Derivative Financial Instruments (Tables)

3 Months Ended

Mar. 31, 2016

Derivative Instruments and Hedging Activities Disclosure [Abstract]

Schedule of Notional Amounts and Estimated Fair Values of Interest Rate Derivative Contracts Outstanding

The notional amounts and estimated fair values of interest rate derivative contracts are presented in the following table. We obtain dealer quotations to value our interest rate derivative contracts designated as hedges of cash flows, while the fair values of other interest rate derivative contracts are estimated utilizing internal valuation models with observable market data inputs.

	March 31, 2016					December 31, 2015
	Notional Amount		Estimated Fair Value			Notional Amount		Estimated Fair Value
Derivatives designated as hedges of fair value:
Financial institution counterparties:
Loan/lease interest rate swaps – assets	$	—	$	—		$	49,927	$	358
Loan/lease interest rate swaps – liabilities	78,996		(2,734		)	31,038		(2,301		)
Non-hedging interest rate derivatives:
Financial institution counterparties:
Loan/lease interest rate swaps – assets	—		—			62,887		278
Loan/lease interest rate swaps – liabilities	823,861		(54,180		)	768,182		(37,522		)
Loan/lease interest rate caps – assets	74,281		465			74,281		682
Customer counterparties:
Loan/lease interest rate swaps – assets	823,861		54,181			780,082		37,630
Loan/lease interest rate swaps – liabilities	—		—			50,987		(188		)
Loan/lease interest rate caps – liabilities	74,281		(465		)	74,281		(682		)

Schedule of Weighted-Average Rates Paid and Received for Interest Rate Swaps Outstanding

The weighted-average rates paid and received for interest rate swaps outstanding at March 31, 2016 were as follows:

	Weighted-Average
	Interest Rate Paid		Interest Rate Received
Interest rate swaps:
Fair value hedge loan/lease interest rate swaps	2.35	%	0.43	%
Non-hedging interest rate swaps – financial institution counterparties	4.08	%	2.16	%
Non-hedging interest rate swaps – customer counterparties	2.16	%	4.08	%

Schedule of Notional Amounts and Estimated Fair Values of Commodity Derivative Positions

The notional amounts and estimated fair values of non-hedging commodity swap and option derivative positions outstanding are presented in the following table. We obtain dealer quotations and use internal valuation models with observable market data inputs to value our commodity derivative positions.

		March 31, 2016				December 31, 2015
	Notional Units	Notional Amount	Estimated Fair Value			Notional Amount	Estimated Fair Value
Financial institution counterparties:
Oil – assets	Barrels	1,136	$	10,742		1,184	$	12,650
Oil – liabilities	Barrels	347	(536		)	45	(352		)
Natural gas – assets	MMBTUs	3,505	767			760	560
Natural gas – liabilities	MMBTUs	730	(84		)	—	—
Customer counterparties:
Oil – assets	Barrels	347	586			45	354
Oil – liabilities	Barrels	1,136	(10,554		)	1,184	(12,454		)
Natural gas – assets	MMBTUs	730	107			—	—
Natural gas – liabilities	MMBTUs	3,505	(689		)	760	(549		)

Notional Amounts and Fair Values of Open Foreign Currency Forward Contracts

The notional amounts and fair values of open foreign currency forward contracts were as follows:

		March 31, 2016				December 31, 2015
	Notional Currency	Notional Amount	Estimated Fair Value			Notional Amount	Estimated Fair Value
Financial institution counterparties:
Forward contracts – assets	EUR	—	$	—		1,247	$	13
Forward contracts – assets	CAD	2,311	4			—	—
Forward contracts – assets	GBP	—	—			568	2
Forward contracts – liabilities	EUR	927	(14		)	572	(18		)
Forward contracts – liabilities	CAD	—	—			1,440	(5		)
Forward contracts – liabilities	GBP	512	(3		)	—	—
Customer counterparties:
Forward contracts – assets	EUR	—	—			575	22
Forward contracts – assets	CAD	2,305	2			1,437	9
Forward contracts – liabilities	EUR	—	—			343	(5		)

Schedule of Amounts Related to Interest Rate Derivatives Designated as Hedges of Fair Value

Amounts included in the consolidated statements of income related to interest rate derivatives designated as hedges of fair value were as follows:

	Three Months Ended   March 31,
	2016			2015
Commercial loan/lease interest rate swaps:
Amount of gain (loss) included in interest income on loans	$	(388	)	$	(425	)

Schedule of Amounts Related to Non-Hedging Interest Rate and Commodity Derivatives

Amounts included in the consolidated statements of income related to non-hedging interest rate, commodity and foreign currency derivative instruments are presented in the table below.

	Three Months Ended   March 31,
	2016		2015
Non-hedging interest rate derivatives:
Other non-interest income	$	435	$	1,322
Other non-interest expense	—		2
Non-hedging commodity derivatives:
Other non-interest income	132		28
Non-hedging foreign currency derivatives:
Other non-interest income	6		45