Note 15 - Financial Derivatives (Tables)

3 Months Ended

Mar. 31, 2022

Notes Tables

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

	March 31, 2022			December 31, 2021
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		0.85	%		0.16	%
Unrealized loss, net of taxes (1)	$	(222	)	$	(3,276	)

	Three months ended
	March 31, 2022		March 31, 2021
Periodic net settlement of swaps (2)	$	689	$	711

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

	March 31, 2022			December 31, 2021
Fair value swap hedges:	(In thousands)
Notional	$	666,446		$	729,280
Weighted average fixed rate-pay		2.18	%		2.65	%
Weighted average variable rate spread		1.02	%		1.31	%
Weighted average variable rate-receive		1.22	%		1.43	%
Net unrealized gain (1)	$	15,387		$	(1,013	)

	Three months ended
	March 31, 2022			March 31, 2021
Periodic net settlement of swaps (2)	$	(1,762	)	$	(2,387	)

Derivatives Not Designated as Hedging Instruments [Table Text Block]

Derivative financial instruments	March 31, 2022			December 31, 2021
not designated as hedging instruments:	(In thousands)
Notional amounts:
Option contracts	$	-		$	676
Spot, forward, and swap contracts with positive fair value	$	208,263		$	181,997
Spot, forward, and swap contracts with negative fair value	$	27,587		$	51,782
Fair value:
Option contracts	$	-		$	2,911
Spot, forward, and swap contracts with positive fair value	$	1,376		$	1,113
Spot, forward, and swap contracts with negative fair value	$	(142	)	$	(327	)