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Derivative Instruments (Tables)
 9 Months Ended
Sep. 30, 2016
Derivative Instruments and Hedging Activities Disclosure [Abstract]  
Amounts and Locations of Activity Related to Interest Rate Swaps Designated as Cash Flow Hedges within Corporation's Consolidated Balance Sheet and Statement of Income

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 September 30, 2016 and December 31, 2015 and for the three and nine months ended September 30, 2016 and 2015:

 

          Fair value as of
     Balance Sheet    September 30,   December 31,
     Location    2016   2015

Interest rate contracts

    Accrued interest and

other liabilities

    ($595)   ($736)

 

For the Three Months

Ended September 30, 2016

   

 

(a)

  

   

(b)

   

 

(c)

  

   

(d)

   

 

(e)

  

Interest rate contracts

      $87       Interest expense –
subordinated debentures		      ($84)       Other
income		      $0   

For the Nine Months

Ended September 30, 2016

   

 

(a)

  

   

(b)

   

 

(c)

  

   

(d)

   

 

(e)

  

Interest rate contracts

      $92       Interest expense –
subordinated debentures		      ($260)       Other
income		      $0   

For the Three Months

Ended September 30, 2015

   

 

(a)

  

   

(b)

   

 

(c)

  

   

(d)

   

 

(e)

  

Interest rate contracts

      ($19)       Interest expense –
subordinated debentures		      ($95)       Other
income		      $0   

For the Nine Months

Ended September 30, 2015

   

 

(a)

  

   

(b)

   

 

(c)

  

   

(d)

   

 

(e)

  

Interest rate contracts

      $25       Interest expense –
subordinated debentures		      ($284)       Other
income		      $0   

 

(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)
Amounts and Locations of Activity Related to Back-to-Back Interest Rate Swaps within Corporation's Consolidated Balance Sheet

The following table provides summary information about the amounts and locations of activity related to the back-to-back interest rate swaps within the Corporation’s consolidated balance sheet as of September 30, 2016 and December 31, 2015:

 

     Notional
Amount		     Average
Maturity
(in years)		      Weighted
Average
Fixed Rate		     Weighted Average
Variable Rate		     Fair
Value		  

September 30, 2016

            

3rd Party interest rate swaps

    $ 10,326        10.1         3.90 %      1 month LIBOR + 2.03%      $ 766 (f) 

Customer interest rate swaps

      (10,326 )      10.1         3.90 %      1 month LIBOR + 2.03%        (766 )(g) 

December 31, 2015

            

3rd Party interest rate swaps

    $ 6,751        9.4         4.42 %      1 month LIBOR + 2.25%      $ 131 (f) 

Customer interest rate swaps

      (6,751 )      9.4         4.42 %      1 month LIBOR + 2.25%        (131 )(g) 

 

(f) Reported in accrued interest receivable and other assets within the consolidated balance sheets
(g) Reported in accrued interest payable and other liabilities within the consolidated balance sheets