DERIVATIVES (Tables)

6 Months Ended

Jun. 30, 2021

DERIVATIVES [Abstract]

Fair Value Hedges

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

	June 30, 2021				December 31, 2020
	Notional Amount		Fair Value		Notional Amount		Fair Value
Included in other liabilities:
Interest rate swaps related to fixed rate loans	$	10,011	$	644	$	10,178	$	927
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, 2021				December 31, 2020
	Notional Amount		Fair Value		Notional Amount		Fair Value
Included in other liabilities:
Cash flow swaps related to state and municipal securities	$	—	$	—	$	68,485	$	1,643
Included in other assets:
Cash flow swaps related to state and municipal securities	$	123,760	$	4,084	$	55,275	$	1,618

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, 2021				December 31, 2020
	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		161,493		2,967		210,716		5,115
Total included in other assets	$	161,493	$	2,967	$	210,716	$	5,115
Included in other liabilities:
Forward contracts related to mortgage loans held for sale	$	149,144	$	646	$	203,669	$	1,787
Interest rate lock commitments		—		—		—		—
Total included in other liabilities	$	149,144	$	646	$	203,669	$	1,787