Derivative Financial Instruments (Tables)

6 Months Ended

Jun. 30, 2011

Derivative Financial Instruments

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

	June 30, 2011					December 31, 2010
	Notional Amount		Estimated Fair Value			Notional Amount		Estimated Fair Value
Interest rate derivatives designated as hedges of fair value:
Commercial loan/lease interest rate swaps	$	90,626	$	(7,496	)	$	104,088	$	(8,350	)
Interest rate derivatives designated as hedges of cash flows:
Interest rate swap on junior subordinated deferrable interest debentures		120,000		(9,353	)		120,000		(9,895	)
Non-hedging interest rate derivatives:
Commercial loan/lease interest rate swaps		582,074		44,270			593,792		44,335
Commercial loan/lease interest rate swaps		582,074		(44,474	)		593,792		(44,666	)
Commercial loan/lease interest rate caps		20,000		226			20,000		388
Commercial loan/lease interest rate caps		20,000		(226	)		20,000		(388	)

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

	Weighted-Average
	Interest Rate Paid			Interest Rate Received
Interest rate swaps:
Fair value hedge commercial loan/lease interest rate swaps		4.49	%		0.19	%
Cash flow hedge interest rate swaps on junior subordinated deferrable interest debentures		5.47			1.80
Non-hedging interest rate swaps		5.08			1.80
Non-hedging interest rate swaps		1.80			5.08

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

			June 30, 2011					December 31, 2010
	Notional Units		Notional Amount		Estimated Fair Value			Notional Amount		Estimated Fair Value
Non-hedging commodity swaps:
Oil		Barrels		483	$	2,318			321	$	2,502
Oil		Barrels		483		(2,210	)		321		(2,428	)
Natural gas		MMBTUs		4,265		1,145			510		195
Natural gas		MMBTUs		4,265		(1,022	)		510		(174	)
Non-hedging commodity options:
Oil		Barrels		2,473		13,916			1,288		7,706
Oil		Barrels		2,473		(13,916	)		1,288		(7,706	)
Natural gas		MMBTUs		2,400		2,039			3,820		3,774
Natural gas		MMBTUs		2,400		(2,039	)		3,820		(3,774	)

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

	Three Months Ended June 30,						Six Months Ended June 30,
	2011			2010			2011			2010
Commercial loan/lease interest rate swaps:
Amount of gain (loss) included in interest income on loans	$	(969	)	$	(1,318	)	$	(1,974	)	$	(2,734	)
Amount of (gain) loss included in other non-interest expense		6			(97	)		(3	)		(91	)

Schedule of Amounts Related to Interest Rate Derivatives Included in Income Designated as Hedges of Cash Flows

	Three Months Ended June 30,						Six Months Ended June 30,
	2011			2010			2011			2010
Interest rate swaps/caps/floors on variable-rate loans:
Amount reclassified from accumulated other comprehensive income to interest income on loans	$	9,345		$	11,033		$	18,690		$	21,970
Amount of gain (loss) recognized in other comprehensive income		—			34,959			—			50,731
Interest rate swaps on junior subordinated deferrable interest debentures:
Amount reclassified from accumulated other comprehensive income to interest expense on junior subordinated deferrable interest debentures		1,100			1,084			2,186			2,195
Amount of gain (loss) recognized in other comprehensive income		(1,716	)		(3,089	)		(1,651	)		(5,566	)

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

	Three Months Ended June 30,					Six Months Ended June 30,
	2011			2010		2011			2010
Non-hedging interest rate derivatives:
Other non-interest income	$	462		$	892	$	736		$	1,594
Other non-interest expense		(89	)		59		(128	)		78
Non-hedging commodity derivatives:
Other non-interest income		79			26		462			46