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Derivatives (Tables)
 6 Months Ended
Jun. 30, 2017
Derivative Instruments and Hedging Activities Disclosure [Abstract]  
Schedule of Derivative Instruments in Statement of Financial Position, Fair Value [Table Text Block]
The table below identifies the balance sheet category and fair values of the Company's derivative instruments designated as cash flow hedges as of June 30, 2017 and December 31, 2016.
Interest Rate Swap
 
 
Notional
Amount
 
Fair Value
 
Balance Sheet
Category
 
Weighted Average Receive Rate
 
Weighted Average Pay Rate
 
Maturity
June 30, 2017
 
 
 
 
 
 
 
 
 
 
 
 
 
Interest rate swap
 
 
$
30,000

 
$
(447
)
 
Other Liabilities
 
1.46
%
 
2.52
%
 
9/21/2020
Interest rate swap(1)
 
 
20,000

 
840

 
Other Assets
 
—

 
4.81
%
 
9/30/2026
December 31, 2016
 
 
 
 
 
 
 
 
 
 
 
 
 
Interest rate swap
 
 
30,000

 
(496
)
 
Other Liabilities
 
1.30
%
 
2.52
%
 
9/21/2020
Interest rate swap(1)
 
 
20,000

 
1,068

 
Other Assets
 
—

 
4.81
%
 
9/30/2026
(1) This swap is a forward starting swap with a weighted average pay rate of 4.81 percent beginning September 30, 2018. No interest payments are required related to this swap until December 30, 2018.
Schedule of Derivative Instruments, Gain (Loss) in Statement of Financial Performance [Table Text Block]
The following table identifies the pre-tax losses recognized on the Company's derivative instruments designated as cash flow hedges for the six months ended June 30, 2017 and 2016.
 
 
 
Effective Portion
 
Ineffective Portion
 
 
 
Amount of
 
Reclassified from AOCI into
Income
 
Recognized in Income on
Derivatives
 
 
 
Pre-tax (Loss)
 
 
 
 
 
Recognized
 
 
 
Amount of
 
 
 
Amount of
Interest Rate Swap
 
 
in OCI
 
Category
 
(Loss)
 
Category
 
Gain (Loss)
June 30, 2017
 
 
$
(347
)
 
Interest Expense
 
$
(223
)
 
Other Income
 
$
—

June 30, 2016
 
 
(1,137
)
 
Interest Expense
 
(298
)
 
Other Income
 
—