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DERIVATIVE FINANCIAL INSTRUMENTS (Tables)

3 Months Ended

Mar. 31, 2017

Derivative Instruments and Hedging Activities Disclosure [Abstract]

Schedule of Interest Rates Swap Agreements

The information pertaining to outstanding interest rate swap agreements used to hedge floating rate debentures was as follows as of:

March 31, 2017:
Notional Amount				Pay Rate			Receive Rate		Effective Date		Maturity in Years		Unrealized Losses
$	2,000			5.979	%		3 month LIBOR plus 1.67%		October 1, 2016		9.01		$	329
$	3,000			7.505	%		3 month LIBOR plus 3.35%		October 30, 2012		5.59		$	331

December 31, 2016:
Notional Amount				Pay Rate			Receive Rate		Effective Date		Maturity in Years		Unrealized Losses
$	2,000			5.979	%		3 month LIBOR plus 1.67%		October 1, 2016		9.25		$	342
$	3,000			7.505	%		3 month LIBOR plus 3.35%		October 30, 2012		5.83		$	353

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- References

No definition available.

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- Definition

Tabular disclosure of interest rate derivatives, including, but not limited to, the fair value of the derivatives, statement of financial position location, and statement of financial performance location of these instruments.

+ References

Reference 1: http://www.xbrl.org/2003/role/presentationRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 815
-SubTopic 10
-Section 50
-Paragraph 4C
-URI http://asc.fasb.org/extlink&oid=84234895&loc=SL5624171-113959

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