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DERIVATIVES (Tables)
9 Months Ended
Sep. 30, 2015
DERIVATIVES  
Schedule of fair value hedges

 

 

September 30, 2015

 

December 31, 2014

 

 

 

Notional
Amount

 

Fair Value

 

Notional
Amount

 

Fair Value

 

Included in Other Assets:

 

 

 

 

 

 

 

 

 

Interest Rate Swaps

 

$

45,236 

 

$

1,798 

 

$

1,991 

 

$

56 

 

 

 

 

 

 

 

 

 

 

 

Included in Other Liabilities:

 

 

 

 

 

 

 

 

 

Interest Rate Swaps

 

$

45,236 

 

$

1,798 

 

$

1,991 

 

$

56 

 

 

Summary of the effect of derivative instruments on the Consolidated Statement of Income

 

 

Nine Months Ended
September 30,

 

 

 

2015

 

2014

 

Interest Rate Swaps — Fee Income

 

 

 

 

 

Included in Other Income / (Expense)

 

$

548 

 

$

 

 

 

 

Three Months Ended
September 30,

 

 

 

2015

 

2014

 

Interest Rate Swaps — Fee Income

 

 

 

 

 

Included in Other Income / (Expense)

 

$

399 

 

$