 and December 31, 2013, by the earlier of contractual maturity or next possible call date (in thousands, at par value):
	Contractual Maturity or Next Call Date		March 31, 2014				December 31, 2013
	Due in one year or less		$	14,179,800			$	15,930,320
	Due after one year through two years		4,899,110				4,365,840
	Due after two years through three years		555,000				715,000
	Due after three years through four years		50,000				50,000
	Due after four years through five years		422,000				422,000
	Due after five years		105,000				105,000
	Total par value		$	20,210,910			$	21,588,160
	Discount Notes. At March 31, 2014 and December 31, 2013, 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
	31-Mar-14	$	7,798,189			$	7,800,000		0.1	%
	31-Dec-13	$	5,984,530			$	5,985,100		0.09	%
	None of the Bank's consolidated obligation discount notes were swapped at March 31, 2014 or December 31, 2013.

Affordable_Housing_Program_AHP

Affordable Housing Program ("AHP")	3 Months Ended
	Mar. 31, 2014
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 three months ended March 31, 2014 and 2013 (in thousands):
		Three Months Ended March 31,
		2014			2013
	Balance, beginning of period	$	31,864		$	29,620
	AHP assessment	1,435			2,013
	Grants funded, net of recaptured amounts	(3,022		)	(1,827		)
	Balance, end of period	$	30,277		$	29,806

Assets_and_Liabilities_Subject

Assets and Liabilities Subject to Offsetting	3 Months Ended
	Mar. 31, 2014
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 March 31, 2014.
	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 March 31, 2014 and December 31, 2013 (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
	31-Mar-14
	Assets
	Derivatives
	Bilateral derivatives		$	53,518	$	(43,403	)	$	10,115	$	(5,270	)	(2)	$	4,845
	Cleared derivatives		3,307		6,758			10,065		—				10,065
	Total derivatives		56,825		(36,645		)	20,180		(5,270		)		14,910
	Security purchased under agreement to resell		200,000		—			200,000		(200,000		)		—
	Total assets		$	256,825	$	(36,645	)	$	220,180	$	(205,270	)		$	14,910
	Liabilities
	Derivatives
	Bilateral derivatives		$	820,694	$	(814,987	)	$	5,707	$	—			$	5,707
	Cleared derivatives		3,201		(3,201		)	—		—				—
	Total derivatives		$	823,895	$	(818,188	)	$	5,707	$	—			$	5,707
	31-Dec-13
	Assets
	Derivatives
	Bilateral derivatives		$	80,901	$	(67,133	)	$	13,768	$	(4,454	)	(3)	$	9,314
	Cleared derivatives		3,149		(1,008		)	2,141		—				2,141
	Total derivatives		$	84,050	$	(68,141	)	$	15,909	$	(4,454	)		$	11,455
	Liabilities
	Derivatives
	Bilateral derivatives		$	900,725	$	(889,734	)	$	10,991	$	—			$	10,991
	Cleared derivatives		647		(647		)	—		—				—
	Total derivatives		$	901,372	$	(890,381	)	$	10,991	$	—			$	10,991
	_____________________________
	(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 $760,000 of securities pledged by a non-member bilateral counterparty and $4,510,000 of collateral pledged by member counterparties.
	(3)	Consists of $1,651,000 of securities pledged by a non-member bilateral counterparty and $2,803,000 of collateral pledged by member counterparties.

Derivatives_and_Hedging_Activi

Derivatives and Hedging Activities	3 Months Ended
	Mar. 31, 2014
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 non-member 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 and Economic Development Program 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 March 31, 2014 and December 31, 2013 (in thousands).
			March 31, 2014										December 31, 2013
			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		$	5,326,416			$	12,225		$	225,647		$	4,795,978		$	15,874		$	234,882
	Available-for-sale securities		4,924,934				8,243			506,461			4,924,934			19,739			521,470
	Consolidated obligation bonds		13,800,910				21,093			85,275			13,473,160			31,233			138,590
	Interest rate caps related to advances		25,000				1			—			25,000			2			—
	Total derivatives designated as hedging		24,077,260				41,562			817,383			23,219,072			66,848			894,942
	instruments under ASC 815
	Derivatives not designated as hedging
	instruments under ASC 815
	Interest rate swaps
	Basis swaps		2,700,000				6,409			—			3,700,000			9,610			—
	Intermediary transactions		536,597				5,105			4,080			117,648			3,461			3,208
	Interest rate caps
	Held-to-maturity securities		3,350,000				1,317			—			4,100,000			909			—
	Intermediary transactions		80,000				2,432			2,432			110,000			3,222			3,222
	Total derivatives not designated as		6,666,597				15,263			6,512			8,027,648			17,202			6,430
	hedging instruments under ASC 815
	Total derivatives before collateral and netting adjustments		$	30,743,857			56,825			823,895			$	31,246,720		84,050			901,372
	Cash collateral and related accrued interest						(571		)	(782,114		)				(2,519		)	(824,759		)
	Netting adjustments						(36,074		)	(36,074		)				(65,622		)	(65,622		)
	Total collateral and netting adjustments(1)						(36,645		)	(818,188		)				(68,141		)	(890,381		)
	Net derivative balances reported in statements of condition						$	20,180		$	5,707					$	15,909		$	10,991
	_____________________________
	(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 on derivatives and hedging activities as presented in the statements of income for the three months ended March 31, 2014 and 2013 (in thousands).
		Gain (Loss) Recognized in Earnings for the
		Three Months Ended March 31,
		2014				2013
	Derivatives and hedged items in ASC 815 fair value hedging relationships
	Interest rate swaps	$	(406	)		$	720
	Interest rate caps	(2		)		(2		)
	Total net gain (loss) related to fair value hedge ineffectiveness	(408		)		718
	Derivatives not designated as hedging instruments under ASC 815
Net interest income on interest rate swaps	525				1,333
Interest rate swaps
Advances	—				5
Consolidated obligation bonds	—				(375		)
Basis swaps	260				131
Intermediary transactions	772				(9		)
Interest rate caps
Held-to-maturity securities	(454		)		(15		)
Total net gain related to derivatives not designated as hedging instruments under ASC 815	1,103				1,070
Net gains on derivatives and hedging activities reported in the statements of income	$	695			$	1,788
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 months ended March 31, 2014 and 2013 (in thousands).
Hedged Item		Gain (Loss) on				Gain (Loss) on			Net Fair Value			Derivative Net
		Derivatives				Hedged Items			Hedge			Interest Income
									Ineffectiveness (1)			(Expense)(2)
Three Months Ended March 31, 2014
Advances		$	5,927			$	(5,977	)	$	(50	)	$	(26,787	)
Available-for-sale securities		(10,176		)		10,491			315			(20,383		)
Consolidated obligation bonds		49,523				(50,196		)	(673		)	27,416
Total		$	45,274			$	(45,682	)	$	(408	)	$	(19,754	)
Three Months Ended March 31, 2013
Advances		$	44,291			$	(44,285	)	$	6		$	(38,873	)
Available-for-sale securities		28,451				(29,007		)	(556		)	(20,059		)
Consolidated obligation bonds		(28,307		)		29,575			1,268			30,509
Total		$	44,435			$	(43,717	)	$	718		$	(28,423	)
_____________________________
(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 March 31, 2014, the notional balance of transactions with bilateral counterparties totaled $27 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 March 31, 2014, the notional balance of cleared transactions totaled $4 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 the Bank's interest rate exchange agreements does not reflect its 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	3 Months Ended
	Mar. 31, 2014
Capital [Abstract]	'
Stockholders' Equity Note Disclosure [Text Block]	'
	Capital
	At all times during the three months ended March 31, 2014, 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 March 31, 2014 and December 31, 2013 (dollars in thousands):
		March 31, 2014						December 31, 2013
		Required			Actual			Required			Actual
	Regulatory capital requirements:
	Risk-based capital	$	393,190		$	1,755,203		$	450,725		$	1,782,210
	Total capital	$	1,225,415		$	1,755,203		$	1,208,873		$	1,782,210
	Total capital-to-assets ratio	4		%	5.73		%	4		%	5.9		%
	Leverage capital	$	1,531,768		$	2,632,804		$	1,511,091		$	2,673,315
	Leverage capital-to-assets ratio	5		%	8.59		%	5		%	8.85		%
	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, 2013, 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, 2014 and April 30, 2014, 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, 2014 and April 30, 2014, the Bank repurchased surplus stock totaling $241,318,100 and $128,976,600, respectively, none of which was classified as mandatorily redeemable capital stock at those dates.

Employee_Retirement_Plans

Employee Retirement Plans	3 Months Ended
	Mar. 31, 2014
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 months ended March 31, 2014 and 2013 were as follows (in thousands):
		Three Months Ended
		March 31,
		2014			2013
	Service cost	$	4		$	6
	Interest cost	15			22
	Amortization of prior service credit	—			(4		)
	Amortization of net actuarial gain	(23		)	(6		)
	Net periodic benefit cost	$	(4	)	$	18

Estimated_Fair_Values

Estimated Fair Values	3 Months Ended
	Mar. 31, 2014
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.
	For financial instruments carried at fair value, the Bank reviews the fair value hierarchy classifications on a quarterly basis. Changes in the observability of the valuation inputs may result in a reclassification of certain assets or liabilities. Reclassifications, if any, would be reported as transfers as of the beginning of the quarter in which the changes occurred. For the three months ended March 31, 2014 and 2013, the Bank did not reclassify any fair value measurements.
	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 March 31, 2014 and December 31, 2013. 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 March 31, 2014 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 March 31, 2014, 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 agreements are 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).
	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 March 31, 2014 and December 31, 2013 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 March 31, 2014 and December 31, 2013 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 estimated fair value of the Bank’s commitments to extend credit, including advances and letters of credit, was not material at March 31, 2014 or December 31, 2013.
	The following table presents the carrying values and estimated fair values of the Bank’s financial instruments at March 31, 2014 (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		$	1,694,036	$	1,694,036	$	1,694,036	$	—		$	—		$	—
	Interest-bearing deposits		273		273		—		273			—			—
	Security purchased under agreement to resell		200,000		200,000		—		200,000			—			—
	Federal funds sold		1,597,000		1,597,000		—		1,597,000			—			—
	Trading securities (1)		1,008,104		1,008,104		8,325		999,779			—			—
	Available-for-sale securities (1)		5,464,319		5,464,319		—		5,464,319			—			—
	Held-to-maturity securities		5,117,786		5,172,833		—		4,993,873		(2)	178,960		(3)	—
	Advances		15,340,791		15,465,886		—		15,465,886			—			—
	Mortgage loans held for portfolio, net		85,838		94,774		—		94,774			—			—
	Accrued interest receivable		77,773		77,773		—		77,773			—			—
	Derivative assets (1)		20,180		20,180		—		56,825			—			(36,645		)
	Liabilities:
	Deposits		840,583		840,582		—		840,582			—			—
	Consolidated obligations
	Discount notes		7,798,189		7,798,195		—		7,798,195			—			—
	Bonds		20,146,668		20,157,898		—		20,157,898			—			—
	Mandatorily redeemable capital stock		3,961		3,961		3,961		—			—			—
	Accrued interest payable		43,934		43,934		—		43,934			—			—
	Derivative liabilities (1)		5,707		5,707		—		823,895			—			(818,188		)
	___________________________
	(1)	Financial instruments measured at fair value on a recurring basis as of March 31, 2014.
	(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, 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		$	911,081	$	911,081	$	911,081	$	—		$	—		$	—
Interest-bearing deposits		344		344		—		344			—			—
Federal funds sold		1,468,000		1,468,000		—		1,468,000			—			—
Trading securities (1)		1,007,757		1,007,757		8,252		999,505			—			—
Available-for-sale securities (1)		5,455,693		5,455,693		—		5,455,693			—			—
Held-to-maturity securities		5,198,549		5,258,422		—		5,075,225		(2)	183,197		(3)	—
Advances		15,978,945		16,059,612		—		16,059,612			—			—
Mortgage loans held for portfolio, net		91,110		100,078		—		100,078			—			—
Accrued interest receivable		64,425		64,425		—		64,425			—			—
Derivative assets (1)		15,909		15,909		—		84,050			—			(68,141		)
Liabilities:
Deposits		885,667		885,665		—		885,665			—			—
Consolidated obligations
Discount notes		5,984,530		5,984,721		—		5,984,721			—			—
Bonds		21,486,712		21,452,422		—		21,452,422			—			—
Mandatorily redeemable capital stock		3,065		3,065		3,065		—			—			—
Accrued interest payable		47,035		47,035		—		47,035			—			—
Derivative liabilities (1)		10,991		10,991		—		901,372			—			(890,381		)
___________________________
(1)	Financial instruments measured at fair value on a recurring basis as of December 31, 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.

Commitments_and_Contingencies

Commitments and Contingencies	3 Months Ended
	Mar. 31, 2014
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 March 31, 2014, the par amount of the other 11 FHLBanks’ outstanding consolidated obligations was approximately $726 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 expected that it would be required to pay any amounts on behalf of its co-obligors under its joint and several liability, the Bank would charge to income the amount of the expected payment. Based upon the creditworthiness of the other FHLBanks, the Bank currently believes that the likelihood that it would have to pay any amounts beyond those for which it is primarily liable is remote.
	Other commitments and contingencies. At March 31, 2014 and December 31, 2013, the Bank had commitments to make additional advances totaling approximately $30,254,000 and $14,951,000, respectively. In addition, outstanding standby letters of credit totaled $2,910,549,000 and $2,964,486,000 at March 31, 2014 and December 31, 2013, 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).
	At March 31, 2014, the Bank had commitments to issue $760,000,000 of consolidated obligation bonds, all of which were hedged with interest rate swaps. At December 31, 2013, the Bank had a commitment to issue a $500,000,000 consolidated obligation discount note, which was not hedged.
	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 March 31, 2014 and December 31, 2013, the Bank had pledged cash collateral of $782,060,000 and $824,695,000, 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. The Bank had not pledged any securities as collateral at March 31, 2014 or December 31, 2013.
	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	3 Months Ended
	Mar. 31, 2014
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	3 Months Ended
	Mar. 31, 2014
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 three months ended March 31, 2014 and 2013, interest income from loans to other FHLBanks totaled $357 and $986, respectively. The following table summarizes the Bank’s loans to other FHLBanks during the three months ended March 31, 2014 and 2013 (in thousands).
		Three Months Ended March 31,
		2014			2013
	Balance at January 1,	$	—		$	—
	Loans made to:
	FHLBank of San Francisco	265,000			100,000
	FHLBank of Atlanta	—			200,000
	Collections from:
	FHLBank of San Francisco	(265,000		)	(100,000		)
	FHLBank of Atlanta	—			(200,000		)
	Balance at March 31,	$	—		$	—
	There were no borrowings from other FHLBanks during the three months ended March 31, 2013. During the three months ended March 31, 2014, interest expense on borrowings from other FHLBanks totaled $208. The following table summarizes the Bank’s borrowings from other FHLBanks during the three months ended March 31, 2014 (in thousands).
		Three Months Ended March 31, 2014
	Balance at January 1, 2014	$	—
	Borrowings from:
	FHLBank of San Francisco	150,000
	Repayments to:
	FHLBank of San Francisco	(150,000		)
	Balance at March 31, 2014	$	—
	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 three months ended March 31, 2014 or 2013.
	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 three months ended March 31, 2014 or 2013.

