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Derivative Instruments (Tables)
3 Months Ended
Mar. 31, 2013
Derivative Instruments [Abstract]  
Summary of derivative instruments

 

 

 

 

 

 

 

 

 

 

 

 

 

March 31,2013

 

December 31,2012

 

 

 

 

 

 

Notional amount

$

7,696 

 

$

7,750 

Weighted average pay rate on interest-rate swaps

 

3.86% 

 

 

3.86% 

Weighted average receive rate on interest-rate swaps

 

0.23% 

 

 

0.24% 

Weighted average maturity (years)

 

4.3 

 

 

4.6 

Fair value of interest-rate swaps

$

(907)

 

$

(990)

Fair value of yield maintenance provisions

 

907 

 

 

990