XML 39 R40.htm IDEA: XBRL DOCUMENT v2.4.0.6
Derivative Financial Instruments - Narrative (Details) (USD $)
9 Months Ended 12 Months Ended
Sep. 30, 2012
Dec. 31, 2011
Derivitive Financial Instruments [Line Items]    
Margin Balance $ 264,969 $ 285,000
Type of Derivative Instrument Eurodollar Futures Contract Eurodollar Futures Contract
Underlying Risk Interest Rate Risk Interest Rate Risk
[JuniorSubordinatedNotesMember]
   
Derivitive Financial Instruments [Line Items]    
Description of Objective The Company’s Eurodollar futures contracts with a notional amount ranging between $21.0 million and $26.0 million are used to attempt to achieve a fixed interest rate related to its junior subordinated notes. The junior subordinated notes had a 7.86% fixed-rate of interest until December 15, 2010, and thereafter, through maturity in 2035, the rate will float at a spread of 3.50% over the prevailing three-month LIBOR rate.  The Eurodollar futures contracts serve to effectively lock in a fixed LIBOR rate for a specified period of time.  
Locked-In LIBOR Rate 0.55%  
Effective Rate of Hedged Item 4.05%  
Longest Remaining Contract March 14, 2016  
[RepurchaseAgreementsHedgedMember]
   
Derivitive Financial Instruments [Line Items]    
Description of Objective The Company also used Eurodollar futures contracts with a notional amount ranging between $30.0 million and $50.0 million to attempt to achieve a fixed interest rate related to a portion of its repurchase agreement obligations.  
Locked-In LIBOR Rate 0.34%  
Longest Remaining Contract December 16, 2013