DERIVATIVE FINANCIAL INSTRUMENTS (Tables)

6 Months Ended

Jun. 30, 2021

Derivative Instruments and Hedging Activities Disclosure [Abstract]

Schedule of Information Pertaining to Outstanding Interest Rate Swap Agreements

The information pertaining to outstanding interest rate swap agreements used to hedge floating rate debentures and FHLB advances was as follows as of:

June 30, 2021
Notional         Amount		Pay     Rate			Receive       Rate	Effective     Date	Maturity     in Years		Unrealized     Losses
$	2,000		5.979	%	3 month LIBOR plus 1.67%	10/1/2016		4.75	$	324
$	3,000		7.505	%	3 month LIBOR plus 3.35%	10/30/2012		1.33	$	160
$	15,000		0.668	%	3 month LIBOR	3/18/2020		1.72	$	105
$	15,000		0.790	%	3 month LIBOR	3/18/2020		3.72	$	45
$	10,000		0.530	%	3 month LIBOR	3/23/2020		1.73	$	45

December 31, 2020
Notional         Amount		Pay     Rate			Receive       Rate	Effective Date	Maturity     in Years		Unrealized     Losses
$	2,000		5.979	%	3 month LIBOR plus 1.67%	10/1/2016		5.25	$	408
$	3,000		7.505	%	3 month LIBOR plus 3.35%	10/30/2012		1.83	$	221
$	15,000		0.668	%	3 month LIBOR	3/18/2020		2.22	$	159
$	15,000		0.790	%	3 month LIBOR	3/18/2020		4.22	$	288
$	10,000		0.530	%	3 month LIBOR	3/23/2020		2.23	$	75