Derivative Financial Instruments (Tables)

9 Months Ended

Sep. 30, 2012

Schedule Of Notional Amounts And Estimated Fair Values Of Interest Rate Derivative Contracts Outstanding

	September 30, 2012					December 31, 2011
	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	$	90,284	$	(7,952	)	$	71,181	$	(8,376	)
Interest rate derivatives designated as hedges of cash flows:
Interest rate swap on junior subordinated deferrable interest debentures		120,000		(5,392	)		120,000		(7,807	)
Non-hedging interest rate derivatives:
Commercial loan/lease interest rate swaps		721,036		64,571			613,883		61,137
Commercial loan/lease interest rate swaps		721,036		(64,775	)		613,883		(61,393	)
Commercial loan/lease interest rate caps		22,500		16			20,000		50
Commercial loan/lease interest rate caps		22,500		(16	)		20,000		(50	)

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		3.12	%		0.22	%
Cash flow hedge interest rate swaps on junior subordinated deferrable interest debentures		5.47			1.97
Non-hedging interest rate swaps		1.77			4.54
Non-hedging interest rate swaps		4.54			1.77

Schedule Of Notional Amounts And Estimated Fair Values Of Commodity Derivative Positions

			September 30, 2012					December 31, 2011
	Notional Units		Notional Amount		Estimated Fair Value			Notional Amount		Estimated Fair Value
Non-hedging commodity swaps:
Oil		Barrels		508	$	504			459	$	1,068
Oil		Barrels		508		(401	)		459		(963	)
Natural gas		MMBTUs		830		236			1,905		3,540
Natural gas		MMBTUs		830		(222	)		1,905		(3,480	)
Non-hedging commodity options:
Oil		Barrels		1,410		5,830			2,920		18,206
Oil		Barrels		1,410		(5,830	)		2,920		(18,206	)
Natural gas		MMBTUs		360		180			480		490
Natural gas		MMBTUs		360		(180	)		480		(490	)

Schedule Of Amounts Related To Interest Rate Derivatives Designated As Hedges Of Fair Value

	Three Months Ended September 30,						Nine Months Ended September 30,
	2012			2011			2012			2011
Commercial loan/lease interest rate swaps:
Amount of gain (loss) included in interest income on loans	$	(632	)	$	(874	)	$	(1,947	)	$	(2,848	)
Amount of (gain) loss included in other non-interest expense		31			(7	)		48			(10	)

Schedule Of Amounts Related To Interest Rate Derivatives Included In Income Designated As Hedges Of Cash Flows

	Three Months Ended September 30,						Nine Months Ended September 30,
	2012			2011			2012			2011
Interest rate swaps/caps/floors on variable-rate loans:
Amount reclassified from accumulated other comprehensive income to interest income on loans	$	9,345		$	9,345		$	28,035		$	28,035
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		1,063			1,117			3,140			3,304
Amount of gain (loss) recognized in other comprehensive income		(269	)		(908	)		(760	)		(2,560	)

Schedule Of Amounts Related To Non-Hedging Interest Rate And Commodity Derivatives

	Three Months Ended September 30,					Nine Months Ended September 30,
	2012			2011		2012			2011
Non-hedging interest rate derivatives:
Other non-interest income	$	1,284		$	90	$	2,263		$	826
Other non-interest expense		(15	)		79		(52	)		(49	)
Non-hedging commodity derivatives:
Other non-interest income		52			82		116			544