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Derivatives (Tables) | 6 Months Ended
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Jun. 30, 2011
Derivatives |
Schedule Of Interest Rate Swaps |
|  |  |  |  | Estimated fair value of liability |
|  | Notional amount for all periods |  |  | June 30, 2011 |  |  | December 31, 2010 |  |  | June 30, 2010 |
2006 interest rate swap hedging variable rate exposure on trust preferred capital securities 2006-2011 |  | $ | 115,000 |  |  | $ | — |  |  | $ | 2,873 |  |  | $ | 5,384 |
2009 interest rate swap hedging variable rate exposure on trust preferred capital securities 2011-2016 |  |  | 115,000 |  |  |  | 9,800 |  |  |  | 6,619 |  |  |  | 5,925 |
|  |  |  |  |  | $ | 9,800 |  |  | $ | 9,492 |  |  | $ | 11,309 |
Activity In Accumulated Other Comprehensive Income (Loss) Related To Interest Rate Swaps |
|  | 2011 |  |  | 2010 |
Accumulated other comprehensive loss resulting from interest rate swaps as of January 1 |  | $ | (9,492 | ) |  | $ | (5,367 | )
Other comprensive income (loss) recognized during six month period ended June 30 |  |  | (308 | ) |  |  | (5,942 | )
Accumulated other comprehensive loss resulting from interest rate swaps as of June 30 |  | $ | (9,800 | ) |  | $ | (11,309 | )

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- Definition Activity in accumulated other comprehensive income related to interest rate swaps + Details
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- Definition A table or schedule that identifies and provides pertinent information about a derivative or group of derivatives on a disaggregated basis, such as for individual instruments, or small groups of similar instruments. May include a combination of the type of instrument, risks being hedged, notional amount, hedge designation, related hedged item, inception date, maturity date, or other relevant item. + Details
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