Quarterly report pursuant to Section 13 or 15(d)

Derivatives (Tables)

v2.4.0.6
Derivatives (Tables)
 9 Months Ended
Sep. 30, 2012
Cash flow hedging [Member]
  
Derivative [Line Items]  
Summary of the derivative designated as a cash flow hedge
                                                     
        Notional                 Receive     Pay     Life  
    Positions   Amount     Asset     Liability     Rate     Rate     (Years)  

As of September 30, 2012

                                                    

Pay fixed - receive floating

interest rate swaps

  

1

  

$

36,000

  

   $ —      

$

4,785

  

  

 

0.36

% 

  

 

3.51

% 

  

 

4.71

  
             
               
        Notional                 Receive     Pay     Life  
    Positions   Amount     Asset     Liability     Rate     Rate     (Years)  

As of December 31, 2011

                                                    

Pay fixed - receive floating

interest rate swaps

  

1

  

$

36,000

  

  

$

—  

  

  

$

4,293

  

  

 

0.58

% 

  

 

3.51

% 

  

 

5.46

  
             
Interest rate swap [Member]
  
Derivative [Line Items]  
Summary of the derivative designated as a cash flow hedge
                                                     
        Notional                 Receive     Pay     Life  
    Positions   Amount     Asset     Liability     Rate     Rate     (Years)  

As of September 30, 2012

                                                    

Receive fixed - pay floating interest rate swaps

   2   $ 2,137     $ 39     $ —         6.15 %      2.81 %      9.84  

Pay fixed - receive floating interest rate swaps

   2   $ 2,137     $ —       $ 39       2.81 %      6.15 %      9.84  
               
        Notional                 Receive     Pay     Life  
    Positions   Amount     Asset     Liability     Rate     Rate     (Years)  

As of December 31, 2011

                                                    

Receive fixed - pay floating interest rate swaps

   2   $ 4,028     $ 66     $ —         6.35 %      2.77 %      1.01  

Pay fixed - receive floating interest rate swaps

   2   $ 4,028     $ —       $ 66       2.77 %      6.35 %      1.01