DERIVATIVES (Tables)

3 Months Ended

Mar. 31, 2013

DERIVATIVES

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

	For the three months ended			For the year ended
(Dollars in thousands)	March 31, 2013			December 31, 2012
Notional amounts	$	15,000		$	15,000
Weighted average pay rates	0.99		%	0.99		%
Weighted average receive rates	0.28		%	0.31		%
Weighted average maturity	4.24 years			4.49 years
Unrealized gains (losses)	$	(148	)	$	(176	)

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

	2013
(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	$	(89	)	$	—	$	—

Schedule of cash flow hedge included in the Consolidated Balance Sheet

	March 31, 2013					December 31, 2012
	Notional		Fair			Notional		Fair
(In thousands)	Amount		Value			Amount		Value
Included in other liabilities:
Interest rate swap related to FHLB Advance	$	15,000	$	(148	)	$	15,000	$	(176	)