Derivatives (Tables)

12 Months Ended

Dec. 31, 2012

Derivatives [Abstract]

Derivative designated as a cash flow hedge

Information concerning the derivative designated as a cash flow hedge at December 31, 2012 and 2011 is presented in the following tables:

	December 31, 2012
	Positions (#)	Notional Amount		Asset		Liability		Receive Rate		Pay Rate		Life (Years)
Pay fixed - receive floating interest rate swap	1	$	5,155,000	$	—	$	461,000	0.32	%	2.59	%	7.8
Total derivatives designated as cash flow hedges		$	5,155,000	$	—	$	461,000	0.32	%	2.59	%	7.8

	December 31, 2011
	Positions (#)	Notional Amount		Asset		Liability		Receive Rate		Pay Rate		Life (Years)
Pay fixed - receive floating interest rate swap	1	$	5,155,000	$	—	$	314,000	0.29	%	2.59	%	8.8
Total derivatives designated as cash flow hedges		$	5,155,000	$	—	$	314,000	0.29	%	2.59	%	8.8

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 at December 31, 2012 is presented in the following table:

	December 31, 2012
	Positions (#)	Notional Amount		Asset		Liability		Receive Rate		Pay Rate		Life (Years)
Pay fixed - receive floating interest rate swap	1	$	4,459,209	$	—	$	80,000	'1 Mo. LIBOR plus 200 BP		3.90	%	14.9
Pay floating - receive fixed interest rate swap	1	$	4,459,209	$	80,000			3.90	%	'1 Mo. LIBOR plus 200 BP		14.9
Total derivatives not designated		$	8,918,418	$	80,000	$	80,000					14.9