Federal Home Loan Bank of Dallas 10-Q 11 Aug 17 2017 Q2 Quarterly report Financial data

Document and Entity Information

Document and Entity Information Document - shares	6 Months Ended
	Jun. 30, 2017	Jul. 31, 2017
Entity Information [Line Items]
Entity Registrant Name	Federal Home Loan Bank of Dallas
Entity Central Index Key	1,331,757
Current Fiscal Year End Date	--12-31
Entity Filer Category	Non-accelerated Filer
Document Type	10-Q
Document Period End Date	Jun. 30, 2017
Document Fiscal Year Focus	2,017
Document Fiscal Period Focus	Q2
Amendment Flag	false
Entity Common Stock, Shares Outstanding		22,367,701
Entity Well-known Seasoned Issuer	No
Entity Voluntary Filers	No
Entity Current Reporting Status	Yes

Statements of Condition (Unaudi

Statements of Condition (Unaudited) - USD ($) $ in Thousands		Jun. 30, 2017	Dec. 31, 2016
ASSETS
Cash and due from banks		$ 42,745	$ 27,696
Interest-bearing deposits		367	255
Securities purchased under agreements to resell (Note 10)		3,600,000	3,100,000
Federal funds sold		7,903,000	6,242,000
Trading securities (Note 3)		113,959	111,638
Available-for-sale securities (Notes 4,10 and 15) ($567,144 and $613,351 pledged at June 30, 2017 and December 31, 2016, respectively, which could be rehypothecated)		14,279,383	13,175,933
Held-to-maturity securities (a) (Note 5)	[1]	2,225,910	2,499,595
Advances (Notes 6 and 7)		34,132,238	32,506,175
Mortgage loans held for portfolio, net of allowance for credit losses of $141 at both June 30, 2017 and December 31, 2016, respectively (Note 7)		378,885	123,961
Loan to other FHLBank (Note 17)		0	290,000
Accrued interest receivable		100,217	87,977
Premises and equipment, net		17,765	17,972
Derivative assets (Notes 10 and 11)		55,944	15,637
Other assets		12,084	13,238
TOTAL ASSETS		62,862,497	58,212,077
Deposits
Interest-bearing		1,165,520	1,040,139
Non-interest bearing		19	19
Total deposits		1,165,539	1,040,158
Consolidated obligations (Note 8)
Discount notes		28,014,878	26,941,782
Bonds		30,020,333	26,997,487
Total consolidated obligations		58,035,211	53,939,269
Mandatorily redeemable capital stock		23,146	3,417
Accrued interest payable		57,075	43,274
Affordable Housing Program (Note 9)		27,068	22,871
Derivative liabilities (Notes 10 and 11)		15,772	14,343
Other liabilities (Note 4)		401,381	331,403
Total liabilities		59,725,192	55,394,735
Commitments and contingencies (Notes 7 and 15)
Capital stock
Total Class B Capital Stock		2,114,575	1,930,148
Retained earnings
Unrestricted		794,884	745,104
Restricted		94,660	78,880
Total retained earnings		889,544	823,984
Accumulated other comprehensive income (Note18)		133,186	63,210
Total capital		3,137,305	2,817,342
TOTAL LIABILITIES AND CAPITAL		62,862,497	58,212,077
Capital Stock - Class B-1 putable ($100 par value) issued and outstanding shares: 8,074,375 and 6,904,110 shares at June 30, 2017 and December 31, 2016, respectively
Capital stock
Total Class B Capital Stock		807,438	690,411
Retained earnings
Total capital		807,438	690,411
Capital Stock - Class B-2 putable ($100 par value) issued and outstanding shares: 13,071,370 and 12,397,371 shares at June 30, 2017 and December 31, 2016, respectively
Capital stock
Total Class B Capital Stock		1,307,137	1,239,737
Retained earnings
Total capital		$ 1,307,137	$ 1,239,737
[1]	(a) Fair values: $2,250,794 and $2,514,512 at June 30, 2017 and December 31, 2016, respectively.

Statements of Condition (Unaud3

Statements of Condition (Unaudited) Parenthetical - USD ($) $ in Thousands	Jun. 30, 2017	Dec. 31, 2016
ASSETS
Held-to-maturity securities, Fair Value	$ 2,250,794	$ 2,514,512
Loans and Leases Receivable, Allowance	141	141
Trading Securities Pledged as Collateral	0	0
Derivative, Collateral, Right to Reclaim Securities	$ 567,144	$ 613,351
Capital Stock - Class B-1 - Membership/Excess
CAPITAL (Note 12)
Common Stock, Par or Stated Value Per Share	$ 100	$ 100
Common Stock, Shares, Issued	8,074,375	6,904,110
Common Stock, Shares, Outstanding	8,074,375	6,904,110
Capital Stock Class B-2 - Activity
CAPITAL (Note 12)
Common Stock, Par or Stated Value Per Share	$ 100	$ 100
Common Stock, Shares, Issued	13,071,370	12,397,371
Common Stock, Shares, Outstanding	13,071,370	12,397,371
Conventional Mortgage Loan [Member]
ASSETS
Financing Receivable, Allowance for Credit Losses, Collectively Evaluated for Impairment	$ 141	$ 141

Statements of Income (Unaudited

Statements of Income (Unaudited) - USD ($) $ in Thousands	3 Months Ended		6 Months Ended
	Jun. 30, 2017	Jun. 30, 2016	Jun. 30, 2017	Jun. 30, 2016
INTEREST INCOME
Advances	$ 95,724	$ 50,928	$ 171,137	$ 95,350
Prepayment fees on advances, net	728	558	944	1,342
Interest-bearing deposits	550	800	938	1,519
Securities purchased under agreements to resell	1,524	1,271	1,722	2,165
Federal funds sold	17,663	4,983	30,325	9,202
Trading securities	580	864	1,148	1,757
Available-for-sale securities	56,543	31,170	105,585	55,823
Held-to-maturity securities	9,393	7,505	17,663	15,328
Mortgage loans held for portfolio	2,526	777	3,960	1,564
Total interest income	185,231	98,856	333,422	184,050
Consolidated obligations
Bonds	76,684	31,924	138,347	60,595
Discount notes	44,236	28,613	76,335	48,836
Deposits	2,750	500	4,375	1,055
Mandatorily redeemable capital stock	43	6	51	17
Other borrowings	4	0	54	0
Total interest expense	123,717	61,043	219,162	110,503
NET INTEREST INCOME	61,514	37,813	114,260	73,547
OTHER INCOME (LOSS)
Total other-than-temporary impairment losses on held-to-maturity securities	0	0	0	(310)
Net non-credit impairiment losses on held -to-maturity securities recognized in other comprehensive income	0	(4)	0	298
Credit component of other-than-temporary impairment losses on held-to-maturity securities	0	(4)	0	(12)
Net gains on trading securities	1,169	3,013	2,048	9,930
Net gains (losses) on derivatives and hedging activities	802	(3,821)	5,629	(20,760)
Realized gains on sales of held-to-maturity securities	1,890	259	1,890	729
Realized gains on sales of available-for-sale securities	1,167	3,564	1,837	4,215
Letter of credit fees	1,745	1,573	3,393	2,845
Other, net	1,117	809	1,650	1,350
Total other income (loss)	7,890	5,393	16,447	(1,703)
OTHER EXPENSE
Compensation and benefits	12,485	11,971	26,171	23,601
Other operating expenses	6,274	5,638	11,712	11,182
Finance Agency	834	630	1,720	1,374
Office of Finance	641	735	1,605	1,480
Discretionary grant programs	228	413	1,212	949
Derivative clearing fees	312	275	614	506
Total other expense	20,774	19,662	43,034	39,092
INCOME BEFORE ASSESSMENTS	48,630	23,544	87,673	32,752
Affordable Housing Program assessment	4,867	2,355	8,772	3,277
NET INCOME	$ 43,763	$ 21,189	$ 78,901	$ 29,475

Statements of Comprehensive Inc

Statements of Comprehensive Income (Loss) (Unaudited) - USD ($) $ in Thousands	3 Months Ended		6 Months Ended
	Jun. 30, 2017	Jun. 30, 2016	Jun. 30, 2017	Jun. 30, 2016
NET INCOME	$ 43,763	$ 21,189	$ 78,901	$ 29,475
OTHER COMPREHENSIVE INCOME (LOSS)
Net unrealized gains (losses) on available-for-sale securities, net of unrealized gains and losses relating to hedged interest rate risk included in net income	2,225	(11,129)	74,240	(5,464)
Reclassification adjustment for realized gains on sales of available-for-sale securities included in net income	(1,167)	(3,564)	(1,837)	(4,215)
Unrealized losses on cash flow hedges	(5,604)	(9,768)	(5,751)	(15,127)
Reclassification adjustment for losses on cash flow hedges included in net income	636	941	1,436	1,580
Non-credit portion of other-than-temporary impairment losses on held-to-maturity securities	0	0	0	(302)
Reclassification adjustment for non-credit portion of other-than-temporary impairment losses recognized as credit losses in net income	0	4	0	4
Accretion of non-credit portion of other-than-temporary impairment losses to the carrying value of held-to-maturity securities	937	1,183	1,930	2,429
Postretirement benefit plan
Amortization of prior service cost included in net periodic benefit cost	5	5	10	10
Amortization of net actuarial gain included in net periodic benefit cost	(26)	(25)	(52)	(49)
Total other comprehensive income (loss)	(2,994)	(22,353)	69,976	(21,134)
TOTAL COMPREHENSIVE INCOME (LOSS)	$ 40,769	$ (1,164)	$ 148,877	$ 8,341

Statements of Capital (Unaudite

Statements of Capital (Unaudited) - USD ($) shares in Thousands, $ in Thousands	3 Months Ended		6 Months Ended
	Jun. 30, 2017	Jun. 30, 2016	Jun. 30, 2017		Jun. 30, 2016
Increase (Decrease) in Stockholders' Equity [Roll Forward]
Beginning balance			$ 2,817,342		$ 2,199,312
Proceeds from sale of capital stock			669,398		653,149
Repurchase/redemption of capital stock			(477,903)		(389,846)
Shares reclassified to mandatorily redeemable capital stock			(20,166)		(43)
Comprehensive income
Net income	$ 43,763	$ 21,189	78,901		29,475
Other comprehensive income (loss)	(2,994)	(22,353)	69,976		(21,134)
Dividends on capital stock
Cash			(130)	[1]	(133)	[2]
Mandatorily redeemable capital stock			(113)	[1]	(5)	[2]
Ending balance	$ 3,137,305	$ 2,470,775	$ 3,137,305		$ 2,470,775
Capital Stock Class B-2 - Activity
Increase (Decrease) in Stockholders' Equity [Roll Forward]
Beginning balance, shares			12,397		9,077
Beginning balance			$ 1,239,737		$ 907,678
Net transfers of shares between Class B-1 and Class B-2 Stock, Value			$ (582,809)		$ (380,542)
Net transfers of shares between between Class B-1 and Class B-2 Stock, shares			(5,828)		(3,805)
Proceeds from sale of capital stock, shares			6,625		6,484
Proceeds from sale of capital stock			$ 662,476		$ 648,486
Repurchase/redemption of capital stock, shares			0		0
Repurchase/redemption of capital stock			$ 0		$ 0
Shares reclassified to mandatorily redeemable capital stock, shares			(123)		0
Shares reclassified to mandatorily redeemable capital stock			$ (12,267)		$ 0
Dividends on capital stock
Stock, shares			0		0	[2]
Stock			$ 0		$ 0	[2]
Ending balance, shares	13,071	11,756	13,071		11,756
Ending balance	$ 1,307,137	$ 1,175,622	$ 1,307,137		$ 1,175,622
Capital Stock - Class B-1 - Membership/Excess
Increase (Decrease) in Stockholders' Equity [Roll Forward]
Beginning balance, shares			6,904		6,325
Beginning balance			$ 690,411		$ 632,454
Net transfers of shares between Class B-1 and Class B-2 Stock, Value			$ 582,809		$ 380,542
Net transfers of shares between between Class B-1 and Class B-2 Stock, shares			5,828		3,805
Proceeds from sale of capital stock, shares			69		46
Proceeds from sale of capital stock			$ 6,922		$ 4,663
Repurchase/redemption of capital stock, shares			(4,779)		(3,898)
Repurchase/redemption of capital stock			$ (477,903)		$ (389,846)
Shares reclassified to mandatorily redeemable capital stock, shares			(79)		0
Shares reclassified to mandatorily redeemable capital stock			$ (7,899)		$ (43)
Dividends on capital stock
Stock, shares			131	[1]	73	[2]
Stock			$ 13,098	[1]	$ 7,377	[2]
Ending balance, shares	8,074	6,351	8,074		6,351
Ending balance	$ 807,438	$ 635,147	$ 807,438		$ 635,147
Retained Earnings
Increase (Decrease) in Stockholders' Equity [Roll Forward]
Beginning balance			823,984		762,203
Comprehensive income
Net income			78,901		29,475
Dividends on capital stock
Cash			(130)	[1]	(133)	[2]
Mandatorily redeemable capital stock			(113)	[1]	(5)	[2]
Stock			(13,098)	[1]	(7,377)	[2]
Ending balance	889,544	784,163	889,544		784,163
Retained Earnings, Restricted
Increase (Decrease) in Stockholders' Equity [Roll Forward]
Beginning balance			78,880		62,990
Comprehensive income
Net income			15,780		5,895
Dividends on capital stock
Ending balance	94,660	68,885	94,660		68,885
Retained Earnings, Unrestricted
Increase (Decrease) in Stockholders' Equity [Roll Forward]
Beginning balance			745,104		699,213
Comprehensive income
Net income			63,121		23,580
Dividends on capital stock
Cash			(130)	[1]	(133)	[2]
Mandatorily redeemable capital stock			(113)	[1]	(5)	[2]
Stock			(13,098)	[1]	(7,377)	[2]
Ending balance	794,884	715,278	794,884		715,278
Accumulated Other Comprehensive Income (Loss)
Increase (Decrease) in Stockholders' Equity [Roll Forward]
Beginning balance			63,210		(103,023)
Comprehensive income
Other comprehensive income (loss)	(2,994)	(22,353)	69,976		(21,134)
Dividends on capital stock
Ending balance	$ 133,186	$ (124,157)	$ 133,186		$ (124,157)
[1]	(a) Dividends were paid at annualized rates of 0.599 percent and 1.599 percent on Class B-1 Stock and Class B-2 Stock, respectively, in the first quarter of 2017 and 0.83 percent and 1.83 percent on Class B-1 Stock and Class B-2 Stock, respectively, in the second quarter of 2017.
[2]	(b) Dividends were paid at annualized rates of 0.375 percent and 1.251 percent on Class B-1 Stock and Class B-2 Stock, respectively, in the first quarter of 2016 and 0.431 percent and 1.431 percent on Class B-1 Stock and Class B-2 Stock, respectively, in the second quarter of 2016.

Statements of Capital (Unaudit7

Statements of Capital (Unaudited) Parenthetical	3 Months Ended
	Jun. 30, 2017	Mar. 31, 2017	Jun. 30, 2016	Mar. 31, 2016
Capital Stock - Class B-1 - Membership/Excess
Capital Unit [Line Items]
Dividends stock annualized percentage	0.83%	0.599%	0.431%	0.375%
Capital Stock Class B-2 - Activity
Capital Unit [Line Items]
Dividends stock annualized percentage	1.83%	1.599%	1.431%	1.251%

Statements of Cash Flows (Unaud

Statements of Cash Flows (Unaudited) - USD ($) $ in Thousands	6 Months Ended
	Jun. 30, 2017	Jun. 30, 2016
OPERATING ACTIVITIES
Net income	$ 78,901	$ 29,475
Depreciation and amortization
Net premiums and discounts on advances, consolidated obligations, investments and mortgage loans	35,870	42,928
Concessions on consolidated obligations	1,893	2,247
Premises, equipment and computer software costs	1,808	1,902
Non-cash interest on mandatorily redeemable capital stock	12	14
Credit component of other-than-temporary impairment losses on held-to-maturity securities	0	12
Gains on sales of held-to-maturity securities	(1,890)	(729)
Gains on sales of available-for-sale securities	(1,837)	(4,215)
Net increase in trading securities	(2,217)	(10,106)
Loss due to changes in net fair value adjustment on derivative and hedging activities	28,122	44,499
Increase in accrued interest receivable	(12,266)	(12,878)
Decrease (increase) in other assets	1,662	(52)
Increase (decrease) in Affordable Housing Program (AHP) liability	4,197	(1,415)
Increase (decrease) in accrued interest payable	13,798	(5,749)
Decrease in other liabilities	(3,669)	(3,675)
Total adjustments	65,483	52,783
Net cash provided by operating activities	144,384	82,258
INVESTING ACTIVITIES
Net decrease (increase) in interest-bearing deposits, including swap collateral pledged	42,679	(557,025)
Net increase in securities purchased under agreements to resell	(500,000)	(2,250,000)
Net increase in federal funds sold	(1,661,000)	(1,773,000)
Decrease in loan to other FHLBank	290,000	0
Decrease in trading securities held for investment	0	102,215
Purchases of available-for-sale securities	(1,437,108)	(5,030,544)
Proceeds from maturities of available-for-sale securities	275,616	3,030
Proceeds from sales of available-for-sale securities	250,262	2,454,292
Proceeds from sales of held-to-maturity securities	100,933	114,950
Proceeds from maturities of long-term held-to-maturity securities	302,972	276,129
Purchases of long-term held-to-maturity securities	(125,000)	0
Principal collected on advances	293,566,545	328,938,105
Advances made	(295,200,240)	(335,250,133)
Principal collected on mortgage loans held for portfolio	9,385	6,981
Purchases of mortgage loans held for portfolio	(264,430)	(18,797)
Purchases of premises, equipment and computer software	(2,161)	(2,278)
Net cash used in investing activities	(4,351,547)	(12,986,075)
FINANCING ACTIVITIES
Net increase (decrease) in deposits, including swap collateral held	30,835	(194,153)
Net payments on derivative contracts with financing elements	(46,475)	(31,885)
Net proceeds from issuance of consolidated obligations
Discount notes	148,237,989	159,471,548
Bonds	11,679,683	11,372,371
Debt issuance costs	(2,184)	(2,021)
Payments for maturing and retiring consolidated obligations
Discount notes	(147,170,903)	(149,977,168)
Bonds	(8,697,535)	(8,705,600)
Proceeds from issuance of capital stock	669,398	653,149
Payments for redemption of mandatorily redeemable capital stock	(563)	(5,740)
Payments for repurchase/redemption of capital stock	(477,903)	(389,846)
Cash dividends paid	(130)	(133)
Net cash provided by financing activities	4,222,212	12,190,522
Net increase (decrease) in cash and cash equivalents	15,049	(713,295)
Cash and cash equivalents at beginning of the period	27,696	837,202
Cash and cash equivalents at end of the period	42,745	123,907
Supplemental Disclosures:
Interest paid	197,709	98,680
AHP payments, net	4,575	4,692
Stock dividends issued	13,098	7,377
Dividends paid through issuance of mandatorily redeemable capital stock	113	5
Variation margin recharacterized as settlement payments on derivative contracts (Note 10)	72,053	0
Net capital stock reclassified to mandatorily redeemable capital stock	$ 20,166	$ 43

Basis of Presentation

Basis of Presentation	6 Months Ended
	Jun. 30, 2017
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, 2016 . 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, 2016 filed with the SEC on March 24, 2017 (the “ 2016 10-K”). The notes to the interim financial statements update and/or highlight significant changes to the notes included in the 2016 10-K. The Bank is one of 11 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 housing government-sponsored enterprises ("GSEs"), including the FHLBanks and the Office of Finance. Use of Estimates and Assumptions. 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 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 Guid

Recently Issued Accounting Guidance	6 Months Ended
	Jun. 30, 2017
Recently Issued Accounting Guidance [Abstract]
New Accounting Pronouncements and Changes in Accounting Principles [Text Block]	Recently Issued Accounting Guidance Contingent Put and Call Options in Debt Instruments. On March 14, 2016, the Financial Accounting Standards Board ("FASB") issued Accounting Standards Update ("ASU") 2016-06, "Contingent Put and Call Options in Debt Instruments" ("ASU 2016-06"), which clarifies the requirements for assessing whether contingent call or put options that can accelerate the payment of principal on debt instruments are clearly and closely related to their debt hosts. The guidance requires entities to apply only the four-step decision sequence when assessing whether the economic characteristics and risks of call or put options are clearly and closely related to the economic characteristics and risks of their debt hosts. Consequently, when a call or put option is contingently exercisable, an entity does not have to assess whether the event that triggers the ability to exercise a call or put option is related to interest rates or credit risks. For public business entities, the guidance in ASU 2016-06 is effective for fiscal years beginning after December 15, 2016 (January 1, 2017 for the Bank), and interim periods within those fiscal years. Early adoption is permitted. The guidance is to be applied on a modified retrospective basis to existing debt instruments as of the beginning of the period for which the amendments are effective. The Bank adopted this guidance effective January 1, 2017. The adoption of ASU 2016-06 has not had any impact on the Bank's results of operations or financial condition. Premium Amortization on Purchased Callable Debt Securities. On March 30, 2017, the FASB issued ASU 2017-08, "Premium Amortization on Purchased Callable Debt Securities" ("ASU 2017-08"), which amends the amortization period for certain purchased callable debt securities held at a premium, shortening such period to the earliest call date. For public business entities, the guidance in ASU 2017-08 is effective for fiscal years beginning after December 15, 2018 (January 1, 2019 for the Bank), and interim periods within those fiscal years. Early adoption, including adoption in an interim period, is permitted. If an entity early adopts ASU 2017-08 in an interim period, any adjustments must be reflected as of the beginning of the fiscal year that includes that interim period. The guidance is to be applied using a modified retrospective transition approach, with the cumulative-effect adjustment recognized in retained earnings as of the beginning of the period of adoption. The adoption of ASU 2017-08 is not expected to have a material impact on the Bank's results of operations or financial condition.

Trading Securities

Trading Securities	6 Months Ended
	Jun. 30, 2017
Trading Securities [Abstract]
Trading Securities Disclosure [Text Block]	Trading Securities Trading securities as of June 30, 2017 and December 31, 2016 were as follows (in thousands): June 30, 2017 December 31, 2016 U.S. Treasury Notes $ 103,008 $ 101,495 Other 10,951 10,143 Total $ 113,959 $ 111,638 Other trading securities consist solely of mutual fund investments associated with the Bank's non-qualified deferred compensation plans.

Available-for-Sale Securities

Available-for-Sale Securities	6 Months Ended
	Jun. 30, 2017
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 June 30, 2017 were as follows (in thousands): Amortized Cost Gross Unrealized Gains Gross Unrealized Losses Estimated Fair Value Debentures U.S. government-guaranteed obligations $ 489,301 $ 7,222 $ — $ 496,523 GSE obligations 6,623,880 79,694 77 6,703,497 Other 240,296 1,028 — 241,324 7,353,477 87,944 77 7,441,344 GSE commercial mortgage-backed securities 6,794,916 55,573 12,450 6,838,039 Total $ 14,148,393 $ 143,517 $ 12,527 $ 14,279,383 Included in the table above are GSE debentures and GSE commercial mortgage-backed securities ("MBS") that were purchased but which had not yet settled as of June 30, 2017 . The aggregate amounts due of $61,996,000 and $309,206,000 , respectively, are included in other liabilities on the statement of condition at that date. Available-for-sale securities as of December 31, 2016 were as follows (in thousands): Amortized Cost Gross Unrealized Gains Gross Unrealized Losses Estimated Fair Value Debentures U.S. government-guaranteed obligations $ 489,573 $ 6,325 $ — $ 495,898 GSE obligations 6,475,140 52,746 2,361 6,525,525 Other 318,223 1,770 — 319,993 7,282,936 60,841 2,361 7,341,416 GSE commercial MBS 5,834,410 32,861 32,754 5,834,517 Total $ 13,117,346 $ 93,702 $ 35,115 $ 13,175,933 Included in the table above are GSE debentures and GSE commercial MBS that were purchased but which had not yet settled as of December 31, 2016 . The aggregate amounts due of $15,000,000 and $282,595,000 , respectively, are included in other liabilities on the statement of condition at that date. Other debentures are comprised of securities issued by the Private Export Funding Corporation ("PEFCO"). These 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 June 30, 2017 . 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 Positions Estimated Fair Value Gross Unrealized Losses Number of Positions Estimated Fair Value Gross Unrealized Losses Number of Positions Estimated Fair Value Gross Unrealized Losses GSE debentures 2 $ 40,208 $ 77 — $ — $ — 2 $ 40,208 $ 77 GSE commercial MBS 15 586,334 737 53 1,910,003 11,713 68 2,496,337 12,450 Total 17 $ 626,542 $ 814 53 $ 1,910,003 $ 11,713 70 $ 2,536,545 $ 12,527 The following table summarizes (in thousands, except number of positions) the available-for-sale securities with unrealized losses as of December 31, 2016 . 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 Positions Estimated Fair Value Gross Unrealized Losses Number of Positions Estimated Fair Value Gross Unrealized Losses Number of Positions Estimated Fair Value Gross Unrealized Losses GSE debentures 8 $ 839,683 $ 2,293 1 $ 50,476 $ 68 9 $ 890,159 $ 2,361 GSE commercial MBS 49 1,388,917 15,595 46 1,531,930 17,159 95 2,920,847 32,754 Total 57 $ 2,228,600 $ 17,888 47 $ 1,582,406 $ 17,227 104 $ 3,811,006 $ 35,115 At June 30, 2017 , the gross unrealized losses on the Bank’s available-for-sale securities were $12,527,000 . All of the Bank's available-for-sale securities are either guaranteed by the U.S. government, issued by GSEs, or fully secured by collateral that is guaranteed by the U.S government. As of June 30, 2017 , the U.S. government and the issuers of the Bank’s holdings of GSE debentures and GSE MBS were rated triple-A by Moody’s Investors Service (“Moody’s”) and Fitch Ratings, Ltd. (“Fitch”) and AA+ by S&P Global Ratings (“S&P”). The Bank's holdings of PEFCO debentures are rated triple-A by Moody's and Fitch, and are not rated by S&P. 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 June 30, 2017 would not be settled at an amount less than the Bank's amortized cost bases in these investments. In addition, based upon the Bank's assessment of the strength of the GSEs' guarantees of the Bank's holdings of GSE commercial MBS and the credit ratings assigned by each of the NRSROs, the Bank expects that its holdings of GSE commercial MBS that were in an unrealized loss position at June 30, 2017 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 June 30, 2017 . Redemption Terms. The amortized cost and estimated fair value of available-for-sale securities by contractual maturity at June 30, 2017 and December 31, 2016 are presented below (in thousands). June 30, 2017 December 31, 2016 Maturity Amortized Cost Estimated Fair Value Amortized Cost Estimated Fair Value Debentures Due in one year or less $ 858,865 $ 859,784 $ 1,001,054 $ 1,003,309 Due after one year through five years 2,846,897 2,877,206 2,079,374 2,100,171 Due after five years through ten years 3,401,103 3,454,482 3,989,554 4,022,456 Due after ten years 246,612 249,872 212,954 215,480 7,353,477 7,441,344 7,282,936 7,341,416 GSE commercial MBS 6,794,916 6,838,039 5,834,410 5,834,517 Total $ 14,148,393 $ 14,279,383 $ 13,117,346 $ 13,175,933 Interest Rate Payment Terms. At June 30, 2017 and December 31, 2016 , all of the Bank's available-for-sale securities were fixed rate securities which were swapped to a variable rate. Sales of Securities. During the three and six months ended June 30, 2017 , the Bank sold available-for-sale securities with an amortized cost (determined by the specific identification method) of $79,838,000 and $248,425,000 , respectively. Proceeds from the sales totaled $81,005,000 and $250,262,000 , respectively, resulting in realized gains of $1,167,000 and $1,837,000 , respectively. During the three and six months ended June 30, 2016 , the Bank sold available-for-sale securities with an amortized cost (determined by the specific identification method) of $1,576,267,000 and $2,450,077,000 , respectively. Proceeds from the sales totaled $1,579,831,000 and $2,454,292,000 , respectively, resulting in realized gains of $3,564,000 and $4,215,000 , respectively.

