Derivatives (Tables)

12 Months Ended

Dec. 31, 2017

Derivative Instruments and Hedging Activities Disclosure [Abstract]

Derivatives Designated as Cash Flow Hedges

Information concerning the derivatives designated as a cash flow hedges at December 31, 2017 is presented in the following tables:

	December 31, 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	$	—	$	81	1.36	%	2.59	%	2.9
Pay fixed - receive floating interest rate swap	1	$	10,000	$	29	$	—	1.49	%	1.43	%	0.9

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:

	December 31, 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	$	3,224	$	96	$	—	1 month LIBOR plus 200 BP		3.90	%	9.8
Pay fixed - receive floating interest rate swap	1	1,615		—		22		1 month LIBOR plus 180 BP		4.09	%	7.0
Pay floating - receive fixed interest rate swap	1	3,224		—		96		3.90	%	1 month LIBOR plus 200 BP		9.8
Pay floating - receive fixed interest rate swap	1	1,615		22		—		4.09	%	1 month LIBOR plus 180 BP		7.0
Total derivatives not designated		$	9,886	$	44	$	44

Interest Rate Cap Agreement

The details of the interest rate cap agreement as of are summarized below:

December 31, 2017
(Dollars in thousands)
Notional Amount		Termination Date	3-Month LIBOR Strike Rate		Premium Paid		Unamortized Premium at December 31, 2015		Fair Value December 31, 2015		Cumulative Cash Flows Received
$	10,000	September 8, 2018	2.00	%	$	70	$	70	$	1	$	—