Note 15 - Financial Derivatives (Tables)

6 Months Ended

Jun. 30, 2021

Notes Tables

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

	June 30, 2021			December 31, 2020
	(In thousands)
Cash flow swap hedges:
Notional	$	119,136		$	119,136
Weighted average fixed rate-pay		2.61	%		2.61	%
Weighted average variable rate-receive		0.16	%		0.44	%
Unrealized loss, net of taxes (1)	$	(5,188	)	$	(6,890	)

	Three months ended				Six months ended
	June 30, 2021		June 30, 2020		June 30, 2021		June 30, 2020
Periodic net settlement of swaps (2)	$	731	$	514	$	1,442	$	769

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

	June 30, 2021			December 31, 2020
	(In thousands)
Fair value swap hedges:
Notional	$	795,935		$	478,266
Weighted average fixed rate-pay		2.55	%		4.56	%
Weighted average variable rate spread		1.26	%		2.46	%
Weighted average variable rate-receive		1.37	%		3.11	%
Net unrealized loss (1)	$	(9,182	)	$	(15,082	)

	Three months ended						Six months ended
	June 30, 2021			June 30, 2020			June 30, 2021			June 30, 2020
Periodic net settlement of swaps (2)	$	(2,387	)	$	(2,154	)	$	(4,774	)	$	(2,797	)

Derivatives Not Designated as Hedging Instruments [Table Text Block]

	June 30, 2021			December 31, 2020
	(In thousands)
Derivative financial instruments not designated as hedging instruments:
Notional amounts:
Spot, forward, and swap contracts with positive fair value	$	200,863		$	151,244
Spot, forward, and swap contracts with negative fair value	$	155,052		$	132,813
Fair value:
Spot, forward, and swap contracts with positive fair value	$	3,667		$	4,658
Spot, forward, and swap contracts with negative fair value	$	(3,831	)	$	(2,200	)