Note 15 - Financial Derivatives (Tables)

9 Months Ended

Sep. 30, 2022

Notes Tables

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

	September 30, 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		2.07	%		0.16	%
Unrealized gain/(loss), net of taxes (1)	$	2,527		$	(3,276	)

	Three months ended				Nine months ended
	September 30, 2022		September 30, 2021		September 30, 2022		September 30, 2021
Periodic net settlement of swaps (2)	$	138	$	754	$	1,311	$	2,196

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

	September 30, 2022			December 31, 2021
Fair value swap hedges:	(In thousands)
Notional	$	877,188		$	729,280
Weighted average fixed rate-pay		2.14	%		2.65	%
Weighted average variable rate spread		0.54	%		1.31	%
Weighted average variable rate-receive		1.98	%		1.43	%
Unrealized gain/(loss), net of taxes (1)	$	40,465		$	(1,013	)

	Three months ended					Nine months ended
	September 30, 2022		September 30, 2021			September 30, 2022			September 30, 2021
Periodic net settlement of swaps (2)	$	1,461	$	(2,363	)	$	(1,628	)	$	(7,137	)

Derivatives Not Designated as Hedging Instruments [Table Text Block]

Derivative financial instruments	September 30, 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	$	162,518		$	181,997
Spot, forward, and swap contracts with negative fair value	$	45,990		$	51,782
Fair value:
Option contracts	$	-		$	3
Spot, forward, and swap contracts with positive fair value	$	752		$	1,113
Spot, forward, and swap contracts with negative fair value	$	(2,054	)	$	(327	)