XML 17 R24.htm IDEA: XBRL DOCUMENT v2.4.0.8
Derivative Instruments and Hedging Activities (Tables)
 9 Months Ended
Sep. 30, 2013
Derivative Instruments and Hedging Activities [Abstract]  
Effects of Derivative Instruments on Consolidated Financial Statements

(In thousands)
 
September 30, 2013
Derivatives designated as hedging instruments
 
 
Notional/
Contract
Amount
  
Estimated Net
Fair Value
 
Fair Value
Balance Sheet
Location
Expiration
Date
Interest rate swap-10 year cash flow
 
$
4,000
  
$ 
(295
)
Other Liabilities
9/15/2020
Interest rate swap-10 year fair value
  
2,172
   
(25
)
Other Liabilities
8/15/2021
Interest rate swap-10 year fair value
  
2,048
   
(25
)
Other Liabilities
8/15/2021
Interest rate swap-10 year fair value
  
1,032
   
54
 
Other Assets
9/26/2022


 
 
 
September 30, 2013
 
 
 
 
Derivatives in cash flow hedging relationships
 
 
Amount of Gain (Loss)
Recognized in OCI on
Derivatives, net of tax
(Effective Portion)
 
Location of Gain or
(Loss) Recognized in
Income on Derivative
(Ineffective Portion)
 
Amount of Gain (Loss)
Recognized in Income
on Derivative
(Ineffective Portion)
 
Interest rate swap
 
$
166
 
Not applicable
 
$
-
 


(In thousands)
September 30, 2013
 
Derivatives in fair value
hedging relationships
Income Statement
Classification
 
Gain or
(Loss) on Swaps
 
Interest rate swaps
Interest income
 
$
38
 


 (In thousands)
 
December 31, 2012
Derivatives designated as hedging instruments
 
 
Notional/
Contract
Amount
  
Estimated Net
Fair Value
 
Fair Value
Balance Sheet
Location
Expiration
Date
Interest rate swap-10 year cash flow
 
$
4,000
  
$
(547
)
Other Liabilities
9/15/2020
Interest rate swap-10 year fair value
  
2,204
   
(148
)
Other Liabilities
8/15/2021
Interest rate swap-10 year fair value
  
2,078
   
(141
)
Other Liabilities
8/15/2021
Interest rate swap-10 year fair value
  
1,050
   
(5
)
Other Liabilities
9/26/2022


 
 
December 31, 2012
 
 
 
Derivatives in cash flow hedging relationships
 
 
Amount of Gain (Loss) Recognized in OCI on Derivatives, net of tax (Effective Portion)
 
Location of Gain or (Loss) Recognized in Income on Derivative
(Ineffective Portion)
 
Amount of Gain (Loss) Recognized in Income on Derivative (Ineffective Portion)
 
Interest rate swaps
 
$
(181
)
Not applicable
 
$
-
 


(In thousands)
December 31, 2012
 
Derivatives in fair value hedging relationships
 
Income Statement
Classification
 
Gain or
(Loss) on Swaps
 
Interest rate swaps
Interest Income
 
$
(51
)