The amount of expense charged against earnings by an entity to record deferred gains and losses on hedge instruments.

No definition available.

Name:	indb_AmortizationOfDeferredHedgeGainsLosses
Namespace Prefix:	indb_
Data Type:	xbrli:monetaryItemType
Balance Type:	credit
Period Type:	duration

- Definition

Change in Fair Value on Loans Held for Sale

+ References

No definition available.

+ Details

Name:	indb_ChangeInFairValueOnLoansHeldForSale
Namespace Prefix:	indb_
Data Type:	xbrli:monetaryItemType
Balance Type:	credit
Period Type:	duration

- Definition

Current Rate Paid on Derivative for Interest Rate Swaps which qualify as hedges

+ References

No definition available.

+ Details

Name:	indb_CurrentRatePaidonDerivativeforInterestRateSwapswhichqualifyashedges
Namespace Prefix:	indb_
Data Type:	num:percentItemType
Balance Type:	na
Period Type:	instant

- Definition

Derivative, Trade Date

+ References

No definition available.

+ Details

Name:	indb_DerivativeTradeDate
Namespace Prefix:	indb_
Data Type:	xbrli:dateItemType
Balance Type:	na
Period Type:	duration

- Definition

Aggregate notional amount specified by the derivative(s). Expressed as an absolute value.

+ References

Reference 1: http://www.xbrl.org/2003/role/presentationRef
-Publisher SEC
-Name Regulation S-X (SX)
-Number 210
-Article 12
-Section 13
-Sentence Column B

+ Details

Name:	invest_DerivativeNotionalAmount
Namespace Prefix:	invest_
Data Type:	xbrli:monetaryItemType
Balance Type:	na
Period Type:	instant

- Definition

When the derivative or group of derivatives presented is a swap, the type of interest rate (fixed, variable, stepped, etc.) paid on the swap.

+ References

Reference 1: http://www.xbrl.org/2003/role/presentationRef
-Publisher SEC
-Name Regulation S-X (SX)
-Number 210
-Article 12
-Section 13
-Sentence Column A
-Footnote 1

+ Details

Name:	invest_DerivativeTypeOfInterestRatePaidOnSwap
Namespace Prefix:	invest_
Data Type:	xbrli:stringItemType
Balance Type:	na
Period Type:	duration

- Definition

Cap rate on an interest rate derivative such as an interest rate cap or collar. If market rates exceed the cap rate, a payment or receipt is triggered on the contract.

+ References

No definition available.

+ Details

Name:	us-gaap_DerivativeCapInterestRate
Namespace Prefix:	us-gaap_
Data Type:	num:percentItemType
Balance Type:	na
Period Type:	instant

- Definition

Fair value of the assets less the liabilities of a derivative or group of derivatives.

+ References

Reference 1: http://www.xbrl.org/2003/role/presentationRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 815
-SubTopic 10
-Section 45
-Paragraph 6
-URI http://asc.fasb.org/extlink&oid=6945355&loc=d3e41271-113958

Reference 2: http://www.xbrl.org/2003/role/presentationRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 815
-SubTopic 10
-Section 45
-Paragraph 5
-URI http://asc.fasb.org/extlink&oid=6945355&loc=d3e41228-113958

Reference 3: http://www.xbrl.org/2003/role/presentationRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 825
-SubTopic 10
-Section 50
-Paragraph 10
-Subparagraph (a)
-URI http://asc.fasb.org/extlink&oid=77997519&loc=d3e13433-108611

Reference 4: http://www.xbrl.org/2003/role/presentationRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 825
-SubTopic 10
-Section 50
-Paragraph 15
-URI http://asc.fasb.org/extlink&oid=77997519&loc=d3e13495-108611

+ Details

Name:	us-gaap_DerivativeFairValueOfDerivativeNet
Namespace Prefix:	us-gaap_
Data Type:	xbrli:monetaryItemType
Balance Type:	debit
Period Type:	instant

- References

No definition available.

+ Details

Name:	us-gaap_DerivativeFairValueOfDerivativeNetAbstract
Namespace Prefix:	us-gaap_
Data Type:	xbrli:stringItemType
Balance Type:	na
Period Type:	duration

- Definition

Fixed interest rate related to the interest rate derivative.

+ References

No definition available.