Accumulated_Other_Comprehensiv

Accumulated Other Comprehensive Income (Loss)	3 Months Ended
	Mar. 31, 2014
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 months ended March 31, 2014 and 2013 (in thousands).
		Net Unrealized			Non-Credit Portion of			Postretirement Benefits			Total
		Gains (Losses) on			Other-than-Temporary						Accumulated
		Available-for-Sale			Impairment Losses on						Other
		Securities (1)			Held-to-Maturity Securities						Comprehensive
											Income (Loss)
	Three Months Ended March 31, 2014
	Balance at January 1, 2014	$	(868	)	$	(33,200	)	$	1,427		$	(32,641	)
	Reclassifications from accumulated other comprehensive income (loss) to net income
	Reclassification adjustment for amortization of net actuarial gains recognized in compensation and benefits expense	—			—			(23		)	(23		)
	Other amounts of other comprehensive income (loss)
	Net unrealized gains on available-for-sale securities	25,272			—			—			25,272
	Accretion of non-credit portion of other-than-temporary impairment losses to the carrying value of held-to-maturity securities	—			1,859			—			1,859
	Total other comprehensive income (loss)	25,272			1,859			(23		)	27,108
	Balance at March 31, 2014	$	24,404		$	(31,341	)	1,404			$	(5,533	)
	Three Months Ended March 31, 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	—			—			(10		)	(10		)
	Other amounts of other comprehensive income (loss)
	Net unrealized gains on available-for-sale securities	23,130			—			—			23,130
	Accretion of non-credit portion of other-than-temporary impairment losses to the carrying value of held-to-maturity securities	—			2,054			—			2,054
	Prior service cost	—			—			(211		)	(211		)
	Total other comprehensive income (loss)	23,130			2,054			(221		)	24,963
	Balance at March 31, 2013	$	45,657		$	(39,383	)	$	444		$	6,718
	_____________________________
	(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)	3 Months Ended
	Mar. 31, 2014
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 nonaccrual status when the collection of the contractual principal or interest is 90 days or more past due. When a mortgage loan is placed on nonaccrual status, accrued but uncollected interest is reversed against interest income. The Bank records cash payments received on nonaccrual loans first as interest income until it recovers all interest, and then as a reduction of principal. A loan on nonaccrual 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 nonaccrual 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 nonaccrual 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.
Fair Value Transfer, Policy [Policy Text Block]	'
	For financial instruments carried at fair value, the Bank reviews the fair value hierarchy classifications on a quarterly basis. Changes in the observability of the valuation inputs may result in a reclassification of certain assets or liabilities. Reclassifications, if any, would be reported as transfers as of the beginning of the quarter in which the changes occurred.

Trading_Securities_Tables

Trading Securities (Tables)	3 Months Ended
	Mar. 31, 2014
Trading Securities [Abstract]	'
Trading Securities [Table Text Block]	'
	Trading securities as of March 31, 2014 and December 31, 2013 were as follows (in thousands):
		March 31, 2014		December 31, 2013
	U.S. Treasury Bills	$	999,779	$	999,505
	Other	8,325		8,252
	Total	$	1,008,104	$	1,007,757

AvailableforSale_Securities_Ta

Available-for-Sale Securities (Tables)	3 Months Ended
	Mar. 31, 2014
Schedule of Available-for-sale Securities [Line Items]	'
Schedule of Available-for-sale Securities Reconciliation [Table Text Block]	'
	Available-for-sale securities as of March 31, 2014 were as follows (in thousands):
		Amortized				Gross				Gross				Estimated
		Cost				Unrealized				Unrealized				Fair
						Gains				Losses				Value
	Debentures
	U.S. government-guaranteed obligations	$	54,353			$	215			$	11			$	54,557
	Government-sponsored enterprises	4,949,549				23,890				60				4,973,379
	Other	436,013				523				153				436,383
	Total	$	5,439,915			$	24,628			$	224			$	5,464,319
	Available-for-sale securities as of December 31, 2013 were as follows (in thousands):
		Amortized				Gross				Gross				Estimated
		Cost				Unrealized				Unrealized				Fair
						Gains				Losses				Value
	Debentures
	U.S. government-guaranteed obligations	$	54,195			$	48			$	101			$	54,142
	Government-sponsored enterprises	4,965,468				6,111				6,201				4,965,378
	Other	436,898				418				1,143				436,173
	Total	$	5,456,561			$	6,577			$	7,445			$	5,455,693
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 March 31, 2014. 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			Estimated				Gross				Number			Estimated		Gross		Number	Estimated		Gross
		of			Fair				Unrealized				of			Fair		Unrealized		of	Fair		Unrealized
		Positions			Value				Losses				Positions			Value		Losses		Positions	Value		Losses
	Debentures
	U.S. government-guaranteed obligations	2			$	16,093			$	11			—			$	—	$	—	2	$	16,093	$	11
	Government-sponsored enterprises	4			36,961				60				—			—		—		4	36,961		60
	Other	10			90,673				116				3			14,693		37		13	105,366		153
	Total	16			$	143,727			$	187			3			$	14,693	$	37	19	$	158,420	$	224
	The following table summarizes (in thousands, except number of positions) the available-for-sale securities with unrealized losses as of December 31, 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	2			$	24,063			$	101			—			$	—	$	—	2	$	24,063	$	101
	Government-sponsored enterprises	108			1,628,306				6,201				—			—		—		108	1,628,306		6,201
	Other	22			192,549				1,070				3			14,754		73		25	207,303		1,143
	Total	132			$	1,844,918			$	7,372			3			$	14,754	$	73	135	$	1,859,672	$	7,445
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 March 31, 2014 and December 31, 2013 are presented below (in thousands).
				March 31, 2014								December 31, 2013
		Maturity		Amortized Cost				Estimated				Amortized Cost				Estimated
								Fair Value								Fair Value
		Debentures
		Due in one year or less		$	26,699			$	26,699			$	26,842			$	26,851
		Due after one year through five years		4,201,884				4,216,069				3,910,837				3,914,956
		Due after five years through ten years		1,211,332				1,221,551				1,518,882				1,513,886
		Total		$	5,439,915			$	5,464,319			$	5,456,561			$	5,455,693
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 March 31, 2014 and December 31, 2013 (in thousands):
		March 31, 2014				December 31, 2013
	Amortized cost of available-for-sale securities
	Fixed-rate	$	5,364,915			$	5,381,561
	Variable-rate	75,000				75,000
	Total	$	5,439,915			$	5,456,561

HeldtoMaturity_Securities_Tabl

Held-to-Maturity Securities (Tables)	3 Months Ended
	Mar. 31, 2014
Schedule of Held-to-maturity Securities [Line Items]	'
Held-to-maturity Securities [Table Text Block]	'
	Held-to-maturity securities as of March 31, 2014 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	$	30,588			$	—			$	30,588			$	112			$	92			$	30,608
	Mortgage-backed securities
	U.S. government-guaranteed obligations	9,470				—				9,470				46				—				9,516
	Government-sponsored enterprises	4,917,818				—				4,917,818				44,741				8,810				4,953,749
	Non-agency residential	191,251				31,341				159,910				24,586				5,536				178,960
	mortgage-backed securities
		5,118,539				31,341				5,087,198				69,373				14,346				5,142,225
	Total	$	5,149,127			$	31,341			$	5,117,786			$	69,485			$	14,438			$	5,172,833
	Held-to-maturity securities as of December 31, 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	$	32,689			$	—			$	32,689			$	126			$	156			$	32,659
	Mortgage-backed securities
	U.S. government-guaranteed obligations	10,110				—				10,110				58				—				10,168
	Government-sponsored enterprises	4,990,347				—				4,990,347				46,734				4,683				5,032,398
	Non-agency residential	198,603				33,200				165,403				17,794				—				183,197
	mortgage-backed securities
		5,199,060				33,200				5,165,860				64,586				4,683				5,225,763
	Total	$	5,231,749			$	33,200			$	5,198,549			$	64,712			$	4,839			$	5,258,422
Schedule of Projected Annualized Home Price Recovery Rates [Table Text Block]	'
	Under those 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 months ended March 31, 2014 and 2013 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
		March 31,
		2014				2013
	Balance of credit losses, beginning of period	$	12,901			$	13,039
	Increases in cash flows expected to be collected (accreted as interest income over the remaining lives of the applicable securities)	(65		)		—
	Balance of credit losses, end of period	12,836				13,039
	Cumulative principal shortfalls on securities held at end of period	(870		)		—
	Cumulative amortization of the time value of credit losses at end of period	248				180
	Credit losses included in the amortized cost bases of other-than-temporarily impaired securities at end of period	$	12,214			$	13,219
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 March 31, 2014. 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			$	15,724			$	92			2	$	15,724	$	92
	Mortgage-backed securities
	Government-sponsored enterprises	42			1,636,531				6,155				17			396,914				2,655				59	2,033,445		8,810
	Non-agency residential mortgage-backed securities	—			—				—				27			153,888				13,392				27	153,888		13,392
		42			1,636,531				6,155				44			550,802				16,047				86	2,187,333		22,202
	Total	42			$	1,636,531			$	6,155			46			$	566,526			$	16,139			88	$	2,203,057	$	22,294
	The following table summarizes (in thousands, except number of positions) the held-to-maturity securities with unrealized losses as of December 31, 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			$	16,157			$	156			2	$	16,157	$	156
	Mortgage-backed securities
	Government-sponsored enterprises	42			1,591,628				4,353				13			102,236				330				55	1,693,864		4,683
	Non-agency residential mortgage-backed securities	1			10,210				80				27			157,101				16,033				28	167,311		16,113
		43			1,601,838				4,433				40			259,337				16,363				83	1,861,175		20,796
	Total	43			$	1,601,838			$	4,433			42			$	275,494			$	16,519			85	$	1,877,332	$	20,952
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 March 31, 2014.
					31-Mar-14										Cumulative from Period of Initial Impairment Through March 31, 2014								March 31, 2014
			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		$	12,793			$	10,070			$	10,271			$	7,733			$	7,532	$	10,350
	Security #2		Q1 2009		Triple-C		12,725				12,028				12,389				8,365				8,004		11,188
	Security #3		Q2 2009		Single-D		17,946				13,902				15,283				11,517				10,136		14,723
	Security #4		Q2 2009		Triple-C		8,801				8,085				7,890				5,551				5,746		7,906
	Security #5		Q3 2009		Triple-C		15,525				13,800				10,047				7,188				10,941		13,328
	Security #6		Q3 2009		Triple-C		13,400				11,995				10,567				6,988				8,416		11,151
	Security #7		Q3 2009		Single-B		4,789				4,709				3,575				2,268				3,402		4,288
	Security #8		Q1 2010		Triple-C		7,172				7,149				4,968				3,058				5,239		6,326
	Security #9		Q1 2010		Triple-C		3,061				3,024				2,208				1,362				2,178		2,711
	Security #10		Q4 2010		Triple-C		6,041				5,616				3,331				1,663				3,948		5,135
	Security #11		Q4 2010		Triple-C		7,267				7,263				4,096				2,114				5,281		6,452
	Security #12		Q4 2010		Triple-C		4,005				3,921				1,820				917				3,018		3,517
	Security #13		Q4 2010		Triple-C		4,744				4,728				2,418				1,358				3,668		4,277
	Security #14		Q2 2011		Triple-C		10,613				10,383				5,942				3,382				7,823		8,567
	Totals						$	128,882			$	116,673			$	94,805			$	63,464			$	85,332	$	109,919
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 March 31, 2014 and December 31, 2013 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.
			March 31, 2014												December 31, 2013
	Maturity		Amortized Cost				Carrying Value				Estimated Fair Value				Amortized Cost				Carrying Value				Estimated Fair Value
	Debentures
	Due after one year through five years		$	14,772			$	14,772			$	14,885			$	16,376			$	16,376			$	16,502
	Due after five years through ten years		7,985				7,985				7,943				8,483				8,483				8,411
	Due after ten years		7,831				7,831				7,780				7,830				7,830				7,746
			30,588				30,588				30,608				32,689				32,689				32,659
	Mortgage-backed securities		5,118,539				5,087,198				5,142,225				5,199,060				5,165,860				5,225,763
	Total		$	5,149,127			$	5,117,786			$	5,172,833			$	5,231,749			$	5,198,549			$	5,258,422
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 March 31, 2014 and December 31, 2013 (in thousands):
		March 31, 2014				December 31, 2013
	Amortized cost of variable-rate held-to-maturity securities other than mortgage-backed securities	$	30,588			$	32,689
	Amortized cost of held-to-maturity mortgage-backed securities
	Fixed-rate pass-through securities	328				344
	Collateralized mortgage obligations
	Fixed-rate	803				847
	Variable-rate	5,117,408				5,197,869
		5,118,539				5,199,060
	Total	$	5,149,127			$	5,231,749

