DERIVATIVE INSTRUMENTS AND HEDGING ACTIVITIES (Tables)

6 Months Ended

Jun. 30, 2012

Derivative Instruments And Hedging Activities Tables

Interest Rate Swaps at Period End

At period end, the following interest rate swaps to hedge variable-rate debt were outstanding:

	June 30, 2012		December 31, 2011
Notional amount		$ 7,500		$ 7,500
Pay fixed rate		2.72%		2.72%
Receive variable rate		0.47%		0.55%
Maturity	September 2017		September 2017
Unrealized gain (loss) fair value		$ (678)		$ (576)

Interest Rate Swaps With Customers Not Designated as Hedges at Period End

 At period end, the following floating interest rate swaps were outstanding with customers:

	June 30, 2012		December 31, 2011
Notional amount		$ 15,298		$14,324
Receive fixed rate (average)		1.99%		2.05%
Pay variable rate (average)		0.24%		0.29%
Maturity	March 2015 – Oct. 2021		March 2015 – Oct. 2021
Weighted average remaining term		4.4 years		4.9 years
Unrealized gain (loss) fair value		$702		$555

Interest Rate Swaps With Banks Not Designated as Hedges at Period End

At period end, the following offsetting fixed interest rate swaps were outstanding with correspondent banks:

	June 30, 2012		December 31, 2011
Notional amount		$ 15,298		$ 14,324
Pay fixed rate (average)		1.99%		2.05%
Receive variable rate (average)		0.24%		0.29%
Maturity	March 2015 – Oct. 2021		March 2015 – Oct. 2021
Weighted average remaining term		4.4 years		4.9 years
Unrealized gain (loss) fair value		$ (702)		$ (555)