Aggregate notional amount specified by the derivative(s). Expressed as an absolute value.

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Outstanding notional amount specified by the derivative(s). Expressed as an absolute value.

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Represents the amount of negative fair value.

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Net accrued on interest rate swaps.

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Represents the amount of the positive fair value.

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Sum of Spot and Forward Contract Notional Amount

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The aggregate fair value of assets that are already posted, at the end of the reporting period, as collateral for derivative instruments with credit-risk-related contingent features.

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Average fixed interest rate related to the group of interest rate derivatives.

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Average variable interest rate related to the group of interest rate derivatives.

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Including the current and noncurrent portions, carrying value as of the balance sheet date of long-term debt (with maturities initially due after one year or beyond the operating cycle if longer) identified as Junior Subordinated Notes, which have a lower priority than senior instruments.

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Amount after tax of increase (decrease) in accumulated gain (loss) from derivative instruments designated and qualifying as the effective portion of cash flow hedges and an entity's share of an equity investee's increase (decrease) in deferred hedging gain (loss).

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Note 16 - Financial Derivatives (Details Textual) - USD ($)		3 Months Ended
	May 31, 2014	Mar. 31, 2019	Mar. 31, 2018	Dec. 31, 2018
Junior Subordinated Notes, Total	$ 119,100,000
Other Comprehensive Income (Loss), Unrealized Gain (Loss) on Derivatives Arising During Period, Net of Tax		$ (1,224,000)	$ 2,193,000
Cash [Member]
Collateral Already Posted, Aggregate Fair Value		4,300,000		$ 1,800,000
Interest Rate Swap [Member] \| Cash Flow Hedging [Member] \| Designated as Hedging Instrument [Member]
Derivative Outstanding, Notional Amount	$ 119,100,000	119,100,000
Derivative Original Maturity	10 years
Derivative, Average Fixed Interest Rate	2.61%
Other Comprehensive Income (Loss), Unrealized Gain (Loss) on Derivatives Arising During Period, Net of Tax		(1,500,000)	428
Net Accrued on Interest Rate Swaps		45,000	274,000
Interest Rate Swap [Member] \| Cash Flow Hedging [Member] \| Designated as Hedging Instrument [Member] \| London Interbank Offered Rate (LIBOR) [Member]
Derivative, Average Variable Interest Rate	2.76%
Interest Rate Swap [Member] \| Fair Value Hedging [Member] \| Designated as Hedging Instrument [Member]
Derivative Outstanding, Notional Amount		$ 585,700,000	561,900,000
Derivative, Average Fixed Interest Rate		4.70%
Derivative, Average Variable Interest Rate		5.10%
Other Comprehensive Income (Loss), Unrealized Gain (Loss) on Derivatives Arising During Period, Net of Tax		$ 4,100,000	11,100,000
Net Accrued on Interest Rate Swaps		$ 613,000	$ (229,000)
Interest Rate Swap [Member] \| Fair Value Hedging [Member] \| Designated as Hedging Instrument [Member] \| Minimum [Member]
Derivative Original Maturity		3 years
Interest Rate Swap [Member] \| Fair Value Hedging [Member] \| Designated as Hedging Instrument [Member] \| Maximum [Member]
Derivative Original Maturity		10 years
Interest Rate Swap [Member] \| Fair Value Hedging [Member] \| Designated as Hedging Instrument [Member] \| London Interbank Offered Rate (LIBOR) [Member]
Derivative, Average Variable Interest Rate		2.63%
Negative Fair Value [Member]
Notional Amount Of Option Contract		$ 2,200,000		1,200,000
Open Option Contracts Fair Value		12,000		6,000
Sum Of Spot And Forward Contract Notional Amount		57,300,000		95,000,000
Negative Fair Value		645,000		1,800,000
Positive Fair Value [Member]
Sum Of Spot And Forward Contract Notional Amount		76,800,000		86,900,000
Positive Fair Value		$ 459,000		$ 397,000