The following tables provide information about the amounts and locations of activity related to the interest rate swaps designated as cash flow hedges within the Corporation’s consolidated balance sheet and statement of income as of June 30, 2013 and December 31, 2012 and for the three and six months ended June 30, 2013 and 2012:


	Liability Derivative
	Balance Sheet Location	Fair value as of
	Balance Sheet Location	June 30, 2013	December 31, 2012
Interest rate contracts	Accrued interest and other liabilities	($1,253)	($	1,745	)

For the Three Months

Ended June 30, 2013

(a)

(b)

(c)

(d)

(e)

Interest rate contracts

$245

Interest expense –
subordinated debentures

($105)

Other
income

For the Six Months

Ended June 30, 2013

(a)

(b)

(c)

(d)

(e)

Interest rate contracts

$319

Interest expense –
subordinated debentures

($202)

Other
income

For the Three Months

Ended June 30, 2012

(a)

(b)

(c)

(d)

(e)

Interest rate contracts

($135)

Interest expense –
subordinated debentures

($98)

Other
income

For the Six Months

Ended June 30, 2012

(a)

(b)

(c)

(d)

(e)

Interest rate contracts

($72)

Interest expense –
subordinated debentures

($192)

Other
income

(a)	Amount of Gain or (Loss) Recognized in Other Comprehensive Loss on Derivative (Effective Portion), net of tax

(b)	Location of Gain or (Loss) Reclassified from Accumulated Other Comprehensive Loss into Income (Effective Portion)

(c)	Amount of Gain or (Loss) Reclassified from Accumulated Other Comprehensive Loss into Income (Effective Portion)

(d)	Location of Gain or (Loss) Recognized in Income on Derivative (Ineffective Portion and Amount Excluded from Effectiveness Testing)

(e)	Amount of Gain or (Loss) Recognized in Income on Derivative (Ineffective Portion and Amount Excluded from Effectiveness Testing)