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DERIVATIVE FINANCIAL INSTRUMENTS AND HEDGING ACTIVITIES (Details) (USD $)
3 Months Ended 6 Months Ended 3 Months Ended 6 Months Ended 3 Months Ended 6 Months Ended 3 Months Ended 6 Months Ended 12 Months Ended 3 Months Ended 6 Months Ended 12 Months Ended 6 Months Ended 12 Months Ended 3 Months Ended 6 Months Ended 6 Months Ended 12 Months Ended 3 Months Ended 6 Months Ended 3 Months Ended 6 Months Ended 6 Months Ended 12 Months Ended 3 Months Ended 6 Months Ended 6 Months Ended 12 Months Ended 3 Months Ended 6 Months Ended 6 Months Ended 12 Months Ended 3 Months Ended 6 Months Ended 6 Months Ended 12 Months Ended
Jun. 30, 2014
Jun. 30, 2013
Jun. 30, 2014
Jun. 30, 2013
Dec. 31, 2013
Mar. 31, 2014
FHLBB borrowings
Jun. 30, 2014
Cash flow hedges
Dec. 31, 2013
Cash flow hedges
Jun. 30, 2014
Economic hedges
Dec. 31, 2013
Economic hedges
Jun. 30, 2014
Economic hedges
Tax advantaged economic development bonds
Jun. 30, 2014
Non-hedging derivatives
Dec. 31, 2013
Non-hedging derivatives
Mar. 31, 2014
Interest rate swaps
FHLBB borrowings
Mar. 31, 2014
Interest rate swaps
90 day rolling FHLB advances
Jun. 30, 2014
Interest rate swaps
Cash flow hedges
Jun. 30, 2013
Interest rate swaps
Cash flow hedges
Jun. 30, 2014
Interest rate swaps
Cash flow hedges
Jun. 30, 2013
Interest rate swaps
Cash flow hedges
Jun. 30, 2014
Interest rate swaps
Cash flow hedges
FHLBB borrowings
Jun. 30, 2013
Interest rate swaps
Cash flow hedges
FHLBB borrowings
Jun. 30, 2014
Interest rate swaps
Cash flow hedges
FHLBB borrowings
Jun. 30, 2013
Interest rate swaps
Cash flow hedges
FHLBB borrowings
Dec. 31, 2013
Interest rate swaps
Cash flow hedges
FHLBB borrowings
Dec. 31, 2013
Interest rate swaps
Cash flow hedges
FHLBB borrowings
Weighted Average
Jun. 30, 2014
Interest rate swaps
Cash flow hedges
Junior subordinated notes
Jun. 30, 2013
Interest rate swaps
Cash flow hedges
Junior subordinated notes
Jun. 30, 2014
Interest rate swaps
Cash flow hedges
Junior subordinated notes
Jun. 30, 2013
Interest rate swaps
Cash flow hedges
Junior subordinated notes
Dec. 31, 2013
Interest rate swaps
Cash flow hedges
Junior subordinated notes
Dec. 31, 2013
Interest rate swaps
Cash flow hedges
Junior subordinated notes
Weighted Average
Jun. 30, 2014
Interest rate swaps
Economic hedges
Jun. 30, 2014
Interest rate swaps
Economic hedges
Tax advantaged economic development bonds
Dec. 31, 2013
Interest rate swaps
Economic hedges
Tax advantaged economic development bonds
Jun. 30, 2014
Interest rate swaps
Economic hedges
Tax advantaged economic development bonds
Weighted Average
Dec. 31, 2013
Interest rate swaps
Economic hedges
Tax advantaged economic development bonds
Weighted Average
Jun. 30, 2014
Interest rate swaps
Economic hedges
Loans with commercial loan customers
Jun. 30, 2013
Interest rate swaps
Economic hedges
Loans with commercial loan customers
Jun. 30, 2014
Interest rate swaps
Economic hedges
Loans with commercial loan customers
Jun. 30, 2013
Interest rate swaps
Economic hedges
Loans with commercial loan customers
Dec. 31, 2013
Interest rate swaps
Economic hedges
Loans with commercial loan customers
Jun. 30, 2014
Interest rate swaps
Economic hedges
Loans with commercial loan customers
Weighted Average
Dec. 31, 2013
Interest rate swaps
Economic hedges
Loans with commercial loan customers
Weighted Average
Jun. 30, 2014
Interest rate swaps
Economic hedges
Industrial revenue bond
Jun. 30, 2013
Interest rate swaps
Economic hedges
Industrial revenue bond
Jun. 30, 2014
Interest rate swaps
Economic hedges
Industrial revenue bond
Jun. 30, 2013
Interest rate swaps
Economic hedges
Industrial revenue bond
Mar. 31, 2014
Forward-starting interest rate swaps
90 day rolling FHLB advances
Jun. 30, 2014
Forward-starting interest rate swaps
Cash flow hedges
item
Jun. 30, 2014
Forward-starting interest rate swaps
Cash flow hedges
FHLBB borrowings
Dec. 31, 2013
Forward-starting interest rate swaps
Cash flow hedges
FHLBB borrowings
Jun. 30, 2014
Forward-starting interest rate swaps
Cash flow hedges
FHLBB borrowings
Weighted Average
Dec. 31, 2013
Forward-starting interest rate swaps
Cash flow hedges
FHLBB borrowings
Weighted Average
Jun. 30, 2014
Reverse interest rate swaps
Economic hedges
Loans with commercial loan customers
Jun. 30, 2013
Reverse interest rate swaps
Economic hedges
Loans with commercial loan customers
Jun. 30, 2014
Reverse interest rate swaps
Economic hedges
Loans with commercial loan customers
Jun. 30, 2013
Reverse interest rate swaps
Economic hedges
Loans with commercial loan customers
Dec. 31, 2013
Reverse interest rate swaps
Economic hedges
