Derivatives (Tables)

6 Months Ended

Jun. 30, 2022

Derivative Instruments and Hedging Activities Disclosure [Abstract]

Summary of Customer Related Interest Rate Swaps

A summary of the Company’s customer related interest rate swaps was as follows (in thousands):

	June 30, 2022					December 31, 2021
	Notional		Estimated			Notional		Estimated
	amount		fair value			amount		fair value
Interest rate swap agreements:
Pay fixed/receive variable swaps	$	37,038	$	1,477		$	54,055	$	(1,594	)
Pay variable/receive fixed swaps		37,038		(1,477	)		54,055		1,594
Total	$	74,076	$	—		$	108,110	$	—

Summary of Net (Losses) Gains Relating to Mortgage Banking Derivative Instruments Included in Mortgage Banking Income

The net (losses) gains relating to mortgage banking derivative instruments included in mortgage banking income were as follows (in thousands):

	Three Months Ended			Six Months Ended
	June 30, 2022			June 30, 2022
Mortgage loan interest rate lock commitments	$	401		$	(70	)
Mortgage-backed securities forward sales commitments		(409	)		6
Total	$	(8	)	$	(64	)

Summary of Amount and Fair Value of Mortgage Banking Derivative Instruments Included in Consolidated Balance Sheets

The amount and fair value of mortgage banking derivatives included in the consolidated balance sheets were as follows (in thousands):

	June 30, 2022					December 31, 2021
	Notional		Estimated			Notional		Estimated
	amount		fair value			amount		fair value
Included in other assets:
Mortgage loan interest rate lock commitments	$	59,522	$	626		$	50,281	$	696
Included in other liabilities:
Mortgage-backed securities forward sales commitments	$	43,500	$	(154	)	$	43,000	$	(160	)