DERIVATIVES (Tables)

12 Months Ended

Dec. 31, 2012

DERIVATIVES

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

(Dollars in thousands)	As of December 31, 2012
Notional amounts	$	15,000
Weighted average pay rates	0.99		%
Weighted average receive rates	0.31		%
Weighted average maturity	4.49 years
Unrealized gains (losses)	$	(176	)

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

	2012
(In thousands)	Amount of gain (loss) recognized in OCI (Effective Portion)			Amount of gain (loss) reclassified from OCI to interest income		Amount of gain (loss) recognized in other non-  interest income (Ineffective Portion)
Interest rate contracts	$	(106	)	$	—	$	—

Schedule of cash flow hedge included in the Consolidated Balance Sheet

	2012
(In thousands)	Notional Amount		Fair Value
Included in other liabilities:
Interest rate swap related to FHLB Advance	$	15,000	$	(176	)