Interest Rate Derivatives (Tables)

3 Months Ended

Mar. 31, 2013

Interest Rate Derivatives [Abstract]

Fair Value Outstanding Derivatives

The following table summarizes the fair value of the outstanding derivative and its presentation on the statements of condition:

		March 31,		December 31,
(In thousands)		2013		2012
Cash flow hedge:
	Other liabilities	$	180	$	195

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 March 31,
(In thousands)	2013			2012
Balance as of January 1:	$	(195	)	$	(200	)
Amount of losses recognized in other comprehensive income		-			(8	)
Amount of loss reclassified from other comprehensive income
and recognized as interest expense		15			14
Balance as of March 31:	$	(180	)	$	(194	)