+ Details

Name:	us-gaap_DerivativeFixedInterestRate
Namespace Prefix:	us-gaap_
Data Type:	num:percentItemType
Balance Type:	na
Period Type:	instant

- Definition

Floor rate on an interest rate derivative such as an interest rate floor or collar. If market rates falls below the floor rate, a payment or receipt is triggered on the contract.

+ References

No definition available.

+ Details

Name:	us-gaap_DerivativeFloorInterestRate
Namespace Prefix:	us-gaap_
Data Type:	num:percentItemType
Balance Type:	na
Period Type:	instant

- Definition

Date the entity entered into the derivative contract, in CCYY-MM-DD format.

+ References

No definition available.

+ Details

Name:	us-gaap_DerivativeInceptionDates
Namespace Prefix:	us-gaap_
Data Type:	xbrli:dateItemType
Balance Type:	na
Period Type:	duration

- Definition

Date the derivative contract matures, in CCYY-MM-DD format.

+ References

No definition available.

+ Details

Name:	us-gaap_DerivativeMaturityDates
Namespace Prefix:	us-gaap_
Data Type:	xbrli:dateItemType
Balance Type:	na
Period Type:	duration

- Definition

Variable interest rate in effect as of the balance sheet date related to the interest rate derivative.

+ References

No definition available.

+ Details

Name:	us-gaap_DerivativeVariableInterestRate
Namespace Prefix:	us-gaap_
Data Type:	num:percentItemType
Balance Type:	na
Period Type:	instant

- Details

Name:	us-gaap_DerivativeInstrumentRiskAxis=indb_PositionsOneMember
Namespace Prefix:
Data Type:	na
Balance Type:
Period Type:

- Details

Name:	us-gaap_DerivativeInstrumentRiskAxis=indb_PositionsTwoMember
Namespace Prefix:
Data Type:	na
Balance Type:
Period Type:

- Details

Name:	us-gaap_DerivativeInstrumentRiskAxis=indb_PositionsThreeMember
Namespace Prefix:
Data Type:	na
Balance Type:
Period Type:

- Details

Name:	us-gaap_DerivativeInstrumentRiskAxis=indb_PositionsFourMember
Namespace Prefix:
Data Type:	na
Balance Type:
Period Type:

- Details

Name:	us-gaap_DerivativeInstrumentRiskAxis=indb_PositionsFiveMember
Namespace Prefix:
Data Type:	na
Balance Type:
Period Type:

- Details

Name:	us-gaap_DerivativeInstrumentRiskAxis=indb_PositionsSixMember
Namespace Prefix:
Data Type:	na
Balance Type:
Period Type:

- Details

Name:	us-gaap_DerivativeInstrumentRiskAxis=indb_PositionsSevenMemberMember
Namespace Prefix:
Data Type:	na
Balance Type:
Period Type:

- Details

Name:	us-gaap_DerivativeInstrumentRiskAxis=indb_PositionEightMember
Namespace Prefix:
Data Type:	na
Balance Type:
Period Type:

- Details

Name:	us-gaap_DerivativeInstrumentRiskAxis=indb_PositionNineMember
Namespace Prefix:
Data Type:	na
Balance Type:
Period Type:

- Details

Name:	us-gaap_DerivativeInstrumentRiskAxis=indb_PositiontenMember
Namespace Prefix:
Data Type:	na
Balance Type:
Period Type:

