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Derivatives (Tables)
6 Months Ended
Jun. 30, 2014
Derivative Instruments and Hedging Activities Disclosure [Abstract]  
Derivative designated as a cash flow hedge
Information concerning the derivative designated as a cash flow hedge at June 30, 2014 and December 31, 2013 is presented in the following tables:
 
June 30, 2014
 
Positions (#)
 
Notional Amount
(in thousands)
 
Asset
(in thousands)
 
Liability
(in thousands)
 
Receive Rate
 
Pay
Rate
 
Life (Years)
Pay fixed - receive floating interest rate swap
1
 
$
5,155

 
$

 
$
190

 
0.23
%
 
2.59
%
 
6.2
Pay fixed - receive floating interest rate swap
1
 
$
10,000

 
$

 
$
18

 
0.15
%
 
1.43
%
 
4.5

 
December 31, 2013
 
Positions (#)
 
Notional Amount
(in thousands)
 
Asset
(in thousands)
 
Liability
(in thousands)
 
Receive Rate
 
Pay
Rate
 
Life (Years)
Pay fixed - receive floating interest rate swap
1
 
$
5,155

 
$

 
$
72

 
0.32
%
 
2.59
%
 
6.8
Pay fixed - receive floating interest rate swap
1
 
$
10,000

 
$
102

 
$

 
0.17
%
 
1.43
%
 
5.0
Two-way client interest rate swaps not designated as either fair value or cash flow hedges
Information concerning two-way client interest rate swaps not designated as either fair value or cash flow hedges is presented in the following table:
 
June 30, 2014
(Dollars in thousands)
Positions (#)
 
Notional Amount
(in thousands)
 
Asset
(in thousands)
 
Liability
(in thousands)
 
Receive Rate
 
Pay
Rate
 
Life (Years)
Pay fixed - receive floating interest rate swap
1
 
$
4,120

 
$

 
$
101

 
1 month
LIBOR
plus 200 BP

 
3.90
%
 
13.3
Pay floating - receive fixed interest rate swap
1
 
4,120

 
101

 

 
3.90
%
 
1 month
LIBOR
plus 200 BP

 
13.3
Total derivatives not designated
 
 
$
8,240

 
$
101

 
$
101

 
 
 
 
 
13.3

 
December 31, 2013
(Dollars in thousands)
Positions (#)
 
Notional Amount
(in thousands)
 
Asset
(in thousands)
 
Liability
(in thousands)
 
Receive Rate
 
Pay
Rate
 
Life (Years)
Pay fixed - receive floating interest rate swap
1

 
$
4,235

 
$

 
$
232

 
1 month
LIBOR
plus 200 BP

 
3.90
%
 
13.9
Pay floating - receive fixed interest rate swap
1

 
4,235

 
232

 

 
3.90
%
 
1 month
LIBOR
plus 200 BP

 
13.9
Total derivatives not designated
 
 
$
8,470

 
$
232

 
$
232

 
 
 
 
 
13.9