XML 21 R71.htm IDEA: XBRL DOCUMENT v3.20.1
Derivatives and Hedging Activities (Derivatives in Statement of Income and Impact on Interest) (Details) - USD ($)
$ in Millions
12 Months Ended
Dec. 31, 2019
Dec. 31, 2018
Dec. 31, 2017
Derivative Instruments, Gain (Loss) [Line Items]      
Interest Income, Federal Home Loan Bank Advances $ 2,466 $ 2,443 $ 1,589
Interest Income, Debt Securities, Available-for-sale, Operating 506 504 368
Interest Expense, Other Long-term Debt (2,289) (2,095) (1,239)
Net Fair Value Hedge Ineffectiveness 5    
Gain (Loss) on Derivative Instruments, Net, Pretax   19 12
Gain (Loss) on Derivative Instruments [Member] | Interest Rate Contract [Member]      
Derivative Instruments, Gain (Loss) [Line Items]      
Change in Unrealized Gain (Loss) on Fair Value Hedging Instruments   203 85
Gains (Losses) on Hedged Items   (200) (74)
Net Fair Value Hedge Ineffectiveness   3 11
Consolidated Obligation Bonds [Member] | Interest Expense [Member] | Interest Rate Contract [Member]      
Derivative Instruments, Gain (Loss) [Line Items]      
Change in Unrealized Gain (Loss) on Fair Value Hedging Instruments 188 (217) 6
Gains (Losses) on Hedged Items (357) (2) 5
Gain (Loss) on Fair Value Hedges Recognized in Net Interest Income (169) (219) 11
Available-for-sale Securities [Member] | Interest Income [Member] | Interest Rate Contract [Member]      
Derivative Instruments, Gain (Loss) [Line Items]      
Change in Unrealized Gain (Loss) on Fair Value Hedging Instruments (233) (22) (93)
Gains (Losses) on Hedged Items 224 4 (2)
Gain (Loss) on Fair Value Hedges Recognized in Net Interest Income (9) (18) (95)
Advances [Member] | Interest Income [Member] | Interest Rate Contract [Member]      
Derivative Instruments, Gain (Loss) [Line Items]      
Change in Unrealized Gain (Loss) on Fair Value Hedging Instruments (223) 47 (70)
Gains (Losses) on Hedged Items 276 7 (3)
Gain (Loss) on Fair Value Hedges Recognized in Net Interest Income $ 53 $ 54 $ (73)