Derivative Financial Instruments (Tables)

9 Months Ended

Sep. 30, 2016

DERIVATIVE FINANCIAL INSTRUMENTS

Summary of derivative instruments outstanding

	September 30, 2016
	Notional Amount		Fixed Rate	Floating Rate	Maturity	Fair Value
	(Dollars in thousands)
Non-hedging derivative instruments:
Customer interest rate swap:
receive fixed/pay floating	$	181,636	3.99% - 5.99%	LIBOR 1 month + 2.5% - 4.50%	Wtd. Avg. 3.4 years	$	3,692
Correspondent interest rate swap:
pay fixed/receive floating	$	181,636	3.99% - 5.99%	LIBOR 1 month + 2.5% - 4.50%	Wtd. Avg. 3.4 years	$	(3,909)

	December 31, 2015
	Notional Amount		Fixed Rate	Floating Rate	Maturity	Fair Value
	(Dollars in thousands)
Non-hedging derivative instruments:
Customer interest rate swap:
receive fixed/pay floating	$	115,459	3.99% - 5.99%	LIBOR 1 month + 2.5% - 4.50%	Wtd. Avg. 3.1 years	$	1,528
Correspondent interest rate swap:
pay fixed/receive floating	$	115,459	3.99% - 5.99%	LIBOR 1 month + 2.5% - 4.50%	Wtd. Avg. 3.1 years	$	(1,612)

Notional amounts and estimated fair values of non-hedging derivative instruments by classification

The notional amounts and estimated fair values of the non-hedging derivative instruments by classification as the dates set forth were as follows:

	September 30, 2016				December 31, 2015
	Notional Amount		Fair Value		Notional Amount		Fair Value
	(Dollars in thousands)
Included in other assets:
Commercial customer counterparty:
Interest rate swap	$	181,636	$	3,692	$	115,459	$	1,528
Financial institution counterparty:
Interest rate cap		16,605		1		16,929		25
Total included in other assets	$	198,241	$	3,693	$	132,388	$	1,553
Included in other liabilities:
Financial institution counterparty:
Interest rate swap	$	181,636	$	(3,909)	$	115,459	$	(1,612)
Commercial customer counterparty:
Interest rate cap		16,605		(1)		16,929		(25)
Total included in other liabilities	$	198,241	$	(3,910)	$	132,388	$	(1,637)