Aggregate notional amount specified by the derivative(s). Expressed as an absolute value.

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Accumulated change, net of tax, in accumulated gains and losses from derivative instruments designated and qualifying as the effective portion of cash flow hedges. Includes an entity's share of an equity investee's Increase or Decrease in deferred hedging gains or losses.

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Amount of gain (loss) from the increase (decrease) in fair value of derivative and nonderivative instruments designated as fair value hedging instruments recognized in the income statement.

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Fair value, after the effects of master netting arrangements, of a financial asset or other contract with one or more underlyings, notional amount or payment provision or both, and the contract can be net settled by means outside the contract or delivery of an asset. Includes assets not subject to a master netting arrangement and not elected to be offset.

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Cap rate on an interest rate derivative such as an interest rate cap or collar. If market rates exceed the cap rate, a payment or receipt is triggered on the contract.

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Amount of obligation to return cash collateral under master netting arrangements that have not been offset against derivative assets.

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Line items represent financial concepts included in a table. These concepts are used to disclose reportable information associated with domain members defined in one or many axes to the table.

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The number of derivative instruments of a particular group held by the entity.

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Period the derivative contract is outstanding, in 'PnYnMnDTnHnMnS' format, for example, 'P1Y5M13D' represents the reported fact of one year, five months, and thirteen days.

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The loss recognized in earnings during the reporting period representing the amount of the cash flow hedges' ineffectiveness.

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Derivatives Derivatives designated as cash flow hedges narrative (Details)		12 Months Ended
	Oct. 23, 2010	Dec. 31, 2015 USD ($) position	Dec. 31, 2014 USD ($) position	Dec. 31, 2010 USD ($)	Nov. 25, 2013 USD ($)
Derivative [Line Items]
Notional Amount		$ 10,932,000	$ 11,498,000
Hedging Instrument [Member] \| Interest Rate Swap One [Member]
Derivative [Line Items]
Fixed rate payment		2.59%	2.59%	2.59%
Notional Amount		$ 5,155,000	$ 5,155,000	$ 5,200,000
Term	10 years
Collateral reserved for swap			$ 350,000
Number of positions \| position		1	1
Hedging Instrument [Member] \| Interest Rate Swap [Member]
Derivative [Line Items]
Amounts included in accumulated other comprehensive income as unrealized losses		$ 195,000	$ 185,000
Not Designated as Hedging Instrument [Member] \| Interest Rate Swap [Member]
Derivative [Line Items]
Number of positions \| position		0	0
Operating Expense [Member] \| Hedging Instrument [Member]
Derivative [Line Items]
Loss on cash flow hedge ineffectiveness		$ 0	$ 6,000
Cash Flow Hedging [Member] \| Hedging Instrument [Member]
Derivative [Line Items]
Term				5 years
Collateral reserved for swap		300,000	$ 150,000
Cash Flow Hedging [Member] \| Hedging Instrument [Member] \| Interest Rate Swap One [Member]
Derivative [Line Items]
Collateral reserved for swap		400,000
Cash Flow Hedging [Member] \| Hedging Instrument [Member] \| Interest Rate Swap 2 [Member]
Derivative [Line Items]
Fixed rate payment					1.43%
Notional Amount					$ 10,000,000
Interest Rate Cap [Member]
Derivative [Line Items]
Notional Amount		10,000,000
Interest Rate Cap [Member] \| Not Designated as Hedging Instrument [Member]
Derivative [Line Items]
Premium paid		$ 70,000
LIBOR strike rate		2.00%
Interest Rate Cap [Member] \| Other Operating Income (Expense) [Member] \| Not Designated as Hedging Instrument [Member]
Derivative [Line Items]
Change in fair value of derivative asset		$ 31,000
Other Assets [Member] \| Interest Rate Cap [Member] \| Not Designated as Hedging Instrument [Member]
Derivative [Line Items]
Fair value of derivative asset		$ 39,000