Note 11 - Derivative - Interest Rate Swap Agreement (Tables)

12 Months Ended

Mar. 31, 2017

Notes Tables

Schedule of Cash Flow Hedging Instruments, Statements of Financial Performance and Financial Position, Location [Table Text Block]

	2017
	Notional
	Amount		Fair Value
Included in liabilities:
Interest rate swaps related to FHLB Advances	$	11,550,000	$	(83,634	)

Fair Value Hedging [Member]

Notes Tables

Schedule of Derivative Instruments [Table Text Block]

	March 31, 2017						March 31, 2016
	Notional Amount		Principal Amount		Fair Value		Notional Amount		Principal Amount		Fair Value
Included in Loans and Leases:
Commercial real estate loan	$	-	$	3,175,044	$	3,201,691	$	-	$	3,254,906	$	3,462,417
Included in Other Liabilities:
Interest Rate Swap	$	3,175,044		-	$	26,647	$	3,254,906		-	$	207,511

Cash Flow Hedging [Member]

Notes Tables

Schedule of Derivative Instruments [Table Text Block]

	Notional		Effective		Pay Fixed			Receive
Interest Rate Swap	Amount		Start Date	Maturity Date	Rate			Floating Rate
FHLB Advance Swap 1	$	1,850,000	March 9, 2017	March 9, 2022		2.24	%	3-Month LIBOR
FHLB Advance Swap 2		1,850,000	March 9, 2017	March 9, 2024		2.41	%	3-Month LIBOR
FHLB Advance Swap 3		1,850,000	March 9, 2017	March 9, 2027		2.57	%	3-Month LIBOR
FHLB Advance Swap 4		2,000,000	March 29, 2017	March 29, 2022		2.08	%	3-Month LIBOR
FHLB Advance Swap 5		2,000,000	March 29, 2017	March 29, 2024		2.24	%	3-Month LIBOR
FHLB Advance Swap 6		2,000,000	March 29, 2017	March 29, 2027		2.40	%	3-Month LIBOR
	$	11,550,000