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DERIVATIVE HEDGING INSTRUMENTS (Tables)

12 Months Ended

Dec. 31, 2019

DERIVATIVE HEDGING INSTRUMENTS

Schedule of interest rate swap transactions

The following table summarizes the interest rate swap transactions that impacted the Company’s 2019 and 2018 performance (in thousands, except percentages).

DECEMBER 31, 2019

INCREASE

AGGREGATE

WEIGHTED

(DECREASE)

NOTIONAL

AVERAGE RATE

REPRICING

IN INTEREST

HEDGE TYPE

AMOUNT

RECEIVED/(PAID)

FREQUENCY

EXPENSE

Swap assets

Fair Value

$

31,668

4.44

%

Monthly

$

(18)

Swap liabilities

Fair Value

(31,668)

(4.44)

Monthly

18

Net exposure

—

—

—

DECEMBER 31, 2018

INCREASE

AGGREGATE

WEIGHTED

(DECREASE)

NOTIONAL

AVERAGE RATE

REPRICING

IN INTEREST

HEDGE TYPE

AMOUNT

RECEIVED/(PAID)

FREQUENCY

EXPENSE

Swap assets

Fair Value

$

19,825

4.31

%

Monthly

$

(41)

Swap liabilities

Fair Value

(19,825)

(4.31)

Monthly

41

Net exposure

—

—

—

X

- References

No definition available.

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- Definition

Tabular disclosure of interest rate derivatives, including, but not limited to, the fair value of the derivatives, statement of financial position location, and statement of financial performance location of these instruments.

+ References

Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 815
-SubTopic 10
-Section 50
-Paragraph 4C
-URI http://asc.fasb.org/extlink&oid=109980867&loc=SL5624171-113959

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