Held-to-Maturity Securities

Held-to-Maturity Securities	6 Months Ended
	Jun. 30, 2017
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 June 30, 2017 were as follows (in thousands): Amortized Cost OTTI Recorded in Accumulated Other Comprehensive Income Carrying Value Gross Unrecognized Holding Gains Gross Unrecognized Holding Losses Estimated Fair Value Debentures U.S. government-guaranteed obligations $ 13,187 $ — $ 13,187 $ 12 $ 9 $ 13,190 State housing agency obligations 160,000 — 160,000 288 172 160,116 173,187 — 173,187 300 181 173,306 Mortgage-backed securities U.S. government-guaranteed residential MBS 2,238 — 2,238 6 — 2,244 GSE residential MBS 1,899,633 — 1,899,633 14,072 2,849 1,910,856 Non-agency residential MBS 104,269 15,227 89,042 15,091 1,377 102,756 GSE commercial MBS 61,810 — 61,810 — 178 61,632 2,067,950 15,227 2,052,723 29,169 4,404 2,077,488 Total $ 2,241,137 $ 15,227 $ 2,225,910 $ 29,469 $ 4,585 $ 2,250,794 Held-to-maturity securities as of December 31, 2016 were as follows (in thousands): Amortized Cost OTTI Recorded in Accumulated Other Comprehensive Income Carrying Value Gross Unrecognized Holding Gains Gross Unrecognized Holding Losses Estimated Fair Value Debentures U.S. government-guaranteed obligations $ 15,973 $ — $ 15,973 $ 8 $ 94 $ 15,887 State housing agency obligations 110,000 — 110,000 15 1,410 108,605 125,973 — 125,973 23 1,504 124,492 Mortgage-backed securities U.S. government-guaranteed residential MBS 2,578 — 2,578 2 3 2,577 GSE residential MBS 2,211,159 — 2,211,159 12,086 7,914 2,215,331 Non-agency residential MBS 115,230 17,157 98,073 14,508 2,032 110,549 GSE commercial MBS 61,812 — 61,812 — 249 61,563 2,390,779 17,157 2,373,622 26,596 10,198 2,390,020 Total $ 2,516,752 $ 17,157 $ 2,499,595 $ 26,619 $ 11,702 $ 2,514,512 The following table summarizes (in thousands, except number of positions) the held-to-maturity securities with unrealized losses as of June 30, 2017 . The unrealized losses include other-than-temporary impairments recorded in accumulated other comprehensive income ("AOCI") and gross unrecognized holding losses (or, in the case of the Bank's holdings of non-agency residential MBS, 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 Positions Estimated Fair Value Gross Unrealized Losses Number of Positions Estimated Fair Value Gross Unrealized Losses Number of Positions Estimated Fair Value Gross Unrealized Losses Debentures U.S. government-guaranteed obligations 1 $ 5,218 $ 9 — $ — $ — 1 $ 5,218 $ 9 State housing agency obligations 1 34,829 172 — — — 1 34,829 172 Mortgage-backed securities GSE residential MBS 10 32,355 31 28 677,659 2,818 38 710,014 2,849 Non-agency residential MBS — — — 19 71,029 4,155 19 71,029 4,155 GSE commercial MBS — — — 3 61,632 178 3 61,632 178 Total 12 $ 72,402 $ 212 50 $ 810,320 $ 7,151 62 $ 882,722 $ 7,363 The following table summarizes (in thousands, except number of positions) the held-to-maturity securities with unrealized losses as of December 31, 2016 . The unrealized losses include other-than-temporary impairments recorded in AOCI and gross unrecognized holding losses (or, in the case of the Bank's holdings of non-agency residential MBS, 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 Positions Estimated Fair Value Gross Unrealized Losses Number of Positions Estimated Fair Value Gross Unrealized Losses Number of Positions Estimated Fair Value Gross Unrealized Losses Debentures U.S. government-guaranteed obligations 2 $ 10,998 $ 94 — $ — $ — 2 $ 10,998 $ 94 State housing agency obligations 1 33,590 1,410 — — — 1 33,590 1,410 Mortgage-backed securities U.S. government-guaranteed residential MBS 2 832 3 — — — 2 832 3 GSE residential MBS 24 513,602 1,291 33 790,653 6,623 57 1,304,255 7,914 Non-agency residential MBS 1 267 2 18 75,897 5,913 19 76,164 5,915 GSE commercial MBS — — — 3 61,563 249 3 61,563 249 Total 30 $ 559,289 $ 2,800 54 $ 928,113 $ 12,785 84 $ 1,487,402 $ 15,585 At June 30, 2017 , the gross unrealized losses on the Bank’s held-to-maturity securities were $7,363,000 , of which $4,155,000 were attributable to its holdings of non-agency (i.e., private-label) residential MBS, $3,036,000 were attributable to securities that are either guaranteed by the U.S. government or issued and guaranteed by GSEs and $172,000 were attributable to a security issued by a state housing agency. As of June 30, 2017 , the U.S. government and the issuers of the Bank’s holdings of GSE 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 guaranty, the Bank expects that its holdings of U.S. government-guaranteed obligations that were in an unrealized loss position at June 30, 2017 would not be settled at an amount less than the Bank's amortized cost bases in these investments. In addition, based upon the credit ratings assigned by the NRSROs and the Bank's assessment of the strength of the GSEs’ guarantees of the Bank’s holdings of GSE MBS, the Bank expects that its holdings of GSE MBS that were in an unrealized loss position at June 30, 2017 would not be settled at an amount less than the Bank’s amortized cost bases in these investments. Finally, based upon the Bank's assessment of the creditworthiness of the state housing agency and the triple-A credit ratings assigned by the NRSROs, the Bank expects that the state housing agency debenture that was in an unrealized loss position at June 30, 2017 would not be settled at an amount less than the Bank’s amortized cost basis in this investment. 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 June 30, 2017 . 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. However, based upon its analysis of the securities in this portfolio, the Bank believes that the unrealized losses as of June 30, 2017 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 24 non-agency RMBS holdings are likely to be recovered, the Bank performed a cash flow analysis for each security as of June 30, 2017 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 June 30, 2017 assumed changes in home prices ranging from declines of 5 percent to increases of 11 percent over the 12 -month period beginning April 1, 2017 . For the vast majority of markets, the changes were projected to range from increases of 1 percent to 6 percent . Thereafter, home price changes for each market were projected to return (at varying rates and over varying transition periods based on historical housing price patterns) to their long-term historical equilibrium levels. Following these transition periods, the constant long-term annual rates of appreciation for the vast majority of markets were projected to range between 2 percent and 5 percent . 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 the Bank's non-agency RMBS were deemed to be other-than-temporarily impaired at June 30, 2017 . During the year ended December 31, 2016 , one of the Bank's non-agency RMBS was determined to be other-than-temporarily impaired. In addition, 14 of the Bank's holdings of non-agency RMBS were determined to be other-than-temporarily impaired in periods prior to 2013. The following table presents a rollforward for the three and six months ended June 30, 2017 and 2016 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 (in thousands). Three Months Ended Six Months Ended June 30, June 30, 2017 2016 2017 2016 Balance of credit losses, beginning of period $ 10,245 $ 11,423 $ 10,515 $ 11,696 Credit losses on securities for which an other-than-temporary impairment was previously recognized — 4 — 12 Increases in cash flows expected to be collected (accreted as interest income over the remaining lives of the applicable securities) (284 ) (307 ) (554 ) (588 ) Balance of credit losses, end of period 9,961 11,120 9,961 11,120 Cumulative principal shortfalls on securities held at end of period (1,939 ) (1,738 ) (1,939 ) (1,738 ) Cumulative amortization of the time value of credit losses at end of period 510 395 510 395 Credit losses included in the amortized cost bases of other-than-temporarily impaired securities at end of period $ 8,532 $ 9,777 $ 8,532 $ 9,777 Redemption Terms. The amortized cost, carrying value and estimated fair value of held-to-maturity securities by contractual maturity at June 30, 2017 and December 31, 2016 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. June 30, 2017 December 31, 2016 Maturity Amortized Cost Carrying Value Estimated Fair Value Amortized Cost Carrying Value Estimated Fair Value Debentures Due in one year or less $ 2,216 $ 2,216 $ 2,220 $ 2,007 $ 2,007 $ 2,007 Due after one year through five years 5,744 5,744 5,752 2,874 2,874 2,882 Due after five years through ten years 5,227 5,227 5,218 11,092 11,092 10,998 Due after ten years 160,000 160,000 160,116 110,000 110,000 108,605 173,187 173,187 173,306 125,973 125,973 124,492 Mortgage-backed securities 2,067,950 2,052,723 2,077,488 2,390,779 2,373,622 2,390,020 Total $ 2,241,137 $ 2,225,910 $ 2,250,794 $ 2,516,752 $ 2,499,595 $ 2,514,512 The amortized cost of the Bank’s mortgage-backed securities classified as held-to-maturity includes net purchase discounts of $7,283,000 and $9,671,000 at June 30, 2017 and December 31, 2016 , respectively. Interest Rate Payment Terms. The following table provides interest rate payment terms for investment securities classified as held-to-maturity at June 30, 2017 and December 31, 2016 (in thousands): June 30, 2017 December 31, 2016 Amortized cost of variable-rate held-to-maturity securities other than MBS $ 173,187 $ 125,973 Amortized cost of held-to-maturity MBS Fixed-rate pass-through securities 132 147 Collateralized mortgage obligations Fixed-rate 265 305 Variable-rate 2,005,743 2,328,515 Variable-rate multi-family MBS 61,810 61,812 2,067,950 2,390,779 Total $ 2,241,137 $ 2,516,752 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 2016 or the six months ended June 30, 2017 . Sales of Securities. During the three months ended June 30, 2017 , the Bank sold held-to-maturity securities with an amortized cost (determined by the specific identification method) of $99,043,000 . Proceeds from these sales totaled $100,933,000 , resulting in realized gains of $1,890,000 . The Bank did not sell any held-to-maturity securities during the three months ended March 31, 2017. During the three and six months ended June 30, 2016 , the Bank sold held-to-maturity securities with an amortized cost (determined by the specific identification method) of $66,763,000 and $114,221,000 , respectively. Proceeds from these sales totaled $67,022,000 and $114,950,000 , respectively, resulting in realized gains of $259,000 and $729,000 , respectively. For each of these securities, the Bank had previously collected at least 85 percent of the principal outstanding at the time of acquisition. As such, the sales were considered maturities for purposes of security classification.

Advances

Advances	6 Months Ended
	Jun. 30, 2017
Advances [Abstract]
Federal Home Loan Bank, Advances [Text Block]	Advances Redemption Terms. At June 30, 2017 and December 31, 2016 , the Bank had advances outstanding at interest rates ranging from 0.49 percent to 8.27 percent and from 0.40 percent to 8.27 percent , respectively, as summarized below (dollars in thousands). June 30, 2017 December 31, 2016 Contractual Maturity Amount Weighted Average Interest Rate Amount Weighted Average Interest Rate Overdrawn demand deposit accounts $ 3,956 4.34 % $ — — % Due in one year or less 22,076,039 1.22 17,477,220 0.71 Due after one year through two years 2,052,094 1.63 5,115,095 1.07 Due after two years through three years 1,061,810 2.00 1,059,823 1.63 Due after three years through four years 1,392,515 1.61 1,347,926 1.56 Due after four years through five years 358,916 1.83 593,061 1.74 Due after five years 5,736,792 1.28 5,431,116 0.85 Amortizing advances 1,423,818 2.71 1,448,003 2.76 Total par value 34,105,940 1.36 % 32,472,244 0.97 % Premiums 30 52 Deferred net prepayment fees (11,997 ) (13,272 ) Commitment fees (120 ) (123 ) Hedging adjustments 38,385 47,274 Total $ 34,132,238 $ 32,506,175 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 June 30, 2017 and December 31, 2016 , the Bank had aggregate prepayable and callable advances totaling $11,550,755,000 and $ 12,432,264,000 , respectively. The following table summarizes advances outstanding at June 30, 2017 and December 31, 2016 , by the earlier of contractual maturity or next call date, or the first date on which prepayable advances can be repaid without a prepayment fee (in thousands): Contractual Maturity or Next Call Date June 30, 2017 December 31, 2016 Overdrawn demand deposit accounts $ 3,956 $ — Due in one year or less 28,366,688 25,953,500 Due after one year through two years 1,804,014 2,336,974 Due after two years through three years 984,110 989,223 Due after three years through four years 722,215 757,626 Due after four years through five years 242,446 443,311 Due after five years 558,693 543,607 Amortizing advances 1,423,818 1,448,003 Total par value $ 34,105,940 $ 32,472,244 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 June 30, 2017 and December 31, 2016 , the Bank had putable advances outstanding totaling $1,039,450,000 and $1,053,071,000 , respectively. The following table summarizes advances outstanding at June 30, 2017 and December 31, 2016 , by the earlier of contractual maturity or next possible put date (in thousands): Contractual Maturity or Next Put Date June 30, 2017 December 31, 2016 Overdrawn demand deposit accounts $ 3,956 $ — Due in one year or less 22,542,539 18,153,670 Due after one year through two years 1,656,594 4,473,645 Due after two years through three years 1,056,810 1,024,823 Due after three years through four years 1,392,515 1,347,926 Due after four years through five years 348,916 593,061 Due after five years 5,680,792 5,431,116 Amortizing advances 1,423,818 1,448,003 Total par value $ 34,105,940 $ 32,472,244 Interest Rate Payment Terms. The following table provides interest rate payment terms for advances outstanding at June 30, 2017 and December 31, 2016 (in thousands): June 30, 2017 December 31, 2016 Fixed-rate Due in one year or less $ 16,409,558 $ 13,417,280 Due after one year 5,652,415 6,215,744 Total fixed-rate 22,061,973 19,633,024 Variable-rate Due in one year or less 5,754,718 4,136,153 Due after one year 6,289,249 8,703,067 Total variable-rate 12,043,967 12,839,220 Total par value $ 34,105,940 $ 32,472,244 At June 30, 2017 and December 31, 2016 , 22 percent and 25 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 June 30, 2017 and 2016 , gross advance prepayment fees received from members/borrowers were $574,000 and $1,391,000 , respectively, of which $0 and $284,000 , respectively, were deferred. During the six months ended June 30, 2017 and 2016 , gross advance prepayment fees received from members/borrowers were $866,000 and $ 2,735,000 , respectively, of which $219,000 and $284,000 , respectively, were deferred. The Bank also offers advances that include a symmetrical prepayment feature which allows a member to prepay an advance at the lower of par value or fair value plus a make-whole amount payable to the Bank. During the three months ended March 31, 2017 , symmetrical prepayment advances with an aggregate par value of $11,000,000 were prepaid. The differences by which the par values of these advances exceeded their fair values, less the make-whole amounts, totaled $190,000 and were recorded in prepayment fees on advances, net of the associated hedging adjustments on the advances. There were no prepayments of symmetrical prepayment advances during the three months ended June 30, 2017 or the six months ended June 30, 2016 .

Allowance for Credit Losses

Allowance for Credit Losses	6 Months Ended
	Jun. 30, 2017
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/borrowers, 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 six months ended June 30, 2017 and 2016 , there were no significant 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 June 30, 2017 or December 31, 2016 . 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 June 30, 2017 and December 31, 2016 , 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 June 30, 2017 and December 31, 2016 , 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 or government-insured. The Bank’s government-guaranteed or government-insured fixed-rate mortgage loans are guaranteed or insured by the Federal Housing Administration or the Department of Veterans Affairs and were acquired through the Mortgage Partnership Finance ® (“MPF” ® ) program (as more fully described in the Bank’s 2016 10-K) in periods prior to 2004. 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 or government-insured mortgage loans. Government-guaranteed or government-insured loans are not placed on nonaccrual status. Mortgage Loans — Conventional Mortgage Loans. The Bank’s conventional mortgage loans have also been acquired through the MPF program. 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 when the loan becomes 180 days or more past due or upon the occurrence of a confirming event, whichever occurs first. 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 recorded investment by payment status for mortgage loans at June 30, 2017 and December 31, 2016 (dollars in thousands). June 30, 2017 December 31, 2016 Conventional Loans Government- Guaranteed/ Insured Loans Total Conventional Loans Government- Guaranteed/ Insured Loans Total Mortgage loans: 30-59 days delinquent $ 2,068 $ 929 $ 2,997 $ 899 $ 989 $ 1,888 60-89 days delinquent 223 145 368 191 172 363 90 days or more delinquent 226 71 297 276 130 406 Total past due 2,517 1,145 3,662 1,366 1,291 2,657 Total current loans 356,671 20,197 376,868 99,690 22,386 122,076 Total mortgage loans $ 359,188 $ 21,342 $ 380,530 $ 101,056 $ 23,677 $ 124,733 Other delinquency statistics: In process of foreclosure (1) $ 105 $ 27 $ 132 $ 57 $ 28 $ 85 Serious delinquency rate (2) 0.1 % 0.3 % 0.1 % 0.3 % 0.6 % 0.3 % Past due 90 days or more and still accruing interest (3) $ — $ 71 $ 71 $ — $ 130 $ 130 Nonaccrual loans $ 226 $ — $ 226 $ 276 $ — $ 276 Troubled debt restructurings $ — $ — $ — $ — $ — $ — _____________________________ (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 June 30, 2017 and December 31, 2016 , the Bank’s other assets included $33,000 and $89,000 , 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 June 30, 2017 and December 31, 2016 , the estimated value of the collateral securing each of these loans, plus the estimated amount that can be recovered through credit enhancements and mortgage insurance, if any, exceeded 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 and current economic conditions, the Bank determined that an allowance for loan losses of $141,000 was adequate to reserve for credit losses in its conventional mortgage loan portfolio at June 30, 2017 . There was no activity in the allowance for credit losses during the six months ended June 30, 2017 or 2016 . 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 June 30, 2017 and December 31, 2016 (in thousands). June 30, 2017 December 31, 2016 Ending balance of allowance for credit losses related to loans collectively evaluated for impairment $ 141 $ 141 Recorded investment Individually evaluated for impairment $ 226 $ 276 Collectively evaluated for impairment 358,962 100,780 $ 359,188 $ 101,056

Consolidated Obligations

Consolidated Obligations	6 Months Ended
	Jun. 30, 2017
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 11 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 11 FHLBanks’ outstanding consolidated obligations, including consolidated obligations held as investments by other FHLBanks, were approximately $1.012 trillion and $989 billion at June 30, 2017 and December 31, 2016 , respectively. The Bank was the primary obligor on $58.2 billion and $54.1 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 June 30, 2017 and December 31, 2016 (in thousands, at par value). June 30, 2017 December 31, 2016 Variable-rate $ 15,761,000 $ 13,151,000 Fixed-rate 11,048,630 10,952,280 Step-up 3,154,500 2,829,500 Step-down 150,000 200,000 Total par value $ 30,114,130 $ 27,132,780 At June 30, 2017 and December 31, 2016 , 92 percent and 91 percent, respectively, of the Bank’s fixed-rate consolidated obligation bonds were swapped to a variable rate. Redemption Terms. The following is a summary of the Bank’s consolidated obligation bonds outstanding at June 30, 2017 and December 31, 2016 , by contractual maturity (dollars in thousands): June 30, 2017 December 31, 2016 Contractual Maturity Amount Weighted Average Interest Rate Amount Weighted Average Interest Rate Due in one year or less $ 17,005,920 1.01 % $ 16,586,590 0.66 % Due after one year through two years 5,135,700 1.19 4,045,240 1.42 Due after two years through three years 1,863,065 1.30 1,617,600 1.15 Due after three years through four years 1,837,835 1.65 980,100 1.63 Due after four years through five years 1,523,400 1.55 1,546,000 1.38 Due after five years 2,748,210 2.09 2,357,250 1.99 Total par value 30,114,130 1.23 % 27,132,780 0.99 % Premiums 9,180 10,993 Discounts (1,575 ) (1,477 ) Debt issuance costs (1,599 ) (1,308 ) Hedging adjustments (99,803 ) (143,501 ) Total $ 30,020,333 $ 26,997,487 At June 30, 2017 and December 31, 2016 , the Bank’s consolidated obligation bonds outstanding included the following (in thousands, at par value): June 30, 2017 December 31, 2016 Non-callable bonds $ 24,533,630 $ 21,747,530 Callable bonds 5,580,500 5,385,250 Total par value $ 30,114,130 $ 27,132,780 The following table summarizes the Bank’s consolidated obligation bonds outstanding at June 30, 2017 and December 31, 2016 , by the earlier of contractual maturity or next possible call date (in thousands, at par value): Contractual Maturity or Next Call Date June 30, 2017 December 31, 2016 Due in one year or less $ 22,261,420 $ 21,749,840 Due after one year through two years 4,760,700 3,607,240 Due after two years through three years 1,588,065 1,262,600 Due after three years through four years 985,835 415,100 Due after four years through five years 283,400 89,000 Due after five years 234,710 9,000 Total par value $ 30,114,130 $ 27,132,780 Discount Notes. At June 30, 2017 and December 31, 2016 , 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 June 30, 2017 $ 28,014,878 $ 28,055,098 0.86 % December 31, 2016 $ 26,941,782 $ 26,964,305 0.46 %

Affordable Housing Program ("AH

Affordable Housing Program ("AHP")	6 Months Ended
	Jun. 30, 2017
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 six months ended June 30, 2017 and 2016 (in thousands): Six Months Ended June 30, 2017 2016 Balance, beginning of period $ 22,871 $ 22,710 AHP assessment 8,772 3,277 Grants funded, net of recaptured amounts (4,575 ) (4,692 ) Balance, end of period $ 27,068 $ 21,295

Assets and Liabilities Subject

Assets and Liabilities Subject to Offsetting	6 Months Ended
	Jun. 30, 2017
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 June 30, 2017 or December 31, 2016 . The Bank's derivative transactions are executed either bilaterally or, if required, 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. Effective January 3, 2017, one of the Bank's two clearinghouse counterparties made certain amendments to its rulebook that changed the legal characterization of variation margin payments on cleared derivatives to settlements on the contracts. Prior to January 3, 2017, these amounts were characterized as collateral pledged to secure outstanding credit exposure on the derivative contracts. Initial and variation margin (regardless of whether it is characterized as collateral or settlements) is typically delivered/paid (or returned/received) 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 (which fair value amounts include, in the case of one clearinghouse counterparty, variation margin paid or received on daily settled contracts) and any 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 and variation margin received or paid on daily settled derivative contracts as of June 30, 2017 and December 31, 2016 (in thousands). For daily settled derivative contracts, the variation margin payments/receipts are presented in the same manner as collateral (i.e., as amounts that are offset in the statement of condition). 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 June 30, 2017 Assets Derivatives Bilateral derivatives $ 25,058 $ (3,511 ) $ 21,547 $ (20,113 ) (2) $ 1,434 Cleared derivatives 164,925 (130,528 ) 34,397 — 34,397 Total derivatives 189,983 (134,039 ) 55,944 (20,113 ) 35,831 Securities purchased under agreements to resell 3,600,000 — 3,600,000 (3,600,000 ) — Total assets $ 3,789,983 $ (134,039 ) $ 3,655,944 $ (3,620,113 ) $ 35,831 Liabilities Derivatives Bilateral derivatives $ 184,339 $ (168,567 ) $ 15,772 $ — $ 15,772 Cleared derivatives 243,637 (243,637 ) — — (3) — Total liabilities $ 427,976 $ (412,204 ) $ 15,772 $ — $ 15,772 December 31, 2016 Assets Derivatives Bilateral derivatives $ 12,620 $ (3,443 ) $ 9,177 $ (8,511 ) (2) $ 666 Cleared derivatives 227,785 (221,325 ) 6,460 — 6,460 Total derivatives 240,405 (224,768 ) 15,637 (8,511 ) 7,126 Securities purchased under agreements to resell 3,100,000 — 3,100,000 (3,100,000 ) — Total assets $ 3,340,405 $ (224,768 ) $ 3,115,637 $ (3,108,511 ) $ 7,126 Liabilities Derivatives Bilateral derivatives $ 256,453 $ (243,853 ) $ 12,600 $ — $ 12,600 Cleared derivatives 200,832 (199,089 ) 1,743 (1,743 ) (4) — Total liabilities $ 457,285 $ (442,942 ) $ 14,343 $ (1,743 ) $ 12,600 _____________________________ (1) Any overcollateralization or any excess variation margin associated with daily settled contracts at an individual clearinghouse/clearing member or bilateral counterparty level is not included in the determination of the net unsecured amount. (2) Consists of collateral pledged by member counterparties. (3) The Bank had pledged securities with an aggregate fair value of $567,144,000 at June 30, 2017 to further secure its cleared derivatives, which is a result of the initial margin requirements imposed upon the Bank. (4) Consists of securities pledged by the Bank. In addition to the amount needed to secure the counterparties' exposure to the Bank, the Bank had pledged securities with an aggregate fair value of $611,608,000 at December 31, 2016 to further secure its cleared derivatives, which is a result of the initial margin requirements imposed upon the Bank.

