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Derivative Activities (Tables)
 3 Months Ended
Mar. 31, 2014
Derivative Instrument Detail [Abstract]  
Schedule Of Derivative Instruments Text Block

The following table details “Derivative Assets” and “Derivative Liabilities” as reflected in the unaudited consolidated statements of financial condition at March 31, 2014 and December 31, 2013:

 March 31, December 31,
 2014 2013
 (In thousands)
Derivative assets:     
Options tied to S&P 500 Index $ 12,555 $ 16,430
Interest rate swaps designated as cash flow hedges  166   850
Interest rate swaps not designated as hedges  2,755   2,861
Interest rate caps  374   319
Other  11   42
 $ 15,861 $ 20,502
Derivative liabilities:     
Interest rate swaps designated as cash flow hedges  10,695   11,757
Interest rate swaps not designated as hedges  2,755   2,861
Interest rate caps  374   319
Other  6   -
 $ 13,830 $ 14,937

The following table shows a summary of these swaps and their terms at March 31, 2014:

  Notional Fixed Variable Trade Settlement Maturity
Type Amount Rate Rate Index Date Date Date
   (In thousands)          
Interest Rate Swaps $ 25,000 2.4365% 1-Month LIBOR  05/05/11 05/04/12 05/04/16
    25,000 2.6200% 1-Month LIBOR  05/05/11 07/24/12 07/24/16
    25,000 2.6350% 1-Month LIBOR  05/05/11 07/30/12 07/30/16
    50,000 2.6590% 1-Month LIBOR  05/05/11 08/10/12 08/10/16
    100,000 2.6750% 1-Month LIBOR  05/05/11 08/16/12 08/16/16
    40,277 2.4210% 1-Month LIBOR  07/03/13 07/03/13 08/01/23
  $ 265,277          

  Notional Fixed Variable Settlement Maturity
Type Amount Rate Rate Index Date Date
   (In thousands)        
Interest Rate Swaps - Derivatives Offered to Clients $ 4,094 5.1300% 1-Month LIBOR 07/03/06 07/03/16
    12,500 5.5050% 1-Month LIBOR 04/11/09 04/11/19
  $ 16,594        
            
Interest Rate Swaps - Mirror Image Derivatives $ 4,094 5.1300% 1-Month LIBOR 07/03/06 07/03/16
    12,500 5.5050% 1-Month LIBOR 04/11/09 04/11/19
  $ 16,594