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Derivative Instruments (Tables)
6 Months Ended
Jun. 30, 2019
Derivative Instruments [Abstract]  
Summary Of Derivative Instruments



 

 

 

 

 



 

 

 

 

 



June 30, 2019

 

December 31, 2018



(unaudited)

 

 

 

Notional amount

$

665 

 

$

1,359 

Weighted average pay rate on interest-rate swaps

 

2.74% 

 

 

3.12% 

Weighted average receive rate on interest-rate swaps

 

2.38% 

 

 

2.49% 

Weighted average maturity (years)

 

1.3 

 

 

2.0 

Fair value of interest-rate swaps

$

(8)

 

$

(17)

Fair value of yield maintenance provisions

 

 

 

17 



Schedule Of Mortgage Banking Derivatives



 

 

 

 

 

 

 

 

 

 

 



June 30, 2019 (unaudited)

 

December 31, 2018



Notional Amount

 

Fair Value

 

Notional Amount

 

Fair Value

Assets:

 

 

 

 

 

 

 

 

 

 

 

Interest rate commitments

$

242,571 

 

$

2,480 

 

$

55,220 

 

$

721 

TBA mortgage-back securities

 

144,250 

 

 

(645)

 

 

33,250 

 

 

(342)



Schedule Of Revenue Recognized On Mortgage Activities



 

 

 

 

 

 

 

 

 

 

 



Three months ended

 

Six months ended



June 30,

 

June 30,



2019

 

2018

 

2019

 

2018

Gain on loans sold

$

1,884 

 

$

276 

 

$

3,116 

 

$

290 

Gain (loss) from change in fair value of loans held-for-sale

 

516 

 

 

216 

 

 

776 

 

 

274 

Gain (loss) from change in fair value of derivatives

 

(49)

 

 

17 

 

 

(90)

 

 

253 



$

2,351 

 

$

509 

 

$

3,802 

 

$

817