Derivatives (Tables)

9 Months Ended

Sep. 30, 2018

Derivative Instruments And Hedging Activities Disclosure [Abstract]

Summary of Interest-Rate Swaps Designated as Cash Flow Hedges

Summary information about the interest-rate swaps designated as cash flow hedges was as follows (dollars in thousands):

	September 30, 2018			December 31, 2017
Notional amounts	$	20,000		$	20,000
Weighted average pay rates		3.54	%		3.54	%
Weighted average receive rates	3 monthLIBOR			3 month LIBOR
Weighted average maturity	4.7 years			5.5 years
Fair value	$	(462	)	$	(1,375	)
Amount of unrealized loss recognized in accumulated    other comprehensive income, net of tax	$	(341	)	$	(1,016	)

Summary of Customer Related Interest Rate Swaps

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

	September 30, 2018					December 31, 2017
	Notional		Estimated			Notional		Estimated
	amount		fair value			amount		fair value
Interest rate swap agreements:
Pay fixed/receive variable swaps	$	37,199	$	492		$	41,863	$	55
Pay variable/receive fixed swaps		37,199		(492	)		41,863		(55	)
Total	$	74,398	$	—		$	83,726	$	—