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Derivative Hedging Instruments (Tables)

3 Months Ended

Mar. 31, 2020

Derivative Hedging Instruments

Schedule of interest rate swap transactions

The following table summarizes the interest rate swap transactions that impacted the Company’s first three months of 2020 and 2019 performance (in thousands, except percentages).

At March 31, 2020

INCREASE

AGGREGATE

WEIGHTED

(DECREASE)

HEDGE

NOTIONAL

AVERAGE RATE

REPRICING

IN INTEREST

TYPE

AMOUNT

RECEIVED/(PAID)

FREQUENCY

EXPENSE

SWAP ASSETS

FAIR VALUE

$

33,037

3.93

%

MONTHLY

$

(45)

SWAP LIABILITIES

FAIR VALUE

(33,037)

(3.93)

MONTHLY

45

NET EXPOSURE

—

—

—

At March 31, 2019

INCREASE

AGGREGATE

WEIGHTED

(DECREASE)

HEDGE

NOTIONAL

AVERAGE RATE

REPRICING

IN INTEREST

TYPE

AMOUNT

RECEIVED/(PAID)

FREQUENCY

EXPENSE

SWAP ASSETS

FAIR VALUE

$

21,745

4.79

%

MONTHLY

$

9

SWAP LIABILITIES

FAIR VALUE

(21,745)

(4.79)

MONTHLY

(9)

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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