Mortgage Banking Derivatives (Tables) (Not designated, Mortgage Banking Derivatives)

12 Months Ended

Dec. 31, 2012

Not designated | Mortgage Banking Derivatives

Schedule of net gain or loss recorded on derivative activity

These mortgage banking derivatives are not designated in hedge relationships using the accepted accounting for derivative instruments and hedging activities at December 31 (dollars in thousands).

	2012			2011
Forward contracts:
Notional amount	$	28,000		$	26,000
Fair value	1,393			889
Change in fair value	(85		)	(214		)

Rate lock commitments:
Notional amount	$	20,855		$	21,266
Fair value	1,488			882
Change in fair value	652			321

- Definition

Tabular disclosure of the location and amount of gains and losses reported in the statement of financial performance, or when applicable, the statement of financial position. For example, (a) gains and losses recognized in the income statement on derivative instruments designated and qualifying as hedging instruments in fair value hedges and related hedged items designated and qualifying in fair value hedges and (b) gains and losses initially recognized in other comprehensive income on derivative instruments designated and qualifying as cash flow hedges.

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