Interest Rate Derivatives (Tables)

9 Months Ended

Sep. 30, 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:

		September 30,		December 31,
(In thousands)		2013		2012
Cash flow hedge:
	Other liabilities	$	147	$	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 September 30,
(In thousands)	2013			2012
Balance as of June 30:	$	(152	)	$	(205	)
Amount of losses recognized in other comprehensive income		(10	)		(18	)
Amount of loss reclassified from other comprehensive income
and recognized as interest expense		15			13
Balance as of September 30:	$	(147	)	$	(210	)
	Nine Months Ended September 30,
(In thousands)		2013			2012
Balance as of December 31:	$	(195	)	$	(200	)
Amount of gains (losses) recognized in other comprehensive income		2			(53	)
Amount of loss reclassified from other comprehensive income
and recognized as interest expense		46			43
Balance as of September 30:	$	(147	)	$	(210	)