XML 47 R36.htm IDEA: XBRL DOCUMENT v3.4.0.3

Derivative Hedging Instruments (Tables)

3 Months Ended

Mar. 31, 2016

Derivative Instruments and Hedging Activities Disclosure [Abstract]

Summary of Interest Rate Swap Transactions

The following table summarizes the Company’s interest rate swap positions and the impact of a 1 basis point change in interest rates as of March 31, 2016.

		Notional Amount				Weighted Average Rate Received/(Paid)				Impact of a 1 basis point change in interest rates				Repricing Frequency
Derivative Assets		$	36,444				5.29	%		$	20				Monthly
Derivative Liabilities			(36,444	)			-5.29	%			(20	)			Monthly
Net Exposure		$	—							$	—

The following table summarizes the Company’s interest rate swap positions and the impact of a 1 basis point change in interest rates as of December 31, 2015.

		Notional Amount				Weighted Average Rate Received/(Paid)				Impact of a 1 basis point change in interest rates				Repricing Frequency
Derivative Assets		$	35,534				5.31	%		$	20				Monthly
Derivative Liabilities			(35,534	)			-5.31	%			(20	)			Monthly
Net Exposure		$	—							$	—

X

- References

No definition available.

+ Details

Name:	us-gaap_DerivativeInstrumentsAndHedgingActivitiesDisclosureAbstract
Namespace Prefix:	us-gaap_
Data Type:	xbrli:stringItemType
Balance Type:	na
Period Type:	duration

X

- 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=56946850&loc=SL5624171-113959

+ Details

Name:	us-gaap_ScheduleOfInterestRateDerivativesTableTextBlock
Namespace Prefix:	us-gaap_
Data Type:	nonnum:textBlockItemType
Balance Type:	na
Period Type:	duration