Derivatives and Hedging Activities (Derivative Positions for Interest Rate Swaps which Qualify as Hedges) (Details) - USD ($)	3 Months Ended		12 Months Ended
	Mar. 31, 2018	Mar. 31, 2017	Dec. 31, 2017
Details of derivative positions for interest rate swaps which qualify as hedges for accounting purposes
Fair Value	$ 1,974,000		$ 1,616,000
Amortization Of Deferred Hedge Gains Losses	61,000	$ 61,000
Change in Fair Value on Loans Held for Sale	$ (26,000)	$ (147,000)
Positions One [Member]
Details of derivative positions for interest rate swaps which qualify as hedges for accounting purposes
Notional Amount			$ 25,000,000
Receive (Variable) Index			3 Month LIBOR
Derivative, Variable Interest Rate			1.54%
Trade Date	Dec. 09, 2008
Derivative, Inception Date	Dec. 10, 2008
Maturity Date	Dec. 10, 2018
Pay Fixed Swap Rate			2.94%
Fair Value			$ (264,000)
Positions Two [Member]
Details of derivative positions for interest rate swaps which qualify as hedges for accounting purposes
Notional Amount			$ 25,000,000
Receive (Variable) Index			3 Month LIBOR
Derivative, Variable Interest Rate			1.59%
Trade Date	Apr. 01, 2016
Derivative, Inception Date	Jan. 17, 2017
Maturity Date	Dec. 15, 2021
Pay Fixed Swap Rate			1.36%
Fair Value			$ 772,000
Positions Three [Member]
Details of derivative positions for interest rate swaps which qualify as hedges for accounting purposes
Notional Amount			$ 25,000,000
Receive (Variable) Index			3 Month LIBOR
Derivative, Variable Interest Rate			1.59%
Trade Date	Apr. 01, 2016
Derivative, Inception Date	Jan. 17, 2017
Maturity Date	Dec. 15, 2021
Pay Fixed Swap Rate			1.36%
Fair Value			$ 763,000
Positions Four [Member]
Details of derivative positions for interest rate swaps which qualify as hedges for accounting purposes
Notional Amount			$ 25,000,000
Receive (Variable) Index			3 Month LIBOR
Derivative, Variable Interest Rate			1.42%
Trade Date	Jul. 18, 2017
Derivative, Inception Date	Aug. 15, 2017
Maturity Date	Aug. 15, 2022
Pay Fixed Swap Rate			1.88%
Fair Value			$ 345,000
Positions Five [Member]
Details of derivative positions for interest rate swaps which qualify as hedges for accounting purposes
Notional Amount	$ 25,000,000
Receive (Variable) Index	3 Month LIBOR
Derivative, Variable Interest Rate	2.07%
Trade Date	Dec. 09, 2008
Derivative, Inception Date	Dec. 10, 2008
Maturity Date	Dec. 10, 2018
Pay Fixed Swap Rate	2.94%
Fair Value	$ (118,000)
Positions Six [Member]
Details of derivative positions for interest rate swaps which qualify as hedges for accounting purposes
Notional Amount	$ 25,000,000
Receive (Variable) Index	3 Month LIBOR
Derivative, Variable Interest Rate	2.12%
Trade Date	Apr. 01, 2016
Derivative, Inception Date	Jan. 17, 2017
Maturity Date	Dec. 15, 2021
Pay Fixed Swap Rate	1.36%
Fair Value	$ 1,128,000
Positions Seven [Member] [Member]
Details of derivative positions for interest rate swaps which qualify as hedges for accounting purposes
Notional Amount	$ 25,000,000
Receive (Variable) Index	3 Month LIBOR
Derivative, Variable Interest Rate	2.12%
Trade Date	Apr. 01, 2016
Derivative, Inception Date	Jan. 17, 2017
Maturity Date	Dec. 15, 2021
Pay Fixed Swap Rate	1.36%
Fair Value	$ 1,116,000
Position Eight [Member]
Details of derivative positions for interest rate swaps which qualify as hedges for accounting purposes
Notional Amount	$ 25,000,000
Receive (Variable) Index	3 Month LIBOR
Derivative, Variable Interest Rate	1.87%
Trade Date	Jul. 18, 2017
Derivative, Inception Date	Aug. 15, 2017
Maturity Date	Aug. 15, 2022
Pay Fixed Swap Rate	1.88%
Fair Value	$ 796,000
Position Nine [Member]
Details of derivative positions for interest rate swaps which qualify as hedges for accounting purposes
Notional Amount	$ 50,000,000
Receive (Variable) Index	1 Month LIBOR
Current Rate Paid on Derivative for Interest Rate Swaps which qualify as hedges	1.78%
Trade Date	Jan. 09, 2018
Derivative, Inception Date	Jan. 16, 2018
Maturity Date	Jan. 15, 2023
Pay Fixed Swap Rate	2.24%
Fair Value	$ (678,000)
Position ten [Member]
Details of derivative positions for interest rate swaps which qualify as hedges for accounting purposes
Notional Amount	$ 50,000,000
Receive (Variable) Index	1 Month LIBOR
Current Rate Paid on Derivative for Interest Rate Swaps which qualify as hedges	1.78%
Trade Date	Jan. 09, 2018
Derivative, Inception Date	Jan. 16, 2018
Maturity Date	Jan. 15, 2022
Fair Value	$ (270,000)
Derivative, Cap Price	2.75%
Derivative, Floor Price	1.80%