Advances_Tables

Advances (Tables)	3 Months Ended
	Mar. 31, 2014
Advances [Abstract]	'
Schedule of Federal Home Loan Bank Advances by Year of Contractual Maturity [Table Text Block]	'
	At March 31, 2014 and December 31, 2013, the Bank had advances outstanding at interest rates ranging from 0.08 percent to 8.61 percent and from 0.05 percent to 8.61 percent, respectively, as summarized below (dollars in thousands).
			March 31, 2014						December 31, 2013
	Contractual Maturity		Amount				Weighted Average Interest Rate		Amount			Weighted Average Interest Rate
	Overdrawn demand deposit accounts		$	82			4.05	%	$	3,499		4.07	%
	Due in one year or less		7,635,970				0.37		8,343,704			0.34
	Due after one year through two years		1,266,186				1.67		1,386,230			1.78
	Due after two years through three years		1,029,015				1.7		822,497			1.79
	Due after three years through four years		1,435,597				2.88		1,376,579			2.9
	Due after four years through five years		927,023				2.5		1,075,960			2.43
	Due after five years		929,379				3.14		789,625			3.14
	Amortizing advances		1,940,271				3.6		1,997,270			3.64
	Total par value		15,163,523				1.52	%	15,795,364			1.46	%
	Deferred prepayment fees		(15,159		)				(15,916		)
	Commitment fees		(110		)				(111		)
	Hedging adjustments		192,537						199,608
	Total		$	15,340,791					$	15,978,945
Schedule of Federal Home Loan Bank Advances Classified by Contractual Maturity Date or Next Put Date [Table Text Block]	'
	The following table summarizes advances outstanding at March 31, 2014 and December 31, 2013, by the earlier of contractual maturity or next possible put date (in thousands):
	Contractual Maturity or Next Put Date		March 31, 2014				December 31, 2013
	Overdrawn demand deposit accounts		$	82			$	3,499
	Due in one year or less		9,202,040				9,961,774
	Due after one year through two years		1,144,686				1,230,230
	Due after two years through three years		994,015				799,997
	Due after three years through four years		577,027				677,459
	Due after four years through five years		386,023				375,510
	Due after five years		919,379				749,625
	Amortizing advances		1,940,271				1,997,270
	Total par value		$	15,163,523			$	15,795,364
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 March 31, 2014 and December 31, 2013 (in thousands):
		March 31, 2014				December 31, 2013
	Fixed-rate
	Due in one year or less	$	6,576,801			$	7,352,066
	Due after one year	7,469,220				7,390,799
	Total fixed-rate	14,046,021				14,742,865
	Variable-rate
	Due in one year or less	1,070,902				1,008,499
	Due after one year	46,600				44,000
	Total variable-rate	1,117,502				1,052,499
	Total par value	$	15,163,523			$	15,795,364

Allowance_for_Credit_Losses_Ta

Allowance for Credit Losses (Tables)	3 Months Ended
	Mar. 31, 2014
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 March 31, 2014 and December 31, 2013 (dollars in thousands). The unpaid principal balance approximates the recorded investment in the loans.
		March 31, 2014									December 31, 2013
		Conventional Loans			Government-			Total			Conventional Loans			Government-			Total
					Guaranteed/									Guaranteed/
					Insured Loans									Insured Loans
	Mortgage loans:
	30-59 days delinquent	$	1,135		$	2,770		$	3,905		$	973		$	3,390		$	4,363
	60-89 days delinquent	285			348			633			406			712			1,118
	90 days or more delinquent	671			223			894			694			253			947
	Total past due	2,091			3,341			5,432			2,073			4,355			6,428
	Total current loans	39,232			40,857			80,089			41,575			42,747			84,322
	Total mortgage loans	$	41,323		$	44,198		$	85,521		$	43,648		$	47,102		$	90,750
	Other delinquency statistics:
	In process of foreclosure (1)	$	380		$	3		$	383		$	426		$	21		$	447
	Serious delinquency rate (2)	1.6		%	0.5		%	1		%	1.6		%	0.5		%	1		%
	Past due 90 days or more and still accruing interest (3)	$	—		$	223		$	223		$	—		$	253		$	253
	Nonaccrual loans	$	671		$	—		$	671		$	694		$	—		$	694
	Troubled debt restructurings	$	143		$	—		$	143		$	143		$	—		$	143
	_____________________________
	(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 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 months ended March 31, 2014 and 2013 (in thousands):
		Three Months Ended March 31,
		2014			2013
	Balance, beginning of period	$	165		$	183
	Chargeoffs	—			(8		)
	Balance, end of period	$	165		$	175
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 March 31, 2014 and December 31, 2013 (in thousands).
		March 31, 2014			December 31, 2013
	Ending balance of allowance for credit losses related to loans collectively evaluated for impairment	$	165		$	165
	Unpaid principal balance
	Individually evaluated for impairment	$	793		$	816
	Collectively evaluated for impairment	40,530			42,832
		$	41,323		$	43,648

Consolidated_Obligations_Table

Consolidated Obligations (Tables)	3 Months Ended
	Mar. 31, 2014
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 March 31, 2014 and December 31, 2013 (in thousands, at par value).
		March 31, 2014				December 31, 2013
	Fixed-rate	$	12,244,910			$	12,857,160
	Variable-rate	5,121,000				6,021,000
	Step-up	2,720,000				2,585,000
	Step-down	125,000				125,000
	Total par value	$	20,210,910			$	21,588,160
Schedule of Maturities of Long-term Debt [Table Text Block]	'
	The following is a summary of the Bank’s consolidated obligation bonds outstanding at March 31, 2014 and December 31, 2013, by contractual maturity (dollars in thousands):
			March 31, 2014						December 31, 2013
	Contractual Maturity		Amount				Weighted Average		Amount			Weighted Average
							Interest Rate					Interest Rate
	Due in one year or less		$	7,948,225			1.02	%	$	11,262,745		0.79	%
	Due after one year through two years		4,984,110				0.49		4,370,840			0.78
	Due after two years through three years		1,705,000				1.52		1,280,000			1.96
	Due after three years through four years		1,120,000				1.14		425,000			1.03
	Due after four years through five years		1,482,000				2.1		1,262,000			2.2
	Due after five years		2,971,575				1.92		2,987,575			1.88
	Total par value		20,210,910				1.15	%	21,588,160			1.09	%
	Premiums		21,129						34,241
	Discounts		(4,413		)				(4,650		)
	Hedging adjustments		(80,958		)				(131,039		)
	Total		$	20,146,668					$	21,486,712
Schedule of Consolidated Obligation Bonds by Call Feature [Table Text Block]	'
	At March 31, 2014 and December 31, 2013, the Bank’s consolidated obligation bonds outstanding included the following (in thousands, at par value):
		March 31, 2014				December 31, 2013
	Non-callable bonds	$	13,839,335			$	16,780,585
	Callable bonds	6,371,575				4,807,575
	Total par value	$	20,210,910			$	21,588,160
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 March 31, 2014 and December 31, 2013, by the earlier of contractual maturity or next possible call date (in thousands, at par value):
	Contractual Maturity or Next Call Date		March 31, 2014				December 31, 2013
	Due in one year or less		$	14,179,800			$	15,930,320
	Due after one year through two years		4,899,110				4,365,840
	Due after two years through three years		555,000				715,000
	Due after three years through four years		50,000				50,000
	Due after four years through five years		422,000				422,000
	Due after five years		105,000				105,000
	Total par value		$	20,210,910			$	21,588,160
Schedule of Short-term Debt [Table Text Block]	'
	At March 31, 2014 and December 31, 2013, 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
	31-Mar-14	$	7,798,189			$	7,800,000		0.1	%
	31-Dec-13	$	5,984,530			$	5,985,100		0.09	%

Affordable_Housing_Program_AHP1

Affordable Housing Program ("AHP") (Tables)	3 Months Ended
	Mar. 31, 2014
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 three months ended March 31, 2014 and 2013 (in thousands):
		Three Months Ended March 31,
		2014			2013
	Balance, beginning of period	$	31,864		$	29,620
	AHP assessment	1,435			2,013
	Grants funded, net of recaptured amounts	(3,022		)	(1,827		)
	Balance, end of period	$	30,277		$	29,806

Assets_and_Liabilities_Subject1

Assets and Liabilities Subject to Offsetting (Tables)	3 Months Ended
	Mar. 31, 2014
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 March 31, 2014 and December 31, 2013 (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
	31-Mar-14
	Assets
	Derivatives
	Bilateral derivatives		$	53,518	$	(43,403	)	$	10,115	$	(5,270	)	(2)	$	4,845
	Cleared derivatives		3,307		6,758			10,065		—				10,065
	Total derivatives		56,825		(36,645		)	20,180		(5,270		)		14,910
	Security purchased under agreement to resell		200,000		—			200,000		(200,000		)		—
	Total assets		$	256,825	$	(36,645	)	$	220,180	$	(205,270	)		$	14,910
	Liabilities
	Derivatives
	Bilateral derivatives		$	820,694	$	(814,987	)	$	5,707	$	—			$	5,707
	Cleared derivatives		3,201		(3,201		)	—		—				—
	Total derivatives		$	823,895	$	(818,188	)	$	5,707	$	—			$	5,707
	31-Dec-13
	Assets
	Derivatives
	Bilateral derivatives		$	80,901	$	(67,133	)	$	13,768	$	(4,454	)	(3)	$	9,314
	Cleared derivatives		3,149		(1,008		)	2,141		—				2,141
	Total derivatives		$	84,050	$	(68,141	)	$	15,909	$	(4,454	)		$	11,455
	Liabilities
	Derivatives
	Bilateral derivatives		$	900,725	$	(889,734	)	$	10,991	$	—			$	10,991
	Cleared derivatives		647		(647		)	—		—				—
	Total derivatives		$	901,372	$	(890,381	)	$	10,991	$	—			$	10,991
	_____________________________
	(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 $760,000 of securities pledged by a non-member bilateral counterparty and $4,510,000 of collateral pledged by member counterparties.
	(3)	Consists of $1,651,000 of securities pledged by a non-member bilateral counterparty and $2,803,000 of collateral pledged by member counterparties.

Derivatives_and_Hedging_Activi1

Derivatives and Hedging Activities (Tables)	3 Months Ended
	Mar. 31, 2014
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 March 31, 2014 and December 31, 2013 (in thousands).
			March 31, 2014										December 31, 2013
			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		$	5,326,416			$	12,225		$	225,647		$	4,795,978		$	15,874		$	234,882
	Available-for-sale securities		4,924,934				8,243			506,461			4,924,934			19,739			521,470
	Consolidated obligation bonds		13,800,910				21,093			85,275			13,473,160			31,233			138,590
	Interest rate caps related to advances		25,000				1			—			25,000			2			—
	Total derivatives designated as hedging		24,077,260				41,562			817,383			23,219,072			66,848			894,942
	instruments under ASC 815
	Derivatives not designated as hedging
	instruments under ASC 815
	Interest rate swaps
	Basis swaps		2,700,000				6,409			—			3,700,000			9,610			—
	Intermediary transactions		536,597				5,105			4,080			117,648			3,461			3,208
	Interest rate caps
	Held-to-maturity securities		3,350,000				1,317			—			4,100,000			909			—
	Intermediary transactions		80,000				2,432			2,432			110,000			3,222			3,222
	Total derivatives not designated as		6,666,597				15,263			6,512			8,027,648			17,202			6,430
	hedging instruments under ASC 815
	Total derivatives before collateral and netting adjustments		$	30,743,857			56,825			823,895			$	31,246,720		84,050			901,372
	Cash collateral and related accrued interest						(571		)	(782,114		)				(2,519		)	(824,759		)
	Netting adjustments						(36,074		)	(36,074		)				(65,622		)	(65,622		)
	Total collateral and netting adjustments(1)						(36,645		)	(818,188		)				(68,141		)	(890,381		)
	Net derivative balances reported in statements of condition						$	20,180		$	5,707					$	15,909		$	10,991
	_____________________________
	(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 on derivatives and hedging activities as presented in the statements of income for the three months ended March 31, 2014 and 2013 (in thousands).
		Gain (Loss) Recognized in Earnings for the
		Three Months Ended March 31,
		2014				2013
	Derivatives and hedged items in ASC 815 fair value hedging relationships
	Interest rate swaps	$	(406	)		$	720
	Interest rate caps	(2		)		(2		)
	Total net gain (loss) related to fair value hedge ineffectiveness	(408		)		718
	Derivatives not designated as hedging instruments under ASC 815
	Net interest income on interest rate swaps	525				1,333
	Interest rate swaps
	Advances	—				5
	Consolidated obligation bonds	—				(375		)
	Basis swaps	260				131
	Intermediary transactions	772				(9		)
	Interest rate caps
	Held-to-maturity securities	(454		)		(15		)
	Total net gain related to derivatives not designated as hedging instruments under ASC 815	1,103				1,070
	Net gains on derivatives and hedging activities reported in the statements of income	$	695			$	1,788
Schedule of Fair Value Hedging Instruments, Statements of Financial Performance and Financial Position, Location [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 months ended March 31, 2014 and 2013 (in thousands).
	Hedged Item		Gain (Loss) on				Gain (Loss) on			Net Fair Value			Derivative Net
			Derivatives				Hedged Items			Hedge			Interest Income
										Ineffectiveness (1)			(Expense)(2)
	Three Months Ended March 31, 2014
	Advances		$	5,927			$	(5,977	)	$	(50	)	$	(26,787	)
	Available-for-sale securities		(10,176		)		10,491			315			(20,383		)
	Consolidated obligation bonds		49,523				(50,196		)	(673		)	27,416
	Total		$	45,274			$	(45,682	)	$	(408	)	$	(19,754	)
	Three Months Ended March 31, 2013
	Advances		$	44,291			$	(44,285	)	$	6		$	(38,873	)
	Available-for-sale securities		28,451				(29,007		)	(556		)	(20,059		)
	Consolidated obligation bonds		(28,307		)		29,575			1,268			30,509
	Total		$	44,435			$	(43,717	)	$	718		$	(28,423	)
	_____________________________
	(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)	3 Months Ended
	Mar. 31, 2014
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 March 31, 2014 and December 31, 2013 (dollars in thousands):
		March 31, 2014						December 31, 2013
		Required			Actual			Required			Actual
	Regulatory capital requirements:
	Risk-based capital	$	393,190		$	1,755,203		$	450,725		$	1,782,210
	Total capital	$	1,225,415		$	1,755,203		$	1,208,873		$	1,782,210
	Total capital-to-assets ratio	4		%	5.73		%	4		%	5.9		%
	Leverage capital	$	1,531,768		$	2,632,804		$	1,511,091		$	2,673,315
	Leverage capital-to-assets ratio	5		%	8.59		%	5		%	8.85		%

Employee_Retirement_Plans_Tabl

Employee Retirement Plans (Tables)	3 Months Ended
	Mar. 31, 2014
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 months ended March 31, 2014 and 2013 were as follows (in thousands):
		Three Months Ended
		March 31,
		2014			2013
	Service cost	$	4		$	6
	Interest cost	15			22
	Amortization of prior service credit	—			(4		)
	Amortization of net actuarial gain	(23		)	(6		)
	Net periodic benefit cost	$	(4	)	$	18

