Derivatives (Tables)

3 Months Ended

Mar. 31, 2019

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):

	March 31, 2019			December 31, 2018
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	4.2 years			4.5 years
Fair value	$	(1,042	)	$	(836	)
Amount of unrealized loss recognized in accumulated    other comprehensive income, net of tax	$	(770	)	$	(617	)

Summary of Customer Related Interest Rate Swaps

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

	March 31, 2019					December 31, 2018
	Notional		Estimated			Notional		Estimated
	amount		fair value			amount		fair value
Interest rate swap agreements:
Pay fixed/receive variable swaps	$	28,359	$	(250	)	$	29,126	$	24
Pay variable/receive fixed swaps		28,359		250			29,126		(24	)
Total	$	56,718	$	—		$	58,252	$	—