Loans with commercial loan customers
Jun. 30, 2014
Reverse interest rate swaps
Economic hedges
Loans with commercial loan customers
Weighted Average
Dec. 31, 2013
Reverse interest rate swaps
Economic hedges
Loans with commercial loan customers
Weighted Average
Jun. 30, 2014
Interest rate lock commitments
Non-hedging derivatives
Jun. 30, 2013
Interest rate lock commitments
Non-hedging derivatives
Jun. 30, 2014
Interest rate lock commitments
Non-hedging derivatives
Jun. 30, 2013
Interest rate lock commitments
Non-hedging derivatives
Dec. 31, 2013
Interest rate lock commitments
Non-hedging derivatives
Jun. 30, 2014
Interest rate lock commitments
Non-hedging derivatives
Weighted Average
Dec. 31, 2013
Interest rate lock commitments
Non-hedging derivatives
Weighted Average
Jun. 30, 2014
Forward sale commitments
Economic hedges
Jun. 30, 2013
Forward sale commitments
Economic hedges
Jun. 30, 2014
Forward sale commitments
Economic hedges
Jun. 30, 2013
Forward sale commitments
Economic hedges
Dec. 31, 2013
Forward sale commitments
Economic hedges
Jun. 30, 2014
Forward sale commitments
Economic hedges
Weighted Average
Dec. 31, 2013
Forward sale commitments
Economic hedges
Weighted Average
Derivative instruments and hedging activities                                                                                                                                                    
Cash pledged as collateral to derivative counterparties $ 1,800,000   $ 1,800,000                                                                                                                                              
Amortized cost of securities pledged as collateral to derivative counterparties 24,400,000   24,400,000                                                                                                                                              
Fair value of securities as pledged collateral to derivative counterparties 24,800,000   24,800,000                                                                                                                                              
Interest rate swap agreements and non-hedging derivative assets and liabilities                                                                                                                                                    
Notional Amount 911,888,000   911,888,000   905,071,000   300,000,000 425,000,000 571,497,000 459,872,000   40,391,000 20,199,000                     150,000,000           15,000,000   518,600,000 12,827,000 13,095,000     252,874,000   252,874,000   206,933,000                 300,000,000 260,000,000     252,874,000   252,874,000   206,933,000     40,391,000   40,391,000   20,199,000     52,922,000   52,922,000   32,911,000    
Weighted Average Maturity                                                 2 years 6 months           4 months 24 days       15 years 4 months 24 days 15 years 10 months 24 days           5 years 10 months 24 days 5 years 4 months 24 days                 4 years 9 months 18 days 4 years 6 months           5 years 10 months 24 days 5 years 4 months 24 days           2 months 12 days 2 months 12 days           2 months 12 days 2 months 12 days
Weighted Average Rate, Received (as a percent)                                               0.25%           2.09%     0.52% 0.54%     2.34%   2.34%   2.44%                 0.00%       4.58%   4.58%   4.68%                                
Weighted Average Rate, Contract pay rate (as a percent)                                               2.61%           5.54%     5.09% 5.09%     4.58%   4.58%   4.68%                 2.29% 1.88%     2.34%   2.34%   2.44%                                
Estimated Fair Value Asset (Liability) (3,216,000)   (3,216,000)   (3,652,000)   (1,022,000) (2,290,000) (2,854,000) (1,620,000)   660,000 258,000                     (3,102,000)           (203,000)     (2,322,000) (1,889,000)     (9,193,000)   (9,193,000)   (6,278,000)                 (1,022,000) 1,015,000     9,222,000   9,222,000   6,286,000     660,000   660,000   258,000     (561,000)   (561,000)   261,000    
Cash flow hedges:                                                                                                                                                    
Number of instruments                                                                                                 6                                                  
Durations of derivative instruments                                                                                                 3 years                                                  
