Hedging Activities

12 Months Ended

Dec. 31, 2013

General Discussion Of Derivative Instruments And Hedging Activities [Abstract]

Derivative Instruments And Hedging Activities Disclosure [Text Block]

Note 21 – Hedging Activities

The Company has utilized interest rate swaps to mitigate the impact of changes in interest rates by converting a portion of the Company's variable interest rate debt to fixed interest rate debt. The 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, 2012 and did not utilize any during the year ended December 31, 2013.

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

Cash Flow Hedges
Interest Rate Swaps
		For the Years Ended
		December 31,
		2013		2012		2011
Amount of Gain Recognized in
Accumulated OCI on Derivative (Effective Portion)		$	0	$	272	$	395
Amount and Location of Loss Reclassified from
Accumulated OCI into Income (Effective Portion)	Interest Expense	$	0	$	(392)	$	(660)
Amount and Location of Loss Recognized in Income on Derivative
(Ineffective Portion and Amount Excluded from Effectiveness Testing)	Other Income	$	0	$	0	$	0