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Derivative Hedging Instruments (Tables)

9 Months Ended

Sep. 30, 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 September 30, 2016.

		Notional Amount				Weighted Average Rate Received/(Paid)				Impact of a 1 basis point change in interest rates				Repricing Frequency
Derivative Assets		$	53,373				5.07	%		$	33				Monthly
Derivative Liabilities			(53,373	)			-5.07	%			(33	)			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		$	—							$	—

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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=64837297&loc=SL5624171-113959

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