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Derivative Financial Instruments (Tables)

9 Months Ended

Sep. 30, 2021

Derivative Financial Instruments

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

​

​	​	​	​	​	​	​	​	​	​	​	​
​	​	September 30, 2021
​		Notional			​			​
(Dollars in thousands)	​	Amount		​	Assets		​	Liabilities		​
Cash flow hedges:	​	​	​	​	​	​	​	​	​	​	​
Interest rate swap contracts	​	$	25,000	​	$	—	​	$	960	​	​
Not designated as hedges:	​		​	​		​	​		​	​	​
Customer-related interest rate swap contracts:	​		​	​		​	​		​	​	​
Matched interest rate swaps with borrower	​		83,819	​		4,794	​		167	​	​
Matched interest rate swaps with counterparty	​	​	83,819	​	​	167	​	​	4,794	​	​
Mortgage banking contracts:	​	​	​	​	​	​	​	​	​	​	​
IRLCs	​	​	148,144	​	​	2,875	​	​	—	​	​
Forward sales of TBA securities	​		16,500	​		45	​		—	​	​

​

​	​	​	​	​	​	​	​	​	​	​	​
​	​	December 31, 2020									​
​		Notional			​			​			​
(Dollars in thousands)	​	Amount		​	Assets		​	Liabilities		​	​
Cash flow hedges:	​	​	​	​	​	​	​	​	​	​	​
Interest rate swap contracts	​	$	25,000	​	$	—	​	$	1,882	​	​
Not designated as hedges:	​	​	​	​		​	​		​	​	​
Customer-related interest rate swap contracts:	​		​	​		​	​		​	​	​
Matched interest rate swaps with borrower	​		84,753	​		8,185	​		—	​	​
Matched interest rate swaps with counterparty	​	​	84,753	​	​	—	​	​	8,185	​	​
Mortgage banking contracts:	​	​	​	​	​	​	​	​	​	​	​
IRLCs	​	​	198,632	​	​	4,582	​	​	—	​	​
Forward sales of TBA securities	​	​	8,000	​		—	​		47	​	​

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- References

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- 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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