DERIVATIVES (Tables)

6 Months Ended

Jun. 30, 2012

DERIVATIVES

Summary of information about the interest rate swap designated as a cash flow hedge

	For the six months ended
(Dollars in thousands)	June 30, 2012
Notional amounts	$	15,000
Weighted average pay rates	0.99		%
Weighted average receive rates	0.46		%
Weighted average maturity	4.99 years
Unrealized gains (losses)	$	(34	)

Schedule of the net gains (losses) recorded in accumulated other comprehensive income and the Consolidated Statements of Income relating to the cash flow derivative instruments

	2012
	Amount of gain			Amount of gain		Amount of gain (loss)
	(loss) recognized			(loss) reclassified		recognized in other
	in OCI			from OCI to		non interest income
(In thousands)	(Effective Portion)			interest income		(Ineffective Portion)
Interest rate contracts	$	(20	)	$	—	$	—

Schedule of cash flow hedge included in the Consolidated Balance Sheet

	2012
	Notional		Fair
(In thousands)	Amount		Value
Included in other assets:
Interest rate swap related to FHLB Advance	$	15,000	$	(34	)