XML 44 R37.htm IDEA: XBRL DOCUMENT v3.3.0.814
Derivative Activities (Tables)
 9 Months Ended
Sep. 30, 2015
Derivative Instrument Detail [Abstract]  
Schedule Of Derivative Instruments Text Block

The following table presents the Company’s derivative assets and liabilities at September 30, 2015 and December 31, 2014:

September 30,December 31,
20152014
(In thousands)
Derivative assets:
Options tied to S&P 500 Index $1,115$5,555
Interest rate swaps not designated as hedges2,1392,399
Interest rate caps36152
Other-1
$3,290$8,107
Derivative liabilities:
Interest rate swaps designated as cash flow hedges6,3958,585
Interest rate swaps not designated as hedges2,1392,399
Interest rate caps36152
Other5285
$8,622$11,221

The following table shows a summary of these swaps and their terms at September 30, 2015:

NotionalFixedVariableTradeSettlementMaturity
TypeAmountRateRate IndexDateDateDate
(In thousands)
Interest Rate Swaps$25,0002.4400%1-Month LIBOR 05/05/1105/04/1205/04/16
25,0002.6200%1-Month LIBOR 05/05/1107/24/1207/24/16
25,0002.6400%1-Month LIBOR 05/05/1107/30/1207/30/16
50,0002.6600%1-Month LIBOR 05/05/1108/10/1208/10/16
100,0002.6800%1-Month LIBOR 05/05/1108/16/1208/16/16
38,3222.4200%1-Month LIBOR 07/03/1307/03/1308/01/23
$263,322

NotionalFixedVariableSettlementMaturity
TypeAmountRateRate IndexDateDate
(In thousands)
Interest Rate Swaps - Derivatives Offered to Clients$3,8195.1300%1-Month LIBOR07/03/0607/03/16
12,5005.5100%1-Month LIBOR04/11/0904/11/19
$16,319
Interest Rate Swaps - Mirror Image Derivatives$3,8195.1300%1-Month LIBOR07/03/0607/03/16
12,5005.5100%1-Month LIBOR04/11/0904/11/19
$16,319