Derivative Financial Instruments(Tables)

6 Months Ended

Jun. 30, 2014

Derivative Instruments and Hedging Activities Disclosure [Abstract]

Summary of derivative instruments outstanding

	June 30, 2014
	Notional Amount		Fixed Rate	Floating Rate	Maturity	Fair Value
	(Dollars in thousands)
Non-hedging derivative instruments:
Customer interest rate swap:
receive fixed/pay floating	$	31,891	4.87% - 6.02%	LIBOR 1 month + 3.25% - 4.50%	Wtd. Avg. 2.9 years	$	493
Correspondent interest rate swap:
receive fixed/pay floating	$	31,891	4.87% - 6.02%	LIBOR 1 month + 3.25% - 4.50%	Wtd. Avg. 2.9 years	$	(519)

	December 31, 2013
	Notional Amount		Fixed Rate	Floating Rate	Maturity	Fair Value
	(Dollars in thousands)
Non-hedging derivative instruments:
Customer interest rate swap:
receive fixed/pay floating	$	30,145	4.87% - 6.02%	LIBOR 1 month + 3.75% - 4.50%	Wtd. Avg. 3.1 years	$	433
Correspondent interest rate swap:
receive fixed/pay floating	$	30,145	4.87% - 6.02%	LIBOR 1 month + 3.75% - 4.50%	Wtd. Avg. 3.1 years	$	(456)

Notional amounts and estimated fair values of non-hedging derivative instruments by classification

	June 30, 2014
	Notional Amount		Fair Value
	(Dollars in thousands)
Customer interest rate swaps (commercial customer counterparty):
Assets	$	31,891	$	493
Liabilities		-		-
	$	31,891	$	493
Correspondent interest rate swaps (financial institution counterparty):
Assets	$	31,891	$	(519)
Liabilities		-		-
	$	31,891	$	(519)

	December 31, 2013
	Notional Amount		Fair Value
	(Dollars in thousands)
Customer interest rate swaps (commercial customer counterparty):
Assets	$	28,190	$	437
Liabilities		1,955		(4)
	$	30,145	$	433
Correspondent interest rate swaps (financial institution counterparty):
Assets	$	28,190	$	(460)
Liabilities		1,955		4
	$	30,145	$	(456)