Fair Value Measurement - Fair Value of Financial Instruments (Details) - USD ($) $ in Thousands	Feb. 28, 2022	May 31, 2021	Feb. 28, 2021
Assets:
Cash and cash equivalents	$ 104,248	$ 295,063
Cash and cash equivalents	104,248	295,063
Restricted cash	6,530	8,298
Equity securities, at fair value	35,358	35,102
Debt securities trading, at fair value	565,426	576,175
Deferred compensation investments	7,084	7,222
Loans to members, net	29,446,995	28,341,429	$ 28,235,469
Loans to members, net	29,935,210	29,967,692
Accrued interest receivable	110,484	107,856
Derivative assets	50,901	121,259
Total financial assets	30,327,026	29,492,404
Total financial assets	30,815,241	31,118,667
Liabilities:
Short-term borrowings	4,428,057	4,582,096
Short-term borrowings	4,426,727	4,582,329
Long-term debt	21,521,734	20,603,123
Long-term debt	21,850,664	21,799,736
Accrued interest payable	171,406	123,672
Guarantee liability	12,758	10,041
Guarantee liability	13,402	10,841
Derivative liabilities	391,988	584,989
Subordinated deferrable debt	986,466	986,315
Subordinated deferrable debt	1,008,253	1,062,748
Members’ subordinated certificates	1,233,836	1,254,660
Members’ subordinated certificates	1,233,836	1,254,660
Total financial liabilities	28,746,245	28,144,896
Total financial liabilities	29,096,276	29,418,975
Level 1
Assets:
Cash and cash equivalents	104,248	295,063
Restricted cash	6,530	8,298
Equity securities, at fair value	35,358	35,102
Debt securities trading, at fair value	0	0
Deferred compensation investments	7,084	7,222
Loans to members, net	0	0
Accrued interest receivable	0	0
Derivative assets	0	0
Total financial assets	153,220	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	253,600	265,200
Members’ subordinated certificates	0	0
Total financial liabilities	253,600	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	565,426	576,175
Deferred compensation investments	0	0
Loans to members, net	0	0
Accrued interest receivable	110,484	107,856
Derivative assets	50,901	121,259
Total financial assets	726,811	805,290
Liabilities:
Short-term borrowings	4,426,727	4,582,329
Long-term debt	12,922,319	12,476,073
Accrued interest payable	171,406	123,672
Guarantee liability	0	0
Derivative liabilities	391,988	584,989
Subordinated deferrable debt	754,653	797,548
Members’ subordinated certificates	0	0
Total financial liabilities	18,667,093	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	0
Deferred compensation investments	0	0
Loans to members, net	29,935,210	29,967,692
Accrued interest receivable	0	0
Derivative assets	0	0
Total financial assets	29,935,210	29,967,692
Liabilities:
Short-term borrowings	0	0
Long-term debt	8,928,345	9,323,663
Accrued interest payable	0	0
Guarantee liability	13,402	10,841
Derivative liabilities	0	0
Subordinated deferrable debt	0	0
Members’ subordinated certificates	1,233,836	1,254,660
Total financial liabilities	$ 10,175,583	$ 10,589,164