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Derivative Hedging Instruments (Tables)

9 Months Ended

Sep. 30, 2022

Derivative Hedging Instruments

Schedule of interest rate swap transactions

The following table summarizes the interest rate swap transactions that impacted the Company’s first nine months of 2022 and 2021 performance (in thousands, except percentages).

​

​

​

​

​

​

​

​

​

​

​

​

​

​

​

​

At September 30, 2022

​

​

​

​

​

​

​

​

​

​

​

INCREASE

​

​

​

​

AGGREGATE

​

WEIGHTED

​

​

​

(DECREASE)

​

​

​

​

NOTIONAL

​

AVERAGE RATE

​

REPRICING

​

IN INTEREST

​

​

HEDGE TYPE

​

AMOUNT

​

RECEIVED/(PAID)

​

FREQUENCY

​

EXPENSE

Swap assets

N/A

$

64,624

3.54

%

Monthly

$

(306)

Swap liabilities

N/A

​

(64,624)

(3.54)

Monthly

​

306

Net exposure

​

​

—

—

​

—

​

​

​

​

​

​

​

​

​

​

​

​

​

​

​

​

At September 30, 2021

​

​

​

​

​

​

​

​

​

​

​

INCREASE

​

​

​

​

AGGREGATE

​

WEIGHTED

​

​

​

(DECREASE)

​

​

​

​

NOTIONAL

​

AVERAGE RATE

​

REPRICING

​

IN INTEREST

​

​

HEDGE TYPE

​

AMOUNT

​

RECEIVED/(PAID)

​

FREQUENCY

​

EXPENSE

Swap assets

N/A

$

55,061

2.59

%

Monthly

$

(602)

Swap liabilities

N/A

​

(55,061)

(2.59)

Monthly

​

602

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 https://asc.fasb.org/extlink&oid=125515794&loc=SL5624171-113959

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