Derivative Financial Instruments(Tables)

9 Months Ended

Sep. 30, 2014

Derivative Instruments and Hedging Activities Disclosure [Abstract]

Summary of derivative instruments outstanding

	September 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	$	29,459	4.87% - 5.99%	LIBOR 1 month + 3.25% - 4.50%	Wtd. Avg. 2.6 years	$	295
Correspondent interest rate swap:
receive fixed/pay floating	$	29,459	4.87% - 5.99%	LIBOR 1 month + 3.25% - 4.50%	Wtd. Avg. 2.6 years	$	(319)

	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

	September 30, 2014
	Notional Amount		Fair Value
	(Dollars in thousands)
Customer interest rate swaps (commercial customer counterparty):
Assets	$	27,545	$	301
Liabilities		1,914		(6)
	$	29,459	$	295
Correspondent interest rate swaps (financial institution counterparty):
Assets	$	27,545	$	(324)
Liabilities		1,914		5
	$	29,459	$	(319)

	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)