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Derivatives and Hedging Activities: Nondesignated Hedges Policy (Policies) | 3 Months Ended
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Jun. 30, 2012
Nondesignated Hedges Policy: |
Nondesignated Hedges Policy | None of the Company’s derivatives are designated in qualifying hedging relationships. Derivatives not designated as hedges are not speculative and result from a service the Company provides to certain loan customers, which the Company began offering during the fourth quarter of 2011. The Company executes interest rate swaps with commercial banking customers to facilitate their respective risk management strategies. Those interest rate swaps are simultaneously hedged by offsetting interest rate swaps that the Company executes with a third party, such that the Company minimizes its net risk exposure resulting from such transactions. As the interest rate swaps associated with this program do not meet the strict hedge accounting requirements, changes in the fair value of both the customer swaps and the offsetting swaps are recognized directly in earnings. As of June 30, 2012, the Company had seven interest rate swaps with an aggregate notional amount of $36.8 million related to this program. During the three and six months ended June 30, 2012, the Company recognized a net loss of $117,000 and $20,000, respectively, in noninterest income related to changes in the fair value of these swaps.

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