Derivatives and Hedging Activit

Derivatives and Hedging Activities	6 Months Ended
	Jun. 30, 2017
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. In addition, the Bank may use these instruments to hedge the variable cash flows associated with forecasted transactions. The Bank has not entered into any credit default swaps or foreign exchange-related derivatives and, as of June 30, 2017 , it was not a party to any forward rate agreements. The Bank uses interest rate exchange agreements in three ways: (1) by designating the agreement as a fair value hedge of a specific financial instrument or firm commitment; (2) by designating the agreement as a cash flow hedge of a forecasted transaction; or (3) by designating the agreement as a hedge of some other defined risk (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, among other things, 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 hedge the variable cash flows associated with forecasted transactions, 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 anticipated transactions, 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. For fair value hedges, this process includes linking the derivatives to: (1) specific assets and liabilities on the statements of condition or (2) firm commitments. For cash flow hedges, this process includes linking the derivatives to forecasted transactions. 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 or the cash flows associated with forecasted transactions 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. 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. All of the Bank's available-for-sale securities are fixed-rate agency and other highly rated debentures and agency commercial MBS. To hedge the interest rate risk associated with these fixed-rate investment securities, the Bank has 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-rate coupon and receives a variable-rate 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 either the right to enter into an advance (a stand-alone option) or increase the amount of an existing advance (an embedded option) 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 either economic hedges (in the case of stand-alone options) or fair value hedges (in the case of embedded options). 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 fair value 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. Forecasted Issuances of Consolidated Obligations — The Bank uses derivatives to hedge the variability of cash flows over a specified period of time as a result of the forecasted issuances and maturities of short-term, fixed-rate instruments, such as three-month consolidated obligation discount notes. Although each short-term consolidated obligation discount note has a fixed rate of interest, a portfolio of rolling consolidated obligation discount notes effectively has a variable interest rate. The variable cash flows associated with these liabilities are converted to fixed-rate cash flows by entering into receive-variable, pay-fixed interest rate swaps. The maturity dates of the cash flow streams are closely matched to the interest rate reset dates of the derivatives. These derivatives are treated as cash flow 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. Other — From time to time, the Bank may enter into derivatives to hedge risks to its earnings that are not directly linked to specific assets, liabilities or forecasted transactions. These derivatives are treated 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. If fair value 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 fair value 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. Changes in the fair value of a derivative that is designated and qualifies as a cash flow hedge, to the extent that the hedge is effective, are recorded in AOCI until earnings are affected by the variability of the cash flows of the hedged transaction. Any ineffective portion of a cash flow hedge (which represents the amount by which the change in the fair value of the derivative differs from the change in fair value of a hypothetical derivative having terms that match identically the critical terms of the hedged forecasted transaction) is recognized in other income (loss) as “net gains (losses) on derivatives and hedging activities.” 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 Enterprise Market 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.” The Bank records the changes in fair value of all derivatives (and, in the case of fair value hedges, the hedged item) beginning on the trade date. Cash flows associated with all derivatives are reported as cash flows from operating activities in the statements of cash flows, unless the derivative contains an other-than-insignificant financing element, in which case its cash flows are reported as cash flows from financing activities. 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 or cash flows of a hedged item; (2) the derivative and/or the hedged item expires or is sold, terminated, or exercised; (3) it is no longer probable that a forecasted transaction will occur within the originally specified time frame; (4) a hedged firm commitment no longer meets the definition of a firm commitment; or (5) management determines that designating the derivative as a hedging instrument in accordance with ASC 815 is no longer appropriate. 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 any additional changes in the fair value of the derivative in current period earnings. 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 or because the derivative is terminated, the Bank will 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. 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. When cash flow hedge accounting for a specific derivative is discontinued due to the Bank's determination that such derivative no longer qualifies for hedge accounting treatment or because the derivative is terminated, the Bank will reclassify the cumulative fair value gains or losses recorded in AOCI as of the discontinuance date from AOCI into earnings when earnings are affected by the original forecasted transaction, except in cases where the cash flow hedge is discontinued because the forecasted transaction is no longer probable (i.e., the forecasted transaction will not occur in the originally expected period or within an additional two-month period of time thereafter). In such cases, any fair value gains or losses recorded in AOCI as of the determination date are immediately reclassified to earnings as a component of "net gains (losses) on derivatives and hedging activities." Similarly, if the Bank expects at any time that continued reporting of a net loss in AOCI would lead to recognizing a net loss on the combination of the hedging instrument and hedged transaction in one or more future periods, the amount that is not expected to be recovered is immediately reclassified to earnings as a component of "net gains (losses) on derivatives and hedging activities." Impact of Derivatives and Hedging Activities. The following table summarizes the notional balances and estimated fair values of the Bank’s outstanding derivatives (before consideration of variation margin on daily settled contracts) and the amounts offset against those values in the statement of condition at June 30, 2017 and December 31, 2016 (in thousands). June 30, 2017 December 31, 2016 Notional Amount of Derivatives Estimated Fair Value Notional Amount of Derivatives Estimated Fair Value Derivative Assets Derivative Liabilities Derivative Assets Derivative Liabilities Derivatives designated as hedging instruments under ASC 815 Interest rate swaps Advances $ 4,918,670 $ 16,490 $ 59,088 $ 5,002,011 $ 20,367 $ 74,032 Available-for-sale securities 14,066,263 120,413 243,319 13,106,770 175,507 223,122 Consolidated obligation bonds 13,164,620 14,863 89,730 12,776,280 10,756 129,772 Consolidated obligation discount notes 425,000 15,558 1,206 425,000 19,050 486 Interest rate swaptions related to advances 2,000 30 — 3,000 66 — Total derivatives designated as hedging instruments under ASC 815 32,576,553 167,354 393,343 31,313,061 225,746 427,412 Derivatives not designated as hedging instruments under ASC 815 Interest rate swaps Advances 5,000 — 6 — — — Available-for-sale securities 2,654 20 32 2,624 34 27 Consolidated obligation discount notes — — — 1,276,563 2,626 — Basis swaps — — — 1,000,000 — 676 Intermediary transactions 2,339,581 22,316 19,269 341,671 11,174 10,128 Other 325,000 — 15,016 325,000 — 18,479 Mortgage delivery commitments 18,513 — 42 2,030 2 — Interest rate caps Held-to-maturity securities 1,200,000 25 — 1,200,000 260 — Intermediary transactions 80,000 268 268 80,000 563 563 Total derivatives not designated as hedging instruments under ASC 815 3,970,748 22,629 34,633 4,227,888 14,659 29,873 Total derivatives before collateral, variation margin for daily settled contracts and netting adjustments $ 36,547,301 189,983 427,976 $ 35,540,949 240,405 457,285 Cash collateral (including related accrued interest) and variation margin for daily settled contracts (100 ) (278,265 ) (94,650 ) (312,824 ) Netting adjustments (133,939 ) (133,939 ) (130,118 ) (130,118 ) Total collateral, variation margin for daily settled contracts and netting adjustments (1) (134,039 ) (412,204 ) (224,768 ) (442,942 ) Net derivative balances reported in statements of condition $ 55,944 $ 15,772 $ 15,637 $ 14,343 _____________________________ (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 (including variation margin for daily settled contracts) as well as any cash collateral held or placed with those same counterparties. The following table presents the components of net gains (losses) on derivatives and hedging activities as presented in the statements of income for the three and six months ended June 30, 2017 and 2016 (in thousands). Gain (Loss) Recognized in Earnings for the Gain (Loss) Recognized in Earnings for the Three Months Ended June 30, Six Months Ended June 30, 2017 2016 2017 2016 Derivatives and hedged items in ASC 815 fair value hedging relationships Interest rate swaps $ (5,505 ) $ (11,911 ) $ (4,403 ) $ (25,219 ) Interest rate swaptions (14 ) 1 (36 ) (7 ) Total net loss related to fair value hedge ineffectiveness (5,519 ) (11,910 ) (4,439 ) (25,226 ) Derivatives not designated as hedging instruments under ASC 815 Interest rate swaps 4,517 7,313 7,617 3,929 Net interest income on interest rate swaps 473 813 921 981 Interest rate caps (73 ) (119 ) (234 ) (526 ) Mortgage delivery commitments 1,222 82 1,463 82 Total net gain related to derivatives not designated as hedging instruments under ASC 815 6,139 8,089 9,767 4,466 Price alignment amount on variation margin for daily settled derivative contracts 182 — 301 — Net gains (losses) on derivatives and hedging activities reported in the statements of income $ 802 $ (3,821 ) $ 5,629 $ (20,760 ) The following table presents, by type of hedged item, the gains (losses) on derivatives and the related hedged items in ASC 815 fair value hedging relationships and the impact of those derivatives on the Bank’s net interest income for the three and six months ended June 30, 2017 and 2016 (in thousands). Hedged Item Gain (Loss) on Derivatives Gain (Loss) on Hedged Items Net Fair Value Hedge Ineffectiveness (1) Derivative Net Interest Income (Expense) (2) Three Months Ended June 30, 2017 Advances $ (5,677 ) $ 5,763 $ 86 $ (8,887 ) Available-for-sale securities (115,083 ) 109,506 (5,577 ) (27,727 ) Consolidated obligation bonds 52,850 (52,878 ) (28 ) 11,490 Total $ (67,910 ) $ 62,391 $ (5,519 ) $ (25,124 ) Three Months Ended June 30, 2016 Advances $ (14,392 ) $ 14,134 $ (258 ) $ (16,555 ) Available-for-sale securities (222,847 ) 212,135 (10,712 ) (37,057 ) Consolidated obligation bonds 8,091 (9,031 ) (940 ) 15,592 Total $ (229,148 ) $ 217,238 $ (11,910 ) $ (38,020 ) Six Months Ended June 30, 2017 Advances $ 8,046 $ (7,874 ) $ 172 $ (19,786 ) Available-for-sale securities (84,331 ) 78,042 (6,289 ) (58,405 ) Consolidated obligation bonds 45,391 (43,713 ) 1,678 23,107 Total $ (30,894 ) $ 26,455 $ (4,439 ) $ (55,084 ) Six Months Ended June 30, 2016 Advances $ (65,559 ) $ 65,226 $ (333 ) $ (34,404 ) Available-for-sale securities (537,446 ) 516,095 (21,351 ) (75,195 ) Consolidated obligation bonds 57,835 (61,377 ) (3,542 ) 33,345 Total $ (545,170 ) $ 519,944 $ (25,226 ) $ (76,254 ) _____________________________ (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. The following table presents, by type of hedged item, the losses on derivatives in ASC 815 cash flow hedging relationships that were recognized in other comprehensive income and the losses reclassified from AOCI into earnings for the three and six months ended June 30, 2017 and 2016 (in thousands). Derivatives in Cash Flow Hedging Relationships Three Months Ended Six Months Ended June 30, June 30, 2017 2016 2017 2016 Interest rate swaps related to anticipated issuances of consolidated obligation discount notes Amount of losses recognized in other comprehensive income on derivatives (effective portion) $ 5,604 $ 9,768 $ 5,751 $ 15,127 Amount of losses reclassified from AOCI into interest expense (effective portion) (1) 636 941 1,436 1,580 Amount of losses recognized in net gains (losses) on derivatives and hedging activities (ineffective portion) — — — — _____________________________ (1) Represents net interest expense associated with the derivatives. For the three and six months ended June 30, 2017 and 2016 , there were no amounts reclassified from AOCI into earnings as a result of the discontinuance of cash flow hedges because the original forecasted transactions occurred by the end of the originally specified time periods or within two-month periods thereafter. At June 30, 2017 , $1,265,000 of deferred net losses on derivative instruments in AOCI are expected to be reclassified to earnings during the next 12 months. At June 30, 2017 , the maximum length of time over which the Bank is hedging its exposure to the variability in future cash flows for forecasted transactions is 9.25 years. 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 Enterprise Market Risk Management Policy, Enterprise Credit Risk Management Policy, and Finance Agency regulations. The majority of the Bank's derivative contracts have been cleared through third-party central clearinghouses (as of June 30, 2017 , the notional balance of cleared transactions outstanding totaled $24.3 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 remainder of the Bank's derivative contracts have been transacted bilaterally with large financial institutions under master netting agreements or, to a much lesser extent, with member institutions (as of June 30, 2017 , the notional balance of outstanding transactions with non-member bilateral counterparties and member counterparties totaled $11.0 billion and $1.2 billion , respectively). Some of these institutions (or their affiliates) buy, sell, and distribute consolidated obligations. 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 (or variation margin on daily settled contracts) 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	6 Months Ended
	Jun. 30, 2017
Capital [Abstract]
Stockholders' Equity Note Disclosure [Text Block]	Capital At all times during the six months ended June 30, 2017 , 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 June 30, 2017 and December 31, 2016 (dollars in thousands): June 30, 2017 December 31, 2016 Required Actual Required Actual Regulatory capital requirements: Risk-based capital $ 779,005 $ 3,027,265 $ 683,690 $ 2,757,549 Total capital $ 2,514,500 $ 3,027,265 $ 2,328,483 $ 2,757,549 Total capital-to-assets ratio 4.00 % 4.82 % 4.00 % 4.74 % Leverage capital $ 3,143,125 $ 4,540,897 $ 2,910,604 $ 4,136,324 Leverage capital-to-assets ratio 5.00 % 7.22 % 5.00 % 7.11 % Members are required to maintain an investment in Class B Capital 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, 2016 , subject to a minimum of $1,000 and a maximum of $7,000,000 . The activity-based investment requirement is currently 4.1 percent of outstanding advances, except as described below. On September 21, 2015, the Bank announced a Board-authorized reduction in the activity-based stock investment requirement from 4.1 percent to 2.0 percent for certain advances that were funded during the period from October 21, 2015 through December 31, 2015. To be eligible for the reduced activity-based investment requirement, advances funded during this period had to have a minimum maturity of one year or greater, among other things. The standard activity-based stock investment requirement of 4.1 percent continued to apply to all other advances that were funded during the period from October 21, 2015 through December 31, 2015. The Bank generally repurchases surplus stock quarterly. For the repurchases that occurred during the six months ended June 30, 2017 , surplus stock was defined as the amount of stock held by a shareholder in excess of 125 percent of the shareholder’s minimum investment requirement. For those repurchases, which occurred on March 28, 2017 and June 27, 2017 , a shareholder's surplus stock was not repurchased if: (1) the amount of that shareholder's surplus stock was $2,500,000 or less, (2) the shareholder elected to opt-out of the repurchase, or (3) the shareholder was on restricted collateral status (subject to certain exceptions). On March 28, 2017 and June 27, 2017 , the Bank repurchased surplus stock totaling $148,179,500 and $75,728,500 , respectively, none of which was classified as mandatorily redeemable capital stock at those dates. From time to time, the Bank may modify the definition of surplus stock or the timing and/or frequency of surplus stock repurchases.

Employee Retirement Plans

Employee Retirement Plans	6 Months Ended
	Jun. 30, 2017
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 (credit) related to this program for the three and six months ended June 30, 2017 and 2016 were as follows (in thousands): Three Months Ended Six Months Ended June 30, June 30, 2017 2016 2017 2016 Service cost $ 6 $ 5 $ 12 $ 11 Interest cost 5 8 10 15 Amortization of prior service cost 5 5 10 10 Amortization of net actuarial gain (26 ) (25 ) (52 ) (49 ) Net periodic benefit credit $ (10 ) $ (7 ) $ (20 ) $ (13 )

Estimated Fair Values

Estimated Fair Values	6 Months Ended
	Jun. 30, 2017
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 six months ended June 30, 2017 and 2016 , 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 June 30, 2017 and December 31, 2016 . 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, federal funds sold and loans to other FHLBanks. All federal funds sold, securities purchased under agreements to resell and loans to other FHLBanks 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 Notes classified as trading securities, all of its available-for-sale securities, and its held-to-maturity MBS holdings and state housing agency debentures, the Bank obtains prices from three 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 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 of June 30, 2017 , three 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 three 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, 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 government-guaranteed 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 the mutual funds. 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 upon the prices for to-be-announced ("TBA") securities, which represent quoted market prices for forward-settling agency MBS. The prices are adjusted for differences in coupon, cost to carry, vintage, remittance type and product type between the Bank's mortgage loans and the referenced TBA MBS. The prices of the referenced TBA MBS and the Bank's mortgage loans are highly dependent upon current mortgage rates and the market's expectations of future mortgage rates and prepayments. 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 . The fair values of the Bank’s interest rate swap and swaption 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). The fair values of the Bank’s interest rate caps are also estimated using a pricing model with inputs that are observable in the market (that is, cap volatility, the relevant LIBOR swap curve and, for purposes of discounting, the OIS curve). As the collateral (or variation margin in the case of daily settled contracts) 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. 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. The fair values of the Bank's mortgage delivery commitments are estimated in a manner similar to the method used to value the Bank's mortgage loans held for portfolio. 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. Prior to April 2017, the Bank used as inputs to the valuation for all consolidated obligations the CO curve and, for consolidated obligations containing options, swaption volatility. In April 2017, the Bank refined its method for estimating the fair values of callable consolidated obligation bonds. To value its callable bonds, the Bank began using the LIBOR swap curve minus (or plus) a spread and swaption volatility. This refinement did not have a significant impact on the estimated fair value of the Bank’s aggregate portfolio of consolidated obligation bonds as disclosed in the Fair Value Summary Table as of June 30, 2017. 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 June 30, 2017 or December 31, 2016 . The following table presents the carrying values and estimated fair values of the Bank’s financial instruments at June 30, 2017 (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 $ 42,745 $ 42,745 $ 42,745 $ — $ — $ — Interest-bearing deposits 367 367 — 367 — — Securities purchased under agreements to resell 3,600,000 3,600,000 — 3,600,000 — — Federal funds sold 7,903,000 7,903,000 — 7,903,000 — — Trading securities (1) 113,959 113,959 10,951 103,008 — — Available-for-sale securities (1) 14,279,383 14,279,383 — 14,279,383 — — Held-to-maturity securities 2,225,910 2,250,794 — 2,148,038 (2) 102,756 (3) — Advances 34,132,238 34,162,413 — 34,162,413 — — Mortgage loans held for portfolio, net 378,885 381,956 — 381,956 — — Accrued interest receivable 100,217 100,217 — 100,217 — — Derivative assets (1) 55,944 55,944 — 189,983 — (134,039 ) Liabilities: Deposits 1,165,539 1,165,525 — 1,165,525 — — Consolidated obligations Discount notes 28,014,878 28,009,279 — 28,009,279 — — Bonds 30,020,333 30,012,310 — 30,012,310 — — Mandatorily redeemable capital stock 23,146 23,146 23,146 — — — Accrued interest payable 57,075 57,075 — 57,075 — — Derivative liabilities (1) 15,772 15,772 — 427,976 — (412,204 ) ___________________________ (1) Financial instruments measured at fair value on a recurring basis as of June 30, 2017 . (2) Consists of the Bank's holdings of U.S. government-guaranteed debentures, state housing agency obligations, U.S. government-guaranteed RMBS, GSE RMBS and GSE commercial MBS. (3) Consists of the Bank's holdings of non-agency RMBS. (4) 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 (including variation margin for daily settled contracts) as well as any cash collateral held or placed with those same counterparties. The estimated fair values of the Bank's derivative assets and liabilities are before consideration of variation margin for daily settled contracts. The following table presents the carrying values and estimated fair values of the Bank’s financial instruments at December 31, 2016 (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 $ 27,696 $ 27,696 $ 27,696 $ — $ — $ — Interest-bearing deposits 255 255 — 255 — — Securities purchased under agreements to resell 3,100,000 3,100,000 — 3,100,000 — — Federal funds sold 6,242,000 6,242,000 — 6,242,000 — — Trading securities (1) 111,638 111,638 10,143 101,495 — — Available-for-sale securities (1) 13,175,933 13,175,933 — 13,175,933 — — Held-to-maturity securities 2,499,595 2,514,512 — 2,403,963 (2) 110,549 (3) — Advances 32,506,175 32,514,400 — 32,514,400 — — Mortgage loans held for portfolio, net 123,961 127,486 — 127,486 — — Loan to other FHLBank 290,000 290,000 — 290,000 — — Accrued interest receivable 87,977 87,977 — 87,977 — — Derivative assets (1) 15,637 15,637 — 240,405 — (224,768 ) Liabilities: Deposits 1,040,158 1,040,149 — 1,040,149 — — Consolidated obligations Discount notes 26,941,782 26,937,934 — 26,937,934 — — Bonds 26,997,487 26,917,278 — 26,917,278 — — Mandatorily redeemable capital stock 3,417 3,417 3,417 — — — Accrued interest payable 43,274 43,274 — 43,274 — — Derivative liabilities (1) 14,343 14,343 — 457,285 — (442,942 ) ___________________________ (1) Financial instruments measured at fair value on a recurring basis as of December 31, 2016 . (2) Consists of the Bank's holdings of U.S. government-guaranteed debentures, state housing agency obligations, U.S. government-guaranteed RMBS, GSE RMBS and GSE commercial 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	6 Months Ended
	Jun. 30, 2017
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 10 FHLBanks for the payment of principal and interest on all of the consolidated obligations issued by the FHLBanks. At June 30, 2017 , the par amount of the other 10 FHLBanks’ outstanding consolidated obligations was approximately $953 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 June 30, 2017 and December 31, 2016 , the Bank had commitments to make additional advances totaling approximately $38,172,000 and $35,400,000 , respectively. In addition, outstanding standby letters of credit totaled $13,548,309,000 and $11,186,897,000 at June 30, 2017 and December 31, 2016 , 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 June 30, 2017 and December 31, 2016 , the Bank had commitments to purchase conventional mortgage loans totaling $18,513,000 and $2,030,000 , respectively, from certain of its members that participate in the MPF program. At June 30, 2017 and December 31, 2016 , the Bank had commitments to issue $435,505,000 and $45,000,000 , respectively, of consolidated obligation bonds, of which $430,505,000 and $45,000,000 , respectively, were hedged with interest rate swaps. In addition, at June 30, 2017 and December 31, 2016 , the Bank had commitments to issue $18,628,000 and $500,000 (par values), respectively, of consolidated obligation discount notes, none of which were hedged. The Bank has transacted interest rate exchange agreements with large financial institutions and third-party clearinghouses that are subject to collateral exchange arrangements. As of June 30, 2017 and December 31, 2016 , the Bank had pledged cash collateral of $197,861,000 and $312,705,000 , respectively, to those parties that had credit risk exposure to the Bank related to interest rate exchange agreements. The pledged cash collateral (i.e., interest-bearing deposit asset) is netted against derivative assets and liabilities in the statements of condition. In addition, as of June 30, 2017 and December 31, 2016 , the Bank had pledged securities with carrying values (and fair values) of $567,144,000 and $613,351,000 , respectively, to parties that had credit risk exposure to the Bank related to interest rate exchange agreements. The pledged securities may be rehypothecated and are not netted against derivative assets and liabilities in the statements of condition. In the ordinary course of its business, the Bank is subject to the risk that litigation may arise. Currently, the Bank is not a party to any material pending legal proceedings.