Estimated_Fair_Values_Tables

Estimated Fair Values (Tables)	3 Months Ended
	Mar. 31, 2014
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 March 31, 2014 (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		$	1,694,036	$	1,694,036	$	1,694,036	$	—		$	—		$	—
	Interest-bearing deposits		273		273		—		273			—			—
	Security purchased under agreement to resell		200,000		200,000		—		200,000			—			—
	Federal funds sold		1,597,000		1,597,000		—		1,597,000			—			—
	Trading securities (1)		1,008,104		1,008,104		8,325		999,779			—			—
	Available-for-sale securities (1)		5,464,319		5,464,319		—		5,464,319			—			—
	Held-to-maturity securities		5,117,786		5,172,833		—		4,993,873		(2)	178,960		(3)	—
	Advances		15,340,791		15,465,886		—		15,465,886			—			—
	Mortgage loans held for portfolio, net		85,838		94,774		—		94,774			—			—
	Accrued interest receivable		77,773		77,773		—		77,773			—			—
	Derivative assets (1)		20,180		20,180		—		56,825			—			(36,645		)
	Liabilities:
	Deposits		840,583		840,582		—		840,582			—			—
	Consolidated obligations
	Discount notes		7,798,189		7,798,195		—		7,798,195			—			—
	Bonds		20,146,668		20,157,898		—		20,157,898			—			—
	Mandatorily redeemable capital stock		3,961		3,961		3,961		—			—			—
	Accrued interest payable		43,934		43,934		—		43,934			—			—
	Derivative liabilities (1)		5,707		5,707		—		823,895			—			(818,188		)
	___________________________
	(1)	Financial instruments measured at fair value on a recurring basis as of March 31, 2014.
	(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, 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		$	911,081	$	911,081	$	911,081	$	—		$	—		$	—
	Interest-bearing deposits		344		344		—		344			—			—
	Federal funds sold		1,468,000		1,468,000		—		1,468,000			—			—
	Trading securities (1)		1,007,757		1,007,757		8,252		999,505			—			—
	Available-for-sale securities (1)		5,455,693		5,455,693		—		5,455,693			—			—
	Held-to-maturity securities		5,198,549		5,258,422		—		5,075,225		(2)	183,197		(3)	—
	Advances		15,978,945		16,059,612		—		16,059,612			—			—
	Mortgage loans held for portfolio, net		91,110		100,078		—		100,078			—			—
	Accrued interest receivable		64,425		64,425		—		64,425			—			—
	Derivative assets (1)		15,909		15,909		—		84,050			—			(68,141		)
	Liabilities:
	Deposits		885,667		885,665		—		885,665			—			—
	Consolidated obligations
	Discount notes		5,984,530		5,984,721		—		5,984,721			—			—
	Bonds		21,486,712		21,452,422		—		21,452,422			—			—
	Mandatorily redeemable capital stock		3,065		3,065		3,065		—			—			—
	Accrued interest payable		47,035		47,035		—		47,035			—			—
	Derivative liabilities (1)		10,991		10,991		—		901,372			—			(890,381		)
	___________________________
	(1)	Financial instruments measured at fair value on a recurring basis as of December 31, 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.

Transactions_with_Other_FHLBan1

Transactions with Other FHLBanks (Table)	3 Months Ended
	Mar. 31, 2014
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 three months ended March 31, 2014 and 2013 (in thousands).
		Three Months Ended March 31,
		2014			2013
	Balance at January 1,	$	—		$	—
	Loans made to:
	FHLBank of San Francisco	265,000			100,000
	FHLBank of Atlanta	—			200,000
	Collections from:
	FHLBank of San Francisco	(265,000		)	(100,000		)
	FHLBank of Atlanta	—			(200,000		)
	Balance at March 31,	$	—		$	—
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 three months ended March 31, 2014 (in thousands).
		Three Months Ended March 31, 2014
	Balance at January 1, 2014	$	—
	Borrowings from:
	FHLBank of San Francisco	150,000
	Repayments to:
	FHLBank of San Francisco	(150,000		)
	Balance at March 31, 2014	$	—

Accumulated_Other_Comprehensiv1

Accumulated Other Comprehensive Income (Loss) (Tables)	3 Months Ended
	Mar. 31, 2014
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 months ended March 31, 2014 and 2013 (in thousands).
		Net Unrealized			Non-Credit Portion of			Postretirement Benefits			Total
		Gains (Losses) on			Other-than-Temporary						Accumulated
		Available-for-Sale			Impairment Losses on						Other
		Securities (1)			Held-to-Maturity Securities						Comprehensive
											Income (Loss)
	Three Months Ended March 31, 2014
	Balance at January 1, 2014	$	(868	)	$	(33,200	)	$	1,427		$	(32,641	)
	Reclassifications from accumulated other comprehensive income (loss) to net income
	Reclassification adjustment for amortization of net actuarial gains recognized in compensation and benefits expense	—			—			(23		)	(23		)
	Other amounts of other comprehensive income (loss)
	Net unrealized gains on available-for-sale securities	25,272			—			—			25,272
	Accretion of non-credit portion of other-than-temporary impairment losses to the carrying value of held-to-maturity securities	—			1,859			—			1,859
	Total other comprehensive income (loss)	25,272			1,859			(23		)	27,108
	Balance at March 31, 2014	$	24,404		$	(31,341	)	1,404			$	(5,533	)
	Three Months Ended March 31, 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	—			—			(10		)	(10		)
	Other amounts of other comprehensive income (loss)
	Net unrealized gains on available-for-sale securities	23,130			—			—			23,130
	Accretion of non-credit portion of other-than-temporary impairment losses to the carrying value of held-to-maturity securities	—			2,054			—			2,054
	Prior service cost	—			—			(211		)	(211		)
	Total other comprehensive income (loss)	23,130			2,054			(221		)	24,963
	Balance at March 31, 2013	$	45,657		$	(39,383	)	$	444		$	6,718
	_____________________________
	(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 $)	Mar. 31, 2014	Dec. 31, 2013
In Thousands, unless otherwise specified
Schedule of Trading Securities and Other Trading Assets [Line Items]	'	'
Trading securities	$1,008,104	$1,007,757
US Treasury Securities [Member]	'	'
Schedule of Trading Securities and Other Trading Assets [Line Items]	'	'
Trading securities	999,779	999,505
Other Debt Obligations [Member]	'	'
Schedule of Trading Securities and Other Trading Assets [Line Items]	'	'
Trading securities	$8,325	$8,252

AvailableforSale_Securities_De

Available-for-Sale Securities (Details) (USD $)	Mar. 31, 2014	Dec. 31, 2013
In Thousands, unless otherwise specified	position	position
Schedule of Available-for-sale Securities [Line Items]	'	'
Available-for-sale Debt Securities, Amortized Cost Basis	$5,439,915	$5,456,561
Available-for-sale Debt Securities, Gross Unrealized Gain, Accumulated In Investments	24,628	6,577
Available-for-sale Debt Securities, Gross Unrealized Loss, Accumulated In Investments	224	7,445
Available-for-sale Securities, Debt Securities	5,464,319	5,455,693
Available-for-sale Securities, Continuous Unrealized Loss Position [Abstract]	'	'
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Number of Positions	16	132
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Fair Value	143,727	1,844,918
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than 12 Months, Aggregate Losses, Accumulated in Investments, Including Non Credit Related OTTI	187	7,372
Available-for-sale Securities, Continuous Unrealized Loss Position, Twelve Months or Longer, Number of Positions	3	3
Available-for-sale Securities, Continuous Unrealized Loss Position, Twelve Months or Longer, Fair Value	14,693	14,754
Available-for-sale Securities, Continuous Unrealized Loss Position, 12 Months or Longer, Aggregate Losses, Accumulated in Investments, Including Non Credit Related OTTI	37	73
Available-for-sale Securities in Unrealized Loss Positions, Qualitative Disclosure, Number of Positions	19	135
Available-for-sale Securities, Continuous Unrealized Loss Position, Fair Value	158,420	1,859,672
Available-for-sale Securities, Continuous Unrealized Loss Position, Aggregate Losses, Accumulated in Investments, Including Non Credit Related OTTI	224	7,445
US Government Agencies Debt Securities [Member]	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Available-for-sale Debt Securities, Amortized Cost Basis	54,353	54,195
Available-for-sale Debt Securities, Gross Unrealized Gain, Accumulated In Investments	215	48
Available-for-sale Debt Securities, Gross Unrealized Loss, Accumulated In Investments	11	101
Available-for-sale Securities, Debt Securities	54,557	54,142
Available-for-sale Securities, Continuous Unrealized Loss Position [Abstract]	'	'
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Number of Positions	2	2
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Fair Value	16,093	24,063
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than 12 Months, Aggregate Losses, Accumulated in Investments, Including Non Credit Related OTTI	11	101
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, Accumulated in Investments, Including Non Credit Related OTTI	0	0
Available-for-sale Securities in Unrealized Loss Positions, Qualitative Disclosure, Number of Positions	2	2
Available-for-sale Securities, Continuous Unrealized Loss Position, Fair Value	16,093	24,063
Available-for-sale Securities, Continuous Unrealized Loss Position, Aggregate Losses, Accumulated in Investments, Including Non Credit Related OTTI	11	101
US Government-sponsored Enterprises Debt Securities [Member]	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Available-for-sale Debt Securities, Amortized Cost Basis	4,949,549	4,965,468
Available-for-sale Debt Securities, Gross Unrealized Gain, Accumulated In Investments	23,890	6,111
Available-for-sale Debt Securities, Gross Unrealized Loss, Accumulated In Investments	60	6,201
Available-for-sale Securities, Debt Securities	4,973,379	4,965,378
Available-for-sale Securities, Continuous Unrealized Loss Position [Abstract]	'	'
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Number of Positions	4	108
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Fair Value	36,961	1,628,306
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than 12 Months, Aggregate Losses, Accumulated in Investments, Including Non Credit Related OTTI	60	6,201
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, Accumulated in Investments, Including Non Credit Related OTTI	0	0
Available-for-sale Securities in Unrealized Loss Positions, Qualitative Disclosure, Number of Positions	4	108
Available-for-sale Securities, Continuous Unrealized Loss Position, Fair Value	36,961	1,628,306
Available-for-sale Securities, Continuous Unrealized Loss Position, Aggregate Losses, Accumulated in Investments, Including Non Credit Related OTTI	60	6,201
Other Debt Obligations [Member]	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Available-for-sale Debt Securities, Amortized Cost Basis	436,013	436,898
Available-for-sale Debt Securities, Gross Unrealized Gain, Accumulated In Investments	523	418
Available-for-sale Debt Securities, Gross Unrealized Loss, Accumulated In Investments	153	1,143
Available-for-sale Securities, Debt Securities	436,383	436,173
Available-for-sale Securities, Continuous Unrealized Loss Position [Abstract]	'	'
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Number of Positions	10	22
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Fair Value	90,673	192,549
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than 12 Months, Aggregate Losses, Accumulated in Investments, Including Non Credit Related OTTI	116	1,070
Available-for-sale Securities, Continuous Unrealized Loss Position, Twelve Months or Longer, Number of Positions	3	3
Available-for-sale Securities, Continuous Unrealized Loss Position, Twelve Months or Longer, Fair Value	14,693	14,754
Available-for-sale Securities, Continuous Unrealized Loss Position, 12 Months or Longer, Aggregate Losses, Accumulated in Investments, Including Non Credit Related OTTI	37	73
Available-for-sale Securities in Unrealized Loss Positions, Qualitative Disclosure, Number of Positions	13	25
Available-for-sale Securities, Continuous Unrealized Loss Position, Fair Value	105,366	207,303
Available-for-sale Securities, Continuous Unrealized Loss Position, Aggregate Losses, Accumulated in Investments, Including Non Credit Related OTTI	153	1,143
Other Than Mortgage Backed Securities [Member]	'	'
Available-for-sale Securities, Debt Maturities [Abstract]	'	'
Available-for-sale Securities, Debt Maturities, Next Rolling Twelve Months, Amortized Cost Basis	26,699	26,842
Available-for-sale Securities, Debt Maturities, Rolling Year Two Through Five, Amortized Cost Basis	4,201,884	3,910,837
Available-for-sale Securities, Debt Maturities, Rolling Year Six Through Ten, Amortized Cost Basis	1,211,332	1,518,882
Available-for-sale Securities, Debt Maturities, Next Rolling Twelve Months, Fair Value	26,699	26,851
Available-for-sale Securities, Debt Maturities, Rolling Year Two Through Five, Fair Value	4,216,069	3,914,956
Available-for-sale Securities, Debt Maturities, Rolling Year Six Through Ten, Fair Value	1,221,551	1,513,886
Other Than Mortgage Backed Securities [Member] | Fixed-rate [Member]	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Available-for-sale Debt Securities, Amortized Cost Basis	5,364,915	5,381,561
Other Than Mortgage Backed Securities [Member] | Variable-rate [Member]	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Available-for-sale Debt Securities, Amortized Cost Basis	$75,000	$75,000

