XML 24 R43.htm IDEA: XBRL DOCUMENT v2.4.0.6
DERIVATIVES AND HEDGING (Details) (USD $)
0 Months Ended 0 Months Ended 3 Months Ended 3 Months Ended 12 Months Ended 3 Months Ended 12 Months Ended
Nov. 03, 2006
Interest rate swap maturing in April 2022
Mar. 31, 2013
Interest rate swap maturing in April 2022
Dec. 31, 2012
Interest rate swap maturing in April 2022
Oct. 12, 2011
Interest rate swap maturing in October 2021
Mar. 31, 2013
Interest rate swap maturing in October 2021
Mar. 31, 2012
Interest rate swap maturing in October 2021
Dec. 31, 2012
Interest rate swap maturing in October 2021
Mar. 31, 2013
Credit Derivatives (Interest Rate Swap Underlyings)
item
Dec. 31, 2012
Credit Derivatives (Interest Rate Swap Underlyings)
item
Mar. 31, 2013
Credit Derivatives (Foreign Currency Swap Underlyings)
item
Dec. 31, 2012
Credit Derivatives (Foreign Currency Swap Underlyings)
item
Derivative                      
Notional amount, interest rate swap derivative   $ 932,000     $ 1,600,000            
Notional amount of Credit Swap derivative (Protection Sold)               13,200,000 13,300,000 46,000  
Fixed rate loan term 15 years     10 years              
Fixed interest rate to be paid under hedge (as a percent) 7.43%     5.83%              
Variable interest rate basis one-month LIBOR     one-month LIBOR              
Margin added to derivative interest rate (as a percent) 2.24%     3.50%              
Fair value loss position on interest rate swap derivative   188,000 203,000   87,000   105,000        
Hedge ineffectiveness, income         4,000 6,000          
Number of derivative transactions               4 4 2 0
Fair value of swap liability               100,000 213,000 2,000  
Derivative liability               12,000 12,000 0  
Remaining maturity period, minimum               6 years 7 years    
Remaining maturity period, maximum               10 years 10 years    
Remaining maturity period                   1 month  
Recognized income               $ 1,000 $ 0 $ 2,000 $ 24,000