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DERIVATIVES (Tables)

6 Months Ended

Jun. 30, 2026

Schedule of Information about Interest Rate Swaps Designated as Cash Flow Hedges

The following table presents information about the interest rate swaps designated as cash flow hedges as of June 30, 2026 and December 31, 2025:

(Dollars in thousands)		June 30, 2026				December 31, 2025
Notional amount		$	280,000			$	305,000
Weighted average pay rate			2.03	%			2.17	%
Weighted average receive rate			2.80	%			3.10	%
Weighted average maturity		0.99 years				1.39 years
Unrealized gain/(loss), net		$	3,504			$	2,429
Number of contracts			11				12

Schedule of Cash Flow Hedges Included in Financial Statements

		June 30, 2026
		Notional				Fair
(In thousands)		Amount				Value
Interest rate swaps related to interest-bearing deposits		$	280,000			$	3,504
Total included in other assets		$	280,000				3,504
Total included in other liabilities			—				—

		December 31, 2025
		Notional				Fair
(In thousands)		Amount				Value
Interest rate swaps related to interest-bearing deposits		$	305,000			$	2,429
Total included in other assets			280,000				2,441
Total included in other liabilities			25,000				(12	)

Schedule of Net Gains/(Losses) Recorded in Accumulated Other Comprehensive Income/(Loss)

The following table presents the net gains/(losses) recorded in accumulated other comprehensive income/(loss) and the consolidated financial statements relating to the cash flow derivative instruments for the three and six months ended June 30, 2026 and 2025:

		For the Three Months Ended  June 30,								For the Six Months Ended June 30,
(In thousands)		2026				2025				2026				2025
Interest rate contracts
Gain/(loss) recognized in other comprehensive income (effective portion)		$	441			$	(1,633	)		$	1,075			$	(4,186	)

Not Designated as Hedging Instrument [Member]

Schedule of Information about Interest Rate Swaps Designated as Cash Flow Hedges

Information about these swaps is as follows:

(Dollars in thousands)		June 30, 2026				December 31, 2025
Notional amount		$	405,893			$	429,286
Fair value		$	(8,834	)		$	(7,835	)
Weighted average pay rates			4.25	%			4.12	%
Weighted average receive rates			5.18	%			5.37	%
Weighted average maturity		2.99 years				3.02 years
Number of contracts			50				53

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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Tabular disclosure of the location and fair value amounts of derivative instruments (and nonderivative instruments that are designated and qualify as hedging instruments) reported in the statement of financial position.

+ References

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Tabular disclosure of pertinent information about a derivative or group of derivatives on a disaggregated basis, such as for individual instruments, or small groups of similar instruments. May include a combination of the type of instrument, risks being hedged, notional amount, hedge designation, related hedged item, inception date, maturity date, or other relevant item.

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