DERIVATIVE FINANCIAL INSTRUMENTS (Tables)

3 Months Ended

Mar. 31, 2020

Derivative Instruments And Hedging Activities Disclosure [Abstract]

Schedule of Interest Rates 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:

March 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		6.00	$	457
$	3,000		7.505	%	3 month LIBOR plus 3.35%	10/30/2012		2.58	$	287
$	15,000		0.668	%	3 month LIBOR	3/18/2020		2.97	$	113
$	15,000		0.790	%	3 month LIBOR	3/18/2020		4.97	$	224
$	10,000		0.530	%	3 month LIBOR	3/23/2020		2.98	$	31

December 31, 2019
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		6.25	$	314
$	3,000		7.505	%	3 month LIBOR plus 3.35%	10/30/2012		2.83	$	212