HeldtoMaturity_Securities_Deta

Held-to-Maturity Securities (Details) (USD $)	Mar. 31, 2014		Dec. 31, 2013
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	$5,149,127		$5,231,749
Other Than Temporarily Impaired Losses, Non Credit Losses, Held-to-maturity Securities	31,341		33,200
Held-to-maturity securities	5,117,786	[1]	5,198,549	[1]
Held-to-maturity Securities, Accumulated Unrecognized Holding Gain	69,485		64,712
Held-to-maturity Securities, Accumulated Unrecognized Holding Loss	14,438		4,839
Held-to-maturity Securities, Fair Value	5,172,833		5,258,422
Held-to-maturity Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Number of Positions	42		43
Held-to-maturity Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Fair Value	1,636,531		1,601,838
Held-to-maturity Securities, Continuous Unrealized Loss Position, Less than 12 Months, Aggregate Losses	6,155		4,433
Held-to-maturity Securities, Continuous Unrealized Loss Position, Twelve Months or Longer, Number of Positions	46		42
Held-to-maturity Securities, Continuous Unrealized Loss Position, Twelve Months or Longer, Fair Value	566,526		275,494
Held-to-maturity Securities, Continuous Unrealized Loss Position, 12 Months or Longer, Aggregate Losses	16,139		16,519
Held-to-maturity Securities in Unrealized Loss Positions, Qualitative Disclosure, Number of Positions	88		85
Held-to-maturity Securities, Continuous Unrealized Loss Position, Fair Value	2,203,057		1,877,332
Held-to-maturity Securities, Continuous Unrealized Loss Position, Aggregate Loss	22,294		20,952
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	30,588		32,689
Other Than Temporarily Impaired Losses, Non Credit Losses, Held-to-maturity Securities	0		0
Held-to-maturity securities	30,588		32,689
Held-to-maturity Securities, Accumulated Unrecognized Holding Gain	112		126
Held-to-maturity Securities, Accumulated Unrecognized Holding Loss	92		156
Held-to-maturity Securities, Fair Value	30,608		32,659
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	15,724		16,157
Held-to-maturity Securities, Continuous Unrealized Loss Position, 12 Months or Longer, Aggregate Losses	92		156
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	15,724		16,157
Held-to-maturity Securities, Continuous Unrealized Loss Position, Aggregate Loss	92		156
Held-to-Maturity Securities Other Than Mortgage Backed Securities [Member]	'		'
Schedule of Held-to-maturity Securities [Line Items]	'		'
Held-to-maturity securities	30,588		32,689
Held-to-maturity Securities, Fair Value	30,608		32,659
Held-to-maturity Securities, Debt Maturities, After One Through Five Years, Amortized Cost	14,772		16,376
Held-to-maturity Securities, Debt Maturities, After One Through Five Years, Net Carrying Amount	14,772		16,376
Held-to-maturity Securities, Debt Maturities, Rolling Year Two Through Five, Fair Value	14,885		16,502
Held-to-maturity Securities, Debt Maturities, After Five Through Ten Years, Amortized Cost	7,985		8,483
Held-to-maturity Securities, Debt Maturities, After Five Through Ten Years, Net Carrying Amount	7,985		8,483
Held-to-maturity Securities, Debt Maturities, Rolling Year Six Through Ten, Fair Value	7,943		8,411
Held-to-maturity Securities, Debt Maturities, After Ten Years, Amortized Cost	7,831		7,830
Held-to-maturity Securities, Debt Maturities, After Ten Years, Net Carrying Amount	7,831		7,830
Held-to-maturity Securities, Debt Maturities, Rolling after Ten Years, Fair Value	7,780		7,746
Held-to-maturity Securities, Debt Maturities, Amortized Cost	30,588		32,689
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	9,470		10,110
Other Than Temporarily Impaired Losses, Non Credit Losses, Held-to-maturity Securities	0		0
Held-to-maturity securities	9,470		10,110
Held-to-maturity Securities, Accumulated Unrecognized Holding Gain	46		58
Held-to-maturity Securities, Accumulated Unrecognized Holding Loss	0		0
Held-to-maturity Securities, Fair Value	9,516		10,168
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	4,917,818		4,990,347
Other Than Temporarily Impaired Losses, Non Credit Losses, Held-to-maturity Securities	0		0
Held-to-maturity securities	4,917,818		4,990,347
Held-to-maturity Securities, Accumulated Unrecognized Holding Gain	44,741		46,734
Held-to-maturity Securities, Accumulated Unrecognized Holding Loss	8,810		4,683
Held-to-maturity Securities, Fair Value	4,953,749		5,032,398
Held-to-maturity Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Number of Positions	42		42
Held-to-maturity Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Fair Value	1,636,531		1,591,628
Held-to-maturity Securities, Continuous Unrealized Loss Position, Less than 12 Months, Aggregate Losses	6,155		4,353
Held-to-maturity Securities, Continuous Unrealized Loss Position, Twelve Months or Longer, Number of Positions	17		13
Held-to-maturity Securities, Continuous Unrealized Loss Position, Twelve Months or Longer, Fair Value	396,914		102,236
Held-to-maturity Securities, Continuous Unrealized Loss Position, 12 Months or Longer, Aggregate Losses	2,655		330
Held-to-maturity Securities in Unrealized Loss Positions, Qualitative Disclosure, Number of Positions	59		55
Held-to-maturity Securities, Continuous Unrealized Loss Position, Fair Value	2,033,445		1,693,864
Held-to-maturity Securities, Continuous Unrealized Loss Position, Aggregate Loss	8,810		4,683
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	191,251		198,603
Other Than Temporarily Impaired Losses, Non Credit Losses, Held-to-maturity Securities	31,341		33,200
Held-to-maturity securities	159,910		165,403
Held-to-maturity Securities, Accumulated Unrecognized Holding Gain	24,586		17,794
Held-to-maturity Securities, Accumulated Unrecognized Holding Loss	5,536		0
Held-to-maturity Securities, Fair Value	178,960		183,197
Held-to-maturity Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Number of Positions	0		1
Held-to-maturity Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Fair Value	0		10,210
Held-to-maturity Securities, Continuous Unrealized Loss Position, Less than 12 Months, Aggregate Losses	0		80
Held-to-maturity Securities, Continuous Unrealized Loss Position, Twelve Months or Longer, Number of Positions	27		27
Held-to-maturity Securities, Continuous Unrealized Loss Position, Twelve Months or Longer, Fair Value	153,888		157,101
Held-to-maturity Securities, Continuous Unrealized Loss Position, 12 Months or Longer, Aggregate Losses	13,392		16,033
Held-to-maturity Securities in Unrealized Loss Positions, Qualitative Disclosure, Number of Positions	27		28
Held-to-maturity Securities, Continuous Unrealized Loss Position, Fair Value	153,888		167,311
Held-to-maturity Securities, Continuous Unrealized Loss Position, Aggregate Loss	13,392		16,113
Collateralized Mortgage Backed Securities [Member]	'		'
Schedule of Held-to-maturity Securities [Line Items]	'		'
Held-to-maturity Securities, Amortized Cost before Other than Temporary Impairment	5,118,539		5,199,060
Other Than Temporarily Impaired Losses, Non Credit Losses, Held-to-maturity Securities	31,341		33,200
Held-to-maturity securities	5,087,198		5,165,860
Held-to-maturity Securities, Accumulated Unrecognized Holding Gain	69,373		64,586
Held-to-maturity Securities, Accumulated Unrecognized Holding Loss	14,346		4,683
Held-to-maturity Securities, Fair Value	5,142,225		5,225,763
Held-to-maturity Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Number of Positions	42		43
Held-to-maturity Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Fair Value	1,636,531		1,601,838
Held-to-maturity Securities, Continuous Unrealized Loss Position, Less than 12 Months, Aggregate Losses	6,155		4,433
Held-to-maturity Securities, Continuous Unrealized Loss Position, Twelve Months or Longer, Number of Positions	44		40
Held-to-maturity Securities, Continuous Unrealized Loss Position, Twelve Months or Longer, Fair Value	550,802		259,337
Held-to-maturity Securities, Continuous Unrealized Loss Position, 12 Months or Longer, Aggregate Losses	16,047		16,363
Held-to-maturity Securities in Unrealized Loss Positions, Qualitative Disclosure, Number of Positions	86		83
Held-to-maturity Securities, Continuous Unrealized Loss Position, Fair Value	2,187,333		1,861,175
Held-to-maturity Securities, Continuous Unrealized Loss Position, Aggregate Loss	22,202		20,796
Held-to-maturity Securities, Premium (Discounts), Net	-32,749		-35,732
US Treasury and Government [Member]	'		'
Schedule of Held-to-maturity Securities [Line Items]	'		'
Held-to-maturity Securities, Continuous Unrealized Loss Position, Aggregate Loss	$8,902		'
[1]	(a)Fair values: $5,172,833 and $5,258,422 at March 31, 2014 and December 31, 2013, respectively.

HeldtoMaturity_Securities_Othe

Held-to-Maturity Securities (Other-Than-Temporary Impairment Analysis) (Details) (USD $)	3 Months Ended
In Thousands, unless otherwise specified	Mar. 31, 2014	Mar. 31, 2013
	position
Other than Temporary Impairment, Credit Losses Recognized in Earnings [Line Items]	'	'
Held-to-maturity, Qualitative Disclosure, Non Agency RMBS Number of Positions	29	'
Held-to-maturity, Qualitative Disclosure, Non Agency RMBS Number of Securities, Previously Identified as OTTI not Further Impaired This Period	14	'
Other than Temporary Impairment Losses, Investments, Held-to-maturity Securities [Abstract]	'	'
Other Than Temporarily Impaired Securities, Unpaid Principal Balance	$128,882	'
Other Than Temporarily Impaired Securities, Amortized Cost	116,673	'
Other Than Temporarily Impaired Securities, Cumulative Non-credit Impairment	94,805	'
Other Than Temporarily Impaired Securities, Cumulative Accretion of Non-credit Impairment	63,464	'
Other Than Temporarily Impaired Securities, Carrying Value	85,332	'
Other Than Temporarily Impaired Securities, Fair Value	109,919	'
Other than Temporary Impairment, Credit Losses Recognized in Earnings [Roll Forward]	'	'
Balance of Credit Losses Recognized in Earnings, beginning of period	12,901	13,039
Increase In Cash Flows Expected To Be Collected	-65	0
Balance of Credit Losses Recognized in Earnings, end of period	12,836	13,039
Cumulative Other Than Temporary Impairment Principal Shortfalls	-870	0
Cumulative Amortization of the Time Value of Credit Losses	248	180
OTTI Credit Losses in the Amortized Cost of Held-to-maturity Securities	12,214	13,219
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%	'
Projected Home Price Recovery, One to Six Months, Percent	0.00%	'
Projected Home Price Recovery, Seven to Twelve Months, Percent	1.00%	'
Projected Home Price Recovery, Thirteen to Eighteen Months, Percent	2.00%	'
Projected Home Price Recovery, Nineteen to Thirty Months, Percent	2.00%	'
Projected Home Price Recovery, Thirty One to Fifty Four Months, Percent	2.00%	'
Projected Home Price Recovery, Months Thereafter, Percent	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	9.00%	'
Projected Home Price Recovery, One to Six Months, Percent	3.00%	'
Projected Home Price Recovery, Seven to Twelve Months, Percent	4.00%	'
Projected Home Price Recovery, Thirteen to Eighteen Months, Percent	4.00%	'
Projected Home Price Recovery, Nineteen to Thirty Months, Percent	5.00%	'
Projected Home Price Recovery, Thirty One to Fifty Four Months, Percent	6.00%	'
Projected Home Price Recovery, Months Thereafter, Percent	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	12,793	'
Other Than Temporarily Impaired Securities, Amortized Cost	10,070	'
Other Than Temporarily Impaired Securities, Cumulative Non-credit Impairment	10,271	'
Other Than Temporarily Impaired Securities, Cumulative Accretion of Non-credit Impairment	7,733	'
Other Than Temporarily Impaired Securities, Carrying Value	7,532	'
Other Than Temporarily Impaired Securities, Fair Value	10,350	'
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	12,725	'
Other Than Temporarily Impaired Securities, Amortized Cost	12,028	'
Other Than Temporarily Impaired Securities, Cumulative Non-credit Impairment	12,389	'
Other Than Temporarily Impaired Securities, Cumulative Accretion of Non-credit Impairment	8,365	'
Other Than Temporarily Impaired Securities, Carrying Value	8,004	'
Other Than Temporarily Impaired Securities, Fair Value	11,188	'
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	17,946	'
Other Than Temporarily Impaired Securities, Amortized Cost	13,902	'
Other Than Temporarily Impaired Securities, Cumulative Non-credit Impairment	15,283	'
Other Than Temporarily Impaired Securities, Cumulative Accretion of Non-credit Impairment	11,517	'
Other Than Temporarily Impaired Securities, Carrying Value	10,136	'
Other Than Temporarily Impaired Securities, Fair Value	14,723	'
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	8,801	'
Other Than Temporarily Impaired Securities, Amortized Cost	8,085	'
Other Than Temporarily Impaired Securities, Cumulative Non-credit Impairment	7,890	'
Other Than Temporarily Impaired Securities, Cumulative Accretion of Non-credit Impairment	5,551	'
Other Than Temporarily Impaired Securities, Carrying Value	5,746	'
Other Than Temporarily Impaired Securities, Fair Value	7,906	'
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	15,525	'
Other Than Temporarily Impaired Securities, Amortized Cost	13,800	'
Other Than Temporarily Impaired Securities, Cumulative Non-credit Impairment	10,047	'
Other Than Temporarily Impaired Securities, Cumulative Accretion of Non-credit Impairment	7,188	'
Other Than Temporarily Impaired Securities, Carrying Value	10,941	'
Other Than Temporarily Impaired Securities, Fair Value	13,328	'
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	13,400	'
Other Than Temporarily Impaired Securities, Amortized Cost	11,995	'
Other Than Temporarily Impaired Securities, Cumulative Non-credit Impairment	10,567	'
Other Than Temporarily Impaired Securities, Cumulative Accretion of Non-credit Impairment	6,988	'
Other Than Temporarily Impaired Securities, Carrying Value	8,416	'
Other Than Temporarily Impaired Securities, Fair Value	11,151	'
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	4,789	'
Other Than Temporarily Impaired Securities, Amortized Cost	4,709	'
Other Than Temporarily Impaired Securities, Cumulative Non-credit Impairment	3,575	'
Other Than Temporarily Impaired Securities, Cumulative Accretion of Non-credit Impairment	2,268	'
Other Than Temporarily Impaired Securities, Carrying Value	3,402	'
Other Than Temporarily Impaired Securities, Fair Value	4,288	'
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	7,172	'
Other Than Temporarily Impaired Securities, Amortized Cost	7,149	'
Other Than Temporarily Impaired Securities, Cumulative Non-credit Impairment	4,968	'
Other Than Temporarily Impaired Securities, Cumulative Accretion of Non-credit Impairment	3,058	'
Other Than Temporarily Impaired Securities, Carrying Value	5,239	'
Other Than Temporarily Impaired Securities, Fair Value	6,326	'
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	3,061	'
Other Than Temporarily Impaired Securities, Amortized Cost	3,024	'
Other Than Temporarily Impaired Securities, Cumulative Non-credit Impairment	2,208	'
Other Than Temporarily Impaired Securities, Cumulative Accretion of Non-credit Impairment	1,362	'
Other Than Temporarily Impaired Securities, Carrying Value	2,178	'
Other Than Temporarily Impaired Securities, Fair Value	2,711	'
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	6,041	'
Other Than Temporarily Impaired Securities, Amortized Cost	5,616	'
Other Than Temporarily Impaired Securities, Cumulative Non-credit Impairment	3,331	'
Other Than Temporarily Impaired Securities, Cumulative Accretion of Non-credit Impairment	1,663	'
Other Than Temporarily Impaired Securities, Carrying Value	3,948	'
Other Than Temporarily Impaired Securities, Fair Value	5,135	'
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	7,267	'
Other Than Temporarily Impaired Securities, Amortized Cost	7,263	'
Other Than Temporarily Impaired Securities, Cumulative Non-credit Impairment	4,096	'
Other Than Temporarily Impaired Securities, Cumulative Accretion of Non-credit Impairment	2,114	'
Other Than Temporarily Impaired Securities, Carrying Value	5,281	'
Other Than Temporarily Impaired Securities, Fair Value	6,452	'
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	4,005	'
Other Than Temporarily Impaired Securities, Amortized Cost	3,921	'
Other Than Temporarily Impaired Securities, Cumulative Non-credit Impairment	1,820	'
Other Than Temporarily Impaired Securities, Cumulative Accretion of Non-credit Impairment	917	'
Other Than Temporarily Impaired Securities, Carrying Value	3,018	'
Other Than Temporarily Impaired Securities, Fair Value	3,517	'
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	4,744	'
Other Than Temporarily Impaired Securities, Amortized Cost	4,728	'
Other Than Temporarily Impaired Securities, Cumulative Non-credit Impairment	2,418	'
Other Than Temporarily Impaired Securities, Cumulative Accretion of Non-credit Impairment	1,358	'
Other Than Temporarily Impaired Securities, Carrying Value	3,668	'
Other Than Temporarily Impaired Securities, Fair Value	4,277	'
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	10,613	'
Other Than Temporarily Impaired Securities, Amortized Cost	10,383	'
Other Than Temporarily Impaired Securities, Cumulative Non-credit Impairment	5,942	'
Other Than Temporarily Impaired Securities, Cumulative Accretion of Non-credit Impairment	3,382	'
Other Than Temporarily Impaired Securities, Carrying Value	7,823	'
Other Than Temporarily Impaired Securities, Fair Value	$8,567	'
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	1.00%	'
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	4.00%	'

