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Derivatives and Hedging Activities (Derivatives in Statement of Income and Impact on Interest) (Details) - USD ($)
$ in Thousands
3 Months Ended 9 Months Ended
Sep. 30, 2020
Sep. 30, 2019
Sep. 30, 2020
Sep. 30, 2019
Derivative Instruments, Gain (Loss) [Line Items]        
Gains/(Losses) on Derivative $ 112,541 $ (50,266) $ (286,893) $ (287,936)
Gains/(Losses) on Hedged Item (112,829) 47,631 282,154 279,710
Net Interest Settlements on FV Hedges (55,038) (659) (96,053) (10,758)
Gain (Loss) on Fair Value Hedges Recognized in Net Interest Income (55,326) (3,294) (100,792) (18,984)
Interest income on advances 95,201 478,477 548,953 1,508,189
Interest Income on Available-for-sale 31,996 71,884 138,565 201,198
Interest Income on MPF loans 35,932 42,452 121,561 126,922
Interest Expense on Consolidated obligation - bonds (80,579) (413,901) (462,006) (1,259,974)
Interest Income [Member] | Interest Rate Swap [Member] | Advances [Member]        
Derivative Instruments, Gain (Loss) [Line Items]        
Gains/(Losses) on Derivative 124,582 (34,790) (188,539) (347,838)
Gains/(Losses) on Hedged Item (124,569) 34,652 188,424 347,605
Net Interest Settlements on FV Hedges (69,603) 8,521 (136,712) 51,693
Gain (Loss) on Fair Value Hedges Recognized in Net Interest Income (69,590) 8,383 (136,827) 51,460
Interest Income [Member] | Interest Rate Swap [Member] | Available-for-sale Securities        
Derivative Instruments, Gain (Loss) [Line Items]        
Gains/(Losses) on Derivative 9,402 (30,639) (103,292) (102,668)
Gains/(Losses) on Hedged Item (8,918) 29,136 100,135 98,539
Net Interest Settlements on FV Hedges (7,070) 2,918 (13,734) 1,534
Gain (Loss) on Fair Value Hedges Recognized in Net Interest Income (6,586) 1,415 (16,891) (2,595)
Interest Income [Member] | Interest Rate Swap [Member] | Mortgage Receivable [Member]        
Derivative Instruments, Gain (Loss) [Line Items]        
Gains/(Losses) on Derivative 0 0 0 0
Gains/(Losses) on Hedged Item (1,035) (755) (2,118) (2,320)
Net Interest Settlements on FV Hedges 0 0 0 0
Gain (Loss) on Fair Value Hedges Recognized in Net Interest Income (1,035) (755) (2,118) (2,320)
Interest Expense [Member] | Interest Rate Swap [Member] | Consolidated Obligations Bonds [Member]        
Derivative Instruments, Gain (Loss) [Line Items]        
Gains/(Losses) on Derivative (21,443) 15,163 4,938 162,570
Gains/(Losses) on Hedged Item 21,693 (15,402) (4,287) (164,114)
Net Interest Settlements on FV Hedges 21,635 (12,098) 54,393 (63,985)
Gain (Loss) on Fair Value Hedges Recognized in Net Interest Income $ 21,885 $ (12,337) $ 55,044 $ (65,529)