Derivatives (Tables)

12 Months Ended

Dec. 31, 2016

Derivative Instruments and Hedging Activities Disclosure [Abstract]

Schedule of Interest Rate Derivatives [Table Text Block]

Summary information about the interest rate swap designated as a cash flow hedges as of year-end is as follows (dollars in thousands):

	December 31, 2016			December 31, 2015
Notional amount	$	75,000		$	75,000
Weighted average pay rates	1.59		%	1.56		%
Weighted average receive rates		0.69	%		0.44	%
Weighted average maturity	2.8 years			3.8 years
Fair value	$	88		$	(131)

Schedule of Cash Flow Hedges Included in Accumulated Other Comprehensive Income (Loss) [Table Text Block]

The following table presents the net gains (losses), recorded in accumulated other comprehensive income and the Consolidated Statements of Income relating to the cash flow derivative instruments for the years ended December 31:

	2016
(in thousands)	Amount of gain (loss) recognized in OCI (Effective Portion)		Amount of gain (loss) reclassified from OCI to interest income		Amount of gain (loss) recognized in other Noninterest income (Ineffective Portion)
Interest rate contracts	$	219	$	-	$	-

	2015
(in thousands)	Amount of gain (loss) recognized in OCI (Effective Portion)		Amount of gain (loss) reclassified from OCI to interest income		Amount of gain (loss) recognized in other Noninterest income (Ineffective Portion)
Interest rate contracts	$	(179)	$	-	$	-

Schedule of Cash Flow Hedging Instruments, Statements of Financial Performance and Financial Position, Location [Table Text Block]

The following table reflects the cash flow hedges included in the Consolidated Balance Sheets as of December 31, 2016 and December 31, 2015:

	2016				2015
(in thousands)	Notional Amount		Fair Value		Notional Amount		Fair Value
Included in other assets/(liabilities):
Interest rate swaps related to FHLB Advances	$	75,000	$	88	$	75,000	$	(131)