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Derivative Financial Instruments (Tables)
12 Months Ended
Dec. 31, 2016
Derivative Instruments and Hedging Activities Disclosure [Abstract]  
Schedule of Eurodollar Futures Positions
($ in thousands)
Eurodollar Futures Positions
As of December 31, 2016
Repurchase Agreement Funding Hedges
AverageWeightedWeighted
ContractAverageAverage
NotionalEntryLIBOROpen
Expiration YearAmountRateRateEquity(1)
2017$60,0001.32%1.28%$(26)
201860,0001.90%1.82%(49)
201960,0002.32%2.21%(69)
202060,0002.60%2.45%(88)
202160,0002.80%2.64%(93)
Total / Weighted Average$60,0002.19%2.08%$(325)

($ in thousands)
Eurodollar Futures Positions
As of December 31, 2016
Junior Subordinated Debt Funding Hedges
AverageWeightedWeighted
ContractAverageAverage
NotionalEntryLIBOROpen
Expiration YearAmountRateRateEquity(1)
2017$26,0001.93%1.28%$(169)
201826,0001.84%1.82%(6)
201926,0001.63%2.21%150
202026,0001.95%2.45%132
202126,0002.22%2.64%110
Total / Weighted Average$26,0001.91%2.08%$217

($ in thousands)
Eurodollar Futures Positions
As of December 31, 2015
Repurchase Agreement Funding Hedges
AverageWeightedWeighted
ContractAverageAverage
NotionalEntryLIBOROpen
Expiration YearAmountRateRateEquity(1)
2016$56,0001.45%0.98%$(264)
201756,0002.23%1.59%(362)
201856,0002.65%1.91%(207)
Total / Weighted Average$56,0002.00%1.41%$(833)

($ in thousands)
Eurodollar Futures Positions
As of December 31, 2015
Junior Subordinated Debt Funding Hedges
AverageWeightedWeighted
ContractAverageAverage
NotionalEntryLIBOROpen
Expiration YearAmountRateRateEquity(1)
2016$26,0001.77%0.98%$(205)
201726,0002.49%1.59%(234)
201826,0002.94%1.91%(134)
Total / Weighted Average$26,0002.29%1.41%$(573)
Income Statement Effect of Derivatives [Table Text Block]
(in thousands)
Consolidated
20162015
Eurodollar futures contracts (short positions) - Repurchase agreement funding hedges$(318)$(930)
Eurodollar futures contracts (short positions)- Junior subordinated debt funding hedges302(447)
Net losses on derivative instruments$(16)$(1,377)