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Derivatives and Hedging Activities (Derivative Positions for Interest Rate Swaps which Qualify as Hedges) (Details) (USD $)
12 Months Ended
Dec. 31, 2014
Dec. 31, 2013
Details of derivative positions for interest rate swaps which qualify as hedges for accounting purposes    
Notional Amount $ 75,000,000invest_DerivativeNotionalAmount $ 150,000,000invest_DerivativeNotionalAmount
Fair Value (5,570,000)us-gaap_DerivativeFairValueOfDerivativeNet (9,630,000)us-gaap_DerivativeFairValueOfDerivativeNet
Positions One [Member]    
Details of derivative positions for interest rate swaps which qualify as hedges for accounting purposes    
Notional Amount 25,000,000invest_DerivativeNotionalAmount
/ us-gaap_DerivativeByNatureAxis
= indb_PositionsOneMember
25,000,000invest_DerivativeNotionalAmount
/ us-gaap_DerivativeByNatureAxis
= indb_PositionsOneMember
Trade Date Feb. 16, 2006 Feb. 16, 2006
Effective Date Dec. 28, 2006 Dec. 28, 2006
Maturity Date Dec. 28, 2016 Dec. 28, 2016
Receive (Variable) Index 3 Month LIBOR 3 Month LIBOR
Current Rate Received 0.24%indb_CurrentRateReceivedOnDerivativeForInterestRateSwapsWhichQualifyAsHedges
/ us-gaap_DerivativeByNatureAxis
= indb_PositionsOneMember
0.24%indb_CurrentRateReceivedOnDerivativeForInterestRateSwapsWhichQualifyAsHedges
/ us-gaap_DerivativeByNatureAxis
= indb_PositionsOneMember
Pay Fixed Swap Rate 5.04%us-gaap_DerivativeFixedInterestRate
/ us-gaap_DerivativeByNatureAxis
= indb_PositionsOneMember
5.036%us-gaap_DerivativeFixedInterestRate
/ us-gaap_DerivativeByNatureAxis
= indb_PositionsOneMember
Fair Value (2,093,000)us-gaap_DerivativeFairValueOfDerivativeNet
/ us-gaap_DerivativeByNatureAxis
= indb_PositionsOneMember
(3,151,000)us-gaap_DerivativeFairValueOfDerivativeNet
/ us-gaap_DerivativeByNatureAxis
= indb_PositionsOneMember
Positions Two [Member]    
Details of derivative positions for interest rate swaps which qualify as hedges for accounting purposes    
Notional Amount 25,000,000invest_DerivativeNotionalAmount
/ us-gaap_DerivativeByNatureAxis
= indb_PositionsTwoMember
25,000,000invest_DerivativeNotionalAmount
/ us-gaap_DerivativeByNatureAxis
= indb_PositionsTwoMember
Trade Date Feb. 16, 2006 Feb. 16, 2006
Effective Date Dec. 28, 2006 Dec. 28, 2006
Maturity Date Dec. 28, 2016 Dec. 28, 2016
Receive (Variable) Index 3 Month LIBOR 3 Month LIBOR
Current Rate Received 0.24%indb_CurrentRateReceivedOnDerivativeForInterestRateSwapsWhichQualifyAsHedges
/ us-gaap_DerivativeByNatureAxis
= indb_PositionsTwoMember
0.24%indb_CurrentRateReceivedOnDerivativeForInterestRateSwapsWhichQualifyAsHedges
/ us-gaap_DerivativeByNatureAxis
= indb_PositionsTwoMember
Pay Fixed Swap Rate 5.04%us-gaap_DerivativeFixedInterestRate
/ us-gaap_DerivativeByNatureAxis
= indb_PositionsTwoMember
5.037%us-gaap_DerivativeFixedInterestRate
/ us-gaap_DerivativeByNatureAxis
= indb_PositionsTwoMember
Fair Value (2,094,000)us-gaap_DerivativeFairValueOfDerivativeNet
/ us-gaap_DerivativeByNatureAxis
= indb_PositionsTwoMember
