Derivatives (Tables)
 12 Months Ended
Dec. 31, 2016
Derivative Instruments and Hedging Activities Disclosure [Abstract]  
Schedule of Interest Rate Derivatives [Table Text Block]

Summary information about the interest rate swap designated as a cash flow hedges as of year-end is as follows (dollars in thousands):

   

December 31,

2016

  

December 31,

2015

  
Notional amount   $ 75,000   $ 75,000  
Weighted average pay rates   1.59 % 1.56 %
Weighted average receive rates     0.69 %   0.44 %
Weighted average maturity   2.8 years   3.8 years  
Fair value   $ 88   $ (131)  
Schedule of Cash Flow Hedges Included in Accumulated Other Comprehensive Income (Loss) [Table Text Block]

The following table presents the net gains (losses), recorded in accumulated other comprehensive income and the Consolidated Statements of Income relating to the cash flow derivative instruments for the years ended December 31:

 

   2016 
(in thousands)   Amount of gain
(loss) recognized
in OCI (Effective
Portion)		    Amount of gain
(loss) reclassified
from OCI to
interest income		    Amount of gain (loss)
recognized in other
Noninterest income
(Ineffective Portion)		 
Interest rate contracts  $219   $    -   $   - 

 

   2015 
(in thousands)   Amount of gain
(loss) recognized
in OCI (Effective
Portion)		    Amount of gain
(loss) reclassified
from OCI to
interest income		    Amount of gain (loss)
recognized in other
Noninterest income
(Ineffective Portion)		 
Interest rate contracts  $(179)   $   -   $   - 
Schedule of Cash Flow Hedging Instruments, Statements of Financial Performance and Financial Position, Location [Table Text Block]

The following table reflects the cash flow hedges included in the Consolidated Balance Sheets as of December 31, 2016 and December 31, 2015:

 

   2016   2015 
(in thousands)  Notional
Amount		    Fair Value    Notional
Amount		    Fair Value 
Included in other assets/(liabilities):                    
Interest rate swaps related to FHLB Advances  $75,000   $88   $75,000   $(131)