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Note 11 - Derivative Financial Instruments (Tables)

3 Months Ended

Mar. 31, 2025

Notes Tables

Schedule of Derivative Instruments [Table Text Block]

(In Thousands of Dollars)			March 31, 2025				December 31, 2024
Notional amount fair value hedge		$	100,000			$	100,000
Fixed pay rates			4.35	%			4.35	%
Variable SOFR receive rates			4.41	%			4.49	%
Remaining maturity (in years)			1.3				1.6
Fair value		$	(647	)		$	(168	)

Derivative Instruments, Gain (Loss) [Table Text Block]

		Three Months Ended
		March 31,
		2025				2024
Forward sales contracts		$	(32	)		$	2
Interest rate lock commitments			36				(47	)

Schedule of Derivative Instruments in Statement of Financial Position, Fair Value [Table Text Block]

		March 31, 2025								December 31, 2024
		Notional				Fair				Notional				Fair
(In Thousands of Dollars)		Amount				Value				Amount				Value
Included in other assets:
Forward sales contracts		$	0			$	0			$	6,500			$	17
Interest rate lock commitments			7,376				56				4,896				19
Mortgage banking derivative			49				0				0				0
Total included in other assets		$	7,425			$	56			$	11,396			$	36
Included in other liabilities:
Forward sales contracts		$	7,250			$	14			$	0			$	0

X

- Definition

Tabular disclosure of the location and amount of derivative instruments and nonderivative instruments designated as hedging instruments reported before netting adjustments, and the amount of gain (loss) on derivative instruments and nonderivative instruments designated and qualified as hedging instruments.

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