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DERIVATIVES (Tables)
6 Months Ended
Jun. 30, 2016
DERIVATIVES  
Schedule of fair value hedges

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

June 30, 2016

 

December 31, 2015

 

 

 

Notional

 

 

 

 

Notional

 

 

 

 

 

    

Amount

    

Fair Value

    

Amount

    

Fair Value

 

Included in Other Assets:

 

 

 

 

 

 

 

 

 

 

 

 

 

Interest Rate Swaps at Fair Value

 

$

110,620

 

$

6,569

 

$

53,741

 

$

1,508

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Included in Other Liabilities:

 

 

 

 

 

 

 

 

 

 

 

 

 

Interest Rate Swaps at Fair Value

 

$

110,620

 

$

6,569

 

$

53,741

 

$

1,508

 

 

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

 

 

 

 

 

 

 

 

 

 

 

 

Three Months Ended

 

 

 

June 30,

 

 

    

2016

    

2015

 

Interest Rate Swaps - Fee Income

 

 

 

 

 

 

 

Included in Other Income / (Expense)

 

$

428

 

$

74

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Six Months Ended

 

 

 

June 30,

 

 

     

2016

     

2015

 

Interest Rate Swaps – Fee Income

 

 

 

 

 

 

 

Included in Other Income / (Expense)

 

$

509

 

$

149