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Derivative Financial Instruments (Tables) | 3 Months Ended
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Mar. 31, 2015
Derivative Instruments and Hedging Activities Disclosure [Abstract] |
Schedule of Notional Amounts and Estimated Fair Values of Interest Rate Derivative Contracts Outstanding | The notional amounts and estimated fair values of interest rate derivative contracts are presented in the following table. We obtain dealer quotations to value our interest rate derivative contracts designated as hedges of cash flows, while the fair values of other interest rate derivative contracts are estimated utilizing internal valuation models with observable market data inputs.
| March 31, 2015 |  | December 31, 2014
| Notional Amount |  | Estimated Fair Value |  | Notional Amount |  | Estimated Fair Value
Derivatives designated as hedges of fair value: |  |  |  |  |  |  |
Financial institution counterparties: |  |  |  |  |  |  |
Loan/lease interest rate swaps – assets | $ | 23,422 |  |  | $ | 138 |  |  | $ | 31,614 |  |  | $ | 469 |
Loan/lease interest rate swaps – liabilities | 40,740 |  |  | (3,143 | ) |  | 37,672 |  |  | (3,179 | )
Non-hedging interest rate derivatives: |  |  |  |  |  |  |
Financial institution counterparties: |  |  |  |  |  |  |
Loan/lease interest rate swaps – assets | — |  |  | — |  |  | 69,842 |  |  | 719 |
Loan/lease interest rate swaps – liabilities | 862,403 |  |  | (47,039 | ) |  | 765,979 |  |  | (38,952 | )
Loan/lease interest rate caps – assets | 81,058 |  |  | 1,055 |  |  | 73,058 |  |  | 1,003 |
Customer counterparties: |  |  |  |  |  |  |
Loan/lease interest rate swaps – assets | 862,403 |  |  | 46,995 |  |  | 765,979 |  |  | 38,910 |
Loan/lease interest rate swaps – liabilities | — |  |  | — |  |  | 69,842 |  |  | (719 | )
Loan/lease interest rate caps – liabilities | 81,058 |  |  | (1,055 | ) |  | 73,058 |  |  | (1,003 | )
Schedule of Weighted-Average Rates Paid and Received for Interest Rate Swaps Outstanding | The weighted-average rates paid and received for interest rate swaps outstanding at March 31, 2015 were as follows:
| Weighted-Average
| Interest Rate Paid |  | Interest Rate Received
Interest rate swaps: |  |  |
Fair value hedge loan/lease interest rate swaps | 2.70 | % |  | 0.17 | %
Non-hedging interest rate swaps – financial institution counterparties | 4.04 | % |  | 1.74 | %
Non-hedging interest rate swaps – customer counterparties | 1.74 | % |  | 4.04 | %
Schedule of Notional Amounts and Estimated Fair Values of Commodity Derivative Positions | The notional amounts and estimated fair values of non-hedging commodity swap and option derivative positions outstanding are presented in the following table. We obtain dealer quotations and use internal valuation models with observable market data inputs to value our commodity derivative positions.
|  |  | March 31, 2015 |  | December 31, 2014
| Notional Units |  | Notional Amount |  | Estimated Fair Value |  | Notional Amount |  | Estimated Fair Value
Financial institution counterparties: |  |  |  |  |  |  |  |  |
Oil – assets | Barrels |  | 724 |  |  | $ | 15,137 |  |  | 470 |  |  | $ | 14,357 |
Oil – liabilities | Barrels |  | 538 |  |  | (2,121 | ) |  | 197 |  |  | (1,670 | )
Natural gas – assets | MMBTUs |  | 9,385 |  |  | 11,489 |  |  | 12,235 |  |  | 12,707 |
Natural gas – liabilities | MMBTUs |  | 11,985 |  |  | (3,591 | ) |  | 16,755 |  |  | (4,095 | )
Customer counterparties: |  |  |  |  |  |  |  |  |
Oil – assets | Barrels |  | 547 |  |  | 2,124 |  |  | 197 |  |  | 1,670 |
Oil – liabilities | Barrels |  | 715 |  |  | (15,100 | ) |  | 470 |  |  | (14,318 | )
Natural gas – assets | MMBTUs |  | 11,985 |  |  | 3,591 |  |  | 16,755 |  |  | 4,095 |
Natural gas – liabilities | MMBTUs |  | 9,385 |  |  | (11,435 | ) |  | 12,235 |  |  | (12,646 | )
Notional Amounts and Fair Values of Open Foreign Currency Forward Contracts | The notional amounts and fair values of open foreign currency forward contracts were as follows:
|  |  | March 31, 2015 |  | December 31, 2014
| Notional Currency |  | Notional Amount |  | Estimated Fair Value |  | Notional Amount |  | Estimated Fair Value
Financial institution counterparties: |  |  |  |  |  |  |  |  |
Forward contracts – assets | EUR |  | 790 |  |  | $ | 11 |  |  | 936 |  |  | $ | 7 |
Forward contracts – assets | CAD |  | 22,384 |  |  | 329 |  |  | 24,724 |  |  | 659 |
Forward contracts - assets | GBP |  | 486 |  |  | 2 |  |  | — |  |  | — |
Forward contracts – liabilities | GBP |  | — |  |  | — |  |  | 544 |  |  | (2 | )
Customer counterparties: |  |  |  |  |  |  |  |  |
