Location and Amount of Gain or (Loss)

Location and Amount of Gain or (Loss)

Recognized in Income on Fair Value and Cash Flow Hedging Relationships

Recognized in Income on Fair Value and Cash Flow Hedging Relationships

Three months ended September 30, 2023

Three months ended September 30, 2022

Nine months ended September 30, 2023

Nine months ended September 30, 2022

Interest Income

Interest Expense

Interest Income

Interest Expense

Interest Income

Interest Expense

Interest Income

Interest Expense

Total amounts of income and expense line items presented in the consolidated statements of income in which the effects of fair value or cash flow hedges are recorded

$

(30

)

$

-

$

(8

)

$

(209

)

$

(534

)

$

-

$

414

$

(364

)

Gain or (loss) on fair value hedging relationships:

Interest rate contracts:

Hedged items

$

(9,189

)

$

-

$

(4,229

)

$

-

$

(9,920

)

$

-

$

(4,300

)

$

-

Derivatives designated as hedging instruments

$

9,097

$

-

$

4,229

$

-

$

9,842

$

-

$

4,300

$

-

Amount excluded from effectiveness testing recognized in earnings based on amortization approach

$

-

$

-

$

(206

)

$

-

$

-

$

-

$

(359

)

$

-

Gain or (loss) on cash flow hedging relationships:

Interest rate contracts:

Amount of gain or (loss) reclassified from accumulated other comprehensive income into income

$

(897

)

$

-

$

-

$

-

$

(1,940

)

$

-

$

-

$

-

Amount excluded from effectiveness testing recognized in earnings based on amortization approach

$

-

$

-

$

-

$

(209

)

$

-

$

-

$

-

$

(364

)