Transactions with Shareholders

Transactions with Shareholders	6 Months Ended
	Jun. 30, 2017
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 FHLBank

Transactions with Other FHLBanks	6 Months Ended
	Jun. 30, 2017
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 six months ended June 30, 2017 and 2016 , interest income from loans to other FHLBanks totaled $13,425 and $971 , respectively. The following table summarizes the Bank’s loans to other FHLBanks during the six months ended June 30, 2017 and 2016 (in thousands). Six Months Ended June 30, 2017 2016 Balance at January 1, $ 290,000 $ — Loans made to: FHLBank of Topeka — 92,000 FHLBank of Boston 225,000 — Collections from: FHLBank of San Francisco (290,000 ) — FHLBank of Topeka — (92,000 ) FHLBank of Boston (225,000 ) — Balance at June 30, $ — $ — During the six months ended June 30, 2017 and 2016 , interest expense on borrowings from other FHLBanks totaled $486 and $1,021 , respectively. The following table summarizes the Bank’s borrowings from other FHLBanks during the six months ended June 30, 2017 and 2016 (in thousands). Six Months Ended June 30, 2017 2016 Balance at January 1, $ — $ — Borrowings from: FHLBank of Indianapolis 10,000 — FHLBank of Topeka 10,000 105,000 Repayments to: FHLBank of Indianapolis (10,000 ) — FHLBank of Topeka (10,000 ) (105,000 ) Balance at June 30, $ — $ —

Accumulated Other Comprehensive

Accumulated Other Comprehensive Income (Loss)	6 Months Ended
	Jun. 30, 2017
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 AOCI for the three and six months ended June 30, 2017 and 2016 (in thousands). Net Unrealized Gains (Losses) on Available-for-Sale Securities (1) Net Unrealized Gains (Losses) on Cash Flow Hedges Non-Credit Portion of Other-than-Temporary Impairment Losses on Held-to-Maturity Securities Postretirement Benefits Total AOCI Three Months Ended June 30, 2017 Balance at April 1, 2017 $ 129,932 $ 21,033 $ (16,164 ) $ 1,379 $ 136,180 Reclassifications from AOCI to net income Realized gains on sales of available-for-sale securities included in net income (1,167 ) — — — (1,167 ) Losses on cash flow hedges included in interest expense — 636 — — 636 Amortization of prior service costs and net actuarial gains recognized in compensation and benefits expense — — — (21 ) (21 ) Other amounts of other comprehensive income (loss) Net unrealized gains on available-for-sale securities 2,225 — — — 2,225 Unrealized losses on cash flow hedges — (5,604 ) — — (5,604 ) Accretion of non-credit portion of other-than-temporary impairment losses to the carrying value of held-to-maturity securities — — 937 — 937 Total other comprehensive income (loss) 1,058 (4,968 ) 937 (21 ) (2,994 ) Balance at June 30, 2017 $ 130,990 $ 16,065 $ (15,227 ) $ 1,358 $ 133,186 Three Months Ended June 30, 2016 Balance at April 1, 2016 $ (77,264 ) $ (5,567 ) $ (20,432 ) $ 1,459 $ (101,804 ) Reclassifications from AOCI to net income Realized gains on sales of available-for-sale securities included in net income (3,564 ) — — — (3,564 ) Losses on cash flow hedges included in interest expense — 941 — — 941 Non-credit portion of other-than-temporary impairment losses on held-to-maturity securities recognized as credit losses in net income — 4 — 4 Amortization of prior service costs and net actuarial gains recognized in compensation and benefits expense — — — (20 ) (20 ) Other amounts of other comprehensive income (loss) Net unrealized losses on available-for-sale securities (11,129 ) — — — (11,129 ) Unrealized losses on cash flow hedges — (9,768 ) — — (9,768 ) Accretion of non-credit portion of other-than-temporary impairment losses to the carrying value of held-to-maturity securities — — 1,183 — 1,183 Total other comprehensive income (loss) (14,693 ) (8,827 ) 1,187 (20 ) (22,353 ) Balance at June 30, 2016 $ (91,957 ) $ (14,394 ) $ (19,245 ) $ 1,439 $ (124,157 ) Net Unrealized Gains (Losses) on Available-for-Sale Securities (1) Net Unrealized Gains (Losses) on Cash Flow Hedges Non-Credit Portion of Other-than-Temporary Impairment Losses on Held-to-Maturity Securities Postretirement Benefits Total AOCI Six Months Ended June 30, 2017 Balance at January 1, 2017 $ 58,587 $ 20,380 $ (17,157 ) $ 1,400 $ 63,210 Reclassifications from AOCI to net income Realized gains on sales of available-for-sale securities included in net income (1,837 ) — — — (1,837 ) Losses on cash flow hedges included in interest expense — 1,436 — — 1,436 Amortization of prior service costs and net actuarial gains recognized in compensation and benefits expense — — — (42 ) (42 ) Other amounts of other comprehensive income (loss) Net unrealized gains on available-for-sale securities 74,240 — — — 74,240 Unrealized losses on cash flow hedges — (5,751 ) — — (5,751 ) Accretion of non-credit portion of other-than-temporary impairment losses to the carrying value of held-to-maturity securities — — 1,930 — 1,930 Total other comprehensive income (loss) 72,403 (4,315 ) 1,930 (42 ) 69,976 Balance at June 30, 2017 $ 130,990 $ 16,065 $ (15,227 ) $ 1,358 $ 133,186 Six Months Ended June 30, 2016 Balance at January 1, 2016 $ (82,278 ) $ (847 ) $ (21,376 ) $ 1,478 $ (103,023 ) Reclassifications from AOCI to net income Realized gains on sales of available-for-sale securities included in net income (4,215 ) — — — (4,215 ) Losses on cash flow hedges included in interest expense — 1,580 — — 1,580 Non-credit portion of other-than-temporary impairment losses on held-to-maturity securities recognized as credit losses in net income — — 4 — 4 Amortization of prior service costs and net actuarial gains recognized in compensation and benefits expense — — — (39 ) (39 ) Other amounts of other comprehensive income (loss) Net unrealized losses on available-for-sale securities (5,464 ) — — — (5,464 ) Unrealized losses on cash flow hedges — (15,127 ) — — (15,127 ) Non-credit portion of other-than-temporary impairment losses on held-to-maturity securities — — (302 ) — (302 ) Accretion of non-credit portion of other-than-temporary impairment losses to the carrying value of held-to-maturity securities — — 2,429 — 2,429 Total other comprehensive income (loss) (9,679 ) (13,547 ) 2,131 (39 ) (21,134 ) Balance at June 30, 2016 $ (91,957 ) $ (14,394 ) $ (19,245 ) $ 1,439 $ (124,157 ) _____________________________ (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)	6 Months Ended
	Jun. 30, 2017
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 when the loan becomes 180 days or more past due or upon the occurrence of a confirming event, whichever occurs first. 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. If fair value 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 fair value 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. Changes in the fair value of a derivative that is designated and qualifies as a cash flow hedge, to the extent that the hedge is effective, are recorded in AOCI until earnings are affected by the variability of the cash flows of the hedged transaction. Any ineffective portion of a cash flow hedge (which represents the amount by which the change in the fair value of the derivative differs from the change in fair value of a hypothetical derivative having terms that match identically the critical terms of the hedged forecasted transaction) is recognized in other income (loss) as “net gains (losses) on derivatives and hedging activities.” 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 Enterprise Market 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.” The Bank records the changes in fair value of all derivatives (and, in the case of fair value hedges, the hedged item) beginning on the trade date. Cash flows associated with all derivatives are reported as cash flows from operating activities in the statements of cash flows, unless the derivative contains an other-than-insignificant financing element, in which case its cash flows are reported as cash flows from financing activities. 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 or cash flows of a hedged item; (2) the derivative and/or the hedged item expires or is sold, terminated, or exercised; (3) it is no longer probable that a forecasted transaction will occur within the originally specified time frame; (4) a hedged firm commitment no longer meets the definition of a firm commitment; or (5) management determines that designating the derivative as a hedging instrument in accordance with ASC 815 is no longer appropriate. 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 any additional changes in the fair value of the derivative in current period earnings. 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 or because the derivative is terminated, the Bank will 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. 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. When cash flow hedge accounting for a specific derivative is discontinued due to the Bank's determination that such derivative no longer qualifies for hedge accounting treatment or because the derivative is terminated, the Bank will reclassify the cumulative fair value gains or losses recorded in AOCI as of the discontinuance date from AOCI into earnings when earnings are affected by the original forecasted transaction, except in cases where the cash flow hedge is discontinued because the forecasted transaction is no longer probable (i.e., the forecasted transaction will not occur in the originally expected period or within an additional two-month period of time thereafter). In such cases, any fair value gains or losses recorded in AOCI as of the determination date are immediately reclassified to earnings as a component of "net gains (losses) on derivatives and hedging activities." Similarly, if the Bank expects at any time that continued reporting of a net loss in AOCI would lead to recognizing a net loss on the combination of the hedging instrument and hedged transaction in one or more future periods, the amount that is not expected to be recovered is immediately reclassified to earnings as a component of "net gains (losses) on derivatives and hedging activities."
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.
Derivatives, Hedge Discontinuances [Policy Text Block]	The Bank discontinues hedge accounting prospectively when: (1) management determines that the derivative is no longer effective in offsetting changes in the fair value or cash flows of a hedged item; (2) the derivative and/or the hedged item expires or is sold, terminated, or exercised; (3) it is no longer probable that a forecasted transaction will occur within the originally specified time frame; (4) a hedged firm commitment no longer meets the definition of a firm commitment; or (5) management determines that designating the derivative as a hedging instrument in accordance with ASC 815 is no longer appropriate. 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 any additional changes in the fair value of the derivative in current period earnings. 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 or because the derivative is terminated, the Bank will 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. 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. When cash flow hedge accounting for a specific derivative is discontinued due to the Bank's determination that such derivative no longer qualifies for hedge accounting treatment or because the derivative is terminated, the Bank will reclassify the cumulative fair value gains or losses recorded in AOCI as of the discontinuance date from AOCI into earnings when earnings are affected by the original forecasted transaction, except in cases where the cash flow hedge is discontinued because the forecasted transaction is no longer probable (i.e., the forecasted transaction will not occur in the originally expected period or within an additional two-month period of time thereafter). In such cases, any fair value gains or losses recorded in AOCI as of the determination date are immediately reclassified to earnings as a component of "net gains (losses) on derivatives and hedging activities." Similarly, if the Bank expects at any time that continued reporting of a net loss in AOCI would lead to recognizing a net loss on the combination of the hedging instrument and hedged transaction in one or more future periods, the amount that is not expected to be recovered is immediately reclassified to earnings as a component of "net gains (losses) on derivatives and hedging activities."
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)	6 Months Ended
	Jun. 30, 2017
Trading Securities [Abstract]
Trading Securities [Table Text Block]	Trading securities as of June 30, 2017 and December 31, 2016 were as follows (in thousands): June 30, 2017 December 31, 2016 U.S. Treasury Notes $ 103,008 $ 101,495 Other 10,951 10,143 Total $ 113,959 $ 111,638

Available-for-Sale Securities (

Available-for-Sale Securities (Tables)	6 Months Ended
	Jun. 30, 2017
Schedule of Available-for-sale Securities [Line Items]
Schedule of Available-for-sale Securities Reconciliation [Table Text Block]	Available-for-sale securities as of June 30, 2017 were as follows (in thousands): Amortized Cost Gross Unrealized Gains Gross Unrealized Losses Estimated Fair Value Debentures U.S. government-guaranteed obligations $ 489,301 $ 7,222 $ — $ 496,523 GSE obligations 6,623,880 79,694 77 6,703,497 Other 240,296 1,028 — 241,324 7,353,477 87,944 77 7,441,344 GSE commercial mortgage-backed securities 6,794,916 55,573 12,450 6,838,039 Total $ 14,148,393 $ 143,517 $ 12,527 $ 14,279,383 Included in the table above are GSE debentures and GSE commercial mortgage-backed securities ("MBS") that were purchased but which had not yet settled as of June 30, 2017 . The aggregate amounts due of $61,996,000 and $309,206,000 , respectively, are included in other liabilities on the statement of condition at that date. Available-for-sale securities as of December 31, 2016 were as follows (in thousands): Amortized Cost Gross Unrealized Gains Gross Unrealized Losses Estimated Fair Value Debentures U.S. government-guaranteed obligations $ 489,573 $ 6,325 $ — $ 495,898 GSE obligations 6,475,140 52,746 2,361 6,525,525 Other 318,223 1,770 — 319,993 7,282,936 60,841 2,361 7,341,416 GSE commercial MBS 5,834,410 32,861 32,754 5,834,517 Total $ 13,117,346 $ 93,702 $ 35,115 $ 13,175,933
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 June 30, 2017 . 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 Positions Estimated Fair Value Gross Unrealized Losses Number of Positions Estimated Fair Value Gross Unrealized Losses Number of Positions Estimated Fair Value Gross Unrealized Losses GSE debentures 2 $ 40,208 $ 77 — $ — $ — 2 $ 40,208 $ 77 GSE commercial MBS 15 586,334 737 53 1,910,003 11,713 68 2,496,337 12,450 Total 17 $ 626,542 $ 814 53 $ 1,910,003 $ 11,713 70 $ 2,536,545 $ 12,527 The following table summarizes (in thousands, except number of positions) the available-for-sale securities with unrealized losses as of December 31, 2016 . 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 Positions Estimated Fair Value Gross Unrealized Losses Number of Positions Estimated Fair Value Gross Unrealized Losses Number of Positions Estimated Fair Value Gross Unrealized Losses GSE debentures 8 $ 839,683 $ 2,293 1 $ 50,476 $ 68 9 $ 890,159 $ 2,361 GSE commercial MBS 49 1,388,917 15,595 46 1,531,930 17,159 95 2,920,847 32,754 Total 57 $ 2,228,600 $ 17,888 47 $ 1,582,406 $ 17,227 104 $ 3,811,006 $ 35,115
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 June 30, 2017 and December 31, 2016 are presented below (in thousands). June 30, 2017 December 31, 2016 Maturity Amortized Cost Estimated Fair Value Amortized Cost Estimated Fair Value Debentures Due in one year or less $ 858,865 $ 859,784 $ 1,001,054 $ 1,003,309 Due after one year through five years 2,846,897 2,877,206 2,079,374 2,100,171 Due after five years through ten years 3,401,103 3,454,482 3,989,554 4,022,456 Due after ten years 246,612 249,872 212,954 215,480 7,353,477 7,441,344 7,282,936 7,341,416 GSE commercial MBS 6,794,916 6,838,039 5,834,410 5,834,517 Total $ 14,148,393 $ 14,279,383 $ 13,117,346 $ 13,175,933

Held-to-Maturity Securities (Ta

Held-to-Maturity Securities (Tables)	6 Months Ended
	Jun. 30, 2017
Schedule of Held-to-maturity Securities [Line Items]
Held-to-maturity Securities [Table Text Block]	Held-to-maturity securities as of June 30, 2017 were as follows (in thousands): Amortized Cost OTTI Recorded in Accumulated Other Comprehensive Income Carrying Value Gross Unrecognized Holding Gains Gross Unrecognized Holding Losses Estimated Fair Value Debentures U.S. government-guaranteed obligations $ 13,187 $ — $ 13,187 $ 12 $ 9 $ 13,190 State housing agency obligations 160,000 — 160,000 288 172 160,116 173,187 — 173,187 300 181 173,306 Mortgage-backed securities U.S. government-guaranteed residential MBS 2,238 — 2,238 6 — 2,244 GSE residential MBS 1,899,633 — 1,899,633 14,072 2,849 1,910,856 Non-agency residential MBS 104,269 15,227 89,042 15,091 1,377 102,756 GSE commercial MBS 61,810 — 61,810 — 178 61,632 2,067,950 15,227 2,052,723 29,169 4,404 2,077,488 Total $ 2,241,137 $ 15,227 $ 2,225,910 $ 29,469 $ 4,585 $ 2,250,794 Held-to-maturity securities as of December 31, 2016 were as follows (in thousands): Amortized Cost OTTI Recorded in Accumulated Other Comprehensive Income Carrying Value Gross Unrecognized Holding Gains Gross Unrecognized Holding Losses Estimated Fair Value Debentures U.S. government-guaranteed obligations $ 15,973 $ — $ 15,973 $ 8 $ 94 $ 15,887 State housing agency obligations 110,000 — 110,000 15 1,410 108,605 125,973 — 125,973 23 1,504 124,492 Mortgage-backed securities U.S. government-guaranteed residential MBS 2,578 — 2,578 2 3 2,577 GSE residential MBS 2,211,159 — 2,211,159 12,086 7,914 2,215,331 Non-agency residential MBS 115,230 17,157 98,073 14,508 2,032 110,549 GSE commercial MBS 61,812 — 61,812 — 249 61,563 2,390,779 17,157 2,373,622 26,596 10,198 2,390,020 Total $ 2,516,752 $ 17,157 $ 2,499,595 $ 26,619 $ 11,702 $ 2,514,512
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 June 30, 2017 . The unrealized losses include other-than-temporary impairments recorded in accumulated other comprehensive income ("AOCI") and gross unrecognized holding losses (or, in the case of the Bank's holdings of non-agency residential MBS, 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 Positions Estimated Fair Value Gross Unrealized Losses Number of Positions Estimated Fair Value Gross Unrealized Losses Number of Positions Estimated Fair Value Gross Unrealized Losses Debentures U.S. government-guaranteed obligations 1 $ 5,218 $ 9 — $ — $ — 1 $ 5,218 $ 9 State housing agency obligations 1 34,829 172 — — — 1 34,829 172 Mortgage-backed securities GSE residential MBS 10 32,355 31 28 677,659 2,818 38 710,014 2,849 Non-agency residential MBS — — — 19 71,029 4,155 19 71,029 4,155 GSE commercial MBS — — — 3 61,632 178 3 61,632 178 Total 12 $ 72,402 $ 212 50 $ 810,320 $ 7,151 62 $ 882,722 $ 7,363 The following table summarizes (in thousands, except number of positions) the held-to-maturity securities with unrealized losses as of December 31, 2016 . The unrealized losses include other-than-temporary impairments recorded in AOCI and gross unrecognized holding losses (or, in the case of the Bank's holdings of non-agency residential MBS, 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 Positions Estimated Fair Value Gross Unrealized Losses Number of Positions Estimated Fair Value Gross Unrealized Losses Number of Positions Estimated Fair Value Gross Unrealized Losses Debentures U.S. government-guaranteed obligations 2 $ 10,998 $ 94 — $ — $ — 2 $ 10,998 $ 94 State housing agency obligations 1 33,590 1,410 — — — 1 33,590 1,410 Mortgage-backed securities U.S. government-guaranteed residential MBS 2 832 3 — — — 2 832 3 GSE residential MBS 24 513,602 1,291 33 790,653 6,623 57 1,304,255 7,914 Non-agency residential MBS 1 267 2 18 75,897 5,913 19 76,164 5,915 GSE commercial MBS — — — 3 61,563 249 3 61,563 249 Total 30 $ 559,289 $ 2,800 54 $ 928,113 $ 12,785 84 $ 1,487,402 $ 15,585
Other than Temporary Impairment, Credit Losses Recognized in Earnings [Table Text Block]	The following table presents a rollforward for the three and six months ended June 30, 2017 and 2016 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 (in thousands). Three Months Ended Six Months Ended June 30, June 30, 2017 2016 2017 2016 Balance of credit losses, beginning of period $ 10,245 $ 11,423 $ 10,515 $ 11,696 Credit losses on securities for which an other-than-temporary impairment was previously recognized — 4 — 12 Increases in cash flows expected to be collected (accreted as interest income over the remaining lives of the applicable securities) (284 ) (307 ) (554 ) (588 ) Balance of credit losses, end of period 9,961 11,120 9,961 11,120 Cumulative principal shortfalls on securities held at end of period (1,939 ) (1,738 ) (1,939 ) (1,738 ) Cumulative amortization of the time value of credit losses at end of period 510 395 510 395 Credit losses included in the amortized cost bases of other-than-temporarily impaired securities at end of period $ 8,532 $ 9,777 $ 8,532 $ 9,777
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 June 30, 2017 and December 31, 2016 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. June 30, 2017 December 31, 2016 Maturity Amortized Cost Carrying Value Estimated Fair Value Amortized Cost Carrying Value Estimated Fair Value Debentures Due in one year or less $ 2,216 $ 2,216 $ 2,220 $ 2,007 $ 2,007 $ 2,007 Due after one year through five years 5,744 5,744 5,752 2,874 2,874 2,882 Due after five years through ten years 5,227 5,227 5,218 11,092 11,092 10,998 Due after ten years 160,000 160,000 160,116 110,000 110,000 108,605 173,187 173,187 173,306 125,973 125,973 124,492 Mortgage-backed securities 2,067,950 2,052,723 2,077,488 2,390,779 2,373,622 2,390,020 Total $ 2,241,137 $ 2,225,910 $ 2,250,794 $ 2,516,752 $ 2,499,595 $ 2,514,512
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 June 30, 2017 and December 31, 2016 (in thousands): June 30, 2017 December 31, 2016 Amortized cost of variable-rate held-to-maturity securities other than MBS $ 173,187 $ 125,973 Amortized cost of held-to-maturity MBS Fixed-rate pass-through securities 132 147 Collateralized mortgage obligations Fixed-rate 265 305 Variable-rate 2,005,743 2,328,515 Variable-rate multi-family MBS 61,810 61,812 2,067,950 2,390,779 Total $ 2,241,137 $ 2,516,752

Advances (Tables)

Advances (Tables)	6 Months Ended
	Jun. 30, 2017
Advances [Abstract]
Federal Home Loan Bank, Advances [Table Text Block]	At June 30, 2017 and December 31, 2016 , the Bank had advances outstanding at interest rates ranging from 0.49 percent to 8.27 percent and from 0.40 percent to 8.27 percent , respectively, as summarized below (dollars in thousands). June 30, 2017 December 31, 2016 Contractual Maturity Amount Weighted Average Interest Rate Amount Weighted Average Interest Rate Overdrawn demand deposit accounts $ 3,956 4.34 % $ — — % Due in one year or less 22,076,039 1.22 17,477,220 0.71 Due after one year through two years 2,052,094 1.63 5,115,095 1.07 Due after two years through three years 1,061,810 2.00 1,059,823 1.63 Due after three years through four years 1,392,515 1.61 1,347,926 1.56 Due after four years through five years 358,916 1.83 593,061 1.74 Due after five years 5,736,792 1.28 5,431,116 0.85 Amortizing advances 1,423,818 2.71 1,448,003 2.76 Total par value 34,105,940 1.36 % 32,472,244 0.97 % Premiums 30 52 Deferred net prepayment fees (11,997 ) (13,272 ) Commitment fees (120 ) (123 ) Hedging adjustments 38,385 47,274 Total $ 34,132,238 $ 32,506,175
Schedule of Advances Classified by Contractual Maturity Date or Next Call Date [Table Text Block]	The following table summarizes advances outstanding at June 30, 2017 and December 31, 2016 , by the earlier of contractual maturity or next call date, or the first date on which prepayable advances can be repaid without a prepayment fee (in thousands): Contractual Maturity or Next Call Date June 30, 2017 December 31, 2016 Overdrawn demand deposit accounts $ 3,956 $ — Due in one year or less 28,366,688 25,953,500 Due after one year through two years 1,804,014 2,336,974 Due after two years through three years 984,110 989,223 Due after three years through four years 722,215 757,626 Due after four years through five years 242,446 443,311 Due after five years 558,693 543,607 Amortizing advances 1,423,818 1,448,003 Total par value $ 34,105,940 $ 32,472,244
Schedule of Advances Classified by Contractual Maturity Date or Next Put Date [Table Text Block]	The following table summarizes advances outstanding at June 30, 2017 and December 31, 2016 , by the earlier of contractual maturity or next possible put date (in thousands): Contractual Maturity or Next Put Date June 30, 2017 December 31, 2016 Overdrawn demand deposit accounts $ 3,956 $ — Due in one year or less 22,542,539 18,153,670 Due after one year through two years 1,656,594 4,473,645 Due after two years through three years 1,056,810 1,024,823 Due after three years through four years 1,392,515 1,347,926 Due after four years through five years 348,916 593,061 Due after five years 5,680,792 5,431,116 Amortizing advances 1,423,818 1,448,003 Total par value $ 34,105,940 $ 32,472,244
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 June 30, 2017 and December 31, 2016 (in thousands): June 30, 2017 December 31, 2016 Fixed-rate Due in one year or less $ 16,409,558 $ 13,417,280 Due after one year 5,652,415 6,215,744 Total fixed-rate 22,061,973 19,633,024 Variable-rate Due in one year or less 5,754,718 4,136,153 Due after one year 6,289,249 8,703,067 Total variable-rate 12,043,967 12,839,220 Total par value $ 34,105,940 $ 32,472,244

Allowance for Credit Losses (Ta

Allowance for Credit Losses (Tables)	6 Months Ended
	Jun. 30, 2017
Allowance for Credit Losses [Abstract]
Past Due Financing Receivables [Table Text Block]	The table below summarizes the recorded investment by payment status for mortgage loans at June 30, 2017 and December 31, 2016 (dollars in thousands). June 30, 2017 December 31, 2016 Conventional Loans Government- Guaranteed/ Insured Loans Total Conventional Loans Government- Guaranteed/ Insured Loans Total Mortgage loans: 30-59 days delinquent $ 2,068 $ 929 $ 2,997 $ 899 $ 989 $ 1,888 60-89 days delinquent 223 145 368 191 172 363 90 days or more delinquent 226 71 297 276 130 406 Total past due 2,517 1,145 3,662 1,366 1,291 2,657 Total current loans 356,671 20,197 376,868 99,690 22,386 122,076 Total mortgage loans $ 359,188 $ 21,342 $ 380,530 $ 101,056 $ 23,677 $ 124,733 Other delinquency statistics: In process of foreclosure (1) $ 105 $ 27 $ 132 $ 57 $ 28 $ 85 Serious delinquency rate (2) 0.1 % 0.3 % 0.1 % 0.3 % 0.6 % 0.3 % Past due 90 days or more and still accruing interest (3) $ — $ 71 $ 71 $ — $ 130 $ 130 Nonaccrual loans $ 226 $ — $ 226 $ 276 $ — $ 276 Troubled debt restructurings $ — $ — $ — $ — $ — $ — _____________________________ (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 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 June 30, 2017 and December 31, 2016 (in thousands). June 30, 2017 December 31, 2016 Ending balance of allowance for credit losses related to loans collectively evaluated for impairment $ 141 $ 141 Recorded investment Individually evaluated for impairment $ 226 $ 276 Collectively evaluated for impairment 358,962 100,780 $ 359,188 $ 101,056

Consolidated Obligations (Table

Consolidated Obligations (Tables)	6 Months Ended
	Jun. 30, 2017
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 June 30, 2017 and December 31, 2016 (in thousands, at par value). June 30, 2017 December 31, 2016 Variable-rate $ 15,761,000 $ 13,151,000 Fixed-rate 11,048,630 10,952,280 Step-up 3,154,500 2,829,500 Step-down 150,000 200,000 Total par value $ 30,114,130 $ 27,132,780
Schedule of Maturities of Long-term Debt [Table Text Block]	The following is a summary of the Bank’s consolidated obligation bonds outstanding at June 30, 2017 and December 31, 2016 , by contractual maturity (dollars in thousands): June 30, 2017 December 31, 2016 Contractual Maturity Amount Weighted Average Interest Rate Amount Weighted Average Interest Rate Due in one year or less $ 17,005,920 1.01 % $ 16,586,590 0.66 % Due after one year through two years 5,135,700 1.19 4,045,240 1.42 Due after two years through three years 1,863,065 1.30 1,617,600 1.15 Due after three years through four years 1,837,835 1.65 980,100 1.63 Due after four years through five years 1,523,400 1.55 1,546,000 1.38 Due after five years 2,748,210 2.09 2,357,250 1.99 Total par value 30,114,130 1.23 % 27,132,780 0.99 % Premiums 9,180 10,993 Discounts (1,575 ) (1,477 ) Debt issuance costs (1,599 ) (1,308 ) Hedging adjustments (99,803 ) (143,501 ) Total $ 30,020,333 $ 26,997,487
Schedule of Consolidated Obligation Bonds by Call Feature [Table Text Block]	At June 30, 2017 and December 31, 2016 , the Bank’s consolidated obligation bonds outstanding included the following (in thousands, at par value): June 30, 2017 December 31, 2016 Non-callable bonds $ 24,533,630 $ 21,747,530 Callable bonds 5,580,500 5,385,250 Total par value $ 30,114,130 $ 27,132,780
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 June 30, 2017 and December 31, 2016 , by the earlier of contractual maturity or next possible call date (in thousands, at par value): Contractual Maturity or Next Call Date June 30, 2017 December 31, 2016 Due in one year or less $ 22,261,420 $ 21,749,840 Due after one year through two years 4,760,700 3,607,240 Due after two years through three years 1,588,065 1,262,600 Due after three years through four years 985,835 415,100 Due after four years through five years 283,400 89,000 Due after five years 234,710 9,000 Total par value $ 30,114,130 $ 27,132,780
Schedule of Short-term Debt [Table Text Block]	At June 30, 2017 and December 31, 2016 , 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 June 30, 2017 $ 28,014,878 $ 28,055,098 0.86 % December 31, 2016 $ 26,941,782 $ 26,964,305 0.46 %

Affordable Housing Program ("34

Affordable Housing Program ("AHP") (Tables)	6 Months Ended
	Jun. 30, 2017
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 six months ended June 30, 2017 and 2016 (in thousands): Six Months Ended June 30, 2017 2016 Balance, beginning of period $ 22,871 $ 22,710 AHP assessment 8,772 3,277 Grants funded, net of recaptured amounts (4,575 ) (4,692 ) Balance, end of period $ 27,068 $ 21,295

Assets and Liabilities Subjec35

Assets and Liabilities Subject to Offsetting (Tables)	6 Months Ended
	Jun. 30, 2017
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 and variation margin received or paid on daily settled derivative contracts as of June 30, 2017 and December 31, 2016 (in thousands). For daily settled derivative contracts, the variation margin payments/receipts are presented in the same manner as collateral (i.e., as amounts that are offset in the statement of condition). 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 June 30, 2017 Assets Derivatives Bilateral derivatives $ 25,058 $ (3,511 ) $ 21,547 $ (20,113 ) (2) $ 1,434 Cleared derivatives 164,925 (130,528 ) 34,397 — 34,397 Total derivatives 189,983 (134,039 ) 55,944 (20,113 ) 35,831 Securities purchased under agreements to resell 3,600,000 — 3,600,000 (3,600,000 ) — Total assets $ 3,789,983 $ (134,039 ) $ 3,655,944 $ (3,620,113 ) $ 35,831 Liabilities Derivatives Bilateral derivatives $ 184,339 $ (168,567 ) $ 15,772 $ — $ 15,772 Cleared derivatives 243,637 (243,637 ) — — (3) — Total liabilities $ 427,976 $ (412,204 ) $ 15,772 $ — $ 15,772 December 31, 2016 Assets Derivatives Bilateral derivatives $ 12,620 $ (3,443 ) $ 9,177 $ (8,511 ) (2) $ 666 Cleared derivatives 227,785 (221,325 ) 6,460 — 6,460 Total derivatives 240,405 (224,768 ) 15,637 (8,511 ) 7,126 Securities purchased under agreements to resell 3,100,000 — 3,100,000 (3,100,000 ) — Total assets $ 3,340,405 $ (224,768 ) $ 3,115,637 $ (3,108,511 ) $ 7,126 Liabilities Derivatives Bilateral derivatives $ 256,453 $ (243,853 ) $ 12,600 $ — $ 12,600 Cleared derivatives 200,832 (199,089 ) 1,743 (1,743 ) (4) — Total liabilities $ 457,285 $ (442,942 ) $ 14,343 $ (1,743 ) $ 12,600 _____________________________ (1) Any overcollateralization or any excess variation margin associated with daily settled contracts at an individual clearinghouse/clearing member or bilateral counterparty level is not included in the determination of the net unsecured amount. (2) Consists of collateral pledged by member counterparties. (3) The Bank had pledged securities with an aggregate fair value of $567,144,000 at June 30, 2017 to further secure its cleared derivatives, which is a result of the initial margin requirements imposed upon the Bank. (4) Consists of securities pledged by the Bank. In addition to the amount needed to secure the counterparties' exposure to the Bank, the Bank had pledged securities with an aggregate fair value of $611,608,000 at December 31, 2016 to further secure its cleared derivatives, which is a result of the initial margin requirements imposed upon the Bank.

