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Derivative Financial Instruments (Tables)
 3 Months Ended
Mar. 31, 2017
Derivative Instruments and Hedging Activities Disclosure [Abstract]  
Schedule of Other Derivatives Not Designated as Hedging Instruments, Statements of Financial Performance and Financial Position, Location
At March 31, 2017 and December 31, 2016, the following interest rate swaps related to our loan hedging program were outstanding:
 
 
As of March 31, 2017
 
As of December 31, 2016
 
 
(Dollars in thousands)
Interest rate swaps on loans with loan customers
 
 
 
 
Notional amount
 
$
263,153

 
$
223,098

Weighted average remaining term
 
7.6 years

 
7.4 years

Received fixed rate (weighted average)
 
4.34
%
 
4.29
%
Pay variable rate (weighted average)
 
3.21
%
 
3.06
%
Estimated fair value
 
$
(1,623
)
 
$
(1,565
)
Back to back interest rate swaps with correspondent banks
 
 
 
 
Notional amount
 
$
263,153

 
$
223,098

Weighted average remaining term
 
7.6 years

 
7.4 years

Received variable rate (weighted average)
 
3.21
%
 
3.06
%
Pay fixed rate (weighted average)
 
4.34
%
 
4.29
%
Estimated fair value
 
$
1,623

 
$
1,565
Schedule of Derivative Instruments
The following table reflects the notional amount and fair value of mortgage banking derivatives for the dates indicated:
 
As of March 31, 2017
 
As of December 31, 2016
(Dollars in thousands)
Notional Amount
 
Fair Value
 
Notional Amount
 
Fair Value
Assets:
 
 
 
 
 
 
 
Interest rate lock commitments
$
6,801

 
$
113

 
$
11,168

 
$
130

Forward sale contracts related to mortgage banking
$
626

 
$
—

 
$
3,223

 
$
17

 
 
 
 
 
 
 
 
Liabilities:
 
 
 
 
 
 
 
Interest rate lock commitments
$
—

 
$
—

 
$
1,810

 
$
(3
)
Forward sale contracts related to mortgage banking
$
6,175

 
$
(40
)
 
$
9,755

 
$
(38
)
The following table reflects the notional amount and fair value of mortgage banking derivatives for the date indicated:
 
As of March 31, 2017
 
As of December 31, 2016
 
Notional Amount
 
Fair Value
 
Notional Amount
 
Fair Value
 
(Dollars in thousands)
Assets:
 
 
 
 
 
 
 
Interest rate lock commitments
$
6,801

 
$
113

 
$
11,168

 
$
130

Forward sale contracts related to mortgage banking
$
626

 
$
—

 
$
3,223

 
$
17

 
 
 
 
 
 
 
 
Liabilities:
 
 
 
 
 
 
 
Interest rate lock commitments
$
—

 
$
—

 
$
1,810

 
$
(3
)
Forward sale contracts related to mortgage banking
$
6,175

 
$
(40
)
 
$
9,755

 
$
(38
)