HeldtoMaturity_Securities_Inte

Held-to-Maturity Securities (Interest Rate Payment Terms) (Details) (USD $)	Mar. 31, 2014	Dec. 31, 2013
In Thousands, unless otherwise specified
Schedule of Held-to-maturity Securities [Line Items]	'	'
Held-to-maturity Securities, Amortized Cost before Other than Temporary Impairment	$5,149,127	$5,231,749
Collateralized Mortgage Backed Securities [Member]	'	'
Schedule of Held-to-maturity Securities [Line Items]	'	'
Held-to-maturity Securities, Amortized Cost before Other than Temporary Impairment	5,118,539	5,199,060
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	328	344
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	803	847
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	30,588	32,689
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	$5,117,408	$5,197,869

Advances_Redemption_Terms_Deta

Advances Redemption Terms (Details) (USD $)	Mar. 31, 2014	Dec. 31, 2013
In Thousands, unless otherwise specified
Advances by Redemption Terms [Line Items]	'	'
Deposit Liabilities Reclassified as Loans Receivable	$82	$3,499
Weighted Average Interest Rate on Overdrawn Demand Deposit	4.05%	4.07%
Federal Home Loan Bank, Advances, Maturities Summary, in Next Rolling Twelve Months	7,635,970	8,343,704
Federal Home Loan Bank, Advances, Weighted Average Interest Rate, Maturing in Next Twelve Rolling Months	0.37%	0.34%
Federal Home Loan Bank, Advances, Maturities Summary, in Rolling Year Two	1,266,186	1,386,230
Federal Home Loan Bank, Advances, Weighted Average Interest Rate, Maturing in Rolling Year Two	1.67%	1.78%
Federal Home Loan Bank, Advances, Maturities Summary, in Rolling Year Three	1,029,015	822,497
Federal Home Loan Bank, Advances, Weighted Average Interest Rate, Maturing in Rolling Year Three	1.70%	1.79%
Federal Home Loan Bank, Advances, Maturities Summary, in Rolling Year Four	1,435,597	1,376,579
Federal Home Loan Bank, Advances, Weighted Average Interest Rate, Maturing in Rolling Year Four	2.88%	2.90%
Federal Home Loan Bank, Advances, Maturities Summary, in Rolling Year Five	927,023	1,075,960
Federal Home Loan Bank, Advances, Weighted Average Interest Rate, Maturing in Rolling Year Five	2.50%	2.43%
Federal Home Loan Bank, Advances, Maturities Summary, after Rolling Year Five	929,379	789,625
Federal Home Loan Bank, Advances, Weighted Average Interest Rate, Maturing after Rolling Year Five	3.14%	3.14%
Federal Home Loan Bank Advances, Maturities, Amortizing Advances	1,940,271	1,997,270
Federal Home Loan Bank Advances, Weighted Average Interest Rate of Amortizing Advances	3.60%	3.64%
Federal Home Loan Bank Advances Par Value	15,163,523	15,795,364
Federal Home Loan Bank, Advances, Weighted Average Interest Rate	1.52%	1.46%
Deferred Prepayment Fees	-15,159	-15,916
Federal Home Loan Bank, Advances, Commitment Fees	-110	-111
Federal Home Loan Bank Advances, Valuation Adjustments For Hedging Activities	192,537	199,608
Federal Home Loan Bank Advances	$15,340,791	$15,978,945

Advances_Outstanding_by_the_Ea

Advances Outstanding by the Earlier of Contractual Maturity or Next Put Date (Details) (USD $)	Mar. 31, 2014	Dec. 31, 2013
In Thousands, unless otherwise specified
Advances by Earlier of Contractual Maturity or Next Put Date [Line Items]	'	'
Deposit Liabilities Reclassified as Loans Receivable	$82	$3,499
Federal Home Loan Bank, Advances, Earlier of Contractual Maturity or Next Put or Convert Date, due in Next Rolling Twelve Months	9,202,040	9,961,774
Federal Home Loan Bank, Advances, Earlier of Contractual Maturity or Next Put or Convert Date, in Rolling Year Two	1,144,686	1,230,230
Federal Home Loan Bank, Advances, Earlier of Contractual Maturity or Next Put or Convert Date, in Rolling Year Three	994,015	799,997
Federal Home Loan Bank, Advances, Earlier of Contractual Maturity or Next Put or Convert Date, in Rolling Year Four	577,027	677,459
Federal Home Loan Bank, Advances, Earlier of Contractual Maturity or Next Put or Convert Date, in Rolling Year Five	386,023	375,510
Federal Home Loan Bank, Advances, Earlier of Contractual Maturity or Next Put or Convert Date, after Rolling Year Five	919,379	749,625
Federal Home Loan Bank Advances, Maturities, Amortizing Advances	1,940,271	1,997,270
Federal Home Loan Bank Advances Par Value	$15,163,523	$15,795,364

Advances_Interest_Rate_Payment

Advances Interest Rate Payment Terms (Details) (USD $)	Mar. 31, 2014	Dec. 31, 2013
In Thousands, unless otherwise specified
Advances by Interest Rate Payment Terms [Line Items]	'	'
Federal Home Loan Bank, Advances, Fixed Rate, under One Year	$6,576,801	$7,352,066
Federal Home Loan Bank, Advances, Fixed Rate, after One Year	7,469,220	7,390,799
Federal Home Loan Bank, Advances, Fixed Rate	14,046,021	14,742,865
Federal Home Loan Bank, Advances, Floating Rate, under One Year	1,070,902	1,008,499
Federal Home Loan Bank, Advances, Floating Rate, after One Year	46,600	44,000
Federal Home Loan Bank, Advances, Floating Rate	1,117,502	1,052,499
Federal Home Loan Bank Advances Par Value	$15,163,523	$15,795,364

Advances_Narrative_Details

Advances Narrative (Details) (USD $)	3 Months Ended
In Thousands, unless otherwise specified	Mar. 31, 2014	Mar. 31, 2013	Dec. 31, 2013
Advances [Line Items]	'	'	'
Percent Of Fixed Rate Advances Swapped To Adjustable Rate	38.00%	'	33.00%
Gross Prepayment Fees on Advances Received	$720	$608	'
Deferred Prepayment Fees on Advances During Period	214	151	'
Federal Home Loan Bank Advances Par Value	15,163,523	'	15,795,364
Minimum [Member]	'	'	'
Advances [Line Items]	'	'	'
Federal Home Loan Bank Advances, Interest Rate	0.08%	'	0.05%
Maximum [Member]	'	'	'
Advances [Line Items]	'	'	'
Federal Home Loan Bank Advances, Interest Rate	8.61%	'	8.61%
Federal Home Loan Bank Advances Callable Option [Member]	'	'	'
Advances [Line Items]	'	'	'
Federal Home Loan Bank Advances Par Value	101,547	'	106,304
Federal Home Loan Bank Advances Putable Option [Member]	'	'	'
Advances [Line Items]	'	'	'
Federal Home Loan Bank Advances Par Value	$1,648,471	'	$1,653,471

Allowance_for_Credit_Losses_De

Allowance for Credit Losses (Details) (USD $)	3 Months Ended
In Thousands, unless otherwise specified	Mar. 31, 2014		Mar. 31, 2013	Dec. 31, 2013
Financing Receivable, Recorded Investment, Past Due [Abstract]	'		'	'
30-59 Days delinquent	$3,905		'	$4,363
60-89 days delinquent	633		'	1,118
90 days or more delinquent	894		'	947
Total past due	5,432		'	6,428
Total current loans	80,089		'	84,322
Total mortgage loans	85,521		'	90,750
In process of foreclosure	383	[1]	'	447	[1]
Serious delinquency rate	1.00%	[2]	'	1.00%	[2]
Past due 90 days or more and still accruing interest	223	[3]	'	253	[3]
Non-accrual loans	671		'	694
Troubled debt restructurings	143		'	143
Real Estate Acquired Through Foreclosure	185		'	212
Financing Receivable, Allowance for Credit Losses [Roll Forward]	'		'	'
Loans and Leases Receivable, Allowance, Beginning Balance	165		183	'
Charge-offs	0		-8	'
Loans and Leases Receivable, Allowance, Ending Balance	165		175	'
Conventional Loan [Member]	'		'	'
Financing Receivable, Recorded Investment, Past Due [Abstract]	'		'	'
30-59 Days delinquent	1,135		'	973
60-89 days delinquent	285		'	406
90 days or more delinquent	671		'	694
Total past due	2,091		'	2,073
Total current loans	39,232		'	41,575
Total mortgage loans	41,323		'	43,648
In process of foreclosure	380	[1]	'	426	[1]
Serious delinquency rate	1.60%	[2]	'	1.60%	[2]
Past due 90 days or more and still accruing interest	0	[3]	'	0	[3]
Non-accrual loans	671		'	694
Troubled debt restructurings	143		'	143
Allowance for Credit Losses and Recorded Investment by Impairment Methodology [Abstract]	'		'	'
Financing Receivable, Allowance for Credit Losses, Collectively Evaluated for Impairment	165		'	165
Financing Receivable, Individually Evaluated for Impairment	793		'	816
Financing Receivable, Collectively Evaluated for Impairment	40,530		'	42,832
Government Loan [Member]	'		'	'
Financing Receivable, Recorded Investment, Past Due [Abstract]	'		'	'
30-59 Days delinquent	2,770		'	3,390
60-89 days delinquent	348		'	712
90 days or more delinquent	223		'	253
Total past due	3,341		'	4,355
Total current loans	40,857		'	42,747
Total mortgage loans	44,198		'	47,102
In process of foreclosure	3	[1]	'	21	[1]
Serious delinquency rate	0.50%	[2]	'	0.50%	[2]
Past due 90 days or more and still accruing interest	223	[3]	'	253	[3]
Non-accrual loans	0		'	0
Troubled debt restructurings	$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 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 $)	Mar. 31, 2014	Dec. 31, 2013
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	91.00%	86.00%
Percent of Variable Rate Consolidated Obligation Bonds Swapped to Different Variable Rate Index or Hedged With Interest Rate Swap Offsetting Interest Rate Cap Embedded In Bonds	1.00%	1.00%
Federal Home Loan Bank, Consolidated Obligations	$27,944,857	$27,471,242
FHLBanks [Member]	'	'
Schedule of Short-term and Long-term Debt [Line Items]	'	'
Debt, Gross	754,000,000	767,000,000
FHL Bank of Dallas [Member]	'	'
Schedule of Short-term and Long-term Debt [Line Items]	'	'
Federal Home Loan Bank, Consolidated Obligations	$28,000,000	$27,600,000

Consolidated_Obligations_Inter

Consolidated Obligations Interest Rate Payment Terms (Details) (Unsecured Debt [Member], USD $)	Mar. 31, 2014	Dec. 31, 2013
In Thousands, unless otherwise specified
Debt Instrument [Line Items]	'	'
Debt, Gross	$20,210,910	$21,588,160
Fixed Interest Rate [Member]	'	'
Debt Instrument [Line Items]	'	'
Debt, Gross	12,244,910	12,857,160
Variable Rate [Member]	'	'
Debt Instrument [Line Items]	'	'
Debt, Gross	5,121,000	6,021,000
Step Down [Member]	'	'
Debt Instrument [Line Items]	'	'
Debt, Gross	125,000	125,000
Step Up [Member]	'	'
Debt Instrument [Line Items]	'	'
Debt, Gross	$2,720,000	$2,585,000

Consolidated_Obligations_Redem

Consolidated Obligations Redemption Terms (Details) (USD $)	Mar. 31, 2014	Dec. 31, 2013
In Thousands, unless otherwise specified
Debt Instrument, Redemption [Line Items]	'	'
Bonds	$20,146,668	$21,486,712
Unsecured Debt [Member]	'	'
Debt Instrument, Redemption [Line Items]	'	'
Long-term Debt, Maturities, Repayments of Principal in Next Rolling Twelve Months	7,948,225	11,262,745
Debt, Maturities, Repayments of Principal in Next Twelve Months, Weighted Average Interest Rate	1.02%	0.79%
Long-term Debt, Maturities, Repayments of Principal in Rolling Year Two	4,984,110	4,370,840
Long-term Debt, Maturities, Repayments of Principal in Year Two, Weighted Average Interest Rate	0.49%	0.78%
Long-term Debt, Maturities, Repayments of Principal in Rolling Year Three	1,705,000	1,280,000
Long-term Debt, Maturities, Repayments of Principal in Year Three, Weighted Average Interest Rate	1.52%	1.96%
Long-term Debt, Maturities, Repayments of Principal in Rolling Year Four	1,120,000	425,000
Long-term Debt, Maturities, Repayments of Principal in Year Four, Weighted Average Interest Rate	1.14%	1.03%
Long-term Debt, Maturities, Repayments of Principal in Rolling Year Five	1,482,000	1,262,000
Long-term Debt, Maturities, Repayments of Principal in Year Five, Weighted Average Interest Rate	2.10%	2.20%
Long-term Debt, Maturities, Repayments of Principal in Rolling after Year Five	2,971,575	2,987,575
Long-term Debt, Maturities, Repayments of Principal After Year Five, Weighted Average Interest Rate	1.92%	1.88%
Debt, Gross	20,210,910	21,588,160
Long-term Debt, Weighted Average Interest Rate	1.15%	1.09%
Debt Instrument, Unamortized Premium	21,129	34,241
Debt Instrument, Unamortized Discount	-4,413	-4,650
Debt Valuation Adjustment for Hedging Activities	-80,958	-131,039
Bonds	$20,146,668	$21,486,712

