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Derivative Hedging Instruments (Tables)

6 Months Ended

Jun. 30, 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 six months of 2021 and 2020 performance (in thousands, except percentages).

​

​

​

​

​

​

​

​

​

​

​

​

​

​

​

​

At June 30, 2021

​

​

​

​

​

​

​

​

​

​

​

INCREASE

​

​

​

​

AGGREGATE

​

WEIGHTED

​

​

​

(DECREASE)

​

​

​

​

NOTIONAL

​

AVERAGE RATE

​

REPRICING

​

IN INTEREST

​

​

HEDGE TYPE

​

AMOUNT

​

RECEIVED/(PAID)

​

FREQUENCY

​

EXPENSE

Swap assets

N/A

$

54,551

2.59

%

Monthly

$

(380)

Swap liabilities

N/A

​

(54,551)

(2.59)

Monthly

​

380

Net exposure

​

​

—

—

​

—

​

​

​

​

​

​

​

​

​

​

​

​

​

​

​

​

At June 30, 2020

​

​

​

​

​

​

​

​

​

​

​

INCREASE

​

​

​

​

AGGREGATE

​

WEIGHTED

​

​

​

(DECREASE)

​

​

​

​

NOTIONAL

​

AVERAGE RATE

​

REPRICING

​

IN INTEREST

​

​

HEDGE TYPE

​

AMOUNT

​

RECEIVED/(PAID)

​

FREQUENCY

​

EXPENSE

Swap assets

N/A

$

32,866

3.37

%

Monthly

$

(179)

Swap liabilities

N/A

​

(32,866)

(3.37)

Monthly

​

179

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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