Interest Rate Swaps (Tables)

12 Months Ended

Dec. 31, 2012

Interest Rate Swaps [Abstract]

Amounts and locations of activity related to the interest rate swaps designated as cash flow hedges within the Corporation's consolidated balance sheet and statement of income

The following tables provide information about the amounts and locations of activity related to the interest rate swaps designated as cash flow hedges within the Corporation’s consolidated balance sheet and statement of income as of December 31, 2012 and 2011 and for the years ended December 31, 2012, 2011, and 2010:

As of December 31	Liability Derivative
	Balance Sheet	Fair value
	Location	2012	2011
Interest rate contract	Accrued interest and other liabilities	($1,745)	($1,669)
For the Year Ended December 31, 2012	(a)	(b)		(c)	(d)	(e)
Interest rate contract	($49)	Interest expense – subordinated debentures		($390)	Other income	$-
For the Year Ended December 31, 2011
Interest rate contract	($522)	Interest expense – subordinated debentures		($402)	Other income	$-
For the Year Ended December 31, 2010
Interest rate contract	($107)	Interest expense – subordinated debentures		($401)	Other income	$-

(a) Amount of Gain or (Loss) Recognized in Other Comprehensive Loss on Derivative (Effective Portion), net of tax

(b) Location of Gain or (Loss) Reclassified from Accumulated Other Comprehensive Loss into Income (Effective Portion)

(c) Amount of Gain or (Loss) Reclassified from Accumulated Other Comprehensive Loss into Income (Effective Portion)

(d) Location of Gain or (Loss) Recognized in Income on Derivative (Ineffective Portion and Amount Excluded from Effectiveness Testing)

(e) Amount of Gain or (Loss) Recognized in Income on Derivative (Ineffective Portion and Amount Excluded from Effectiveness Testing)