XML 44 R34.htm IDEA: XBRL DOCUMENT v2.4.0.8
Derivative Instruments (Tables)
 6 Months Ended
Jun. 30, 2013
Derivative Instruments [Abstract]  
Summary of derivative instruments

 

 

 

 

 

 

 

 

 

 

 

 

 

30-Jun-13

 

31-Dec-12

 

 

 

 

 

 

Notional amount

$
7,644 

 

$
7,750 

Weighted average pay rate on interest-rate swaps

 
3.86% 

 

 
3.86% 

Weighted average receive rate on interest-rate swaps

 
0.22% 

 

 
0.24% 

Weighted average maturity (years)

 
4.1 

 

 
4.6 

Fair value of interest-rate swaps

$
(716)

 

$
(990)

Fair value of yield maintenance provisions

 
716 

 

 
990