(3,152,000)us-gaap_DerivativeFairValueOfDerivativeNet
/ us-gaap_DerivativeByNatureAxis
= indb_PositionsTwoMember
Positions Four [Member]    
Details of derivative positions for interest rate swaps which qualify as hedges for accounting purposes    
Notional Amount 25,000,000invest_DerivativeNotionalAmount
/ us-gaap_DerivativeByNatureAxis
= indb_PositionsFourMember
25,000,000invest_DerivativeNotionalAmount
/ us-gaap_DerivativeByNatureAxis
= indb_PositionsFourMember
Trade Date Dec. 09, 2008 Dec. 09, 2008
Effective Date Dec. 10, 2008 Dec. 10, 2008
Maturity Date Dec. 10, 2013 Dec. 10, 2013
Receive (Variable) Index 3 Month LIBOR 3 Month LIBOR
Current Rate Received 0.24%indb_CurrentRateReceivedOnDerivativeForInterestRateSwapsWhichQualifyAsHedges
/ us-gaap_DerivativeByNatureAxis
= indb_PositionsFourMember
0.24%indb_CurrentRateReceivedOnDerivativeForInterestRateSwapsWhichQualifyAsHedges
/ us-gaap_DerivativeByNatureAxis
= indb_PositionsFourMember
Pay Fixed Swap Rate 2.94%us-gaap_DerivativeFixedInterestRate
/ us-gaap_DerivativeByNatureAxis
= indb_PositionsFourMember
2.94%us-gaap_DerivativeFixedInterestRate
/ us-gaap_DerivativeByNatureAxis
= indb_PositionsFourMember
Fair Value (1,383,000)us-gaap_DerivativeFairValueOfDerivativeNet
/ us-gaap_DerivativeByNatureAxis
= indb_PositionsFourMember
(1,493,000)us-gaap_DerivativeFairValueOfDerivativeNet
/ us-gaap_DerivativeByNatureAxis
= indb_PositionsFourMember
Positions Six [Member]    
Details of derivative positions for interest rate swaps which qualify as hedges for accounting purposes    
Notional Amount   50,000,000invest_DerivativeNotionalAmount
/ us-gaap_DerivativeByNatureAxis
= indb_PositionsSixMember
Trade Date   Nov. 17, 2009
Effective Date   Dec. 20, 2010
Maturity Date   Dec. 20, 2014
Receive (Variable) Index   3 Month LIBOR
Current Rate Received   0.25%indb_CurrentRateReceivedOnDerivativeForInterestRateSwapsWhichQualifyAsHedges
/ us-gaap_DerivativeByNatureAxis
= indb_PositionsSixMember
Pay Fixed Swap Rate   3.04%us-gaap_DerivativeFixedInterestRate
/ us-gaap_DerivativeByNatureAxis
= indb_PositionsSixMember
Fair Value   (1,341,000)us-gaap_DerivativeFairValueOfDerivativeNet
/ us-gaap_DerivativeByNatureAxis
= indb_PositionsSixMember
Positions Seven [Member]    
Details of derivative positions for interest rate swaps which qualify as hedges for accounting purposes    
Notional Amount   25,000,000invest_DerivativeNotionalAmount
/ us-gaap_DerivativeByNatureAxis
= indb_PositionsSevenMember
Trade Date   May 05, 2011
Effective Date   Jun. 10, 2011
Maturity Date   Jun. 10, 2015
Receive (Variable) Index   3 Month LIBOR
Current Rate Received   0.24%indb_CurrentRateReceivedOnDerivativeForInterestRateSwapsWhichQualifyAsHedges
/ us-gaap_DerivativeByNatureAxis
= indb_PositionsSevenMember
Pay Fixed Swap Rate   1.713%us-gaap_DerivativeFixedInterestRate
/ us-gaap_DerivativeByNatureAxis
= indb_PositionsSevenMember
Fair Value   $ (493,000)us-gaap_DerivativeFairValueOfDerivativeNet
/ us-gaap_DerivativeByNatureAxis
= indb_PositionsSevenMember