Note 15 - Financial Derivatives (Tables)

3 Months Ended

Mar. 31, 2021

Notes Tables

Schedule of Cash Flow Hedging Instruments, Statements of Financial Performance and Financial Position, Location [Table Text Block]

	March 31, 2021			December 31, 2020
Cash flow swap hedges:	(In thousands)
Notional	$	119,136		$	119,136
Weighted average fixed rate-pay		2.61	%		2.61	%
Weighted average variable rate-receive		0.19	%		0.44	%
Unrealized loss, net of taxes (1)	$	(5,627	)	$	(6,890	)

	Three months ended
	March 31, 2021		March 31, 2020
Periodic net settlement of swaps (2)	$	711	$	255

Schedule of Fair Value Hedging Instruments, Statements of Financial Performance and Financial Position, Location [Table Text Block]

	March 31, 2021			December 31, 2020
Fair value swap hedges:	(In thousands)
Notional	$	819,820		$	478,266
Weighted average fixed rate-pay		3.26	%		4.56	%
Weighted average variable rate spread		1.70	%		2.46	%
Weighted average variable rate-receive		1.82	%		3.11	%
Net unrealized loss (1)	$	(10,735	)	$	(15,082	)

	Three months ended
	March 31, 2021			March 31, 2020
Periodic net settlement of SWAPs (2)	$	(2,387	)	$	(643	)

Derivatives Not Designated as Hedging Instruments [Table Text Block]

	March 31, 2021			December 31, 2020
Derivative financial instruments not designated as hedging instruments:	(In thousands)
Notional amounts:
Spot, forward, and swap contracts with positive fair value	$	154,340		$	151,244
Spot, forward, and swap contracts with negative fair value	$	96,119		$	132,813
Fair value:
Spot, forward, and swap contracts with positive fair value	$	2,891		$	4,658
Spot, forward, and swap contracts with negative fair value	$	(2,550	)	$	(2,200	)