Interest Rate Derivative (Tables)

9 Months Ended

Sep. 30, 2012

Interest Rate Derivative [Abstract]

Fair value outstanding derivatives and presentation on statement of condition

The following table summarizes the fair value of outstanding derivatives and their presentation on the statements of condition:

		September 30,		December 31,
(In thousands)		2012		2011
Cash flow hedge:
	Other liabilities	$	210	$	200

Change in accumulated other comprehensive loss on pretax basis and impact on earnings from interest rate swap

The change in accumulated other comprehensive loss on a pretax basis and the impact on earnings from the interest rate swap that qualifies as a cash flow hedge for the periods indicated below were as follows

	Three Months Ended September 30,
(In thousands)	2012			2011
Balance as of June 30:	$	(205	)	$	(135	)
Amount of losses recognized in other comprehensive income		(18	)		(87	)
Amount of loss reclassified from other comprehensive income
and recognized as interest expense		13			17
Balance as of September 30:	$	(210	)	$	(205	)
	Nine Months Ended September 30,
(In thousands)		2012			2011
Balance as of January 1:	$	(200	)	$	(110	)
Amount of losses recognized in other comprehensive income		(53	)		(141	)
Amount of loss reclassified from other comprehensive income
and recognized as interest expense		43			46
Balance as of September 30:	$	(210	)	$	(205	)