Quarterly report pursuant to Section 13 or 15(d)

Derivatives (Tables)

v2.4.0.6
Derivatives (Tables)
6 Months Ended
Jun. 30, 2012
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 June 30, 2012

                                                       

Pay fixed—receive floating interest rate swaps

    1     $ 36,000     $ —       $ 4,582       0.46 %      3.51 %      4.96  

 

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

As of June 30, 2012

                                                       

Receive fixed—pay floating interest rate swaps

    1     $ 1,401     $ 34     $ —         7.00 %      2.75 %      0.50  

Pay fixed—receive floating interest rate swaps

    1     $ 1,401     $ —       $ 34       2.75 %      7.00 %      0.50  

 

                                                         
    Positions     Notional
Amount
    Asset     Liability     Receive
Rate
    Pay
Rate
    Life
(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