Derivatives and Hedging Activ36

Derivatives and Hedging Activities (Tables)	6 Months Ended
	Jun. 30, 2017
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 (before consideration of variation margin on daily settled contracts) and the amounts offset against those values in the statement of condition at June 30, 2017 and December 31, 2016 (in thousands). June 30, 2017 December 31, 2016 Notional Amount of Derivatives Estimated Fair Value Notional Amount of Derivatives Estimated Fair Value Derivative Assets Derivative Liabilities Derivative Assets Derivative Liabilities Derivatives designated as hedging instruments under ASC 815 Interest rate swaps Advances $ 4,918,670 $ 16,490 $ 59,088 $ 5,002,011 $ 20,367 $ 74,032 Available-for-sale securities 14,066,263 120,413 243,319 13,106,770 175,507 223,122 Consolidated obligation bonds 13,164,620 14,863 89,730 12,776,280 10,756 129,772 Consolidated obligation discount notes 425,000 15,558 1,206 425,000 19,050 486 Interest rate swaptions related to advances 2,000 30 — 3,000 66 — Total derivatives designated as hedging instruments under ASC 815 32,576,553 167,354 393,343 31,313,061 225,746 427,412 Derivatives not designated as hedging instruments under ASC 815 Interest rate swaps Advances 5,000 — 6 — — — Available-for-sale securities 2,654 20 32 2,624 34 27 Consolidated obligation discount notes — — — 1,276,563 2,626 — Basis swaps — — — 1,000,000 — 676 Intermediary transactions 2,339,581 22,316 19,269 341,671 11,174 10,128 Other 325,000 — 15,016 325,000 — 18,479 Mortgage delivery commitments 18,513 — 42 2,030 2 — Interest rate caps Held-to-maturity securities 1,200,000 25 — 1,200,000 260 — Intermediary transactions 80,000 268 268 80,000 563 563 Total derivatives not designated as hedging instruments under ASC 815 3,970,748 22,629 34,633 4,227,888 14,659 29,873 Total derivatives before collateral, variation margin for daily settled contracts and netting adjustments $ 36,547,301 189,983 427,976 $ 35,540,949 240,405 457,285 Cash collateral (including related accrued interest) and variation margin for daily settled contracts (100 ) (278,265 ) (94,650 ) (312,824 ) Netting adjustments (133,939 ) (133,939 ) (130,118 ) (130,118 ) Total collateral, variation margin for daily settled contracts and netting adjustments (1) (134,039 ) (412,204 ) (224,768 ) (442,942 ) Net derivative balances reported in statements of condition $ 55,944 $ 15,772 $ 15,637 $ 14,343 _____________________________ (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 (including variation margin for daily settled contracts) as well as any cash collateral held or placed with those same counterparties.
Schedule of Derivative Instruments, Gain (Loss) in Statement of Financial Performance [Table Text Block]	The following table presents the components of net gains (losses) on derivatives and hedging activities as presented in the statements of income for the three and six months ended June 30, 2017 and 2016 (in thousands). Gain (Loss) Recognized in Earnings for the Gain (Loss) Recognized in Earnings for the Three Months Ended June 30, Six Months Ended June 30, 2017 2016 2017 2016 Derivatives and hedged items in ASC 815 fair value hedging relationships Interest rate swaps $ (5,505 ) $ (11,911 ) $ (4,403 ) $ (25,219 ) Interest rate swaptions (14 ) 1 (36 ) (7 ) Total net loss related to fair value hedge ineffectiveness (5,519 ) (11,910 ) (4,439 ) (25,226 ) Derivatives not designated as hedging instruments under ASC 815 Interest rate swaps 4,517 7,313 7,617 3,929 Net interest income on interest rate swaps 473 813 921 981 Interest rate caps (73 ) (119 ) (234 ) (526 ) Mortgage delivery commitments 1,222 82 1,463 82 Total net gain related to derivatives not designated as hedging instruments under ASC 815 6,139 8,089 9,767 4,466 Price alignment amount on variation margin for daily settled derivative contracts 182 — 301 — Net gains (losses) on derivatives and hedging activities reported in the statements of income $ 802 $ (3,821 ) $ 5,629 $ (20,760 )
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 and six months ended June 30, 2017 and 2016 (in thousands). Hedged Item Gain (Loss) on Derivatives Gain (Loss) on Hedged Items Net Fair Value Hedge Ineffectiveness (1) Derivative Net Interest Income (Expense) (2) Three Months Ended June 30, 2017 Advances $ (5,677 ) $ 5,763 $ 86 $ (8,887 ) Available-for-sale securities (115,083 ) 109,506 (5,577 ) (27,727 ) Consolidated obligation bonds 52,850 (52,878 ) (28 ) 11,490 Total $ (67,910 ) $ 62,391 $ (5,519 ) $ (25,124 ) Three Months Ended June 30, 2016 Advances $ (14,392 ) $ 14,134 $ (258 ) $ (16,555 ) Available-for-sale securities (222,847 ) 212,135 (10,712 ) (37,057 ) Consolidated obligation bonds 8,091 (9,031 ) (940 ) 15,592 Total $ (229,148 ) $ 217,238 $ (11,910 ) $ (38,020 ) Six Months Ended June 30, 2017 Advances $ 8,046 $ (7,874 ) $ 172 $ (19,786 ) Available-for-sale securities (84,331 ) 78,042 (6,289 ) (58,405 ) Consolidated obligation bonds 45,391 (43,713 ) 1,678 23,107 Total $ (30,894 ) $ 26,455 $ (4,439 ) $ (55,084 ) Six Months Ended June 30, 2016 Advances $ (65,559 ) $ 65,226 $ (333 ) $ (34,404 ) Available-for-sale securities (537,446 ) 516,095 (21,351 ) (75,195 ) Consolidated obligation bonds 57,835 (61,377 ) (3,542 ) 33,345 Total $ (545,170 ) $ 519,944 $ (25,226 ) $ (76,254 ) _____________________________ (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.
Schedule of Cash Flow Hedges included in Accumulated Other Comprehensive Income (Loss) [Table Text Block]	Derivatives in Cash Flow Hedging Relationships Three Months Ended Six Months Ended June 30, June 30, 2017 2016 2017 2016 Interest rate swaps related to anticipated issuances of consolidated obligation discount notes Amount of losses recognized in other comprehensive income on derivatives (effective portion) $ 5,604 $ 9,768 $ 5,751 $ 15,127 Amount of losses reclassified from AOCI into interest expense (effective portion) (1) 636 941 1,436 1,580 Amount of losses recognized in net gains (losses) on derivatives and hedging activities (ineffective portion) — — — — _____________________________ (1) Represents net interest expense associated with the derivatives.

Capital (Tables)

Capital (Tables)	6 Months Ended
	Jun. 30, 2017
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 June 30, 2017 and December 31, 2016 (dollars in thousands): June 30, 2017 December 31, 2016 Required Actual Required Actual Regulatory capital requirements: Risk-based capital $ 779,005 $ 3,027,265 $ 683,690 $ 2,757,549 Total capital $ 2,514,500 $ 3,027,265 $ 2,328,483 $ 2,757,549 Total capital-to-assets ratio 4.00 % 4.82 % 4.00 % 4.74 % Leverage capital $ 3,143,125 $ 4,540,897 $ 2,910,604 $ 4,136,324 Leverage capital-to-assets ratio 5.00 % 7.22 % 5.00 % 7.11 %

Employee Retirement Plans (Tabl

Employee Retirement Plans (Tables)	6 Months Ended
	Jun. 30, 2017
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 (credit) related to this program for the three and six months ended June 30, 2017 and 2016 were as follows (in thousands): Three Months Ended Six Months Ended June 30, June 30, 2017 2016 2017 2016 Service cost $ 6 $ 5 $ 12 $ 11 Interest cost 5 8 10 15 Amortization of prior service cost 5 5 10 10 Amortization of net actuarial gain (26 ) (25 ) (52 ) (49 ) Net periodic benefit credit $ (10 ) $ (7 ) $ (20 ) $ (13 )

Estimated Fair Values (Tables)

Estimated Fair Values (Tables)	6 Months Ended
	Jun. 30, 2017
Fair Value Disclosures [Abstract]
Fair Value, by Balance Sheet Grouping [Table Text Block]	The following table presents the carrying values and estimated fair values of the Bank’s financial instruments at June 30, 2017 (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 $ 42,745 $ 42,745 $ 42,745 $ — $ — $ — Interest-bearing deposits 367 367 — 367 — — Securities purchased under agreements to resell 3,600,000 3,600,000 — 3,600,000 — — Federal funds sold 7,903,000 7,903,000 — 7,903,000 — — Trading securities (1) 113,959 113,959 10,951 103,008 — — Available-for-sale securities (1) 14,279,383 14,279,383 — 14,279,383 — — Held-to-maturity securities 2,225,910 2,250,794 — 2,148,038 (2) 102,756 (3) — Advances 34,132,238 34,162,413 — 34,162,413 — — Mortgage loans held for portfolio, net 378,885 381,956 — 381,956 — — Accrued interest receivable 100,217 100,217 — 100,217 — — Derivative assets (1) 55,944 55,944 — 189,983 — (134,039 ) Liabilities: Deposits 1,165,539 1,165,525 — 1,165,525 — — Consolidated obligations Discount notes 28,014,878 28,009,279 — 28,009,279 — — Bonds 30,020,333 30,012,310 — 30,012,310 — — Mandatorily redeemable capital stock 23,146 23,146 23,146 — — — Accrued interest payable 57,075 57,075 — 57,075 — — Derivative liabilities (1) 15,772 15,772 — 427,976 — (412,204 ) ___________________________ (1) Financial instruments measured at fair value on a recurring basis as of June 30, 2017 . (2) Consists of the Bank's holdings of U.S. government-guaranteed debentures, state housing agency obligations, U.S. government-guaranteed RMBS, GSE RMBS and GSE commercial MBS. (3) Consists of the Bank's holdings of non-agency RMBS. (4) 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 (including variation margin for daily settled contracts) as well as any cash collateral held or placed with those same counterparties. The estimated fair values of the Bank's derivative assets and liabilities are before consideration of variation margin for daily settled contracts. The following table presents the carrying values and estimated fair values of the Bank’s financial instruments at December 31, 2016 (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 $ 27,696 $ 27,696 $ 27,696 $ — $ — $ — Interest-bearing deposits 255 255 — 255 — — Securities purchased under agreements to resell 3,100,000 3,100,000 — 3,100,000 — — Federal funds sold 6,242,000 6,242,000 — 6,242,000 — — Trading securities (1) 111,638 111,638 10,143 101,495 — — Available-for-sale securities (1) 13,175,933 13,175,933 — 13,175,933 — — Held-to-maturity securities 2,499,595 2,514,512 — 2,403,963 (2) 110,549 (3) — Advances 32,506,175 32,514,400 — 32,514,400 — — Mortgage loans held for portfolio, net 123,961 127,486 — 127,486 — — Loan to other FHLBank 290,000 290,000 — 290,000 — — Accrued interest receivable 87,977 87,977 — 87,977 — — Derivative assets (1) 15,637 15,637 — 240,405 — (224,768 ) Liabilities: Deposits 1,040,158 1,040,149 — 1,040,149 — — Consolidated obligations Discount notes 26,941,782 26,937,934 — 26,937,934 — — Bonds 26,997,487 26,917,278 — 26,917,278 — — Mandatorily redeemable capital stock 3,417 3,417 3,417 — — — Accrued interest payable 43,274 43,274 — 43,274 — — Derivative liabilities (1) 14,343 14,343 — 457,285 — (442,942 ) ___________________________ (1) Financial instruments measured at fair value on a recurring basis as of December 31, 2016 . (2) Consists of the Bank's holdings of U.S. government-guaranteed debentures, state housing agency obligations, U.S. government-guaranteed RMBS, GSE RMBS and GSE commercial 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 FHLBa40

Transactions with Other FHLBanks (Table)	6 Months Ended
	Jun. 30, 2017
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 six months ended June 30, 2017 and 2016 (in thousands). Six Months Ended June 30, 2017 2016 Balance at January 1, $ 290,000 $ — Loans made to: FHLBank of Topeka — 92,000 FHLBank of Boston 225,000 — Collections from: FHLBank of San Francisco (290,000 ) — FHLBank of Topeka — (92,000 ) FHLBank of Boston (225,000 ) — Balance at June 30, $ — $ —
Schedule of Loans from Other Federal Home Loan Banks [Table Text Block]	The following table summarizes the Bank’s borrowings from other FHLBanks during the six months ended June 30, 2017 and 2016 (in thousands). Six Months Ended June 30, 2017 2016 Balance at January 1, $ — $ — Borrowings from: FHLBank of Indianapolis 10,000 — FHLBank of Topeka 10,000 105,000 Repayments to: FHLBank of Indianapolis (10,000 ) — FHLBank of Topeka (10,000 ) (105,000 ) Balance at June 30, $ — $ —

Accumulated Other Comprehensi41

Accumulated Other Comprehensive Income (Loss) (Tables)	6 Months Ended
	Jun. 30, 2017
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 AOCI for the three and six months ended June 30, 2017 and 2016 (in thousands). Net Unrealized Gains (Losses) on Available-for-Sale Securities (1) Net Unrealized Gains (Losses) on Cash Flow Hedges Non-Credit Portion of Other-than-Temporary Impairment Losses on Held-to-Maturity Securities Postretirement Benefits Total AOCI Three Months Ended June 30, 2017 Balance at April 1, 2017 $ 129,932 $ 21,033 $ (16,164 ) $ 1,379 $ 136,180 Reclassifications from AOCI to net income Realized gains on sales of available-for-sale securities included in net income (1,167 ) — — — (1,167 ) Losses on cash flow hedges included in interest expense — 636 — — 636 Amortization of prior service costs and net actuarial gains recognized in compensation and benefits expense — — — (21 ) (21 ) Other amounts of other comprehensive income (loss) Net unrealized gains on available-for-sale securities 2,225 — — — 2,225 Unrealized losses on cash flow hedges — (5,604 ) — — (5,604 ) Accretion of non-credit portion of other-than-temporary impairment losses to the carrying value of held-to-maturity securities — — 937 — 937 Total other comprehensive income (loss) 1,058 (4,968 ) 937 (21 ) (2,994 ) Balance at June 30, 2017 $ 130,990 $ 16,065 $ (15,227 ) $ 1,358 $ 133,186 Three Months Ended June 30, 2016 Balance at April 1, 2016 $ (77,264 ) $ (5,567 ) $ (20,432 ) $ 1,459 $ (101,804 ) Reclassifications from AOCI to net income Realized gains on sales of available-for-sale securities included in net income (3,564 ) — — — (3,564 ) Losses on cash flow hedges included in interest expense — 941 — — 941 Non-credit portion of other-than-temporary impairment losses on held-to-maturity securities recognized as credit losses in net income — 4 — 4 Amortization of prior service costs and net actuarial gains recognized in compensation and benefits expense — — — (20 ) (20 ) Other amounts of other comprehensive income (loss) Net unrealized losses on available-for-sale securities (11,129 ) — — — (11,129 ) Unrealized losses on cash flow hedges — (9,768 ) — — (9,768 ) Accretion of non-credit portion of other-than-temporary impairment losses to the carrying value of held-to-maturity securities — — 1,183 — 1,183 Total other comprehensive income (loss) (14,693 ) (8,827 ) 1,187 (20 ) (22,353 ) Balance at June 30, 2016 $ (91,957 ) $ (14,394 ) $ (19,245 ) $ 1,439 $ (124,157 ) Net Unrealized Gains (Losses) on Available-for-Sale Securities (1) Net Unrealized Gains (Losses) on Cash Flow Hedges Non-Credit Portion of Other-than-Temporary Impairment Losses on Held-to-Maturity Securities Postretirement Benefits Total AOCI Six Months Ended June 30, 2017 Balance at January 1, 2017 $ 58,587 $ 20,380 $ (17,157 ) $ 1,400 $ 63,210 Reclassifications from AOCI to net income Realized gains on sales of available-for-sale securities included in net income (1,837 ) — — — (1,837 ) Losses on cash flow hedges included in interest expense — 1,436 — — 1,436 Amortization of prior service costs and net actuarial gains recognized in compensation and benefits expense — — — (42 ) (42 ) Other amounts of other comprehensive income (loss) Net unrealized gains on available-for-sale securities 74,240 — — — 74,240 Unrealized losses on cash flow hedges — (5,751 ) — — (5,751 ) Accretion of non-credit portion of other-than-temporary impairment losses to the carrying value of held-to-maturity securities — — 1,930 — 1,930 Total other comprehensive income (loss) 72,403 (4,315 ) 1,930 (42 ) 69,976 Balance at June 30, 2017 $ 130,990 $ 16,065 $ (15,227 ) $ 1,358 $ 133,186 Six Months Ended June 30, 2016 Balance at January 1, 2016 $ (82,278 ) $ (847 ) $ (21,376 ) $ 1,478 $ (103,023 ) Reclassifications from AOCI to net income Realized gains on sales of available-for-sale securities included in net income (4,215 ) — — — (4,215 ) Losses on cash flow hedges included in interest expense — 1,580 — — 1,580 Non-credit portion of other-than-temporary impairment losses on held-to-maturity securities recognized as credit losses in net income — — 4 — 4 Amortization of prior service costs and net actuarial gains recognized in compensation and benefits expense — — — (39 ) (39 ) Other amounts of other comprehensive income (loss) Net unrealized losses on available-for-sale securities (5,464 ) — — — (5,464 ) Unrealized losses on cash flow hedges — (15,127 ) — — (15,127 ) Non-credit portion of other-than-temporary impairment losses on held-to-maturity securities — — (302 ) — (302 ) Accretion of non-credit portion of other-than-temporary impairment losses to the carrying value of held-to-maturity securities — — 2,429 — 2,429 Total other comprehensive income (loss) (9,679 ) (13,547 ) 2,131 (39 ) (21,134 ) Balance at June 30, 2016 $ (91,957 ) $ (14,394 ) $ (19,245 ) $ 1,439 $ (124,157 ) _____________________________ (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 ($) $ in Thousands	Jun. 30, 2017	Dec. 31, 2016
Schedule of Trading Securities and Other Trading Assets [Line Items]
Trading securities	$ 113,959	$ 111,638
US Treasury Notes [Member]
Schedule of Trading Securities and Other Trading Assets [Line Items]
Trading securities	103,008	101,495
Other Debt Obligations [Member]
Schedule of Trading Securities and Other Trading Assets [Line Items]
Trading securities	$ 10,951	$ 10,143

Available-for-Sale Securities43

Available-for-Sale Securities (Details) $ in Thousands	3 Months Ended		6 Months Ended
	Jun. 30, 2017USD ($)position	Jun. 30, 2016USD ($)	Jun. 30, 2017USD ($)position	Jun. 30, 2016USD ($)	Dec. 31, 2016USD ($)position
Available-for-sale Securities, Gross Realized Gain (Loss) [Abstract]
Amortized Cost of Sold Available-for-sale Securities	$ 79,838	$ 1,576,267	$ 248,425	$ 2,450,077
Proceeds from Sales of Available-for-sale Securities	81,005	1,579,831	250,262	2,454,292
Gains on sales of Available-for-sale Securities	1,167	$ 3,564	1,837	$ 4,215
Schedule of Available-for-sale Securities [Line Items]
Available-for-sale Debt Securities, Amortized Cost Basis	14,148,393		14,148,393		$ 13,117,346
Available-for-sale Debt Securities, Accumulated Gross Unrealized Gain, before Tax	143,517		143,517		93,702
Available-for-sale Debt Securities, Accumulated Gross Unrealized Loss, before Tax	12,527		12,527		35,115
Available-for-sale Securities, Debt Securities	$ 14,279,383		$ 14,279,383		$ 13,175,933
Available-for-sale Securities, Continuous Unrealized Loss Position [Abstract]
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Number of Positions | position	17		17		57
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Fair Value	$ 626,542		$ 626,542		$ 2,228,600
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than 12 Months, Accumulated Loss	$ 814		$ 814		$ 17,888
Available-for-sale Securities, Continuous Unrealized Loss Position, Twelve Months or Longer, Number of Positions | position	53		53		47
Available-for-sale Securities, Continuous Unrealized Loss Position, Twelve Months or Longer, Fair Value	$ 1,910,003		$ 1,910,003		$ 1,582,406
Available-for-sale Securities, Continuous Unrealized Loss Position, 12 Months or Longer, Accumulated Loss	$ 11,713		$ 11,713		$ 17,227
Available-for-sale Securities in Unrealized Loss Positions, Qualitative Disclosure, Number of Positions | position	70		70		104
Available-for-sale Securities, Continuous Unrealized Loss Position, Fair Value	$ 2,536,545		$ 2,536,545		$ 3,811,006
Available-for-sale Securities, Continuous Unrealized Loss Position, Accumulated Loss	12,527		12,527		35,115
U.S. Government Agencies Debt Securities [Member]
Schedule of Available-for-sale Securities [Line Items]
Available-for-sale Debt Securities, Amortized Cost Basis	489,301		489,301		489,573
Available-for-sale Debt Securities, Accumulated Gross Unrealized Gain, before Tax	7,222		7,222		6,325
Available-for-sale Debt Securities, Accumulated Gross Unrealized Loss, before Tax	0		0		0
Available-for-sale Securities, Debt Securities	496,523		496,523		495,898
GSE obligations [Member]
Schedule of Available-for-sale Securities [Line Items]
Available-for-sale Debt Securities, Amortized Cost Basis	6,623,880		6,623,880		6,475,140
Available-for-sale Debt Securities, Accumulated Gross Unrealized Gain, before Tax	79,694		79,694		52,746
Available-for-sale Debt Securities, Accumulated Gross Unrealized Loss, before Tax	77		77		2,361
Available-for-sale Securities, Debt Securities	6,703,497		6,703,497		6,525,525
Payables to Broker-Dealers and Clearing Organizations	$ 61,996		$ 61,996		$ 15,000
Available-for-sale Securities, Continuous Unrealized Loss Position [Abstract]
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Number of Positions | position	2		2		8
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Fair Value	$ 40,208		$ 40,208		$ 839,683
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than 12 Months, Accumulated Loss	$ 77		$ 77		$ 2,293
Available-for-sale Securities, Continuous Unrealized Loss Position, Twelve Months or Longer, Number of Positions | position	0		0		1
Available-for-sale Securities, Continuous Unrealized Loss Position, Twelve Months or Longer, Fair Value	$ 0		$ 0		$ 50,476
Available-for-sale Securities, Continuous Unrealized Loss Position, 12 Months or Longer, Accumulated Loss	$ 0		$ 0		$ 68
Available-for-sale Securities in Unrealized Loss Positions, Qualitative Disclosure, Number of Positions | position	2		2		9
Available-for-sale Securities, Continuous Unrealized Loss Position, Fair Value	$ 40,208		$ 40,208		$ 890,159
Available-for-sale Securities, Continuous Unrealized Loss Position, Accumulated Loss	77		77		2,361
Other Debt Obligations [Member]
Schedule of Available-for-sale Securities [Line Items]
Available-for-sale Debt Securities, Amortized Cost Basis	240,296		240,296		318,223
Available-for-sale Debt Securities, Accumulated Gross Unrealized Gain, before Tax	1,028		1,028		1,770
Available-for-sale Debt Securities, Accumulated Gross Unrealized Loss, before Tax	0		0		0
Available-for-sale Securities, Debt Securities	241,324		241,324		319,993
Other non-mortgage-backed securities [Member]
Schedule of Available-for-sale Securities [Line Items]
Available-for-sale Debt Securities, Amortized Cost Basis	7,353,477		7,353,477		7,282,936
Available-for-sale Debt Securities, Accumulated Gross Unrealized Gain, before Tax	87,944		87,944		60,841
Available-for-sale Debt Securities, Accumulated Gross Unrealized Loss, before Tax	77		77		2,361
Available-for-sale Securities, Debt Securities	7,441,344		7,441,344		7,341,416
Available-for-sale Securities, Debt Maturities [Abstract]
Available-for-sale Securities, Debt Maturities, Next Rolling Twelve Months, Amortized Cost Basis	858,865		858,865		1,001,054
Available-for-sale Securities, Debt Maturities, Rolling Year Two Through Five, Amortized Cost Basis	2,846,897		2,846,897		2,079,374
Available-for-sale Securities, Debt Maturities, Rolling Year Six Through Ten, Amortized Cost Basis	3,401,103		3,401,103		3,989,554
Available-for-sale Securities, Debt Maturities, Rolling after Year Ten, Amortized Cost Basis	246,612		246,612		212,954
Available-for-sale Securities, Debt Maturities, Next Rolling Twelve Months, Fair Value	859,784		859,784		1,003,309
Available-for-sale Securities, Debt Maturities, Rolling Year Two Through Five, Fair Value	2,877,206		2,877,206		2,100,171
Available-for-sale Securities, Debt Maturities, Rolling Year Six Through Ten, Fair Value	3,454,482		3,454,482		4,022,456
Available-for-sale Securities, Debt Maturities, Rolling after Year Ten, Fair Value	249,872		249,872		215,480
GSE mortgage-backed securities[Member] | Multifamily [Member]
Schedule of Available-for-sale Securities [Line Items]
Available-for-sale Debt Securities, Amortized Cost Basis	6,794,916		6,794,916		5,834,410
Available-for-sale Debt Securities, Accumulated Gross Unrealized Gain, before Tax	55,573		55,573		32,861
Available-for-sale Debt Securities, Accumulated Gross Unrealized Loss, before Tax	12,450		12,450		32,754
Available-for-sale Securities, Debt Securities	6,838,039		6,838,039		5,834,517
Payables to Broker-Dealers and Clearing Organizations	$ 309,206		$ 309,206		$ 282,595
Available-for-sale Securities, Continuous Unrealized Loss Position [Abstract]
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Number of Positions | position	15		15		49
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Fair Value	$ 586,334		$ 586,334		$ 1,388,917
Available-for-sale Securities, Continuous Unrealized Loss Position, Less than 12 Months, Accumulated Loss	$ 737		$ 737		$ 15,595
Available-for-sale Securities, Continuous Unrealized Loss Position, Twelve Months or Longer, Number of Positions | position	53		53		46
Available-for-sale Securities, Continuous Unrealized Loss Position, Twelve Months or Longer, Fair Value	$ 1,910,003		$ 1,910,003		$ 1,531,930
Available-for-sale Securities, Continuous Unrealized Loss Position, 12 Months or Longer, Accumulated Loss	$ 11,713		$ 11,713		$ 17,159
Available-for-sale Securities in Unrealized Loss Positions, Qualitative Disclosure, Number of Positions | position	68		68		95
Available-for-sale Securities, Continuous Unrealized Loss Position, Fair Value	$ 2,496,337		$ 2,496,337		$ 2,920,847
Available-for-sale Securities, Continuous Unrealized Loss Position, Accumulated Loss	$ 12,450		$ 12,450		$ 32,754

