Quarterly report pursuant to Section 13 or 15(d)

Derivatives (Tables)

v3.4.0.3
Derivatives (Tables)
3 Months Ended
Mar. 31, 2016
Derivative Instruments And Hedging Activities Disclosure [Abstract]  
Summary of Designated Derivative Instruments Classified as Derivative Liabilities

At March 31, 2016, the Company had the following designated derivative instruments classified as derivative liabilities as reported in other liabilities in the Company’s balance sheet (in thousands, other than quantity and interest rates):

 

Type

 

Quantity

 

Maturity

Dates

 

Hedge

Interest

Rates

 

Notional

Amount

 

 

Fair

Market

Value

 

 

Credit Risk

Adjustment

 

 

Adjusted

Fair

Market

Value

 

Interest rate swaps

 

4

 

10/31/2028

 

2.17%-2.18%

 

$

109,143

 

 

$

6,557

 

 

$

(363

)

 

$

6,194