XML 29 R52.htm IDEA: XBRL DOCUMENT v2.4.1.9
COMMITMENTS AND CONTINGENCIES (Schedule of Swapped Variable Cost for Fixed Cost and Terms of Interest Rate Swap Agreements) (Details) (USD $)
In Thousands, unless otherwise specified
3 Months Ended
Mar. 31, 2015
Dec. 31, 2014
Interest rate swaps    
Derivative [Line Items]    
Notional Amount $ 43,000invest_DerivativeNotionalAmount
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
$ 43,000invest_DerivativeNotionalAmount
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
Fair Value (10,570)us-gaap_DerivativeFairValueOfDerivativeNet
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
[1] (9,143)us-gaap_DerivativeFairValueOfDerivativeNet
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
[1]
Interest rate swaps | Contract, One    
Derivative [Line Items]    
Notional Amount 10,000invest_DerivativeNotionalAmount
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
/ cac_DerivativesByDerivativeInstrumentContractAxis
= cac_ContractOneMember
 
Trade Date Mar. 18, 2009  
Maturity Date Jun. 30, 2021  
Fixed Rate Paid 5.09%us-gaap_DerivativeFixedInterestRate
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
/ cac_DerivativesByDerivativeInstrumentContractAxis
= cac_ContractOneMember
 
Fair Value (1,224)us-gaap_DerivativeFairValueOfDerivativeNet
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
/ cac_DerivativesByDerivativeInstrumentContractAxis
= cac_ContractOneMember
[1] (1,092)us-gaap_DerivativeFairValueOfDerivativeNet
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
/ cac_DerivativesByDerivativeInstrumentContractAxis
= cac_ContractOneMember
[1]
Interest rate swaps | Contract, Two    
Derivative [Line Items]    
Notional Amount 10,000invest_DerivativeNotionalAmount
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
/ cac_DerivativesByDerivativeInstrumentContractAxis
= cac_ContractTwoMember
 
Trade Date Jul. 08, 2009  
Maturity Date Jun. 30, 2029  
Fixed Rate Paid 5.84%us-gaap_DerivativeFixedInterestRate
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
/ cac_DerivativesByDerivativeInstrumentContractAxis
= cac_ContractTwoMember
 
Fair Value (2,873)us-gaap_DerivativeFairValueOfDerivativeNet
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
/ cac_DerivativesByDerivativeInstrumentContractAxis
= cac_ContractTwoMember
[1] (2,511)us-gaap_DerivativeFairValueOfDerivativeNet
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
/ cac_DerivativesByDerivativeInstrumentContractAxis
= cac_ContractTwoMember
[1]
Interest rate swaps | Contract, Three    
Derivative [Line Items]    
Notional Amount 10,000invest_DerivativeNotionalAmount
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
/ cac_DerivativesByDerivativeInstrumentContractAxis
= cac_ContractThreeMember
 
Trade Date May 06, 2010  
Maturity Date Jun. 30, 2030  
Fixed Rate Paid 5.71%us-gaap_DerivativeFixedInterestRate
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
/ cac_DerivativesByDerivativeInstrumentContractAxis
= cac_ContractThreeMember
 
Fair Value (2,824)us-gaap_DerivativeFairValueOfDerivativeNet
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
/ cac_DerivativesByDerivativeInstrumentContractAxis
= cac_ContractThreeMember
[1] (2,434)us-gaap_DerivativeFairValueOfDerivativeNet
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
/ cac_DerivativesByDerivativeInstrumentContractAxis
= cac_ContractThreeMember
[1]
Interest rate swaps | Contract, Four    
Derivative [Line Items]    
Notional Amount 5,000invest_DerivativeNotionalAmount
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
/ cac_DerivativesByDerivativeInstrumentContractAxis
= cac_ContractFourMember
 
Trade Date Mar. 14, 2011  
Maturity Date Mar. 30, 2031  
Fixed Rate Paid 4.35%us-gaap_DerivativeFixedInterestRate
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
/ cac_DerivativesByDerivativeInstrumentContractAxis
= cac_ContractFourMember
 