Consolidated_Obligations_Calla

Consolidated Obligations Callable/Non-callable (Details) (Unsecured Debt [Member], USD $)	Mar. 31, 2014	Dec. 31, 2013
In Thousands, unless otherwise specified
Long-term Debt Callable or Non-Callable [Line Items]	'	'
Debt, Gross	$20,210,910	$21,588,160
Non Callable [Member]	'	'
Long-term Debt Callable or Non-Callable [Line Items]	'	'
Debt, Gross	13,839,335	16,780,585
Callable [Member]	'	'
Long-term Debt Callable or Non-Callable [Line Items]	'	'
Debt, Gross	$6,371,575	$4,807,575

Consolidated_Obligations_Contr

Consolidated Obligations Contractual Maturity or Next Call Date (Details) (Unsecured Debt [Member], USD $)	Mar. 31, 2014	Dec. 31, 2013
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	$7,948,225	$11,262,745
Long-term Debt, Maturities, Repayments of Principal in Rolling Year Two	4,984,110	4,370,840
Long-term Debt, Maturities, Repayments of Principal in Rolling Year Three	1,705,000	1,280,000
Long-term Debt, Maturities, Repayments of Principal in Rolling Year Four	1,120,000	425,000
Long-term Debt, Maturities, Repayments of Principal in Rolling Year Five	1,482,000	1,262,000
Long-term Debt, Maturities, Repayments of Principal in Rolling after Year Five	2,971,575	2,987,575
Debt, Gross	20,210,910	21,588,160
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	14,179,800	15,930,320
Long-term Debt, Maturities, Repayments of Principal in Rolling Year Two	4,899,110	4,365,840
Long-term Debt, Maturities, Repayments of Principal in Rolling Year Three	555,000	715,000
Long-term Debt, Maturities, Repayments of Principal in Rolling Year Four	50,000	50,000
Long-term Debt, Maturities, Repayments of Principal in Rolling Year Five	422,000	422,000
Long-term Debt, Maturities, Repayments of Principal in Rolling after Year Five	105,000	105,000
Debt, Gross	$20,210,910	$21,588,160

Consolidated_Obligations_Disco

Consolidated Obligations Discount Notes (Details) (USD $)	Mar. 31, 2014	Dec. 31, 2013
In Thousands, unless otherwise specified
Short-term Debt [Line Items]	'	'
Federal Home Loan Bank, Consolidated Obligations, Discount Notes	$7,798,189	$5,984,530
Discount Notes [Member]	'	'
Short-term Debt [Line Items]	'	'
Debt Instrument, Face Amount	$7,800,000	$5,985,100
Short-term Debt, Weighted Average Interest Rate	0.10%	0.09%

Affordable_Housing_Program_AHP2

Affordable Housing Program ("AHP") (Details) (USD $)	3 Months Ended
In Thousands, unless otherwise specified	Mar. 31, 2014	Mar. 31, 2013
Affordable Housing Program [Roll Forward]	'	'
AHP, Beginning of period	$31,864	$29,620
AHP assessment	1,435	2,013
Grants funded, net of recaptured amounts	-3,022	-1,827
AHP, End of period	$30,277	$29,806

Assets_and_Liabilities_Subject2

Assets and Liabilities Subject to Offsetting (Details) (USD $)	Mar. 31, 2014		Dec. 31, 2013
In Thousands, unless otherwise specified
Offsetting Assets and Liabilities [Line Items]	'		'
Derivative Asset, Fair Value, Subject to Master Netting Arrangement	$56,825		$84,050
Derivative Asset, Fair Value, Amount Offset Against Collateral	-36,645	[1]	-68,141	[1]
Offsetting Derivative Assets	20,180		15,909
Derivative, Collateral, Obligation to Return Securities	-5,270	[2]	-4,454	[2]
Derivative Asset, Fair Value, Amount Not Offset Against Collateral	14,910		11,455
Security Purchased under Agreement to Resell, Gross	200,000		'
Security Purchased under Agreement to Resell, Amount Offset Against Collateral	0		'
Security Purchased under Agreement to Resell	200,000		0
Security Purchased under Agreement to Resell, Collateral, Obligation to Return Securities	-200,000	[2]	'
Security Purchased under Agreement to Resell, Amount Not Offset Against Collateral	0		'
Offsetting Assets, Gross	256,825		'
Assets, Amounts Offset Against Collateral	-36,645		'
Offsetting Assets, Total	220,180		'
Offsetting Assets, Collateral Not Offset in the Statement of Condition	-205,270	[2]	'
Offsetting Assets, Amount Not Offset Against Collateral	14,910		'
Derivative Liability, Fair Value, Subject to Master Netting Arrangement	823,895		901,372
Derivative Liability, Fair Value, Amount Offset Against Collateral	-818,188	[1]	-890,381	[1]
Offsetting Derivative Liabilities	5,707		10,991
Derivative, Collateral, Right to Reclaim Securities	0	[2]	0	[2]
Derivative Liability, Fair Value, Amount Not Offset Against Collateral	5,707		10,991
Non-member Counterparty [Member]	'		'
Offsetting Assets and Liabilities [Line Items]	'		'
Derivative, Collateral, Obligation to Return Securities	760		1,651
Member Counterparties [Member]	'		'
Offsetting Assets and Liabilities [Line Items]	'		'
Derivative, Collateral, Obligation to Return Securities	4,510		2,803
Over the Counter [Member]	'		'
Offsetting Assets and Liabilities [Line Items]	'		'
Derivative Asset, Fair Value, Subject to Master Netting Arrangement	53,518		80,901
Derivative Asset, Fair Value, Amount Offset Against Collateral	-43,403		-67,133
Offsetting Derivative Assets	10,115		13,768
Derivative, Collateral, Obligation to Return Securities	-5,270	[2],[3]	-4,454	[2],[4]
Derivative Asset, Fair Value, Amount Not Offset Against Collateral	4,845		9,314
Derivative Liability, Fair Value, Subject to Master Netting Arrangement	820,694		900,725
Derivative Liability, Fair Value, Amount Offset Against Collateral	-814,987		-889,734
Offsetting Derivative Liabilities	5,707		10,991
Derivative, Collateral, Right to Reclaim Securities	0	[2]	0	[2]
Derivative Liability, Fair Value, Amount Not Offset Against Collateral	5,707		10,991
Exchange Cleared [Member]	'		'
Offsetting Assets and Liabilities [Line Items]	'		'
Derivative Asset, Fair Value, Subject to Master Netting Arrangement	3,307		3,149
Derivative Asset, Fair Value, Amount Offset Against Collateral	6,758		-1,008
Offsetting Derivative Assets	10,065		2,141
Derivative, Collateral, Obligation to Return Securities	0	[2]	0	[2]
Derivative Asset, Fair Value, Amount Not Offset Against Collateral	10,065		2,141
Derivative Liability, Fair Value, Subject to Master Netting Arrangement	3,201		647
Derivative Liability, Fair Value, Amount Offset Against Collateral	-3,201		-647
Offsetting Derivative Liabilities	0		0
Derivative, Collateral, Right to Reclaim Securities	0	[2]	0	[2]
Derivative Liability, Fair Value, Amount Not Offset Against Collateral	0		0
Minimum [Member] | Non-member Counterparty [Member]	'		'
Offsetting Assets and Liabilities [Line Items]	'		'
Collateral Thresholds	100		'
Maximum [Member] | Non-member Counterparty [Member]	'		'
Offsetting Assets and Liabilities [Line Items]	'		'
Collateral Thresholds	$500		'
[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 $760,000 of securities pledged by a non-member bilateral counterparty and $4,510,000 of collateral pledged by member counterparties.
[4]	Consists of $1,651,000 of securities pledged by a non-member bilateral counterparty and $2,803,000 of collateral pledged by member counterparties.

Derivatives_and_Hedging_Activi2

Derivatives and Hedging Activities (Derivatives in Statement of Condition) (Details) (USD $)	Mar. 31, 2014		Dec. 31, 2013
In Thousands, unless otherwise specified
Derivatives, Fair Value [Line Items]	'		'
Derivative Instruments in Hedges, Assets, at Fair Value	$41,562		$66,848
Derivative Instruments in Hedges, Liabilities, at Fair Value	817,383		894,942
Derivative Instruments Not Designated as Hedging Instruments, Asset, at Fair Value	15,263		17,202
Derivative Instruments Not Designated as Hedging Instruments, Liability, at Fair Value	6,512		6,430
Derivative Asset, Fair Value, Gross Asset	56,825		84,050
Derivative Liability, Fair Value, Gross Liability	823,895		901,372
Derivative Asset, Fair Value, Amount Offset Against Collateral	-36,645	[1]	-68,141	[1]
Derivative Liability, Fair Value, Amount Offset Against Collateral	-818,188	[1]	-890,381	[1]
Derivative Assets	20,180		15,909
Derivative liabilities	5,707		10,991
Interest Rate Contract [Member]	'		'
Derivatives, Fair Value [Line Items]	'		'
Derivative, Notional Amount	30,743,857		31,246,720
Cash Collateral And Related Accrued Interest [Member]	'		'
Derivatives, Fair Value [Line Items]	'		'
Derivative Asset, Fair Value, Amount Offset Against Collateral	-571		-2,519
Derivative Liability, Fair Value, Amount Offset Against Collateral	-782,114		-824,759
Netting Adjustment By Counterparty [Member]	'		'
Derivatives, Fair Value [Line Items]	'		'
Derivative Asset, Fair Value, Amount Offset Against Collateral	-36,074		-65,622
Derivative Liability, Fair Value, Amount Offset Against Collateral	-36,074		-65,622
Advances [Member] | Interest Rate Swap [Member]	'		'
Derivatives, Fair Value [Line Items]	'		'
Derivative Instruments in Hedges, Assets, at Fair Value	12,225		15,874
Derivative Instruments in Hedges, Liabilities, at Fair Value	225,647		234,882
Advances [Member] | Interest Rate Cap [Member]	'		'
Derivatives, Fair Value [Line Items]	'		'
Derivative Instruments in Hedges, Assets, at Fair Value	1		2
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	8,243		19,739
Derivative Instruments in Hedges, Liabilities, at Fair Value	506,461		521,470
Unsecured Debt [Member] | Interest Rate Swap [Member]	'		'
Derivatives, Fair Value [Line Items]	'		'
Derivative Instruments in Hedges, Assets, at Fair Value	21,093		31,233
Derivative Instruments in Hedges, Liabilities, at Fair Value	85,275		138,590
Basis Swap [Member] | Interest Rate Swap [Member]	'		'
Derivatives, Fair Value [Line Items]	'		'
Derivative Instruments Not Designated as Hedging Instruments, Asset, at Fair Value	6,409		9,610
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	5,105		3,461
Derivative Instruments Not Designated as Hedging Instruments, Liability, at Fair Value	4,080		3,208
Intermediary Transactions [Member] | Interest Rate Cap [Member]	'		'
Derivatives, Fair Value [Line Items]	'		'
Derivative Instruments Not Designated as Hedging Instruments, Asset, at Fair Value	2,432		3,222
Derivative Instruments Not Designated as Hedging Instruments, Liability, at Fair Value	2,432		3,222
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	1,317		909
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	6,666,597		8,027,648
Not Designated as Hedging Instrument [Member] | Basis Swap [Member] | Interest Rate Swap [Member]	'		'
Derivatives, Fair Value [Line Items]	'		'
Derivative, Notional Amount	2,700,000		3,700,000
Not Designated as Hedging Instrument [Member] | Intermediary Transactions [Member] | Interest Rate Swap [Member]	'		'
Derivatives, Fair Value [Line Items]	'		'
Derivative, Notional Amount	536,597		117,648
Not Designated as Hedging Instrument [Member] | Intermediary Transactions [Member] | Interest Rate Cap [Member]	'		'
Derivatives, Fair Value [Line Items]	'		'
Derivative, Notional Amount	80,000		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	3,350,000		4,100,000
Fair Value Hedging [Member] | Designated as Hedging Instrument [Member] | Interest Rate Contract [Member]	'		'
Derivatives, Fair Value [Line Items]	'		'
Derivative, Notional Amount	24,077,260		23,219,072
Fair Value Hedging [Member] | Designated as Hedging Instrument [Member] | Advances [Member] | Interest Rate Swap [Member]	'		'
Derivatives, Fair Value [Line Items]	'		'
Derivative, Notional Amount	5,326,416		4,795,978
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		25,000
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	$13,800,910		$13,473,160
[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
In Thousands, unless otherwise specified	Mar. 31, 2014	Mar. 31, 2013
Derivative Instruments, Gain (Loss) [Line Items]	'	'
Derivative, Net Hedge Ineffectiveness Gain (Loss)	($408)	$718
Derivative Instruments Not Designated as Hedging Instruments, Gain (Loss), Net	1,103	1,070
Gain (Loss) on Derivative Instruments, Net, Pretax	695	1,788
Interest Rate Swap [Member]	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'
Derivative, Net Hedge Ineffectiveness Gain (Loss)	-406	720
Interest Rate Swap [Member] | Advances [Member]	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'
Derivative Instruments Not Designated as Hedging Instruments, Gain (Loss), Net	0	5
Interest Rate Swap [Member] | Unsecured Debt [Member]	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'
Derivative Instruments Not Designated as Hedging Instruments, Gain (Loss), Net	0	-375
Interest Rate Swap [Member] | Basis Swap [Member]	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'
Derivative Instruments Not Designated as Hedging Instruments, Gain (Loss), Net	260	131
Interest Rate Swap [Member] | Intermediary Transactions [Member]	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'
Derivative Instruments Not Designated as Hedging Instruments, Gain (Loss), Net	772	-9
Interest Rate Cap [Member]	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'
Derivative, Net Hedge Ineffectiveness Gain (Loss)	-2	-2
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	-454	-15
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	$525	$1,333

