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Derivative Instruments (Tables)
9 Months Ended
Sep. 30, 2014
Derivative Instruments [Abstract]  
Summary of derivative instruments

 

 

 

 

 

 

 

 

 

 

 

 

 

September 30, 2014

 

December 31, 2013

 

 

 

 

 

 

Notional amount

$

4,387 

 

$

7,535 

Weighted average pay rate on interest-rate swaps

 

3.89% 

 

 

3.86% 

Weighted average receive rate on interest-rate swaps

 

0.16% 

 

 

0.19% 

Weighted average maturity (years)

 

4.0 

 

 

3.6 

Fair value of interest-rate swaps

$

(318)

 

$

(599)

Fair value of yield maintenance provisions

 

318 

 

 

599