Forward contracts – liabilities | CAD |  | 22,339 |  |  | (284 | ) |  | 24,680 |  |  | (615 | )
Schedule of Amounts Related to Interest Rate Derivatives Designated as Hedges of Fair Value | Amounts included in the consolidated statements of income related to interest rate derivatives designated as hedges of fair value were as follows:
| Three Months Ended March 31,
| 2015 |  | 2014
Commercial loan/lease interest rate swaps: |  |  |
Amount of gain (loss) included in interest income on loans | $ | (425 | ) |  | $ | (539 | )
Amount of (gain) loss included in other non-interest expense | — |  |  | 9 |
Schedule of Amounts Related to Interest Rate Derivatives Included in Income Designated as Hedges of Cash Flows | Amounts included in the consolidated statements of income and in other comprehensive income for the period related to interest rate derivatives designated as hedges of cash flows were as follows:
| Three Months Ended March 31,
| 2015 |  | 2014
Interest rate swaps/caps/floors on variable-rate loans: |  |  |
Amount reclassified from accumulated other comprehensive income to interest income on loans | $ | — |  |  | $ | 9,345 |
Schedule of Amounts Related to Non-Hedging Interest Rate and Commodity Derivatives | Amounts included in the consolidated statements of income related to non-hedging interest rate, commodity and foreign currency derivative instruments are presented in the table below.
| Three Months Ended March 31,
| 2015 |  | 2014
Non-hedging interest rate derivatives: |  |  |
Other non-interest income | $ | 1,322 |  |  | $ | 221 |
Other non-interest expense | 2 |  |  | — |
Non-hedging commodity derivatives: |  |  |
Other non-interest income | 28 |  |  | 82 |
Non-hedging foreign currency derivatives: |  |  |
Other non-interest income | 45 |  |  | 37 |

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- Definition Tabular disclosure of the location and fair value amounts of derivative instruments (and nonderivative instruments that are designated and qualify as hedging instruments) reported in the statement of financial position. + References Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 4B -URI http://asc.fasb.org/extlink&oid=56946850&loc=SL5624163-113959 + Details
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- Definition Tabular disclosure of 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. + References Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 8 -URI http://asc.fasb.org/extlink&oid=56946850&loc=d3e41678-113959 Reference 2: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 235 -SubTopic 10 -Section S99 -Paragraph 1 -Subparagraph (SX 210.4-08.(n)(2)) -URI http://asc.fasb.org/extlink&oid=26873400&loc=d3e23780-122690 Reference 3: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 2 -URI http://asc.fasb.org/extlink&oid=56946850&loc=d3e41620-113959 Reference 4: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 1B -URI http://asc.fasb.org/extlink&oid=56946850&loc=SL5580258-113959 Reference 5: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 4C -URI http://asc.fasb.org/extlink&oid=56946850&loc=SL5624171-113959 Reference 6: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 4B -URI http://asc.fasb.org/extlink&oid=56946850&loc=SL5624163-113959 Reference 7: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 1 -URI http://asc.fasb.org/extlink&oid=56946850&loc=SL5579240-113959 Reference 8: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 5 -URI http://asc.fasb.org/extlink&oid=56946850&loc=d3e41641-113959 Reference 9: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 1A -URI http://asc.fasb.org/extlink&oid=56946850&loc=SL5579245-113959 Reference 10: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 25 -Section 50 -Paragraph 1 -URI http://asc.fasb.org/extlink&oid=6886632&loc=d3e76258-113986 Reference 11: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 4 -URI http://asc.fasb.org/extlink&oid=56946850&loc=d3e41638-113959 + Details
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- Definition Tabular disclosure of the average discount rate in the country of origin applied to insurance contracts to determine future policy benefits to be paid to or on behalf of policyholders and the methodology and assumptions for calculating the discount rate. + References Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 944 -SubTopic 40 -Section 50 -Paragraph 6 -URI http://asc.fasb.org/extlink&oid=6482852&loc=d3e14931-158439 Reference 2: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 944 -SubTopic 40 -Section 50 -Paragraph 5 -Subparagraph (b) -URI http://asc.fasb.org/extlink&oid=6482714&loc=d3e14881-158438 + Details
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