Derivative Financial Instruments (Tables)

12 Months Ended

Dec. 31, 2018

Derivative Instruments and Hedging Activities Disclosure [Abstract]

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

	December 31, 2018					December 31, 2017
	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	$	10,941	$	207		$	13,679	$	242
Loan/lease interest rate swaps - liabilities	3,885		(199		)	11,147		(593		)
Non-hedging interest rate derivatives:
Financial institution counterparties:
Loan/lease interest rate swaps - assets	496,887		2,384			430,449		1,418
Loan/lease interest rate swaps - liabilities	691,143		(8,921		)	541,496		(12,820		)
Loan/lease interest rate caps - assets	122,791		509			114,619		480
Customer counterparties:
Loan/lease interest rate swaps - assets	691,143		16,706			541,496		17,882
Loan/lease interest rate swaps - liabilities	496,887		(8,891		)	430,449		(4,861		)
Loan/lease interest rate caps - liabilities	122,791		(509		)	114,619		(480		)

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 December 31, 2018 were as follows:

	Weighted-Average
	Interest Rate Paid		Interest Rate Received
Interest rate swaps:
Fair value hedge loan/lease interest rate swaps	2.40	%	2.46	%
Non-hedging interest rate swaps - financial institution counterparties	4.13		4.02
Non-hedging interest rate swaps - customer counterparties	4.02		4.13

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.

		December 31, 2018				December 31, 2017
	Notional Units	Notional Amount	Estimated Fair Value			Notional Amount	Estimated Fair Value
Financial institution counterparties:
Oil - assets	Barrels	2,416	$	24,332		253	$	193
Oil - liabilities	Barrels	415	(646		)	2,731	(13,448		)
Natural gas - assets	MMBTUs	5,745	417			5,927	1,399
Natural gas - liabilities	MMBTUs	9,314	(1,272		)	3,917	(326		)
Customer counterparties:
Oil - assets	Barrels	415	646			2,731	13,709
Oil - liabilities	Barrels	2,416	(24,009		)	253	(187		)
Natural gas - assets	MMBTUs	10,236	1,373			3,917	340
Natural gas - liabilities	MMBTUs	4,823	(393		)	5,927	(1,366		)

Schedule of Foreign Exchange Contracts, Statement of Financial Position

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

		December 31, 2018				December 31, 2017
	Notional Currency	Notional Amount	Estimated Fair Value			Notional Amount	Estimated Fair Value
Financial institution counterparties:
Forward contracts - assets	EUR	—	$	—		4,014	$	77
Forward contracts - assets	GBP	—	—			127	1
Forward contracts - liabilities	EUR	—	—			4,846	(37		)
Forward contracts - liabilities	CAD	11,003	(13		)	25,413	(142		)
Forward contracts - liabilities	GBP	142	(2		)	1,178	(9		)
Forward contracts - liabilities	MXN	3,015	(132		)	—	—
Customer counterparties:
Forward contracts - assets	EUR	—	—			3,867	58
Forward contracts - assets	CAD	10,979	40			25,282	279
Forward contracts - assets	GBP	145	4			—	—
Forward contracts - assets	MXN	3,000	149			—	—
Forward contracts - liabilities	EUR	—	—			4,041	(51		)
Forward contracts - liabilities	GBP	—	—			127	—

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:

	2018			2017			2016
Commercial loan/lease interest rate swaps:
Amount of gain (loss) included in interest income on loans	$	25		$	(726	)	$	(1,362	)
Amount of (gain) loss included in other non-interest expense	(1		)	(14		)	(44		)

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.

	2018		2017		2016
Non-hedging interest rate derivatives:
Other non-interest income	$	4,112	$	3,123	$	2,883
Other non-interest expense	—		1		—
Non-hedging commodity derivatives:
Other non-interest income	795		440		421
Non-hedging foreign currency derivatives:
Other non-interest income	246		300		30