Held-to-Maturity Securities (De

Held-to-Maturity Securities (Details) $ in Thousands		Jun. 30, 2017USD ($)position	Dec. 31, 2016USD ($)position
Schedule of Held-to-maturity Securities [Line Items]
Held-to-maturity Securities, Amortized Cost before Other than Temporary Impairment		$ 2,241,137	$ 2,516,752
Accumulated Other Comprehensive Income (Loss), Other than Temporary Impairment, Not Credit Loss, Net of Tax, Held-to-maturity, Debt Securities		15,227	17,157
Held-to-maturity securities	[1]	2,225,910	2,499,595
Held-to-maturity Securities, Accumulated Unrecognized Holding Gain		29,469	26,619
Held-to-maturity Securities, Accumulated Unrecognized Holding Loss		4,585	11,702
Held-to-maturity Securities, Fair Value		$ 2,250,794	$ 2,514,512
Held-to-maturity Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Number of Positions | position		12	30
Held-to-maturity Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Fair Value		$ 72,402	$ 559,289
Held-to-maturity Securities, Continuous Unrealized Loss Position, Less than 12 Months, Accumulated Losses		$ 212	$ 2,800
Held-to-maturity Securities, Continuous Unrealized Loss Position, Twelve Months or Longer, Number of Positions | position		50	54
Held-to-maturity Securities, Continuous Unrealized Loss Position, Twelve Months or Longer, Fair Value		$ 810,320	$ 928,113
Held-to-maturity Securities, Continuous Unrealized Loss Position, 12 Months or Longer, Accumulated Losses		$ 7,151	$ 12,785
Held-to-maturity Securities, in Unrealized Loss Positions, Qualitative Disclosure, Number of Positions | position		62	84
Held-to-maturity Securities, Continuous Unrealized Loss Position, Fair Value		$ 882,722	$ 1,487,402
Held-to-maturity Securities, Continuous Unrealized Loss Position, Accumulated Loss		7,363	15,585
U.S. Government Agencies Debt Securities [Member]
Schedule of Held-to-maturity Securities [Line Items]
Held-to-maturity Securities, Amortized Cost before Other than Temporary Impairment		13,187	15,973
Accumulated Other Comprehensive Income (Loss), Other than Temporary Impairment, Not Credit Loss, Net of Tax, Held-to-maturity, Debt Securities		0	0
Held-to-maturity securities		13,187	15,973
Held-to-maturity Securities, Accumulated Unrecognized Holding Gain		12	8
Held-to-maturity Securities, Accumulated Unrecognized Holding Loss		9	94
Held-to-maturity Securities, Fair Value		$ 13,190	$ 15,887
Held-to-maturity Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Number of Positions | position		1	2
Held-to-maturity Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Fair Value		$ 5,218	$ 10,998
Held-to-maturity Securities, Continuous Unrealized Loss Position, Less than 12 Months, Accumulated Losses		$ 9	$ 94
Held-to-maturity Securities, Continuous Unrealized Loss Position, Twelve Months or Longer, Number of Positions | position		0	0
Held-to-maturity Securities, Continuous Unrealized Loss Position, Twelve Months or Longer, Fair Value		$ 0	$ 0
Held-to-maturity Securities, Continuous Unrealized Loss Position, 12 Months or Longer, Accumulated Losses		$ 0	$ 0
Held-to-maturity Securities, in Unrealized Loss Positions, Qualitative Disclosure, Number of Positions | position		1	2
Held-to-maturity Securities, Continuous Unrealized Loss Position, Fair Value		$ 5,218	$ 10,998
Held-to-maturity Securities, Continuous Unrealized Loss Position, Accumulated Loss		9	94
US States and Political Subdivisions Debt Securities [Member]
Schedule of Held-to-maturity Securities [Line Items]
Held-to-maturity Securities, Amortized Cost before Other than Temporary Impairment		160,000	110,000
Accumulated Other Comprehensive Income (Loss), Other than Temporary Impairment, Not Credit Loss, Net of Tax, Held-to-maturity, Debt Securities		0	0
Held-to-maturity securities		160,000	110,000
Held-to-maturity Securities, Accumulated Unrecognized Holding Gain		288	15
Held-to-maturity Securities, Accumulated Unrecognized Holding Loss		172	1,410
Held-to-maturity Securities, Fair Value		$ 160,116	$ 108,605
Held-to-maturity Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Number of Positions | position		1	1
Held-to-maturity Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Fair Value		$ 34,829	$ 33,590
Held-to-maturity Securities, Continuous Unrealized Loss Position, Less than 12 Months, Accumulated Losses		$ 172	$ 1,410
Held-to-maturity Securities, Continuous Unrealized Loss Position, Twelve Months or Longer, Number of Positions | position		0	0
Held-to-maturity Securities, Continuous Unrealized Loss Position, Twelve Months or Longer, Fair Value		$ 0	$ 0
Held-to-maturity Securities, Continuous Unrealized Loss Position, 12 Months or Longer, Accumulated Losses		$ 0	$ 0
Held-to-maturity Securities, in Unrealized Loss Positions, Qualitative Disclosure, Number of Positions | position		1	1
Held-to-maturity Securities, Continuous Unrealized Loss Position, Fair Value		$ 34,829	$ 33,590
Held-to-maturity Securities, Continuous Unrealized Loss Position, Accumulated Loss		172	1,410
Residential, Mortgage Backed Securities, Other US Obligations [Member]
Schedule of Held-to-maturity Securities [Line Items]
Held-to-maturity Securities, Amortized Cost before Other than Temporary Impairment		2,238	2,578
Accumulated Other Comprehensive Income (Loss), Other than Temporary Impairment, Not Credit Loss, Net of Tax, Held-to-maturity, Debt Securities		0	0
Held-to-maturity securities		2,238	2,578
Held-to-maturity Securities, Accumulated Unrecognized Holding Gain		6	2
Held-to-maturity Securities, Accumulated Unrecognized Holding Loss		0	3
Held-to-maturity Securities, Fair Value		2,244	$ 2,577
Held-to-maturity Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Number of Positions | position			2
Held-to-maturity Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Fair Value			$ 832
Held-to-maturity Securities, Continuous Unrealized Loss Position, Less than 12 Months, Accumulated Losses			$ 3
Held-to-maturity Securities, Continuous Unrealized Loss Position, Twelve Months or Longer, Number of Positions | position			0
Held-to-maturity Securities, Continuous Unrealized Loss Position, Twelve Months or Longer, Fair Value			$ 0
Held-to-maturity Securities, Continuous Unrealized Loss Position, 12 Months or Longer, Accumulated Losses			$ 0
Held-to-maturity Securities, in Unrealized Loss Positions, Qualitative Disclosure, Number of Positions | position			2
Held-to-maturity Securities, Continuous Unrealized Loss Position, Fair Value			$ 832
Held-to-maturity Securities, Continuous Unrealized Loss Position, Accumulated Loss			3
Other non-mortgage-backed securities [Member]
Schedule of Held-to-maturity Securities [Line Items]
Held-to-maturity Securities, Amortized Cost before Other than Temporary Impairment		173,187	125,973
Accumulated Other Comprehensive Income (Loss), Other than Temporary Impairment, Not Credit Loss, Net of Tax, Held-to-maturity, Debt Securities		0	0
Held-to-maturity securities		173,187	125,973
Held-to-maturity Securities, Accumulated Unrecognized Holding Gain		300	23
Held-to-maturity Securities, Accumulated Unrecognized Holding Loss		181	1,504
Held-to-maturity Securities, Fair Value		173,306	124,492
Held-to-maturity Securities, Debt Maturities, Next Rolling Twelve Months, Amortized Cost		2,216	2,007
Held-to-maturity Securities, Debt Maturities, within One Year, Net Carrying Amount		2,216	2,007
Held-to-maturity Securities, Debt Maturities, Next Rolling Twelve Months, Fair Value		2,220	2,007
Held-to-maturity Securities, Debt Maturities, Rolling Year Two Through Five, Amortized Cost		5,744	2,874
Held-to-maturity Securities, Debt Maturities, After One Through Five Years, Net Carrying Amount		5,744	2,874
Held-to-maturity Securities, Debt Maturities, Rolling Year Two Through Five, Fair Value		5,752	2,882
Held-to-maturity Securities, Debt Maturities, Rolling Year Six Through Ten, Amortized Cost		5,227	11,092
Held-to-maturity Securities, Debt Maturities, After Five Through Ten Years, Net Carrying Amount		5,227	11,092
Held-to-maturity Securities, Debt Maturities, Rolling Year Six Through Ten, Fair Value		5,218	10,998
Held-to-maturity Securities, Debt Maturities, Rolling after Ten Years, Amortized Cost		160,000	110,000
Held-to-maturity Securities, Debt Maturities, after Ten Years, Net Carrying Amount		160,000	110,000
Held-to-maturity Securities, Debt Maturities, Rolling after Ten Years, Fair Value		160,116	108,605
US Treasury and Government [Member]
Schedule of Held-to-maturity Securities [Line Items]
Held-to-maturity Securities, Continuous Unrealized Loss Position, Accumulated Loss		3,036
Mortgage Backed Securities [Member]
Schedule of Held-to-maturity Securities [Line Items]
Held-to-maturity Securities, Amortized Cost before Other than Temporary Impairment		2,067,950	2,390,779
Accumulated Other Comprehensive Income (Loss), Other than Temporary Impairment, Not Credit Loss, Net of Tax, Held-to-maturity, Debt Securities		15,227	17,157
Held-to-maturity securities		2,052,723	2,373,622
Held-to-maturity Securities, Accumulated Unrecognized Holding Gain		29,169	26,596
Held-to-maturity Securities, Accumulated Unrecognized Holding Loss		4,404	10,198
Held-to-maturity Securities, Fair Value		2,077,488	2,390,020
Held-to-maturity Securities, Premium (Discounts), Net		(7,283)	(9,671)
Residential Mortgage Backed Securities [Member] | Mortgage-backed Securities, Issued by Private Enterprises [Member]
Schedule of Held-to-maturity Securities [Line Items]
Held-to-maturity Securities, Amortized Cost before Other than Temporary Impairment		104,269	115,230
Accumulated Other Comprehensive Income (Loss), Other than Temporary Impairment, Not Credit Loss, Net of Tax, Held-to-maturity, Debt Securities		15,227	17,157
Held-to-maturity securities		89,042	98,073
Held-to-maturity Securities, Accumulated Unrecognized Holding Gain		15,091	14,508
Held-to-maturity Securities, Accumulated Unrecognized Holding Loss		1,377	2,032
Held-to-maturity Securities, Fair Value		$ 102,756	$ 110,549
Held-to-maturity Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Number of Positions | position		0	1
Held-to-maturity Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Fair Value		$ 0	$ 267
Held-to-maturity Securities, Continuous Unrealized Loss Position, Less than 12 Months, Accumulated Losses		$ 0	$ 2
Held-to-maturity Securities, Continuous Unrealized Loss Position, Twelve Months or Longer, Number of Positions | position		19	18
Held-to-maturity Securities, Continuous Unrealized Loss Position, Twelve Months or Longer, Fair Value		$ 71,029	$ 75,897
Held-to-maturity Securities, Continuous Unrealized Loss Position, 12 Months or Longer, Accumulated Losses		$ 4,155	$ 5,913
Held-to-maturity Securities, in Unrealized Loss Positions, Qualitative Disclosure, Number of Positions | position		19	19
Held-to-maturity Securities, Continuous Unrealized Loss Position, Fair Value		$ 71,029	$ 76,164
Held-to-maturity Securities, Continuous Unrealized Loss Position, Accumulated Loss		4,155	5,915
Single Family [Member] | GSE mortgage-backed securities[Member]
Schedule of Held-to-maturity Securities [Line Items]
Held-to-maturity Securities, Amortized Cost before Other than Temporary Impairment		1,899,633	2,211,159
Accumulated Other Comprehensive Income (Loss), Other than Temporary Impairment, Not Credit Loss, Net of Tax, Held-to-maturity, Debt Securities		0	0
Held-to-maturity securities		1,899,633	2,211,159
Held-to-maturity Securities, Accumulated Unrecognized Holding Gain		14,072	12,086
Held-to-maturity Securities, Accumulated Unrecognized Holding Loss		2,849	7,914
Held-to-maturity Securities, Fair Value		$ 1,910,856	$ 2,215,331
Held-to-maturity Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Number of Positions | position		10	24
Held-to-maturity Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Fair Value		$ 32,355	$ 513,602
Held-to-maturity Securities, Continuous Unrealized Loss Position, Less than 12 Months, Accumulated Losses		$ 31	$ 1,291
Held-to-maturity Securities, Continuous Unrealized Loss Position, Twelve Months or Longer, Number of Positions | position		28	33
Held-to-maturity Securities, Continuous Unrealized Loss Position, Twelve Months or Longer, Fair Value		$ 677,659	$ 790,653
Held-to-maturity Securities, Continuous Unrealized Loss Position, 12 Months or Longer, Accumulated Losses		$ 2,818	$ 6,623
Held-to-maturity Securities, in Unrealized Loss Positions, Qualitative Disclosure, Number of Positions | position		38	57
Held-to-maturity Securities, Continuous Unrealized Loss Position, Fair Value		$ 710,014	$ 1,304,255
Held-to-maturity Securities, Continuous Unrealized Loss Position, Accumulated Loss		2,849	7,914
Multifamily [Member] | GSE mortgage-backed securities[Member]
Schedule of Held-to-maturity Securities [Line Items]
Held-to-maturity Securities, Amortized Cost before Other than Temporary Impairment		61,810	61,812
Accumulated Other Comprehensive Income (Loss), Other than Temporary Impairment, Not Credit Loss, Net of Tax, Held-to-maturity, Debt Securities		0	0
Held-to-maturity securities		61,810	61,812
Held-to-maturity Securities, Accumulated Unrecognized Holding Gain		0	0
Held-to-maturity Securities, Accumulated Unrecognized Holding Loss		178	249
Held-to-maturity Securities, Fair Value		$ 61,632	$ 61,563
Held-to-maturity Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Number of Positions | position		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, Accumulated Losses		$ 0	$ 0
Held-to-maturity Securities, Continuous Unrealized Loss Position, Twelve Months or Longer, Number of Positions | position		3	3
Held-to-maturity Securities, Continuous Unrealized Loss Position, Twelve Months or Longer, Fair Value		$ 61,632	$ 61,563
Held-to-maturity Securities, Continuous Unrealized Loss Position, 12 Months or Longer, Accumulated Losses		$ 178	$ 249
Held-to-maturity Securities, in Unrealized Loss Positions, Qualitative Disclosure, Number of Positions | position		3	3
Held-to-maturity Securities, Continuous Unrealized Loss Position, Fair Value		$ 61,632	$ 61,563
Held-to-maturity Securities, Continuous Unrealized Loss Position, Accumulated Loss		$ 178	$ 249
[1]	(a) Fair values: $2,250,794 and $2,514,512 at June 30, 2017 and December 31, 2016, respectively.

Held-to-Maturity Securities (Ot

Held-to-Maturity Securities (Other-Than-Temporary Impairment Analysis) (Details) $ in Thousands	3 Months Ended		6 Months Ended
	Jun. 30, 2017USD ($)position	Jun. 30, 2016USD ($)	Jun. 30, 2017USD ($)position	Jun. 30, 2016USD ($)
Other than Temporary Impairment, Credit Losses Recognized in Earnings [Line Items]
Held-to-maturity, Qualitative Disclosure, Non Agency RMBS Number of Positions | position	24		24
Held-to-maturity, Qualitative Disclosure, Non Agency RMBS Number of Securities, Identified as OTTI Prior to 2013 not Further Impaired This Period | position			14
Other than Temporary Impairment, Credit Losses Recognized in Earnings [Roll Forward]
Balance of credit losses, beginning of period	$ 10,245	$ 11,423	$ 10,515	$ 11,696
Credit losses on securities for which an other-than temporary impairment was previously recognized	0	4	0	12
Increase In cash flows expected to be collected (accreted as interest income over the remaining lives of the applicable securities)	(284)	(307)	(554)	(588)
Balance of credit losses, end of period	9,961	11,120	9,961	11,120
Cumulative principal shortfalls on securities held at end of period	(1,939)	(1,738)	(1,939)	(1,738)
Cumulative amortization of the time value of credit losses at the end of the period	510	395	510	395
Credit losses in the amortized cost bases of other-than-temporarily impaired securities at end of period	$ 8,532	$ 9,777	$ 8,532	$ 9,777
Minimum [Member]
Other than Temporary Impairment Losses, Investments, Held-to-maturity Securities, Portion Recognized in Earnings, Net, Qualitative Disclosures [Abstract]
Projected House Price Decline Rate Over the Next 12 Months	5.00%		5.00%
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	11.00%		11.00%
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 Recovery Rate Over the Next 12 Months	1.00%		1.00%
Projected House Price Annual Appreciation Rate at Long-Term Equilibrium Level	2.00%		2.00%
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	6.00%		6.00%
Projected House Price Annual Appreciation Rate at Long-Term Equilibrium Level	5.00%		5.00%

Held-to-Maturity Securities (In

Held-to-Maturity Securities (Interest Rate Payment Terms) (Details) - USD ($) $ in Thousands	Jun. 30, 2017	Dec. 31, 2016
Schedule of Held-to-maturity Securities [Line Items]
Held-to-maturity Securities, Amortized Cost before Other than Temporary Impairment	$ 2,241,137	$ 2,516,752
Other non-mortgage-backed securities [Member]
Schedule of Held-to-maturity Securities [Line Items]
Held-to-maturity Securities, Amortized Cost before Other than Temporary Impairment	173,187	125,973
Mortgage Backed Securities [Member]
Schedule of Held-to-maturity Securities [Line Items]
Held-to-maturity Securities, Amortized Cost before Other than Temporary Impairment	2,067,950	2,390,779
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	132	147
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	265	305
Variable Interest Rate [Member] | Other non-mortgage-backed securities [Member]
Schedule of Held-to-maturity Securities [Line Items]
Held-to-maturity Securities, Amortized Cost before Other than Temporary Impairment	173,187	125,973
Variable 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	2,005,743	2,328,515
Multifamily [Member] | Variable Interest Rate [Member] | Commercial Mortgage Backed Securities [Member]
Schedule of Held-to-maturity Securities [Line Items]
Held-to-maturity Securities, Amortized Cost before Other than Temporary Impairment	$ 61,810	$ 61,812

Held-to-Maturity Securities Sal

Held-to-Maturity Securities Sales of Securities (Details) - USD ($) $ in Thousands	3 Months Ended		6 Months Ended
	Jun. 30, 2017	Jun. 30, 2016	Jun. 30, 2017	Jun. 30, 2016
Proceeds and Gains (Losses) from Sale of HTM [Abstract]
Amortized Cost of Sold Held-to-maturity Securities	$ 99,043	$ 66,763		$ 114,221
Proceeds from Sales of Held-to-maturity Securities	100,933	67,022	$ 100,933	114,950
Gains on sales of held-to-maturity securities	$ 1,890	$ 259	$ 1,890	$ 729

Advances Redemption Terms (Deta

Advances Redemption Terms (Details) - USD ($) $ in Thousands	Jun. 30, 2017	Dec. 31, 2016
Advances by Redemption Terms [Line Items]
Deposit Liabilities Reclassified as Loans Receivable	$ 3,956	$ 0
Weighted Average Interest Rate on Overdrawn Demand Deposit	4.34%	0.00%
Federal Home Loan Bank, Advances, Maturities Summary, in Next Rolling Twelve Months	$ 22,076,039	$ 17,477,220
Federal Home Loan Bank, Advances, Weighted Average Interest Rate, Maturing in Next Twelve Rolling Months	1.22%	0.71%
Federal Home Loan Bank, Advances, Maturities Summary, in Rolling Year Two	$ 2,052,094	$ 5,115,095
Federal Home Loan Bank, Advances, Weighted Average Interest Rate, Maturing in Rolling Year Two	1.63%	1.07%
Federal Home Loan Bank, Advances, Maturities Summary, in Rolling Year Three	$ 1,061,810	$ 1,059,823
Federal Home Loan Bank, Advances, Weighted Average Interest Rate, Maturing in Rolling Year Three	2.00%	1.63%
Federal Home Loan Bank, Advances, Maturities Summary, in Rolling Year Four	$ 1,392,515	$ 1,347,926
Federal Home Loan Bank, Advances, Weighted Average Interest Rate, Maturing in Rolling Year Four	1.61%	1.56%
Federal Home Loan Bank, Advances, Maturities Summary, in Rolling Year Five	$ 358,916	$ 593,061
Federal Home Loan Bank, Advances, Weighted Average Interest Rate, Maturing in Rolling Year Five	1.83%	1.74%
Federal Home Loan Bank, Advances, Maturities Summary, after Rolling Year Five	$ 5,736,792	$ 5,431,116
Federal Home Loan Bank, Advances, Weighted Average Interest Rate, Maturing after Rolling Year Five	1.28%	0.85%
Federal Home Loan Bank Advances, Maturities, Amortizing Advances	$ 1,423,818	$ 1,448,003
Federal Home Loan Bank Advances, Weighted Average Interest Rate of Amortizing Advances	2.71%	2.76%
Federal Home Loan Bank Advances Par Value	$ 34,105,940	$ 32,472,244
Federal Home Loan Bank, Advances, Weighted Average Interest Rate	1.36%	0.97%
Federal Home Loan Bank, Advances, Premium	$ 30	$ 52
Deferred Prepayment Fees	(11,997)	(13,272)
Federal Home Loan Bank, Advances, Commitment Fees	(120)	(123)
Federal Home Loan Bank Advances, Valuation Adjustments For Hedging Activities	38,385	47,274
Federal Home Loan Bank Advances	$ 34,132,238	$ 32,506,175

Advances Outstanding by the Ear

Advances Outstanding by the Earlier of Contractual Maturity or Next Call Date (Details) - USD ($) $ in Thousands	Jun. 30, 2017	Dec. 31, 2016
Schedule of Advances Classified by Contractual Maturity Date or Next Call Date [Line Items]
Deposit Liabilities Reclassified as Loans Receivable	$ 3,956	$ 0
Federal Home Loan Bank, Advances, Earlier of Contractual Maturity or Next Call Date, in Next Rolling Twelve Months	28,366,688	25,953,500
Federal Home Loan Bank, Advances, Earlier of Contractual Maturity or Next Call Date, in Rolling Year Two	1,804,014	2,336,974
Federal Home Loan Bank, Advances, Earlier of Contractual Maturity or Next Call Date, in Rolling Year Three	984,110	989,223
Federal Home Loan Bank, Advances, Earlier of Contractual Maturity or Next Call Date, in Rolling Year Four	722,215	757,626
Federal Home Loan Bank, Advances, Earlier of Contractual Maturity or Next Call Date, in Rolling Year Five	242,446	443,311
Federal Home Loan Bank, Advances, Earlier of Contractual Maturity or Next Call Date, after Rolling Year Five	558,693	543,607
Federal Home Loan Bank Advances, Maturities, Amortizing Advances	1,423,818	1,448,003
Federal Home Loan Bank Advances Par Value	$ 34,105,940	$ 32,472,244

