Derivatives (Tables)

6 Months Ended

Jun. 30, 2015

Derivative Instruments and Hedging Activities Disclosure [Abstract]

Derivative designated as a cash flow hedge

Information concerning the derivatives designated as a cash flow hedges at June 30, 2015 and December 31, 2014 is presented in the following tables:

	June 30, 2015
	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	$	—	$	212	0.28	%	2.59	%	5.2
Pay fixed - receive floating interest rate swap	1	$	10,000	$	—	$	77	0.18	%	1.43	%	3.4

	December 31, 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	$	—	$	213	0.23	%	2.59	%	5.8
Pay fixed - receive floating interest rate swap	1	$	10,000	$	—	$	74	0.16	%	1.43	%	4.0

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, 2015
	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	$	3,882	$	33	$	—	1 month LIBOR plus 200 BP		3.90	%	12.3
Pay fixed - receive floating interest rate swap	1	1,726		—		19		1 month LIBOR plus 180 BP		4.09	%	9.3
Pay floating - receive fixed interest rate swap	1	3,882		—		33		3.90	%	1 month LIBOR plus 200 BP		12.3
Pay floating - receive fixed interest rate swap	1	1,726		19		—		4.09	%	1 month LIBOR plus 180 BP		9.3
Total derivatives not designated		$	11,216	$	52	$	52

	December 31, 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	$	4,002	$	—	$	19	1 month LIBOR plus 200 BP		3.90	%	12.9
Pay fixed - receive floating interest rate swap	1	1,747		—		31		1 month LIBOR plus 180 BP		4.09	%	9.9
Pay floating - receive fixed interest rate swap	1	4,002		19		—		3.90	%	1 month LIBOR plus 200 BP		12.9
Pay floating - receive fixed interest rate swap	1	1,747		31		—		4.09	%	1 month LIBOR plus 180 BP		9.9
Total derivatives not designated		$	11,498	$	50	$	50