Consolidated Obligations

6 Months Ended

Jun. 30, 2017

Debt Disclosure [Abstract]

Consolidated Obligations [Text Block]

Consolidated Obligations

Table 12.1 - Consolidated Discount Notes Outstanding (dollars in thousands)

	Book Value		Par Value		Weighted Average Interest Rate (1)
June 30, 2017	$	49,359,582	$	49,416,627	0.97	%
December 31, 2016	$	44,689,662	$	44,710,521	0.46	%

(1) Represents an implied rate without consideration of concessions.

Table 12.2 - Consolidated Bonds Outstanding by Contractual Maturity (dollars in thousands)

	June 30, 2017					December 31, 2016
Year of Contractual Maturity	Amount			Weighted Average Interest Rate		Amount			Weighted Average Interest Rate
Due in 1 year or less	$	24,708,175		1.10	%	$	20,970,750		0.87	%
Due after 1 year through 2 years	9,016,640			1.35		12,811,000			1.12
Due after 2 years through 3 years	4,816,000			1.95		4,359,000			1.81
Due after 3 years through 4 years	5,045,000			1.80		3,566,000			1.95
Due after 4 years through 5 years	3,341,000			2.27		4,970,000			1.87
Thereafter	6,398,000			2.68		6,496,000			2.65
Total par value	53,324,815			1.55		53,172,750			1.39
Premiums	92,432					84,275
Discounts	(30,506		)			(32,804		)
Hedging adjustments	(3,458		)			(2,865		)
Fair value option valuation adjustment and    accrued interest	(23,974		)			(30,490		)
Total	$	53,359,309				$	53,190,866

Table 12.3 - Consolidated Bonds Outstanding by Call Features (in thousands)

	June 30, 2017		December 31, 2016
Par value of Consolidated Bonds:
Non-callable	$	47,032,815	$	46,007,750
Callable	6,292,000		7,165,000
Total par value	$	53,324,815	$	53,172,750

Table 12.4 - Consolidated Bonds Outstanding by Contractual Maturity or Next Call Date (in thousands)

Year of Contractual Maturity or Next Call Date	June 30, 2017		December 31, 2016
Due in 1 year or less	$	30,538,175	$	26,489,750
Due after 1 year through 2 years	8,354,640		12,006,000
Due after 2 years through 3 years	3,930,000		3,894,000
Due after 3 years through 4 years	4,065,000		2,805,000
Due after 4 years through 5 years	2,551,000		3,964,000
Thereafter	3,886,000		4,014,000
Total par value	$	53,324,815	$	53,172,750

Table 12.5 - Consolidated Bonds by Interest-rate Payment Type (in thousands)

	June 30, 2017		December 31, 2016
Par value of Consolidated Bonds:
Fixed-rate	$	33,294,815	$	34,682,750
Variable-rate	20,030,000		18,290,000
Step-up	—		200,000
Total par value	$	53,324,815	$	53,172,750