Derivatives (Tables)

9 Months Ended

Sep. 30, 2017

Derivative Instruments and Hedging Activities Disclosure [Abstract]

Derivatives Designated as Cash Flow Hedges

Information concerning the derivatives designated as cash flow hedges at September 30, 2017 is presented in the following table:

	September 30, 2017
	Positions (#)	Notional Amount (in thousands)		Asset (in thousands)		Liability (in thousands)		Receive Rate		Pay Rate		Life (Years)
Pay fixed - receive floating interest rate swap	1	$	5,155	$	—	$	121	1.36	%	2.59	%	3.1
Pay fixed - receive floating interest rate swap	1	$	10,000	$	6	$	—	1.24	%	1.43	%	1.2

Two-way Client Interest Rate Swaps not Designated as either Fair Value or Cash Flow Hedges

Information concerning two-way client interest rate swaps not designated as either fair value or cash flow hedges is presented in the following table:

	September 30, 2017
	Positions (#)	Notional Amount (in thousands)		Asset (in thousands)		Liability (in thousands)		Receive Rate		Pay Rate		Life (Years)
Pay fixed - receive floating interest rate swap	1	$	3,313	$	15	$	—	1 month LIBOR plus 200 BP		3.90	%	10.2
Pay fixed - receive floating interest rate swap	1	1,630		—		29		1 month LIBOR plus 180 BP		4.09	%	7.2
Pay floating - receive fixed interest rate swap	1	3,313		—		15		3.90	%	1 month LIBOR plus 200 BP		10.2
Pay floating - receive fixed interest rate swap	1	1,630		29		—		4.09	%	1 month LIBOR plus 180 BP		7.2
Total derivatives not designated		$	9,886	$	44	$	44

Interest Rate Cap Agreement

The details of the interest rate cap agreement as of September 30, 2017 are summarized below:

September 30, 2017
(Dollars in thousands)
Notional Amount		Termination Date	3-Month LIBOR Strike Rate		Premium Paid		Unamortized Premium at September 30, 2017		Fair Value September 30, 2017		Cumulative Cash Flows Received
$	10,000	September 8, 2018	2.00	%	$	70	$	70	$	1	$	—