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DERIVATIVE FINANCIAL INSTRUMENTS (Details) - Interest Rate Swaps $ in Thousands	3 Months Ended
	Mar. 31, 2017 USD ($)	Mar. 31, 2016 USD ($)	Feb. 28, 2017 USD ($)	Dec. 31, 2016 USD ($)	Oct. 31, 2013 USD ($) derivative
Derivative financial instruments
Number of derivative instruments | derivative					2
Notional amount of interest rate swap derivatives					$ 25,000
Notional amount of interest rate swap derivatives at maturity			$ 40,000		$ 6,673
Hedge ineffectiveness recorded in earnings	$ 0	$ 0
Estimated amount to be reclassified as an increase to interest expense	(312)
Effect of derivative financial instruments on the consolidated statement of income and comprehensive income
Net deferral in OCI of derivatives (effective portion)	(134)	(136)
Interest expense
Effect of derivative financial instruments on the consolidated statement of income and comprehensive income
Net reclassification from AOCI into income (effective portion)	(48)	$ (32)
Other Liabilities
Derivative financial instruments
Fair value of derivative liability	$ 116			$ 30

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Aggregate notional amount specified by the derivative(s). Expressed as an absolute value.

+ References

Reference 1: http://www.xbrl.org/2003/role/presentationRef
-Publisher SEC
-Name Regulation S-X (SX)
-Number 210
-Article 12
-Section 13
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The effective portion of net gain (loss) reclassified from accumulated other comprehensive income into income on derivative instruments designated and qualifying as hedging instruments.

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Reference 1: http://www.xbrl.org/2003/role/presentationRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 815
-SubTopic 10
-Section 50
-Paragraph 4C
-Subparagraph (c)
-URI http://asc.fasb.org/extlink&oid=64837297&loc=SL5624171-113959

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The effective portion of gains and losses (net) on derivative instruments designated and qualifying as hedging instruments that was recognized in other comprehensive income during the current period.

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The number of derivative instruments of a particular group held by the entity.

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The gain recognized in earnings during the reporting period representing the amount of the cash flow hedges' ineffectiveness.

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Fair value as of the balance sheet date of interest rate derivative liabilities, which includes all such derivative instruments in hedging and nonhedging relationships that are recognized as liabilities.

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