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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 Derivative $ (8,860) $ (11,138) $ (563) $ (51,971)
Gain (Loss) on Hedged Item 8,655 9,996 703 49,101
Net Fair Value Hedge Ineffectiveness (205) (1,142) 140 (2,870)
Effect of Derivatives on Net Interest Income [1] (4,901) (13,982) (11,179) (27,958)
Amortization and Accretion of Hedged Items (683) (804) (1,287) (1,682)
Advances [Member]        
Derivative Instruments, Gain (Loss) [Line Items]        
Gain (Loss) on Derivative (9,666) (10,587) (299) (54,225)
Gain (Loss) on Hedged Item 9,279 9,346 110 51,471
Net Fair Value Hedge Ineffectiveness (387) (1,241) (189) (2,754)
Effect of Derivatives on Net Interest Income [1] (4,744) (16,109) (11,445) (33,396)
Consolidated Obligation Bonds [Member]        
Derivative Instruments, Gain (Loss) [Line Items]        
Gain (Loss) on Derivative 806 (551) (264) 2,254
Gain (Loss) on Hedged Item (624) 650 593 (2,370)
Net Fair Value Hedge Ineffectiveness 182 99 329 (116)
Effect of Derivatives on Net Interest Income [1] $ (157) $ 2,127 $ 266 $ 5,438
[1] For fair value hedge relationships, the net effect of derivatives on net interest income is included in the interest income or interest expense line item of the respective hedged item type. These amounts include the effect of net interest settlements attributable to designated fair value hedges but do not include (in thousands) $(683) and $(804) of (amortization)/accretion related to fair value hedging activities for the three months ended June 30, 2017 and 2016 and (in thousands) $(1,287) and $(1,682) for the six months ended June 30, 2017 and 2016.