DERIVATIVES (Tables)

12 Months Ended

Dec. 31, 2021

Mortgage Banking [Member]

Derivative [Line Items]

Net Gains (Losses) Relating to Derivative Instruments

The net gains (losses) relating to free standing derivative instruments used for risk management are summarized below as of December 31:

	Location	2021			2020			2019
Forward contracts related to mortgage loans held for sale	Net gain (loss) on sales of loans	$	(3,473	)	$	(754	)	$	672
Interest rate lock commitments	Net gain (loss) on sales of loans	$	1,681		$	3,409		$	(249	)

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 as of December 31:

	2021				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		104,437		1,642		210,716		5,115
Total included in other assets	$	104,437	$	1,642	$	210,716	$	5,115
Included in other liabilities:
Forward contracts related to mortgage loans held for sale	$	93,120	$	106	$	203,669	$	1,787
Interest rate lock commitments		—		—		—		—
Total included in other liabilities	$	93,120	$	106	$	203,669	$	1,787

Fair Value Hedging [Member]

Derivative [Line Items]

Fair Value of Derivatives in Consolidated Balance Sheets

The following table reflects the fair value hedges included in the Consolidated Balance Sheets as of December 31:

	2021						2020
	Notional Amount			Fair Value			Notional Amount			Fair Value
Included in other liabilities:
Interest rate swaps related to fixed rate loans		$	9,775		$	429		$	10,178		$	927

Cash Flow Hedging [Member]

Derivative [Line Items]

Fair Value of Derivatives in Consolidated Balance Sheets

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

	2021				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	$	5,686	$	55,275	$	1,618

Interest Rate Contracts [Member] | Fair Value Hedging [Member]

Derivative [Line Items]

Net Gains (Losses) Relating to Derivative Instruments

The following table reflects the changes in fair value hedges included in the Consolidated Statements of Comprehensive Income as of December 31:

Interest Rate Contracts	Location	2021			2020			2019
Change in fair value on interest rate swaps hedging fixed rate loans	Interest income	$	498		$	(576	)	$	(520	)
Change in fair value on fixed rate loans - hedged item	Interest income	$	(512	)	$	580		$	511