Fair Value (1,486)us-gaap_DerivativeFairValueOfDerivativeNet
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
/ cac_DerivativesByDerivativeInstrumentContractAxis
= cac_ContractFourMember
[1] (1,279)us-gaap_DerivativeFairValueOfDerivativeNet
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
/ cac_DerivativesByDerivativeInstrumentContractAxis
= cac_ContractFourMember
[1]
Interest rate swaps | Contract, Five    
Derivative [Line Items]    
Notional Amount 8,000invest_DerivativeNotionalAmount
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
/ cac_DerivativesByDerivativeInstrumentContractAxis
= cac_ContractFiveMember
 
Trade Date May 04, 2011  
Maturity Date Jul. 07, 2031  
Fixed Rate Paid 4.14%us-gaap_DerivativeFixedInterestRate
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
/ cac_DerivativesByDerivativeInstrumentContractAxis
= cac_ContractFiveMember
 
Fair Value (2,163)us-gaap_DerivativeFairValueOfDerivativeNet
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
/ cac_DerivativesByDerivativeInstrumentContractAxis
= cac_ContractFiveMember
[1] (1,827)us-gaap_DerivativeFairValueOfDerivativeNet
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
/ cac_DerivativesByDerivativeInstrumentContractAxis
= cac_ContractFiveMember
[1]
Forward-Starting Interest Rate Swap    
Derivative [Line Items]    
Notional Amount 50,000invest_DerivativeNotionalAmount
/ us-gaap_DerivativeInstrumentRiskAxis
= cac_ForwardStartingInterestRateSwapMember
0invest_DerivativeNotionalAmount
/ us-gaap_DerivativeInstrumentRiskAxis
= cac_ForwardStartingInterestRateSwapMember
Fair Value (376)us-gaap_DerivativeFairValueOfDerivativeNet
/ us-gaap_DerivativeInstrumentRiskAxis
= cac_ForwardStartingInterestRateSwapMember
[1]  
Forward-Starting Interest Rate Swap | Contract, One    
Derivative [Line Items]    
Notional Amount 25,000invest_DerivativeNotionalAmount
/ us-gaap_DerivativeInstrumentRiskAxis
= cac_ForwardStartingInterestRateSwapMember
/ cac_DerivativesByDerivativeInstrumentContractAxis
= cac_ContractOneMember
 
Trade Date Feb. 25, 2015  
Maturity Date Feb. 25, 2018  
Variable Index Received 30 days  
Fixed Rate Paid 1.54%us-gaap_DerivativeFixedInterestRate
/ us-gaap_DerivativeInstrumentRiskAxis
= cac_ForwardStartingInterestRateSwapMember
/ cac_DerivativesByDerivativeInstrumentContractAxis
= cac_ContractOneMember
 
Fair Value (154)us-gaap_DerivativeFairValueOfDerivativeNet
/ us-gaap_DerivativeInstrumentRiskAxis
= cac_ForwardStartingInterestRateSwapMember
/ cac_DerivativesByDerivativeInstrumentContractAxis
= cac_ContractOneMember
[1]  
Forward-Starting Interest Rate Swap | Contract, Two    
Derivative [Line Items]    
Notional Amount 25,000invest_DerivativeNotionalAmount
/ us-gaap_DerivativeInstrumentRiskAxis
= cac_ForwardStartingInterestRateSwapMember
/ cac_DerivativesByDerivativeInstrumentContractAxis
= cac_ContractTwoMember
 
Trade Date Feb. 25, 2015  
Maturity Date Feb. 25, 2019  
Variable Index Received 30 days  
Fixed Rate Paid 1.74%us-gaap_DerivativeFixedInterestRate
/ us-gaap_DerivativeInstrumentRiskAxis
= cac_ForwardStartingInterestRateSwapMember
/ cac_DerivativesByDerivativeInstrumentContractAxis
= cac_ContractTwoMember
 
Fair Value $ (222)us-gaap_DerivativeFairValueOfDerivativeNet
/ us-gaap_DerivativeInstrumentRiskAxis
= cac_ForwardStartingInterestRateSwapMember
/ cac_DerivativesByDerivativeInstrumentContractAxis
= cac_ContractTwoMember
[1]  
[1] Presented within accrued interest and other liabilities on the consolidated statements of condition.