Advances Outstanding by the E50

Advances Outstanding by the Earlier of Contractual Maturity or Next Put Date (Details) - USD ($) $ in Thousands	Jun. 30, 2017	Dec. 31, 2016
Advances by Earlier of Contractual Maturity or Next Put Date [Line Items]
Deposit Liabilities Reclassified as Loans Receivable	$ 3,956	$ 0
Federal Home Loan Bank, Advances, Earlier of Contractual Maturity or Next Put or Convert Date, due in Next Rolling Twelve Months	22,542,539	18,153,670
Federal Home Loan Bank, Advances, Earlier of Contractual Maturity or Next Put or Convert Date, in Rolling Year Two	1,656,594	4,473,645
Federal Home Loan Bank, Advances, Earlier of Contractual Maturity or Next Put or Convert Date, in Rolling Year Three	1,056,810	1,024,823
Federal Home Loan Bank, Advances, Earlier of Contractual Maturity or Next Put or Convert Date, in Rolling Year Four	1,392,515	1,347,926
Federal Home Loan Bank, Advances, Earlier of Contractual Maturity or Next Put or Convert Date, in Rolling Year Five	348,916	593,061
Federal Home Loan Bank, Advances, Earlier of Contractual Maturity or Next Put or Convert Date, after Rolling Year Five	5,680,792	5,431,116
Federal Home Loan Bank Advances, Maturities, Amortizing Advances	1,423,818	1,448,003
Federal Home Loan Bank Advances Par Value	$ 34,105,940	$ 32,472,244

Advances Interest Rate Payment

Advances Interest Rate Payment Terms (Details) - USD ($) $ in Thousands	Jun. 30, 2017	Dec. 31, 2016
Advances by Interest Rate Payment Terms [Line Items]
Deposit Liabilities Reclassified as Loans Receivable	$ 3,956	$ 0
Federal Home Loan Bank, Advances, Fixed Rate, under One Year	16,409,558	13,417,280
Federal Home Loan Bank, Advances, Fixed Rate, after One Year	5,652,415	6,215,744
Federal Home Loan Bank, Advances, Fixed Rate	22,061,973	19,633,024
Federal Home Loan Bank, Advances, Floating Rate, under One Year	5,754,718	4,136,153
Federal Home Loan Bank, Advances, Floating Rate, after One Year	6,289,249	8,703,067
Federal Home Loan Bank, Advances, Floating Rate	12,043,967	12,839,220
Federal Home Loan Bank Advances Par Value	$ 34,105,940	$ 32,472,244

Advances Narrative (Details)

Advances Narrative (Details) - USD ($)	3 Months Ended			6 Months Ended
	Jun. 30, 2017	Mar. 31, 2017	Jun. 30, 2016	Jun. 30, 2017	Jun. 30, 2016	Dec. 31, 2016
Advances [Line Items]
Percent Of Fixed Rate Advances Swapped To Adjustable Rate	22.00%			22.00%		25.00%
Gross Prepayment Fees on Advances Received	$ 574,000		$ 1,391,000	$ 866,000	$ 2,735,000
Prepaid Advances with Symmetrical prepayment Feature		$ 11,000,000
Deferred Prepayment Fees on Advances During Period	0		$ 284,000	219,000	$ 284,000
Federal Home Loan Bank Advances Par Value	$ 34,105,940,000			$ 34,105,940,000		$ 32,472,244,000
Fees paid on prepaid Advances with Symmetrical Prepayment Feature		$ 190,000
Minimum [Member]
Advances [Line Items]
Federal Home Loan Bank Advances, Interest Rate	0.49%			0.49%		0.40%
Maximum [Member]
Advances [Line Items]
Federal Home Loan Bank Advances, Interest Rate	8.27%			8.27%		8.27%
Federal Home Loan Bank Advances Callable Option [Member]
Advances [Line Items]
Federal Home Loan Bank Advances Par Value	$ 11,550,755,000			$ 11,550,755,000		$ 12,432,264,000
Federal Home Loan Bank Advances Putable Option [Member]
Advances [Line Items]
Federal Home Loan Bank Advances Par Value	$ 1,039,450,000			$ 1,039,450,000		$ 1,053,071,000

Allowance for Credit Losses (De

Allowance for Credit Losses (Details) - USD ($) $ in Thousands		Jun. 30, 2017	Dec. 31, 2016
Financing Receivable, Recorded Investment, Past Due [Abstract]
Total past due		$ 3,662	$ 2,657
Total current loans		376,868	122,076
Total mortgage loans		380,530	124,733
Mortgage Loans in Process of Foreclosure, Amount	[1]	$ 132	$ 85
Serious delinquency rate	[2]	0.10%	0.30%
Past due 90 days or more and still accruing interest	[3]	$ 71	$ 130
Non-accrual loans		226	276
Troubled debt restructurings		0	0
Real estate acquired through foreclosure		33	89
Financing Receivables, 30 to 59 Days Past Due [Member]
Financing Receivable, Recorded Investment, Past Due [Abstract]
Total past due		2,997	1,888
Financing Receivables, 60 to 89 Days Past Due [Member]
Financing Receivable, Recorded Investment, Past Due [Abstract]
Total past due		368	363
Financing Receivables, Equal to Greater than 90 Days Past Due [Member]
Financing Receivable, Recorded Investment, Past Due [Abstract]
Total past due		297	406
Conventional Mortgage Loan [Member]
Financing Receivable, Recorded Investment, Past Due [Abstract]
Total past due		2,517	1,366
Total current loans		356,671	99,690
Total mortgage loans		359,188	101,056
Mortgage Loans in Process of Foreclosure, Amount	[1]	$ 105	$ 57
Serious delinquency rate	[2]	0.10%	0.30%
Past due 90 days or more and still accruing interest	[3]	$ 0	$ 0
Non-accrual loans		226	276
Troubled debt restructurings		0	0
Allowance for Credit Losses and Recorded Investment by Impairment Methodology [Abstract]
Ending balance of allowance for credit losses related to loans collectively evaluated for impairment		141	141
Individually Evaluated for Impairment		226	276
Collectively Evaluated for Impairment		358,962	100,780
Conventional Mortgage Loan [Member] | Financing Receivables, 30 to 59 Days Past Due [Member]
Financing Receivable, Recorded Investment, Past Due [Abstract]
Total past due		2,068	899
Conventional Mortgage Loan [Member] | Financing Receivables, 60 to 89 Days Past Due [Member]
Financing Receivable, Recorded Investment, Past Due [Abstract]
Total past due		223	191
Conventional Mortgage Loan [Member] | Financing Receivables, Equal to Greater than 90 Days Past Due [Member]
Financing Receivable, Recorded Investment, Past Due [Abstract]
Total past due		226	276
US Government Agency Insured Loans [Member]
Financing Receivable, Recorded Investment, Past Due [Abstract]
Total past due		1,145	1,291
Total current loans		20,197	22,386
Total mortgage loans		21,342	23,677
Mortgage Loans in Process of Foreclosure, Amount	[1]	$ 27	$ 28
Serious delinquency rate	[2]	0.30%	0.60%
Past due 90 days or more and still accruing interest	[3]	$ 71	$ 130
Non-accrual loans		0	0
Troubled debt restructurings		0	0
US Government Agency Insured Loans [Member] | Financing Receivables, 30 to 59 Days Past Due [Member]
Financing Receivable, Recorded Investment, Past Due [Abstract]
Total past due		929	989
US Government Agency Insured Loans [Member] | Financing Receivables, 60 to 89 Days Past Due [Member]
Financing Receivable, Recorded Investment, Past Due [Abstract]
Total past due		145	172
US Government Agency Insured Loans [Member] | Financing Receivables, Equal to Greater than 90 Days Past Due [Member]
Financing Receivable, Recorded Investment, Past Due [Abstract]
Total past due		$ 71	$ 130
[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 ($) $ in Billions	Jun. 30, 2017	Dec. 31, 2016
Schedule of Short-term and Long-term Debt [Line Items]
Percent of Fixed Rate Long Term Debt Swapped to An Adjustable Rate	92.00%	91.00%
FHLBanks [Member]
Schedule of Short-term and Long-term Debt [Line Items]
Debt, Gross	$ 1,012	$ 989
FHL Bank of Dallas [Member]
Schedule of Short-term and Long-term Debt [Line Items]
Debt, Gross	$ 58.2	$ 54.1

Consolidated Obligations Intere

Consolidated Obligations Interest Rate Payment Terms (Details) - Unsecured Debt [Member] - USD ($) $ in Thousands	Jun. 30, 2017	Dec. 31, 2016
Debt Instrument [Line Items]
Debt, Gross	$ 30,114,130	$ 27,132,780
Fixed Interest Rate [Member]
Debt Instrument [Line Items]
Debt, Gross	11,048,630	10,952,280
Variable Rate [Member]
Debt Instrument [Line Items]
Debt, Gross	15,761,000	13,151,000
Step Down [Member]
Debt Instrument [Line Items]
Debt, Gross	150,000	200,000
Step Up [Member]
Debt Instrument [Line Items]
Debt, Gross	$ 3,154,500	$ 2,829,500

Consolidated Obligations Redemp

Consolidated Obligations Redemption Terms (Details) - USD ($) $ in Thousands	Jun. 30, 2017	Dec. 31, 2016
Debt Instrument, Redemption [Line Items]
Bonds	$ 30,020,333	$ 26,997,487
Unsecured Debt [Member]
Debt Instrument, Redemption [Line Items]
Debt, Gross	30,114,130	27,132,780
Debt Instrument, Unamortized Premium	9,180	10,993
Debt Instrument, Unamortized Discount	(1,575)	(1,477)
Unamortized Debt Issuance Expense	(1,599)	(1,308)
Debt Valuation Adjustment for Hedging Activities	(99,803)	(143,501)
Bonds	30,020,333	26,997,487
Contractual Maturity [Member] | Unsecured Debt [Member]
Debt Instrument, Redemption [Line Items]
Long-term Debt, Maturities, Repayments of Principal in Next Rolling Twelve Months	$ 17,005,920	$ 16,586,590
Debt, Maturities, Repayments of Principal in Next Twelve Months, Weighted Average Interest Rate	1.01%	0.66%
Long-term Debt, Maturities, Repayments of Principal in Rolling Year Two	$ 5,135,700	$ 4,045,240
Long-term Debt, Maturities, Repayments of Principal in Year Two, Weighted Average Interest Rate	1.19%	1.42%
Long-term Debt, Maturities, Repayments of Principal in Rolling Year Three	$ 1,863,065	$ 1,617,600
Long-term Debt, Maturities, Repayments of Principal in Year Three, Weighted Average Interest Rate	1.30%	1.15%
Long-term Debt, Maturities, Repayments of Principal in Rolling Year Four	$ 1,837,835	$ 980,100
Long-term Debt, Maturities, Repayments of Principal in Year Four, Weighted Average Interest Rate	1.65%	1.63%
Long-term Debt, Maturities, Repayments of Principal in Rolling Year Five	$ 1,523,400	$ 1,546,000
Long-term Debt, Maturities, Repayments of Principal in Year Five, Weighted Average Interest Rate	1.55%	1.38%
Long-term Debt, Maturities, Repayments of Principal in Rolling after Year Five	$ 2,748,210	$ 2,357,250
Long-term Debt, Maturities, Repayments of Principal After Year Five, Weighted Average Interest Rate	2.09%	1.99%
Long-term Debt, Weighted Average Interest Rate	1.23%	0.99%

Consolidated Obligations Callab

Consolidated Obligations Callable/Non-callable (Details) - Unsecured Debt [Member] - USD ($) $ in Thousands	Jun. 30, 2017	Dec. 31, 2016
Long-term Debt Callable or Non-Callable [Line Items]
Debt, Gross	$ 30,114,130	$ 27,132,780
Non Callable [Member]
Long-term Debt Callable or Non-Callable [Line Items]
Debt, Gross	24,533,630	21,747,530
Callable [Member]
Long-term Debt Callable or Non-Callable [Line Items]
Debt, Gross	$ 5,580,500	$ 5,385,250

Consolidated Obligations Contra

Consolidated Obligations Contractual Maturity or Next Call Date (Details) - Unsecured Debt [Member] - USD ($) $ in Thousands	Jun. 30, 2017	Dec. 31, 2016
Consolidated Obligations by Contractual Maturity or Next Call Date [Line Items]
Debt, Gross	$ 30,114,130	$ 27,132,780
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	22,261,420	21,749,840
Long-term Debt, Maturities, Repayments of Principal in Rolling Year Two	4,760,700	3,607,240
Long-term Debt, Maturities, Repayments of Principal in Rolling Year Three	1,588,065	1,262,600
Long-term Debt, Maturities, Repayments of Principal in Rolling Year Four	985,835	415,100
Long-term Debt, Maturities, Repayments of Principal in Rolling Year Five	283,400	89,000
Long-term Debt, Maturities, Repayments of Principal in Rolling after Year Five	234,710	9,000
Debt, Gross	$ 30,114,130	$ 27,132,780

Consolidated Obligations Discou

Consolidated Obligations Discount Notes (Details) - USD ($) $ in Thousands	Jun. 30, 2017	Dec. 31, 2016
Short-term Debt [Line Items]
Federal Home Loan Bank, Consolidated Obligations, Discount Notes	$ 28,014,878	$ 26,941,782
Discount Notes [Member]
Short-term Debt [Line Items]
Debt Instrument, Face Amount	$ 28,055,098	$ 26,964,305
Short-term Debt, Weighted Average Interest Rate	0.86%	0.46%

Affordable Housing Program ("60

Affordable Housing Program ("AHP") (Details) - USD ($) $ in Thousands	3 Months Ended		6 Months Ended
	Jun. 30, 2017	Jun. 30, 2016	Jun. 30, 2017	Jun. 30, 2016
Affordable Housing Program [Roll Forward]
Balance, Beginning of period			$ 22,871	$ 22,710
AHP assessment	$ 4,867	$ 2,355	8,772	3,277
Grants funded, net of recaptured amounts			(4,575)	(4,692)
Balance, End of period	$ 27,068	$ 21,295	$ 27,068	$ 21,295

Assets and Liabilities Subjec61

Assets and Liabilities Subject to Offsetting (Details) - USD ($) $ in Thousands		Jun. 30, 2017		Dec. 31, 2016
Offsetting Assets and Liabilities [Line Items]
Derivative Asset, Fair Value, Gross Asset		$ 189,983		$ 240,405
Derivative Asset, Fair Value, Gross Liability and Obligation to Return Cash, Offset	[1]	(134,039)	[2],[3]	(224,768)	[4],[5]
Derivative Assets		55,944		15,637
Derivative, Collateral, Obligation to Return Securities	[6]	(20,113)		(8,511)
Derivative Asset, Fair Value, Amount Not Offset Against Collateral		35,831		7,126
Securities Purchased under Agreements to Resell, Gross		3,600,000		3,100,000
Securities Purchased under Agreements to Resell, Amount Offset Against Collateral		0		0
Securities Purchased under Agreements to Resell		3,600,000		3,100,000
Securities Purchased under Agreements to Resell, Collateral, Obligation to Return Securities	[6]	(3,600,000)		(3,100,000)
Securities Purchased under Agreements to Resell, Amount Not Offset Against Collateral		0		0
Offsetting Assets, Gross		3,789,983		3,340,405
Assets, Amounts Offset Against Collateral		(134,039)		(224,768)
Offsetting Assets, Total		3,655,944		3,115,637
Offsetting Assets, Collateral Not Offset in the Statement of Condition	[6]	(3,620,113)		(3,108,511)
Offsetting Assets, Amount Not Offset Against Collateral		35,831		7,126
Derivative Liability, Fair Value, Gross Liability		427,976		457,285
Derivative Liability, Fair Value, Gross Asset and Right to Reclaim Cash, Offset	[1]	(412,204)	[2],[3]	(442,942)	[4],[5]
Derivative Liabilities		15,772		14,343
Derivative Liabilities, Non-Cash, Collateral Pledged to Counterparties	[6]	0		(1,743)
Derivative Liability, Fair Value, Amount Not Offset Against Collateral		15,772		12,600
Over the Counter [Member]
Offsetting Assets and Liabilities [Line Items]
Derivative Asset, Fair Value, Gross Asset		25,058		12,620
Derivative Asset, Fair Value, Gross Liability and Obligation to Return Cash, Offset		(3,511)		(3,443)
Derivative Assets		21,547		9,177
Derivative, Collateral, Obligation to Return Securities	[6],[7]	(20,113)		(8,511)
Derivative Asset, Fair Value, Amount Not Offset Against Collateral		1,434		666
Derivative Liability, Fair Value, Gross Liability		184,339		256,453
Derivative Liability, Fair Value, Gross Asset and Right to Reclaim Cash, Offset		(168,567)		(243,853)
Derivative Liabilities		15,772		12,600
Derivative Liabilities, Non-Cash, Collateral Pledged to Counterparties	[6]	0		0
Derivative Liability, Fair Value, Amount Not Offset Against Collateral		15,772		12,600
Exchange Cleared [Member]
Offsetting Assets and Liabilities [Line Items]
Derivative Asset, Fair Value, Gross Asset		164,925		227,785
Derivative Asset, Fair Value, Gross Liability and Obligation to Return Cash, Offset		(130,528)		(221,325)
Derivative Assets		34,397		6,460
Derivative, Collateral, Obligation to Return Securities	[6]	0		0
Derivative Asset, Fair Value, Amount Not Offset Against Collateral		34,397		6,460
Derivative Liability, Fair Value, Gross Liability		243,637		200,832
Derivative Liability, Fair Value, Gross Asset and Right to Reclaim Cash, Offset		(243,637)		(199,089)
Derivative Liabilities		0		1,743
Derivative Liabilities, Non-Cash, Collateral Pledged to Counterparties	[6]	0	[8]	(1,743)	[9]
Derivative Liability, Fair Value, Amount Not Offset Against Collateral		0		0
Derivative Liabilities, Additional Net Exposure, Collateral Pledged to Counterparties in Excess of Net Liabilities		567,144		$ 611,608
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 (including variation margin for daily settled contracts) as well as any cash collateral held or placed with those same counterparties.
[2]	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 (including variation margin for daily settled contracts) as well as any cash collateral held or placed with those same counterparties. The estimated fair values of the Bank's derivative assets and liabilities are before consideration of variation margin for daily settled contracts.
[3]	Financial instruments measured at fair value on a recurring basis as of June 30, 2017.
[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.
[5]	Financial instruments measured at fair value on a recurring basis as of December 31, 2016.
[6]	Any overcollateralization or any excess variation margin associated with daily settled contracts at an individual clearinghouse/clearing member or bilateral counterparty level is not included in the determination of the net unsecured amount.
[7]	Consists of collateral pledged by member counterparties.
[8]	The Bank had pledged securities with an aggregate fair value of $567,144,000 at June 30, 2017 to further secure its cleared derivatives, which is a result of the initial margin requirements imposed upon the Bank.
[9]	Consists of securities pledged by the Bank. In addition to the amount needed to secure the counterparties' exposure to the Bank, the Bank had pledged securities with an aggregate fair value of $611,608,000 at December 31, 2016 to further secure its cleared derivatives, which is a result of the initial margin requirements imposed upon the Bank.

Derivatives and Hedging Activ62

Derivatives and Hedging Activities (Derivatives in Statement of Condition) (Details) - USD ($) $ in Thousands		Jun. 30, 2017		Dec. 31, 2016
Derivatives, Fair Value [Line Items]
Derivative Instruments in Hedges, Assets, at Fair Value		$ 189,983		$ 240,405
Derivative Instruments in Hedges, Liabilities, at Fair Value		427,976		457,285
Derivative, Notional Amount		36,547,301		35,540,949
Derivative Asset, Fair Value, Amount Offset Against Collateral		(100)		(94,650)
Derivative Liability, Fair Value, Amount Offset Against Collateral		(278,265)		(312,824)
Derivative Asset, Fair Value, Gross Liability		(133,939)		(130,118)
Derivative Liability, Fair Value, Gross Asset		(133,939)		(130,118)
Derivative Asset, Fair Value, Gross Liability and Obligation to Return Cash, Offset	[1]	(134,039)	[2],[3]	(224,768)	[4],[5]
Derivative Liability, Fair Value, Gross Asset and Right to Reclaim Cash, Offset	[1]	(412,204)	[2],[3]	(442,942)	[4],[5]
Derivative assets		55,944		15,637
Derivative liabilities		15,772		14,343
Designated as Hedging Instrument [Member]
Derivatives, Fair Value [Line Items]
Derivative Instruments in Hedges, Assets, at Fair Value		167,354		225,746
Derivative Instruments in Hedges, Liabilities, at Fair Value		393,343		427,412
Derivative, Notional Amount		32,576,553		31,313,061
Designated as Hedging Instrument [Member] | Interest Rate Swap [Member] | Advances [Member]
Derivatives, Fair Value [Line Items]
Derivative Instruments in Hedges, Assets, at Fair Value		16,490		20,367
Derivative Instruments in Hedges, Liabilities, at Fair Value		59,088		74,032
Derivative, Notional Amount		4,918,670		5,002,011
Designated as Hedging Instrument [Member] | Interest Rate Swap [Member] | Available-for-sale Securities [Member]
Derivatives, Fair Value [Line Items]
Derivative Instruments in Hedges, Assets, at Fair Value		120,413		175,507
Derivative Instruments in Hedges, Liabilities, at Fair Value		243,319		223,122
Derivative, Notional Amount		14,066,263		13,106,770
Designated as Hedging Instrument [Member] | Interest Rate Swap [Member] | Consolidated Obligation Bonds [Member]
Derivatives, Fair Value [Line Items]
Derivative Instruments in Hedges, Assets, at Fair Value		14,863		10,756
Derivative Instruments in Hedges, Liabilities, at Fair Value		89,730		129,772
Derivative, Notional Amount		13,164,620		12,776,280
Designated as Hedging Instrument [Member] | Interest Rate Swap [Member] | Consolidated Obligation Discount Notes [Member]
Derivatives, Fair Value [Line Items]
Derivative Instruments in Hedges, Assets, at Fair Value		15,558		19,050
Derivative Instruments in Hedges, Liabilities, at Fair Value		1,206		486
Derivative, Notional Amount		425,000		425,000
Designated as Hedging Instrument [Member] | Interest Rate Swaption [Member] | Advances [Member]
Derivatives, Fair Value [Line Items]
Derivative Instruments in Hedges, Assets, at Fair Value		30		66
Derivative Instruments in Hedges, Liabilities, at Fair Value		0		0
Derivative, Notional Amount		2,000		3,000
Not Designated as Hedging Instrument [Member]
Derivatives, Fair Value [Line Items]
Derivative Instruments in Hedges, Assets, at Fair Value		22,629		14,659
Derivative Instruments in Hedges, Liabilities, at Fair Value		34,633		29,873
Derivative, Notional Amount		3,970,748		4,227,888
Not Designated as Hedging Instrument [Member] | Interest Rate Swap [Member] | Advances [Member]
Derivatives, Fair Value [Line Items]
Derivative Instruments in Hedges, Assets, at Fair Value		0		0
Derivative Instruments in Hedges, Liabilities, at Fair Value		6		0
Derivative, Notional Amount		5,000		0
Not Designated as Hedging Instrument [Member] | Interest Rate Swap [Member] | Available-for-sale Securities [Member]
Derivatives, Fair Value [Line Items]
Derivative Instruments in Hedges, Assets, at Fair Value		20		34
Derivative Instruments in Hedges, Liabilities, at Fair Value		32		27
Derivative, Notional Amount		2,654		2,624
Not Designated as Hedging Instrument [Member] | Interest Rate Swap [Member] | Consolidated Obligation Discount Notes [Member]
Derivatives, Fair Value [Line Items]
Derivative Instruments in Hedges, Assets, at Fair Value		0		2,626
Derivative Instruments in Hedges, Liabilities, at Fair Value		0		0
Derivative, Notional Amount		0		1,276,563
Not Designated as Hedging Instrument [Member] | Interest Rate Swap [Member] | Basis Swap [Member]
Derivatives, Fair Value [Line Items]
Derivative Instruments in Hedges, Assets, at Fair Value		0		0
Derivative Instruments in Hedges, Liabilities, at Fair Value		0		676
Derivative, Notional Amount		0		1,000,000
Not Designated as Hedging Instrument [Member] | Interest Rate Swap [Member] | Intermediary Transactions [Member]
Derivatives, Fair Value [Line Items]
Derivative Instruments in Hedges, Assets, at Fair Value		22,316		11,174
Derivative Instruments in Hedges, Liabilities, at Fair Value		19,269		10,128
Derivative, Notional Amount		2,339,581		341,671
Not Designated as Hedging Instrument [Member] | Interest Rate Swap [Member] | Other Economic [Member]
Derivatives, Fair Value [Line Items]
Derivative Instruments in Hedges, Assets, at Fair Value		0		0
Derivative Instruments in Hedges, Liabilities, at Fair Value		15,016		18,479
Derivative, Notional Amount		325,000		325,000
Not Designated as Hedging Instrument [Member] | Forward Contracts [Member] | Mortgages [Member]
Derivatives, Fair Value [Line Items]
Derivative Instruments in Hedges, Assets, at Fair Value		0		2
Derivative Instruments in Hedges, Liabilities, at Fair Value		42		0
Derivative, Notional Amount		18,513		2,030
Not Designated as Hedging Instrument [Member] | Interest Rate Cap [Member] | Intermediary Transactions [Member]
Derivatives, Fair Value [Line Items]
Derivative Instruments in Hedges, Assets, at Fair Value		268		563
Derivative Instruments in Hedges, Liabilities, at Fair Value		268		563
Derivative, Notional Amount		80,000		80,000
Not Designated as Hedging Instrument [Member] | Interest Rate Cap [Member] | Held-to-maturity Securities [Member]
Derivatives, Fair Value [Line Items]
Derivative Instruments in Hedges, Assets, at Fair Value		25		260
Derivative Instruments in Hedges, Liabilities, at Fair Value		0		0
Derivative, Notional Amount		$ 1,200,000		$ 1,200,000
[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 (including variation margin for daily settled contracts) as well as any cash collateral held or placed with those same counterparties.
[2]	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 (including variation margin for daily settled contracts) as well as any cash collateral held or placed with those same counterparties. The estimated fair values of the Bank's derivative assets and liabilities are before consideration of variation margin for daily settled contracts.
[3]	Financial instruments measured at fair value on a recurring basis as of June 30, 2017.
[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.
[5]	Financial instruments measured at fair value on a recurring basis as of December 31, 2016.