Derivatives_and_Hedging_Activi4

Derivatives and Hedging Activities (Derivatives in Statement of Income and Impact on Interest) (Details) (USD $)	3 Months Ended
In Thousands, unless otherwise specified	Mar. 31, 2014		Mar. 31, 2013
Derivative Instruments, Gain (Loss) [Line Items]	'		'
Gain (Loss) on Derivatives	$45,274		$44,435
Gain (Loss) on Hedged Items	-45,682		-43,717
Net Fair Value Hedge Ineffectiveness	-408	[1]	718	[1]
Derivative Net Interest Income (Expense)	-19,754	[2]	-28,423	[2]
Advances [Member]	'		'
Derivative Instruments, Gain (Loss) [Line Items]	'		'
Gain (Loss) on Derivatives	5,927		44,291
Gain (Loss) on Hedged Items	-5,977		-44,285
Net Fair Value Hedge Ineffectiveness	-50	[1]	6	[1]
Derivative Net Interest Income (Expense)	-26,787	[2]	-38,873	[2]
Available-for-sale Securities [Member]	'		'
Derivative Instruments, Gain (Loss) [Line Items]	'		'
Gain (Loss) on Derivatives	-10,176		28,451
Gain (Loss) on Hedged Items	10,491		-29,007
Net Fair Value Hedge Ineffectiveness	315	[1]	-556	[1]
Derivative Net Interest Income (Expense)	-20,383	[2]	-20,059	[2]
Unsecured Debt [Member]	'		'
Derivative Instruments, Gain (Loss) [Line Items]	'		'
Gain (Loss) on Derivatives	49,523		-28,307
Gain (Loss) on Hedged Items	-50,196		29,575
Net Fair Value Hedge Ineffectiveness	-673	[1]	1,268	[1]
Derivative Net Interest Income (Expense)	$27,416	[2]	$30,509	[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 $)	Mar. 31, 2014
In Thousands, unless otherwise specified
Over the Counter [Member]	'
Derivatives, Fair Value [Line Items]	'
Derivative, Notional Amount	$27,000,000
Exchange Cleared [Member]	'
Derivatives, Fair Value [Line Items]	'
Derivative, Notional Amount	$4,000,000

Capital_Details

Capital (Details) (USD $)	Mar. 31, 2014	Jan. 31, 2014	Dec. 31, 2013	Apr. 30, 2014
				Subsequent Event [Member]
Capital [Line Items]	'	'	'	'
Risk Based Capital Required	$393,190,000	'	$450,725,000	'
Risk Based Capital Actual	1,755,203,000	'	1,782,210,000	'
Regulatory Capital, Required	1,225,415,000	'	1,208,873,000	'
Regulatory Capital, Actual	1,755,203,000	'	1,782,210,000	'
Regulatory Capital Ratio, Required	4.00%	'	4.00%	'
Regulatory Capital Ratio, Actual	5.73%	'	5.90%	'
Leverage Capital, Required	1,531,768,000	'	1,511,091,000	'
Leverage Capital, Actual	2,632,804,000	'	2,673,315,000	'
Leverage Ratio, Required	5.00%	'	5.00%	'
Leverage Ratio, Actual	8.59%	'	8.85%	'
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%
Minimum Stock Surplus Required For Repurchase	'	100,000	'	100,000
Repurchased Surplus Stock, Total	'	$241,318,100	'	$128,976,600

Employee_Retirement_Plans_Deta

Employee Retirement Plans (Details) (USD $)	3 Months Ended
In Thousands, unless otherwise specified	Mar. 31, 2014	Mar. 31, 2013
Defined Benefit Plan Disclosure [Line Items]	'	'
Amortization of prior service credit	$0	$4
Amortization of net actuarial gain	23	6
Other Postretirement Benefit Plans, Defined Benefit [Member]	'	'
Defined Benefit Plan Disclosure [Line Items]	'	'
Service cost	4	6
Interest cost	15	22
Amortization of prior service credit	0	-4
Amortization of net actuarial gain	-23	-6
Net periodic benefit cost	($4)	$18

Estimated_Fair_Values_Carrying

Estimated Fair Values (Carrying Value and Fair Value of Financial Instruments) (Details) (USD $)	Mar. 31, 2014		Dec. 31, 2013
In Thousands, unless otherwise specified
Assets	'		'
Trading securities	$1,008,104		$1,007,757
Available-for-sale securities	5,464,319		5,455,693
Held-to-maturity securities	5,117,786	[1]	5,198,549	[1]
Held-to-maturity Securities, Fair Value	5,172,833		5,258,422
Derivative assets	20,180		15,909
Consolidated obligations	'		'
Discount notes	7,798,189		5,984,530
Bonds	20,146,668		21,486,712
Mandatorily redeemable capital stock	3,961		3,065
Derivative liabilities	5,707		10,991
Carrying Value [Member]	'		'
Assets	'		'
Cash and due from banks	1,694,036		911,081
Interest-bearing deposits	273		344
Security purchased under agreement to resell	200,000		'
Federal funds sold	1,597,000		1,468,000
Trading securities	1,008,104	[2]	1,007,757	[3]
Available-for-sale securities	5,464,319	[2]	5,455,693	[3]
Held-to-maturity securities	5,117,786		5,198,549
Advances	15,340,791		15,978,945
Mortgage loans held for portfolio, net	85,838		91,110
Accrued interest receivable	77,773		64,425
Derivative assets	20,180	[2]	15,909	[3]
Liabilities	'		'
Deposits	840,583		885,667
Consolidated obligations	'		'
Discount notes	7,798,189		5,984,530
Bonds	20,146,668		21,486,712
Mandatorily redeemable capital stock	3,961		3,065
Accrued interest payable	43,934		47,035
Derivative liabilities	5,707	[2]	10,991	[3]
Estimated Fair Value [Member]	'		'
Assets	'		'
Cash and due from banks	1,694,036		911,081
Interest-bearing deposits	273		344
Security purchased under agreement to resell	200,000		'
Federal funds sold	1,597,000		1,468,000
Trading securities	1,008,104	[2]	1,007,757	[3]
Available-for-sale securities	5,464,319	[2]	5,455,693	[3]
Held-to-maturity Securities, Fair Value	5,172,833		5,258,422
Advances	15,465,886		16,059,612
Mortgage loans held for portfolio, net	94,774		100,078
Accrued interest receivable	77,773		64,425
Derivative assets	20,180	[2]	15,909	[3]
Liabilities	'		'
Deposits	840,582		885,665
Consolidated obligations	'		'
Discount notes, Fair Value	7,798,195		5,984,721
Bonds, Fair Value	20,157,898		21,452,422
Mandatorily redeemable capital stock	3,961		3,065
Accrued interest payable	43,934		47,035
Derivative liabilities	5,707	[2]	10,991	[3]
Estimated Fair Value [Member] | Level 1 [Member]	'		'
Assets	'		'
Cash and due from banks	1,694,036		911,081
Interest-bearing deposits	0		0
Security purchased under agreement to resell	0		'
Federal funds sold	0		0
Trading securities	8,325	[2]	8,252	[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	3,961		3,065
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	273		344
Security purchased under agreement to resell	200,000		'
Federal funds sold	1,597,000		1,468,000
Trading securities	999,779	[2]	999,505	[3]
Available-for-sale securities	5,464,319	[2]	5,455,693	[3]
Held-to-maturity Securities, Fair Value	4,993,873	[4]	5,075,225	[4]
Advances	15,465,886		16,059,612
Mortgage loans held for portfolio, net	94,774		100,078
Accrued interest receivable	77,773		64,425
Derivative assets	56,825	[2]	84,050	[3]
Liabilities	'		'
Deposits	840,582		885,665
Consolidated obligations	'		'
Discount notes, Fair Value	7,798,195		5,984,721
Bonds, Fair Value	20,157,898		21,452,422
Mandatorily redeemable capital stock	0		0
Accrued interest payable	43,934		47,035
Derivative liabilities	823,895	[2]	901,372	[3]
Estimated Fair Value [Member] | Level 3 [Member]	'		'
Assets	'		'
Cash and due from banks	0		0
Interest-bearing deposits	0		0
Security purchased under agreement to resell	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	178,960	[5]	183,197	[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	[6]
Interest-bearing deposits	0	[6]	0	[6]
Security purchased under agreement to resell	0	[6]	'
Federal funds sold	0	[6]	0	[6]
Trading securities	0	[2],[6]	0	[3],[6]
Available-for-sale securities	0	[2],[6]	0	[3],[6]
Held-to-maturity Securities, Fair Value	0	[6]	0	[6]
Advances	0	[6]	0	[6]
Mortgage loans held for portfolio, net	0	[6]	0	[6]
Accrued interest receivable	0	[6]	0	[6]
Derivative assets	-36,645	[2],[6]	-68,141	[3],[6]
Liabilities	'		'
Deposits	0	[6]	0	[6]
Consolidated obligations	'		'
Discount notes, Fair Value	0	[6]	0	[6]
Bonds, Fair Value	0	[6]	0	[6]
Mandatorily redeemable capital stock	0	[6]	0	[6]
Accrued interest payable	0	[6]	0	[6]
Derivative liabilities	($818,188)	[2],[6]	($890,381)	[3],[6]
[1]	(a)Fair values: $5,172,833 and $5,258,422 at March 31, 2014 and December 31, 2013, respectively.
[2]	Financial instruments measured at fair value on a recurring basis as of March 31, 2014.
[3]	Financial instruments measured at fair value on a recurring basis as of December 31, 2013.
[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.

Commitments_and_Contingencies_

Commitments and Contingencies (Details) (USD $)	Mar. 31, 2014	Dec. 31, 2013
In Thousands, unless otherwise specified
Commitments and Contingencies [Line Items]	'	'
Derivative, Collateral, Right to Reclaim Cash	$782,060	$824,695
Other FHLBanks [Member]	'	'
Commitments and Contingencies [Line Items]	'	'
Debt, Gross	726,000,000	'
Loan Origination Commitments [Member]	'	'
Commitments and Contingencies [Line Items]	'	'
Fair Value Disclosure, Off-balance Sheet Risks, Face Amount, Liability	30,254	14,951
Standby Letters of Credit [Member]	'	'
Commitments and Contingencies [Line Items]	'	'
Fair Value Disclosure, Off-balance Sheet Risks, Face Amount, Liability	2,910,549	2,964,486
Unsecured Debt [Member]	'	'
Commitments and Contingencies [Line Items]	'	'
Fair Value Disclosure, Off-balance Sheet Risks, Face Amount, Liability	760,000	'
Discount Notes [Member]	'	'
Commitments and Contingencies [Line Items]	'	'
Fair Value Disclosure, Off-balance Sheet Risks, Face Amount, Liability	'	$500,000

Transactions_with_Other_FHLBan2

Transactions with Other FHLBanks (Details) (USD $)	3 Months Ended
	Mar. 31, 2014	Mar. 31, 2013
Schedule of Other Transactions [Line Items]	'	'
Interest Income, Loans to Other Federal Home Loan Banks	$357	$986
Loans Made to Other FHLBanks [Roll Forward]	'	'
Loans to other FHLBanks, Beginning of period	0	0
Loans to other FHLBanks, End of period	0	0
Interest Expense, Loans from Other Federal Home Loan Banks	208	'
Borrowings From Other FHLBanks [Roll Forward]	'	'
Loans from other FHLBanks, Beginning of period	0	'
Loans from other FHLBanks, End of period	0	'
FHLBank of San Francisco [Member]	'	'
Loans Made to Other FHLBanks [Roll Forward]	'	'
Loans made to other FHLBanks	265,000,000	100,000,000
Collections from other FHLBanks	-265,000,000	-100,000,000
Borrowings From Other FHLBanks [Roll Forward]	'	'
Borrowings from other FHLBanks	150,000,000	'
Repayments to other FHLBanks	-150,000,000	'
FHLBank of Atlanta [Member]	'	'
Loans Made to Other FHLBanks [Roll Forward]	'	'
Loans made to other FHLBanks	0	200,000,000
Collections from other FHLBanks	$0	($200,000,000)

Accumulated_Other_Comprehensiv2

Accumulated Other Comprehensive Income (Loss) (Details) (USD $)	3 Months Ended
In Thousands, unless otherwise specified	Mar. 31, 2014		Mar. 31, 2013
Accumulated Other Comprehensive Income (Loss) [Roll Forward]	'		'
Accumulated other comprehensive income (loss), Start of period	($32,641)		($18,245)
Reclassifications from accumulated other comprehensive income (loss) to net income	'		'
Other Comprehensive Income (Loss), Pension and Other Postretirement Benefit Plans, Adjustment, before Tax	-23		-10
Other amounts of other comprehensive income (loss)	'		'
Net unrealized gains on available-for-sale securities	25,272		23,130
Accretion of non-credit portion of other-than-temporary impairment losses to the carrying value of held-to-maturity securities	1,859		2,054
Other Comprehensive Income (Loss), Pension and Other Postretirement Benefit Plans, Net Prior Service Cost (Credit) Arising During Period, before Tax	0		-211
Total other comprehensive income (loss)	27,108		24,963
Total Accumulated Other Comprehensive Income (Loss), End of period	-5,533		6,718
Accumulated Net Unrealized Investment Gain (Loss) [Member]	'		'
Accumulated Other Comprehensive Income (Loss) [Roll Forward]	'		'
Accumulated other comprehensive income (loss), Start of period	-868	[1]	22,527	[1]
Other amounts of other comprehensive income (loss)	'		'
Net unrealized gains on available-for-sale securities	25,272	[1]	23,130	[1]
Total other comprehensive income (loss)	25,272	[1]	23,130	[1]
Total Accumulated Other Comprehensive Income (Loss), End of period	24,404	[1]	45,657	[1]
Accumulated Other-than-Temporary Impairment [Member]	'		'
Accumulated Other Comprehensive Income (Loss) [Roll Forward]	'		'
Accumulated other comprehensive income (loss), Start of period	-33,200		-41,437
Other amounts of other comprehensive income (loss)	'		'
Accretion of non-credit portion of other-than-temporary impairment losses to the carrying value of held-to-maturity securities	1,859		2,054
Total other comprehensive income (loss)	1,859		2,054
Total Accumulated Other Comprehensive Income (Loss), End of period	-31,341		-39,383
Accumulated Defined Benefit Plans Adjustment [Member]	'		'
Accumulated Other Comprehensive Income (Loss) [Roll Forward]	'		'
Accumulated other comprehensive income (loss), Start of period	1,427		665
Reclassifications from accumulated other comprehensive income (loss) to net income	'		'
Other Comprehensive Income (Loss), Pension and Other Postretirement Benefit Plans, Adjustment, before Tax	-23		-10
Other amounts of other comprehensive income (loss)	'		'
Other Comprehensive Income (Loss), Pension and Other Postretirement Benefit Plans, Net Prior Service Cost (Credit) Arising During Period, before Tax	'		-211
Total other comprehensive income (loss)	-23		-221
Total Accumulated Other Comprehensive Income (Loss), End of period	$1,404		$444
[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.