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Derivative Hedging Instruments (Tables)

3 Months Ended

Mar. 31, 2021

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 2021 and 2020 performance (in thousands, except percentages).

At March 31, 2021

INCREASE

AGGREGATE

WEIGHTED

(DECREASE)

NOTIONAL

AVERAGE RATE

REPRICING

IN INTEREST

HEDGE TYPE

AMOUNT

RECEIVED/(PAID)

FREQUENCY

EXPENSE

Swap assets

N/A

$

46,468

2.57

%

Monthly

$

(185)

Swap liabilities

N/A

(46,468)

(2.57)

Monthly

185

Net exposure

—

—

—

At March 31, 2020

INCREASE

AGGREGATE

WEIGHTED

(DECREASE)

NOTIONAL

AVERAGE RATE

REPRICING

IN INTEREST

HEDGE TYPE

AMOUNT

RECEIVED/(PAID)

FREQUENCY

EXPENSE

Swap assets

N/A

$

33,037

3.93

%

Monthly

$

(45)

Swap liabilities

N/A

(33,037)

(3.93)

Monthly

45

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=121590274&loc=SL5624171-113959

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