Fair Value Measurement - Fair Value of Financial Instruments (Details) - USD ($) $ in Thousands	Nov. 30, 2021	May 31, 2021	Nov. 30, 2020
Assets:
Cash and cash equivalents	$ 172,742	$ 295,063
Cash and cash equivalents	172,742	295,063
Restricted cash	11,010	8,298
Equity securities, at fair value	37,505	35,102
Debt securities trading, at fair value	588,615	576,175
Deferred compensation investments	7,595	7,222
Loans to members, net	28,860,735	28,341,429	$ 27,003,980
Loans to members, net	30,768,917	29,967,692
Accrued interest receivable	108,381	107,856
Derivative assets	78,610	121,259
Total financial assets	29,865,193	29,492,404
Total financial assets	31,773,375	31,118,667
Liabilities:
Short-term borrowings	4,746,935	4,582,096
Short-term borrowings	4,747,001	4,582,329
Long-term debt	20,804,379	20,603,123
Long-term debt	22,255,483	21,799,736
Accrued interest payable	120,439	123,672
Guarantee liability	10,150	10,041
Guarantee liability	10,884	10,841
Derivative liabilities	615,097	584,989
Subordinated deferrable debt	986,415	986,315
Subordinated deferrable debt	1,054,992	1,062,748
Members’ subordinated certificates	1,252,349	1,254,660
Members’ subordinated certificates	1,252,349	1,254,660
Total financial liabilities	28,535,764	28,144,896
Total financial liabilities	30,056,245	29,418,975
Level 1
Assets:
Cash and cash equivalents	172,742	295,063
Restricted cash	11,010	8,298
Equity securities, at fair value	37,505	35,102
Debt securities trading, at fair value	0	0
Deferred compensation investments	7,595	7,222
Loans to members, net	0	0
Accrued interest receivable	0	0
Derivative assets	0	0
Total financial assets	228,852	345,685
Liabilities:
Short-term borrowings	0	0
Long-term debt	0	0
Accrued interest payable	0	0
Guarantee liability	0	0
Derivative liabilities	0	0
Subordinated deferrable debt	266,200	265,200
Members’ subordinated certificates	0	0
Total financial liabilities	266,200	265,200
Level 2
Assets:
Cash and cash equivalents	0	0
Restricted cash	0	0
Equity securities, at fair value	0	0
Debt securities trading, at fair value	588,615	576,175
Deferred compensation investments	0	0
Loans to members, net	0	0
Accrued interest receivable	108,381	107,856
Derivative assets	78,610	121,259
Total financial assets	775,606	805,290
Liabilities:
Short-term borrowings	4,747,001	4,582,329
Long-term debt	12,449,548	12,476,073
Accrued interest payable	120,439	123,672
Guarantee liability	0	0
Derivative liabilities	615,097	584,989
Subordinated deferrable debt	788,792	797,548
Members’ subordinated certificates	0	0
Total financial liabilities	18,720,877	18,564,611
Level 3
Assets:
Cash and cash equivalents	0	0
Restricted cash	0	0
Equity securities, at fair value	0	0
Debt securities trading, at fair value		0
Deferred compensation investments	0	0
Loans to members, net	30,768,917	29,967,692
Accrued interest receivable	0	0
Derivative assets	0	0
Total financial assets	30,768,917	29,967,692
Liabilities:
Short-term borrowings	0	0
Long-term debt	9,805,935	9,323,663
Accrued interest payable	0	0
Guarantee liability	10,884	10,841
Derivative liabilities	0	0
Subordinated deferrable debt	0	0
Members’ subordinated certificates	1,252,349	1,254,660
Total financial liabilities	$ 11,069,168	$ 10,589,164