DERIVATIVES (Tables)

6 Months Ended

Jun. 30, 2020

DERIVATIVES [Abstract]

Fair Value Hedges

The following table reflects the fair value hedges included in the consolidated balance sheets:

	June 30, 2020				December 31, 2019
	Notional Amount		Fair Value		Notional Amount		Fair Value
Included in other liabilities:
Interest rate swaps related to fixed rate loans	$	10,401	$	1,078	$	10,557	$	351
Included in other assets:
Interest rate swaps related to fixed rate loans	$	—	$	—	$	—	$	—

The following table reflects the cash flow hedges included in the consolidated balance sheets:

	June 30, 2020				December 31, 2019
	Notional Amount		Fair Value		Notional Amount		Fair Value
Included in other liabilities:
Cash flow swaps related to state and municipal securities	$	123,760	$	2,103	$	—	$	—
Included in other assets:
Cash flow swaps related to state and municipal securities	$	—	$	—	$	—	$	—

Fair Value of Derivatives in Consolidated Balance Sheets

The following table reflects the amount and fair value of mortgage banking derivatives in the consolidated balance sheets:

	June 30, 2020				December 31, 2019
	Notional Amount		Fair Value		Notional Amount		Fair Value
Included in other assets:
Forward contracts related to mortgage loans held for sale	$	—	$	—	$	—	$	—
Interest rate lock commitments		186,175		4,275		52,875		814
Total included in other assets	$	186,175	$	4,275	$	52,875	$	814
Included in other liabilities:
Forward contracts related to mortgage loans held for sale	$	156,022	$	857	$	58,948	$	141
Interest rate lock commitments		—		—		—		—
Total included in other liabilities	$	156,022	$	857	$	58,948	$	141