Derivative Financial Instruments (Tables)

12 Months Ended

Dec. 31, 2019

Schedule of key elements of derivative instruments other than forward sales of mortgage loans


	December 31, 2019
	Notional
(Dollars in thousands)	Amount		Assets		Liabilities
Cash flow hedges:
Interest rate swap contracts	$	25,000	$	—	$	145
Not designated as hedges:
Customer-related interest rate swap contracts:
Matched interest rate swaps with borrower		74,266		2,454		8
Matched interest rate swaps with counterparty		74,266		8		2,454
Mortgage banking contracts:
IRLCs		75,073		1,083		—
Forward sales of TBA securities		24,000		—		25


	December 31, 2018
	Notional
(Dollars in thousands)	Amount		Assets		Liabilities
Cash flow hedges:
Interest rate swap contracts	$	25,000	$	289	$	—
Not designated as hedges:
Customer-related interest rate swap contracts:
Matched interest rate swaps with borrower		45,961		216		1,391
Matched interest rate swaps with counterparty		45,961		1,391		216
Mortgage banking contracts:
IRLCs		44,324		636		—

- Definition

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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+ Details