Information on the swap contracts and the number of swaps

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Fair value, before effects of master netting arrangements, of a financial asset or other contract with one or more underlyings, notional amount or payment provision or both, and the contract can be net settled by means outside the contract or delivery of an asset. Includes assets elected not to be offset. Excludes assets not subject to a master netting arrangement.

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- Definition

Fixed interest rate related to the interest rate derivative.

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- Definition

Line items represent financial concepts included in a table. These concepts are used to disclose reportable information associated with domain members defined in one or many axes to the table.

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Nominal or face amount used to calculate payment on derivative.

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The net gain (loss) relating to components of the gain (loss) on the cash flow hedging instrument excluded from the assessment of cash flow hedge effectiveness. Recognized in earnings.

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- Definition

The net change in the difference between the fair value and the carrying value, or in the comparative fair values, of derivative instruments, including options, swaps, futures, and forward contracts, held at each balance sheet date, that was included in earnings for the period.

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Derivative Financial Instruments (Narrative) (Details)	1 Months Ended	3 Months Ended
Derivative Financial Instruments (Narrative) (Details)	Mar. 31, 2016 USD ($) contract	Mar. 31, 2025 USD ($)	Mar. 31, 2024 USD ($)	Dec. 31, 2024 USD ($)
Derivative [Line Items]
Interest rate swap notional amount		$ 15,000,000
Interest rate swap fair value		400,000
Cash flow hedge ineffectiveness		$ (23,000)	$ 19,000
Derivative, fixed interest rate		4.655%
Increase (decrease) in derivative fair value		$ (108,000)	$ 73,000
Interest Rate Swap [Member]
Derivative [Line Items]
Interest rate swap notional amount	$ 30,000,000	$ 15,000,000
Number of interest rate swap contracts \| contract	4
Interest rate swap fair value				$ 500,000