Derivative Instruments (Tables)

3 Months Ended

Mar. 31, 2018

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 March 31, 2018 and December 31, 2017 and for the three months ended March 31, 2018 and 2017:

			Fair value as of
	Balance Sheet		March 31,			December 31,
	Location		2018			2017
Interest rate contracts		Accrued interest and other liabilities	$	(83	)	$	(161	)

For the Three Months Ended March 31, 2018		(a)	(b)		(c)		(d)		(e)
Interest rate contracts	$	62	Interest expense – subordinated debentures	$	(58	)	Other income	$	0
For the Three Months Ended March 31, 2017		(a)	(b)		(c)		(d)		(e)
Interest rate contracts	$	55	Interest expense – subordinated debentures	$	(76	)	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)

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 March 31, 2018 and December 31, 2017:

	Notional Amount			Weighted Average Maturity (in years)		Weighted Average Fixed Rate			Weighted Average Variable Rate		Fair Value
March 31, 2018
3rd Party interest rate swaps	$	11,772			7.8		4.52	%		1 month LIBOR + 2.37%	$	(146	)(a)
Customer interest rate swaps		(11,772	)		7.8		4.52	%		1 month LIBOR + 2.37%		146	(b)
December 31, 2017
3rd Party interest rate swaps	$	11,848			8.0		4.51	%		1 month LIBOR + 2.37%	$	149	(a)
Customer interest rate swaps		(11,848	)		8.0		4.51	%		1 month LIBOR + 2.37%		(149	)(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