Derivatives and Hedging Activ63

Derivatives and Hedging Activities (Derivatives in Statement of Income) (Details) - USD ($) $ in Thousands		3 Months Ended		6 Months Ended
		Jun. 30, 2017	Jun. 30, 2016	Jun. 30, 2017	Jun. 30, 2016
Derivative Instruments, Gain (Loss) [Line Items]
Derivative, Net Hedge Ineffectiveness Gain (Loss)	[1]	$ (5,519)	$ (11,910)	$ (4,439)	$ (25,226)
Derivative Instruments Not Designated as Hedging Instruments, Gain (Loss), Net		6,139	8,089	9,767	4,466
Price Alignment Amount on Variation Margin for Daily Settled Derivative Contracts		182	0	301	0
Gain (Loss) on Derivative Instruments, Net, Pretax		802	(3,821)	5,629	(20,760)
Advances [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Derivative, Net Hedge Ineffectiveness Gain (Loss)	[1]	86	(258)	172	(333)
Available-for-sale Securities [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Derivative, Net Hedge Ineffectiveness Gain (Loss)	[1]	(5,577)	(10,712)	(6,289)	(21,351)
Consolidated Obligation Bonds [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Derivative, Net Hedge Ineffectiveness Gain (Loss)	[1]	(28)	(940)	1,678	(3,542)
Interest Rate Swap [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Derivative, Net Hedge Ineffectiveness Gain (Loss)		(5,505)	(11,911)	(4,403)	(25,219)
Derivative Instruments Not Designated as Hedging Instruments, Gain (Loss), Net		4,517	7,313	7,617	3,929
Interest Rate Swaption [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Derivative, Net Hedge Ineffectiveness Gain (Loss)		(14)	1	(36)	(7)
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		(73)	(119)	(234)	(526)
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		473	813	921	981
Not Designated as Hedging Instrument [Member] | Forward Contracts [Member] | Mortgages [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Derivative Instruments Not Designated as Hedging Instruments, Gain (Loss), Net		$ 1,222	$ 82	$ 1,463	$ 82
[1]	Reported as net gains (losses) on derivatives and hedging activities in the statements of income.

Derivatives and Hedging Activ64

Derivatives and Hedging Activities (Derivatives in Statement of Income and Impact on Interest) (Details) - USD ($) $ in Thousands		3 Months Ended		6 Months Ended
		Jun. 30, 2017	Jun. 30, 2016	Jun. 30, 2017	Jun. 30, 2016
Derivative Instruments, Gain (Loss) [Line Items]
Gain (Loss) on Derivatives		$ (67,910)	$ (229,148)	$ (30,894)	$ (545,170)
Gain (Loss) on Hedged Items		62,391	217,238	26,455	519,944
Net Fair Value Hedge Ineffectiveness	[1]	(5,519)	(11,910)	(4,439)	(25,226)
Derivative Net Interest Income (Expense)	[2]	(25,124)	(38,020)	(55,084)	(76,254)
Advances [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Gain (Loss) on Derivatives		(5,677)	(14,392)	8,046	(65,559)
Gain (Loss) on Hedged Items		5,763	14,134	(7,874)	65,226
Net Fair Value Hedge Ineffectiveness	[1]	86	(258)	172	(333)
Derivative Net Interest Income (Expense)	[2]	(8,887)	(16,555)	(19,786)	(34,404)
Available-for-sale Securities [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Gain (Loss) on Derivatives		(115,083)	(222,847)	(84,331)	(537,446)
Gain (Loss) on Hedged Items		109,506	212,135	78,042	516,095
Net Fair Value Hedge Ineffectiveness	[1]	(5,577)	(10,712)	(6,289)	(21,351)
Derivative Net Interest Income (Expense)	[2]	(27,727)	(37,057)	(58,405)	(75,195)
Consolidated Obligation Bonds [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Gain (Loss) on Derivatives		52,850	8,091	45,391	57,835
Gain (Loss) on Hedged Items		(52,878)	(9,031)	(43,713)	(61,377)
Net Fair Value Hedge Ineffectiveness	[1]	(28)	(940)	1,678	(3,542)
Derivative Net Interest Income (Expense)	[2]	$ 11,490	$ 15,592	$ 23,107	$ 33,345
[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 Activ65

Derivatives and Hedging Activities Cash Flow Hedges (Details) - USD ($) $ in Thousands		3 Months Ended		6 Months Ended
		Jun. 30, 2017	Jun. 30, 2016	Jun. 30, 2017	Jun. 30, 2016
Derivative Instruments and Hedging Activities Disclosure [Abstract]
Derivative Instruments, Gain (Loss) Recognized in Other Comprehensive Income (Loss), Effective Portion, Net		$ (5,604)	$ (9,768)	$ (5,751)	$ (15,127)
Derivative Instruments, Gain (Loss) Reclassified from Accumulated OCI into Income, Effective Portion, Net	[1]	(636)	(941)	(1,436)	(1,580)
Gain (Loss) on Cash Flow Hedge Ineffectiveness, Net		$ 0	$ 0	0	$ 0
Cash Flow Hedge Gain (Loss) to be Reclassified within Twelve Months				$ (1,265)
Maximum Length of Time Hedged in Cash Flow Hedge				9 years 3 months
[1]	Represents net interest expense associated with the derivatives.

Derivatives and Hedging Activ66

Derivatives and Hedging Activities (Narrative) (Details) - USD ($) $ in Thousands	Jun. 30, 2017	Dec. 31, 2016
Derivatives, Fair Value [Line Items]
Derivative, Notional Amount	$ 36,547,301	$ 35,540,949
Over the Counter [Member]
Derivatives, Fair Value [Line Items]
Derivative, Notional Amount	11,000,000
Exchange Cleared [Member]
Derivatives, Fair Value [Line Items]
Derivative, Notional Amount	24,300,000
Member Counterparties [Member]
Derivatives, Fair Value [Line Items]
Derivative, Notional Amount	$ 1,200,000

Capital (Details)

Capital (Details) - USD ($)	Jun. 30, 2017	Jun. 27, 2017	Mar. 28, 2017	Dec. 31, 2016	Oct. 21, 2015
Capital [Line Items]
Federal Home Loan Bank, Risk-Based Capital, Required	$ 779,005,000			$ 683,690,000
Federal Home Loan Bank, Risk-Based Capital, Actual	3,027,265,000			2,757,549,000
Federal Home Loan Bank, Regulatory Capital, Required	2,514,500,000			2,328,483,000
Federal Home Loan Bank, Regulatory Capital, Actual	$ 3,027,265,000			$ 2,757,549,000
Regulatory Capital Ratio, Required	4.00%			4.00%
Federal Home Loan Bank, Regulatory Capital Ratio, Actual	4.82%			4.74%
Federal Home Loan Bank, Leverage Capital, Required	$ 3,143,125,000			$ 2,910,604,000
Federal Home Loan Bank, Leverage Capital, Actual	$ 4,540,897,000			$ 4,136,324,000
Leverage Ratio, Required	5.00%			5.00%
Leverage Ratio, Actual	7.22%			7.11%
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%				4.10%
Surplus Stock Threshold Percentage	125.00%	125.00%	125.00%
Minimum Stock Surplus Required For Repurchase		$ 2,500,000	$ 2,500,000
Repurchased Surplus Stock, Total		$ 75,728,500	$ 148,179,500
Minimum [Member]
Capital [Line Items]
Activity Based Investment Requirement, Percent of Outstanding Advances					2.00%

Employee Retirement Plans (Deta

Employee Retirement Plans (Details) - Other Postretirement Benefit Plans, Defined Benefit [Member] - USD ($) $ in Thousands	3 Months Ended		6 Months Ended
	Jun. 30, 2017	Jun. 30, 2016	Jun. 30, 2017	Jun. 30, 2016
Defined Benefit Plan Disclosure [Line Items]
Service cost	$ 6	$ 5	$ 12	$ 11
Interest cost	5	8	10	15
Amortization of prior service cost	5	5	10	10
Amortization of net actuarial gain	(26)	(25)	(52)	(49)
Net periodic benefit credit	$ (10)	$ (7)	$ (20)	$ (13)

Estimated Fair Values (Carrying

Estimated Fair Values (Carrying Value and Fair Value of Financial Instruments) (Details) - USD ($) $ in Thousands		Jun. 30, 2017		Dec. 31, 2016		Jun. 30, 2016	Dec. 31, 2015
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Derivative, Notional Amount		$ 36,547,301		$ 35,540,949
Assets
Cash and due from banks		42,745		27,696
Trading securities		113,959		111,638
Available-for-sale securities		14,279,383		13,175,933
Held-to-maturity securities	[1]	2,225,910		2,499,595
Held-to-maturity securities, Fair Value		2,250,794		2,514,512
Loans to Other Federal Home Loan Banks		0		290,000		$ 0	$ 0
Accrued interest receivable		100,217		87,977
Derivative assets		55,944		15,637
Derivative Asset, Fair Value, Gross Liability and Obligation to Return Cash, Offset	[2]	134,039	[3],[4]	224,768	[5],[6]
Assets, Amounts Offset Against Collateral		134,039		224,768
Consolidated obligations
Mandatorily redeemable capital stock		23,146		3,417
Accrued interest payable		57,075		43,274
Derivative liabilities		15,772		14,343
Derivative Liability, Fair Value, Gross Asset and Right to Reclaim Cash, Offset	[2]	(412,204)	[3],[4]	(442,942)	[5],[6]
Carrying Value [Member]
Assets
Cash and due from banks		42,745		27,696
Interest-bearing deposits		367		255
Securities purchased under agreements to resell		3,600,000		3,100,000
Federal funds sold		7,903,000		6,242,000
Trading securities		113,959	[4]	111,638	[6]
Available-for-sale securities		14,279,383	[4]	13,175,933	[6]
Held-to-maturity securities		2,225,910		2,499,595
Advances		34,132,238		32,506,175
Mortgage loans held for portfolio, net		378,885		123,961
Loans to Other Federal Home Loan Banks				290,000
Accrued interest receivable		100,217		87,977
Derivative assets		55,944	[4]	15,637	[6]
Liabilities
Deposits		1,165,539		1,040,158
Consolidated obligations
Mandatorily redeemable capital stock		23,146		3,417
Accrued interest payable		57,075		43,274
Derivative liabilities		15,772	[4]	14,343	[6]
Estimated Fair Value [Member]
Assets
Cash and due from banks		42,745		27,696
Interest-bearing deposits		367		255
Securities purchased under agreements to resell		3,600,000		3,100,000
Federal funds sold		7,903,000		6,242,000
Trading securities		113,959	[4]	111,638	[6]
Available-for-sale securities		14,279,383	[4]	13,175,933	[6]
Held-to-maturity securities, Fair Value		2,250,794		2,514,512
Advances		34,162,413		32,514,400
Mortgage loans held for portfolio, net		381,956		127,486
Loans to Other Federal Home Loan Banks				290,000
Accrued interest receivable		100,217		87,977
Derivative assets		55,944	[4]	15,637	[6]
Liabilities
Deposits		1,165,525		1,040,149
Consolidated obligations
Mandatorily redeemable capital stock		23,146		3,417
Accrued interest payable		57,075		43,274
Derivative liabilities		15,772	[4]	14,343	[6]
Fair Value, Inputs, Level 1 [Member]
Assets
Cash and due from banks		42,745		27,696
Interest-bearing deposits		0		0
Securities purchased under agreements to resell		0		0
Federal funds sold		0		0
Trading securities		10,951	[4]	10,143	[6]
Available-for-sale securities		0	[4]	0	[6]
Held-to-maturity securities, Fair Value		0		0
Advances		0		0
Mortgage loans held for portfolio, net		0		0
Loans to Other Federal Home Loan Banks				0
Accrued interest receivable		0		0
Derivative assets		0	[4]	0	[6]
Liabilities
Deposits		0		0
Consolidated obligations
Mandatorily redeemable capital stock		23,146		3,417
Accrued interest payable		0		0
Derivative liabilities		0	[4]	0	[6]
Fair Value, Inputs, Level 2 [Member]
Assets
Cash and due from banks		0		0
Interest-bearing deposits		367		255
Securities purchased under agreements to resell		3,600,000		3,100,000
Federal funds sold		7,903,000		6,242,000
Trading securities		103,008	[4]	101,495	[6]
Available-for-sale securities		14,279,383	[4]	13,175,933	[6]
Held-to-maturity securities, Fair Value		2,148,038	[7]	2,403,963	[8]
Advances		34,162,413		32,514,400
Mortgage loans held for portfolio, net		381,956		127,486
Loans to Other Federal Home Loan Banks				290,000
Accrued interest receivable		100,217		87,977
Derivative assets		189,983	[4]	240,405	[6]
Liabilities
Deposits		1,165,525		1,040,149
Consolidated obligations
Mandatorily redeemable capital stock		0		0
Accrued interest payable		57,075		43,274
Derivative liabilities		427,976	[4]	457,285	[6]
Fair Value, Inputs, Level 3 [Member]
Assets
Cash and due from banks		0		0
Interest-bearing deposits		0		0
Securities purchased under agreements to resell		0		0
Federal funds sold		0		0
Trading securities		0	[4]	0	[6]
Available-for-sale securities		0	[4]	0	[6]
Held-to-maturity securities, Fair Value		102,756	[9]	110,549	[10]
Advances		0		0
Mortgage loans held for portfolio, net		0		0
Loans to Other Federal Home Loan Banks				0
Accrued interest receivable		0		0
Derivative assets		0	[4]	0	[6]
Liabilities
Deposits		0		0
Consolidated obligations
Mandatorily redeemable capital stock		0		0
Accrued interest payable		0		0
Derivative liabilities		0	[4]	0	[6]
Consolidated Obligation Discount Notes [Member] | Carrying Value [Member]
Consolidated obligations
Discount notes, Fair Value		28,014,878		26,941,782
Consolidated Obligation Discount Notes [Member] | Estimated Fair Value [Member]
Consolidated obligations
Discount notes, Fair Value		28,009,279		26,937,934
Consolidated Obligation Discount Notes [Member] | Fair Value, Inputs, Level 1 [Member]
Consolidated obligations
Discount notes, Fair Value		0		0
Consolidated Obligation Discount Notes [Member] | Fair Value, Inputs, Level 2 [Member]
Consolidated obligations
Discount notes, Fair Value		28,009,279		26,937,934
Consolidated Obligation Discount Notes [Member] | Fair Value, Inputs, Level 3 [Member]
Consolidated obligations
Discount notes, Fair Value		0		0
Consolidated Obligation Bonds [Member] | Carrying Value [Member]
Consolidated obligations
Bonds, Fair Value		30,020,333		26,997,487
Consolidated Obligation Bonds [Member] | Estimated Fair Value [Member]
Consolidated obligations
Bonds, Fair Value		30,012,310		26,917,278
Consolidated Obligation Bonds [Member] | Fair Value, Inputs, Level 1 [Member]
Consolidated obligations
Bonds, Fair Value		0		0
Consolidated Obligation Bonds [Member] | Fair Value, Inputs, Level 2 [Member]
Consolidated obligations
Bonds, Fair Value		30,012,310		26,917,278
Consolidated Obligation Bonds [Member] | Fair Value, Inputs, Level 3 [Member]
Consolidated obligations
Bonds, Fair Value		$ 0		$ 0
[1]	(a) Fair values: $2,250,794 and $2,514,512 at June 30, 2017 and December 31, 2016, respectively.
[2]	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 (including variation margin for daily settled contracts) as well as any cash collateral held or placed with those same counterparties.
[3]	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 (including variation margin for daily settled contracts) as well as any cash collateral held or placed with those same counterparties. The estimated fair values of the Bank's derivative assets and liabilities are before consideration of variation margin for daily settled contracts.
[4]	Financial instruments measured at fair value on a recurring basis as of June 30, 2017.
[5]	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.
[6]	Financial instruments measured at fair value on a recurring basis as of December 31, 2016.
[7]	Consists of the Bank's holdings of U.S. government-guaranteed debentures, state housing agency obligations, U.S. government-guaranteed RMBS, GSE RMBS and GSE commercial MBS.
[8]	Consists of the Bank's holdings of U.S. government-guaranteed debentures, state housing agency obligations, U.S. government-guaranteed RMBS, GSE RMBS and GSE commercial MBS.
[9]	Consists of the Bank's holdings of non-agency RMBS.
[10]	Consists of the Bank's holdings of non-agency RMBS.

Commitments and Contingencies (

Commitments and Contingencies (Details) - USD ($) $ in Thousands	Jun. 30, 2017	Dec. 31, 2016
Commitments and Contingencies [Line Items]
Derivative, Collateral, Right to Reclaim Cash	$ 197,861	$ 312,705
Derivative, Collateral, Right to Receive Trading Securities	0	0
Derivative, Collateral, Right to Reclaim Securities	567,144	613,351
Other FHLBanks [Member]
Commitments and Contingencies [Line Items]
Debt, Gross	953,000,000
Loan Origination Commitments [Member]
Commitments and Contingencies [Line Items]
Fair Value Disclosure, Off-balance Sheet Risks, Face Amount, Liability	38,172	35,400
Standby Letters of Credit [Member]
Commitments and Contingencies [Line Items]
Fair Value Disclosure, Off-balance Sheet Risks, Face Amount, Liability	13,548,309	11,186,897
Consolidated Obligation Bonds [Member]
Commitments and Contingencies [Line Items]
Fair Value Disclosure, Off-balance Sheet Risks, Face Amount, Liability	435,505	45,000
Consolidated Obligation Discount Notes [Member]
Commitments and Contingencies [Line Items]
Fair Value Disclosure, Off-balance Sheet Risks, Face Amount, Liability	18,628	500
Conventional Mortgage Loan [Member]
Commitments and Contingencies [Line Items]
Fair Value Disclosure, Off-balance Sheet Risks, Face Amount, Liability	18,513	2,030
Consolidated Obligation Bonds [Member] | Interest Rate Swap [Member]
Commitments and Contingencies [Line Items]
Fair Value Disclosure, Off-balance Sheet Risks, Face Amount, Liability	$ 430,505	$ 45,000

Transactions with Other FHLBa71

Transactions with Other FHLBanks (Details) - USD ($)	6 Months Ended
	Jun. 30, 2017	Jun. 30, 2016
Schedule of Other Transactions [Line Items]
Interest Income, Loans to Other Federal Home Loan Banks	$ 13,425	$ 971
Loans Made to Other FHLBanks [Roll Forward]
Loans to other FHLBanks, Beginning of period	290,000,000	0
Loans to other FHLBanks, End of period	0	0
Interest Expense, Loans from Other Federal Home Loan Banks	486	1,021
Borrowings From Other FHLBanks [Roll Forward]
Loans from other FHLBanks, Beginning of period	0	0
Loans from other FHLBanks, End of period	0	0
Federal Home Loan Bank of Boston [Member]
Loans Made to Other FHLBanks [Roll Forward]
Loans made to other FHLBanks	225,000,000	0
Collections from other FHLBanks	(225,000,000)	0
FHLBank of Topeka [Member]
Loans Made to Other FHLBanks [Roll Forward]
Loans made to other FHLBanks	0	92,000,000
Collections from other FHLBanks	0	(92,000,000)
Borrowings From Other FHLBanks [Roll Forward]
Borrowings from other FHLBanks	10,000,000	105,000,000
Repayments to other FHLBanks	(10,000,000)	(105,000,000)
FHLBank of San Francisco [Member]
Loans Made to Other FHLBanks [Roll Forward]
Collections from other FHLBanks	(290,000,000)	0
FHLBank of Indianapolis [Member]
Borrowings From Other FHLBanks [Roll Forward]
Borrowings from other FHLBanks	10,000,000	0
Repayments to other FHLBanks	$ (10,000,000)	$ 0

Accumulated Other Comprehensi72

Accumulated Other Comprehensive Income (Loss) (Details) - USD ($) $ in Thousands		3 Months Ended		6 Months Ended
		Jun. 30, 2017	Jun. 30, 2016	Jun. 30, 2017	Jun. 30, 2016
Accumulated Other Comprehensive Income (Loss) [Roll Forward]
Accumulated other comprehensive income (loss), Start of period				$ 63,210
Reclassifications from accumulated other comprehensive income (loss) to net income
Reclassification adjustment for realized gains on sales of available-for-sale securities included in net income		$ (1,167)	$ (3,564)	(1,837)	$ (4,215)
Reclassification adjustment for losses on cash flow hedges included in net income		636	941	1,436	1,580
Reclassification adjustment for non-credit portion of other-than-temporary impairment losses recognized as credit losses in net income		0	4	0	4
Other amounts of other comprehensive income (loss)
Net unrealized gains (losses) on available-for-sale securities		2,225	(11,129)	74,240	(5,464)
Unrealized gains (losses) on cash flow hedges		(5,604)	(9,768)	(5,751)	(15,127)
Non-credit portion of other-than-temporary impairment losses on held-to-maturity securities		0	0	0	(302)
Accretion of non-credit portion of other-than-temporary impairment losses to the carrying value of held-to-maturity securities		937	1,183	1,930	2,429
Total other comprehensive income (loss)		(2,994)	(22,353)	69,976	(21,134)
Accumulated Other Comprehensive Income (Loss), End of Period		133,186		133,186
Accumulated Net Unrealized Investment Gain (Loss) [Member]
Accumulated Other Comprehensive Income (Loss) [Roll Forward]
Accumulated other comprehensive income (loss), Start of period	[1]	129,932	(77,264)	58,587	(82,278)
Reclassifications from accumulated other comprehensive income (loss) to net income
Reclassification adjustment for realized gains on sales of available-for-sale securities included in net income	[1]	(1,167)	(3,564)	(1,837)	(4,215)
Other amounts of other comprehensive income (loss)
Net unrealized gains (losses) on available-for-sale securities	[1]	2,225	(11,129)	74,240	(5,464)
Total other comprehensive income (loss)	[1]	1,058	(14,693)	72,403	(9,679)
Accumulated Other Comprehensive Income (Loss), End of Period	[1]	130,990	(91,957)	130,990	(91,957)
Accumulated Net Gain (Loss) from Cash Flow Hedges Attributable to Parent [Member]
Accumulated Other Comprehensive Income (Loss) [Roll Forward]
Accumulated other comprehensive income (loss), Start of period		21,033	(5,567)	20,380	(847)
Reclassifications from accumulated other comprehensive income (loss) to net income
Reclassification adjustment for losses on cash flow hedges included in net income		636	941	1,436	1,580
Other amounts of other comprehensive income (loss)
Unrealized gains (losses) on cash flow hedges		(5,604)	(9,768)	(5,751)	(15,127)
Total other comprehensive income (loss)		(4,968)	(8,827)	(4,315)	(13,547)
Accumulated Other Comprehensive Income (Loss), End of Period		16,065	(14,394)	16,065	(14,394)
Accumulated Defined Benefit Plans Adjustment [Member]
Accumulated Other Comprehensive Income (Loss) [Roll Forward]
Accumulated other comprehensive income (loss), Start of period		1,379	1,459	1,400	1,478
Reclassifications from accumulated other comprehensive income (loss) to net income
Other Comprehensive Income (Loss), Pension and Other Postretirement Benefit Plans, Adjustment, before Tax		(21)	(20)	(42)	(39)
Other amounts of other comprehensive income (loss)
Total other comprehensive income (loss)		(21)	(20)	(42)	(39)
Accumulated Other Comprehensive Income (Loss), End of Period		1,358	1,439	1,358	1,439
AOCI Attributable to Parent [Member]
Accumulated Other Comprehensive Income (Loss) [Roll Forward]
Accumulated other comprehensive income (loss), Start of period		136,180	(101,804)	63,210	(103,023)
Reclassifications from accumulated other comprehensive income (loss) to net income
Reclassification adjustment for realized gains on sales of available-for-sale securities included in net income		(1,167)	(3,564)	(1,837)	(4,215)
Reclassification adjustment for losses on cash flow hedges included in net income		636	941	1,436	1,580
Reclassification adjustment for non-credit portion of other-than-temporary impairment losses recognized as credit losses in net income			4		4
Other Comprehensive Income (Loss), Pension and Other Postretirement Benefit Plans, Adjustment, before Tax		(21)	(20)	(42)	(39)
Other amounts of other comprehensive income (loss)
Net unrealized gains (losses) on available-for-sale securities		2,225	(11,129)	74,240	(5,464)
Unrealized gains (losses) on cash flow hedges		(5,604)	(9,768)	(5,751)	(15,127)
Non-credit portion of other-than-temporary impairment losses on held-to-maturity securities					(302)
Accretion of non-credit portion of other-than-temporary impairment losses to the carrying value of held-to-maturity securities		937	1,183	1,930	2,429
Total other comprehensive income (loss)		(2,994)	(22,353)	69,976	(21,134)
Accumulated Other Comprehensive Income (Loss), End of Period		133,186	(124,157)	133,186	(124,157)
Held-to-maturity Securities [Member] | Accumulated Other-than-Temporary Impairment [Member]
Accumulated Other Comprehensive Income (Loss) [Roll Forward]
Accumulated other comprehensive income (loss), Start of period		(16,164)	(20,432)	(17,157)	(21,376)
Reclassifications from accumulated other comprehensive income (loss) to net income
Reclassification adjustment for non-credit portion of other-than-temporary impairment losses recognized as credit losses in net income			4		4
Other amounts of other comprehensive income (loss)
Non-credit portion of other-than-temporary impairment losses on held-to-maturity securities					(302)
Accretion of non-credit portion of other-than-temporary impairment losses to the carrying value of held-to-maturity securities		937	1,183	1,930	2,429
Total other comprehensive income (loss)		937	1,187	1,930	2,131
Accumulated Other Comprehensive Income (Loss), End of Period		$ (15,227)	$ (19,245)	$ (15,227)	$ (19,245)
[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.