Interest Rate Swaps (Tables)

12 Months Ended

Dec. 31, 2016

Derivative Instruments and Hedging Activities Disclosure [Abstract]

Amounts and Locations of Activity Related to Interest Rate Swaps Designated as Cash Flow Hedges within 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, 2016 and 2015 and for the years ended December 31, 2016, 2015, and 2014:

As of December 31	Liability Derivative
	Balance Sheet	Fair value
	Location	2016	2015
Interest rate contract	Accrued interest payable and other liabilities	($459)	($736)
For the Year Ended December 31, 2016	(a)	(b)		(c)	(d)	(e)
Interest rate contract	$180	Interest expense – subordinated debentures		($340)	Other income	$0
For the Year Ended December 31, 2015
Interest rate contract	$137	Interest expense – subordinated debentures		($378)	Other income	$0
For the Year Ended December 31, 2014
Interest rate contract	$111	Interest expense – subordinated debentures		($384)	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 Interest Expense (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)

Amounts and Locations of Activity Related to Back-to-Back Interest Rate Swaps within Corporation's Consolidated Balance Sheet

The following table provides information about the amounts and locations of activity related to the back-to-back interest rate swaps within the Corporation’s consolidated balance sheet as of December 31, 2016 and 2015:

	Notional Amount			Average Maturity (in years)		Weighted Average Fixed Rate			Weighted Average Variable Rate	Fair Value
December 31, 2016
3rd Party interest rate swaps	$	14,814			9.7		4.43	%	1 month LIBOR + 2.35%	$	211 (a)
Customer interest rate swaps		(14,814	)		9.7		4.43	%	1 month LIBOR + 2.35%		(211) (b)
December 31, 2015
3rd Party interest rate swaps	$	6,751			9.4		4.42	%	1 month LIBOR + 2.25%	$	131 (a)
Customer interest rate swaps		(6,751	)		9.4		4.42	%	1 month LIBOR + 2.25%		(131) (b)

(a) Reported in accrued interest receivable and other assets within the consolidated balance sheets

(b) Reported in accrued interest payable and other liabilities within the consolidated balance sheets