XML 79 R56.htm IDEA: XBRL DOCUMENT v3.19.1
Derivative Hedging Instruments (Tables)
12 Months Ended
Dec. 31, 2018
Derivative Instruments And Hedging Activities Disclosure [Abstract]  
Summary of Interest Rate Swap Transactions

The following table summarizes the Company’s interest rate swap positions and the impact of a 1 basis point change in interest rates as of December 31, 2018.

 

 

 

Notional

Amount

 

 

Weighted

Average Rate

Received/

(Paid)

 

 

Impact of a

1 basis

point change

in interest rates

 

 

Repricing

Frequency

Derivative Assets

 

$

120,131

 

 

 

5.19

%

 

$

72

 

 

Monthly

Derivative Liabilities

 

 

(120,131

)

 

 

-5.19

%

 

 

(72

)

 

Monthly

Net Exposure

 

$

 

 

 

 

 

 

$

 

 

 

The following table summarizes the Company’s interest rate swap positions and the impact of a 1 basis point change in interest rates as of December 31, 2017.

 

 

 

Notional

Amount

 

 

Weighted

Average Rate

Received/

(Paid)

 

 

Impact of a

1 basis

point change

in interest rates

 

 

Repricing

Frequency

Derivative Assets

 

$

66,227

 

 

 

5.08

%

 

$

36

 

 

Monthly

Derivative Liabilities

 

 

(66,227

)

 

 

-5.08

%

 

 

(36

)

 

Monthly

Net Exposure

 

$

 

 

 

 

 

 

$