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Derivatives in Statement of Condition (Details) - USD ($)
$ in Thousands
Mar. 31, 2020
Dec. 31, 2019
Derivatives, Fair Value [Line Items]    
Derivative, Notional Amount $ 17,066,675 $ 15,097,316
Derivative Assets, before netting and collateral adjustments 30,859 15,329
Derivative Liabilities, before netting and collateral adjustments (104,649) (43,805)
Derivative Asset, netting adjustments and cash collateral including related accrued interest [1],[2] 196,861 144,402
Derivative Liability, netting adjustments and cash collateral including related accrued interest [1],[2] 80,245 33,534
Derivative assets 227,720 159,731
Derivative liabilities (24,404) (10,271)
Cash collateral and related accrued interest posted 278,300 178,500
Cash collateral and related accrued interest received 1,200 561
Designated as Hedging Instrument [Member]    
Derivatives, Fair Value [Line Items]    
Derivative, Notional Amount 12,825,610 12,145,105
Derivative Assets, before netting and collateral adjustments 30,684 14,753
Derivative Liabilities, before netting and collateral adjustments (48,635) (12,805)
Designated as Hedging Instrument [Member] | Interest-rate swaps [Member]    
Derivatives, Fair Value [Line Items]    
Derivative, Notional Amount 12,808,610 12,128,105
Derivative Assets, before netting and collateral adjustments 30,660 14,734
Derivative Liabilities, before netting and collateral adjustments (48,635) (12,805)
Designated as Hedging Instrument [Member] | Forward-start interest-rate swaps [Member]    
Derivatives, Fair Value [Line Items]    
Derivative, Notional Amount 17,000 17,000
Derivative Assets, before netting and collateral adjustments 24 19
Derivative Liabilities, before netting and collateral adjustments 0 0
Not Designated as Hedging Instrument [Member]    
Derivatives, Fair Value [Line Items]    
Derivative, Notional Amount 4,241,065 2,952,211
Derivative Assets, before netting and collateral adjustments 175 576
Derivative Liabilities, before netting and collateral adjustments (56,014) (31,000)
Not Designated as Hedging Instrument [Member] | Interest-rate swaps [Member]    
Derivatives, Fair Value [Line Items]    
Derivative, Notional Amount 4,142,300 2,902,300
Derivative Assets, before netting and collateral adjustments 28 349
Derivative Liabilities, before netting and collateral adjustments (55,319) (31,000)
Mortgage Receivable [Member] | Not Designated as Hedging Instrument [Member] | Mortgage-delivery commitments [Member]    
Derivatives, Fair Value [Line Items]    
Derivative, Notional Amount [3] 98,765 49,911
Derivative Assets, before netting and collateral adjustments [3] 147 227
Derivative Liabilities, before netting and collateral adjustments [3] $ (695) $ 0
[1]
Amounts represent the effect of master-netting agreements intended to allow us to settle positive and negative positions with the same counterparty. Cash collateral and related accrued interest posted was $278.3 million and $178.5 million at March 31, 2020, and December 31, 2019, respectively. The change in cash collateral posted is included in the net change in interest-bearing deposits in the statement of cash flows. Cash collateral and related accrued interest received was $1.2 million and $561 thousand at March 31, 2020, and December 31, 2019.

[2]
These amounts represent the effect of master-netting agreements intended to allow us to settle positive and negative positions and also cash collateral and related accrued interest held or placed with the same clearing member and/or counterparty.
[3]
Mortgage-delivery commitments are classified as derivatives with changes in fair value recorded in other income.