Derivative Financial Instruments - Interest Rate Swap Level 3 (Tables)

6 Months Ended

Jun. 30, 2014

Derivative Instruments and Hedging Activities Disclosure [Abstract]

Schedule of Derivative Instruments in Statement of Financial Position, Fair Value [Table Text Block]

The following table presents the fair value (including accrued interest) and the related outstanding notional amount of the Company's single derivative instrument and indicates where the Company records each amount within its Consolidated Balance Sheets:

		At
	Balance Sheet Location	June 30, 2014			December 31, 2013
Derivative designated as cash flow hedging instrument:
Interest rate swap - notional value		$	35,000		$	35,000
Fair value of the Swap	Accrued expenses, accounts payable and other liabilities	2,619			2,930
Unrealized loss, net of tax, on the fair value of the Swap	AOCI	1,703			1,904
Variable rate of the interest rate swap		0.23		%	0.24		%
Fixed rate of the interest rate swap		3.47		%	3.47		%

Schedule of Derivative Instruments, Effect on Other Comprehensive Income (Loss) [Table Text Block]

The following table presents the pretax impact of the Swap on the Consolidated Financial Statements for the following periods:

	For the Three Months Ended June 30,					For the Six Months Ended June 30,
	2014			2013		2014			2013
(Loss) gain recognized in AOCI on the derivative-effective portion	$	(212	)	$	532	$	(257	)	$	564
Loss reclassified from AOCI into income-effective portion	$	286		$	282	$	568		$	559
Gain (loss) recognized in income on the derivative-ineffective portion	$	—		$	—	$	—		$	—

Schedule of Interest Rate Derivatives [Table Text Block]

The following table presents the estimated amount to be reclassified to earnings from AOCI during the next 12 months. These net losses reclassified into earnings are primarily expected to increase net interest expense related to the respective hedged item.

	At
	June 30, 2014
Estimated loss to be reclassified to earnings from AOCI during the next 12 months	$	1,130