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 June 30, 2014 and December 31, 2013 and for the three and six months ended June 30, 2014 and 2013:


		Fair value as of
	Balance Sheet	June 30,	December 31,
	Location	2014	2013
Interest rate contracts	Accrued interest and other liabilities	($1,089)	($	1,116	)


For the Three Months
Ended June 30, 2014		(a)		(b)		(c)		(d)		(e)
Interest rate contracts	$	17		Interest expense – subordinated debentures	($	94	)	Other income	$	0
For the Six Months
Ended June 30, 2014		(a)		(b)		(c)		(d)		(e)
Interest rate contracts	($	7	)	Interest expense – subordinated debentures		($191)		Other income	$	0
For the Three Months
Ended June 30, 2013		(a)		(b)		(c)		(d)		(e)
Interest rate contracts	$	245		Interest expense – subordinated debentures	($	105	)	Other income	$	0
For the Six Months
Ended June 30, 2013		(a)		(b)		(c)		(d)		(e)
Interest rate contracts	$	319		Interest expense – subordinated debentures	($	202	)	Other income	$	0

(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)