Interest rate swaps on FHLBB borrowings:                                                                                                                                                    
Unrealized (loss) gain recognized in accumulated other comprehensive loss                                       (3,343,000) 5,131,000 (4,127,000) 5,437,000       (4,000) (1,000) (5,000)                                                                                          
Reclassification of unrealized (loss) gain from accumulated other comprehensive loss to interest expense 6,846,000 8,593,000 13,875,000 17,537,000                                 899,000   1,910,000     75,000 129,000 204,000 256,000                                                                                          
Reclassification of unrealized loss from accumulated other comprehensive loss to other non-interest income for termination of swaps                                         236,000 8,630,000 472,000                                                                                                      
Reclassification of unrealized deferred tax benefit from accumulated other comprehensive loss to tax expense for terminated swaps                                         (95,000) (3,611,000) (303,000)                                                                                                      
Net tax benefit (expense) on items recognized in accumulated other comprehensive loss                                       1,352,000 (2,433,000) 1,666,000 (2,955,000)     (29,000) (48,000) (80,000) (102,000)                                                                                          
Other comprehensive income recorded in accumulated other comprehensive loss, net of reclassification adjustments and tax effects                               (1,945,000) 3,815,000 2,681,000 4,710,000                                                                                                              
Net interest expense recognized in interest expense 2,368,000 3,541,000 4,676,000 7,122,000                                 1,076,000   2,319,000     75,000 129,000 204,000 256,000                                                                                          
Notional amount of derivative contract terminated                           30,000,000 145,000,000                                                                 235,000,000                                                    
Extinguishment of FHLB advances           215,000,000                                                                                                                                        
Loss reclassified from the effective portion of the unrealized changes in the fair value of the derivatives           8,600,000                                                                                                                                        
Fixed rate of interest (as a percent)                     5.09%                                                                                                                              
Life of the bond                     21 years                                                                                                                              
Credit valuation adjustments                 28,400                                                                                                                                  
Economic hedges and non-hedging derivatives                                                                                                                                                    
Unrealized (loss) gain recognized in other non-interest income                                                                         (1,919,000) 4,996,000 (1,732,000) 6,550,000       (350,000) 665,000 (731,000) 772,000             1,919,000 (4,996,000) 1,732,000 (6,550,000)       660,000 (1,507,000) 1,037,000 1,251,000       (561,000) 4,913,000 (669,000) 4,363,000      
Favorable change in credit valuation adjustment recognized in other non-interest income                                                                                                           4,000 259,000 11,000 337,000                                  
Realized gain (loss) in other non-interest income                                                                                                                         $ 769,000 $ 2,758,000 $ 1,035,000 $ 3,998,000       $ (177,000) $ 517,000 $ (341,000) $ 1,572,000