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Derivative Financial Instruments (Tables) | 3 Months Ended
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Mar. 31, 2017
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. The fair values of interest rate derivative contracts are estimated utilizing internal valuation models with observable market data inputs.
| March 31, 2017 |  | December 31, 2016
| 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 | $ | 40,942 |  |  | $ | 368 |  |  | $ | 41,818 |  |  | $ | 368 |
Loan/lease interest rate swaps – liabilities | 17,052 |  |  | (1,064 | ) |  | 18,812 |  |  | (1,278 | )
Non-hedging interest rate derivatives: |  |  |  |  |  |  |
Financial institution counterparties: |  |  |  |  |  |  |
Loan/lease interest rate swaps – assets | 278,134 |  |  | 3,116 |  |  | 206,745 |  |  | 2,649 |
Loan/lease interest rate swaps – liabilities | 635,512 |  |  | (22,790 | ) |  | 694,965 |  |  | (25,466 | )
Loan/lease interest rate caps – assets | 105,845 |  |  | 916 |  |  | 85,966 |  |  | 575 |
Customer counterparties: |  |  |  |  |  |  |
Loan/lease interest rate swaps – assets | 640,512 |  |  | 22,816 |  |  | 694,965 |  |  | 25,467 |
Loan/lease interest rate swaps – liabilities | 273,134 |  |  | (3,114 | ) |  | 206,745 |  |  | (2,649 | )
Loan/lease interest rate caps – liabilities | 105,845 |  |  | (916 | ) |  | 85,966 |  |  | (575 | )
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, 2017 were as follows:
| Weighted-Average
| Interest Rate Paid |  | Interest Rate Received
Interest rate swaps: |  |  |
Fair value hedge loan/lease interest rate swaps | 2.41 | % |  | 0.92 | %
Non-hedging interest rate swaps – financial institution counterparties | 3.99 | % |  | 2.57 | %
Non-hedging interest rate swaps – customer counterparties | 2.57 | % |  | 3.99 | %
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, 2017 |  | December 31, 2016
| Notional Units |  | Notional Amount |  | Estimated Fair Value |  | Notional Amount |  | Estimated Fair Value
Financial institution counterparties: |  |  |  |  |  |  |  |  |
Oil – assets | Barrels |  | 619 |  |  | $ | 889 |  |  | 227 |  |  | $ | 206 |
Oil – liabilities | Barrels |  | 402 |  |  | (1,180 | ) |  | 944 |  |  | (4,400 | )
Natural gas – assets | MMBTUs |  | 976 |  |  | 73 |  |  | — |  |  | — |
Natural gas – liabilities | MMBTUs |  | 1,555 |  |  | (499 | ) |  | 1,299 |  |  | (1,357 | )
Customer counterparties: |  |  |  |  |  |  |  |  |
Oil – assets | Barrels |  | 427 |  |  | 1,234 |  |  | 944 |  |  | 4,580 |
Oil – liabilities | Barrels |  | 594 |  |  | (788 | ) |  | 227 |  |  | (206 | )
Natural gas – assets | MMBTUs |  | 1,555 |  |  | 537 |  |  | 1,299 |  |  | 1,393 |
Natural gas – liabilities | MMBTUs |  | 976 |  |  | (70 | ) |  | — |  |  | — |
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, 2017 |  | December 31, 2016
| Notional Currency |  | Notional Amount |  | Estimated Fair Value |  | Notional Amount |  | Estimated Fair Value
Financial institution counterparties: |  |  |  |  |  |  |  |  |
Forward contracts – assets | EUR |  | 890 |  |  | $ | 9 |  |  | — |  |  | $ | — |
Forward contracts – assets | CAD |  | 2,257 |  |  | 2 |  |  | — |  |  | — |
Forward contracts – liabilities | EUR |  | — |  |  | — |  |  | 870 |  |  | (9 | )
Forward contracts – liabilities | CAD |  | — |  |  | — |  |  | 2,214 |  |  | (21 | )
Forward contracts – liabilities | GBP |  | 425 |  |  | (5 | ) |  | 419 |  |  | (3 | )
Customer counterparties: |  |  |  |  |  |  |  |  |
Forward contracts – assets | CAD |  | 2,249 |  |  | 6 |  |  | 2,205 |  |  | 29 |
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,
| 2017 |  | 2016
Commercial loan/lease interest rate swaps: |  |  |
Amount of gain (loss) included in interest income on loans | $ | (245 | ) |  | $ | (388 | )
Amount of (gain) loss included in other non-interest expense | (1 | ) |  | — |
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,
| 2017 |  | 2016
Non-hedging interest rate derivatives: |  |  |
Other non-interest income | $ | 370 |  |  | $ | 435 |
Other non-interest expense | (1 | ) |  | — |
Non-hedging commodity derivatives: |  |  |
Other non-interest income | 52 |  |  | 132 |
Non-hedging foreign currency derivatives: |  |  |
Other non-interest income | 9 |  |  | 6 |

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