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DERIVATIVES (Tables)
9 Months Ended
Sep. 30, 2025
Mortgage Banking [Member]  
DERIVATIVES [Abstract]  
Net Gains (Losses) Relating to Derivative Instruments
The net gains (losses) relating to free standing derivative instruments used for risk management are summarized below for the periods indicated (dollars in thousands):

        
Three Months Ended
 
        
September 30,
 

  Location  
2025
   
2024
 
Gain (loss) on mortgage banking derivatives
 
Net gain on sales of loans
 
$
(42
)
 
$
(25
)

        
Nine Months Ended
 
        
September 30,
 

  Location  
2025
   
2024
 
Gain (loss) on mortgage banking derivatives
 
Net gain on sales of loans
 
$
(5
)
 
$
219
 
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 at the dates indicated (dollars in thousands):

   
September 30, 2025
   
December 31, 2024
 
   
Notional
Amount
   
Fair
Value
   
Notional
Amount
   
Fair
Value
 
Included in other assets:
                       
Forward contracts related to mortgage loans held for sale
 
$
16,375
   
$
13
   
$
16,000
   
$
76
 
Interest rate lock commitments
   
25,639
     
343
     
12,937
     
222
 
                                 
Included in other liabilities:
                               
Forward contracts related to mortgage loans held for sale
 
$
8,620
   
$
75
   
$
1,277
   
$
12
 
Fair Value Hedging [Member]  
DERIVATIVES [Abstract]  
Fair Value of Derivatives in Consolidated Balance Sheets
The following table reflects the fair value hedges included in the Consolidated Balance Sheets at the dates indicated (dollars in thousands):

   
September 30, 2025
   
December 31, 2024
 
   
Notional
Amount
   
Fair
Value
   
Notional
Amount
   
Fair
Value
 
Included in other liabilities:
                       
Interest rate swaps related to fixed rate loans
 
$
   
$
   
$
   
$
 
Interest rate swaps related to state and municipal securities
   
     
     
     
 
Included in other assets:
                               
Interest rate swaps related to fixed rate loans
 
$
8,043
   
$
60
   
$
11,803
   
$
205
 
Interest rate swaps related to state and municipal securities
   
117,860
     
10,479
     
123,760
     
15,495
 
Fair Value Hedging [Member] | Interest Rate Contracts [Member]  
DERIVATIVES [Abstract]  
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 for the periods indicated (dollars in thousands):

        
Three Months Ended
 
        
September 30,
 
Interest Rate Contracts
 
Location
 
2025
   
2024
 
Change in fair value of interest rate swaps hedging investment securities
 
Other noninterest expense
 
$
(912
)
 
$
(4,409
)
Change in fair value of hedged investment securities
 
Other noninterest expense
   
878
     
4,196
 
Change in fair value of interest rate swaps hedging fixed rate loans
 
 
Interest income - loans
   
(43
)
   
(179
)
Change in fair value of hedged fixed rate loans
 
Interest income - loans
   
23
     
168
 

        
Nine Months Ended
 
        
September 30,
 
Interest Rate Contracts
 
Location
 
2025
   
2024
 
Change in fair value of interest rate swaps hedging investment securities
 
Other noninterest expense
 
$
(5,016
)
 
$
(3,545
)
Change in fair value of hedged investment securities
 
Other noninterest expense
   
4,703
     
3,274
 
Change in fair value of interest rate swaps hedging fixed rate loans
 
 
Interest income - loans
   
(145
)
   
26
 
Change in fair value of hedged fixed rate loans
 
Interest income - loans
   
150
     
52