Hedging Activities

3 Months Ended

Mar. 31, 2013

General Discussion Of Derivative Instruments And Hedging Activities [Abstract]

Derivative Instruments And Hedging Activities Disclosure [Text Block]

Note 5 – Hedging Activities

The Company utilized interest rate swaps to mitigate the impact of changes in interest rates by converting a portion of Company's variable interest rate debt to fixed interest rate debt. These interest rate swaps had a combined notional amount of $15,000 during 2012 until their maturity, which occurred during the third quarter of 2012. The Company had no derivatives designated as cash flow hedges as of December 31, 2012and did not utilize any during the three months endedMarch 31, 2013.

Information about the Company's former interest rate derivatives is as follows:

Cash Flow Hedges
Interest Rate Swaps
		Three Months Ended
		March 31,
		2013		2012
Amount of Gain Recognized in Accumulated OCI on Derivative (Effective Portion)		$	0	$	96
Amount and Location of Loss Reclassified from Accumulated OCI into Income
(Effective Portion)	Interest Expense	$	0	$	(158)
Amount and Location of Loss Recognized in Income on Derivative (Ineffective
Portion and Amount Excluded from Effectiveness Testing)	Other Income	$	0	$	0