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Derivative Financial Instruments (Tables)
3 Months Ended
Mar. 31, 2020
Derivative Financial Instruments  
Summary of the notional amounts and fair values of derivative financial instruments

 

 

 

 

 

 

 

 

 

 

 

 

 

 

March 31, 2020

 

December 31, 2019

(dollars in thousands)

Balance Sheet Line Item

 

Notional
Amount

    

Asset
(Liability)
Fair Value

    

Notional
Amount

    

Asset
(Liability)
Fair Value

Interest Rate Lock Commitments

 

 

 

 

 

 

 

 

 

 

Positive fair values

Other assets

 

$

240,696

 

4,021

 

47,660

 

504

Negative fair values

Other liabilities

 

 

39,590

 

(332)

 

22,663

 

(157)

Total

 

 

 

280,286

 

3,689

 

70,323

 

347

 

 

 

 

 

 

 

 

 

 

 

Forward Commitments

 

 

 

 

 

 

 

 

 

 

Positive fair values

Other assets

 

 

 —

 

 —

 

4,500

 

 6

Negative fair values

Other liabilities

 

 

108,500

 

(2,424)

 

58,250

 

(119)

Total

 

 

 

108,500

 

(2,424)

 

62,750

 

(113)

 

 

 

 

 

 

 

 

 

 

 

Customer Derivatives - Interest Rate Swaps

 

 

 

 

 

 

 

 

 

 

Positive fair values

Other assets

 

 

6,323

 

1,057

 

3,271

 

382

Negative fair values

Other liabilities

 

 

6,323

 

(1,183)

 

3,271

 

(431)

Total

 

 

 

12,646

 

(126)

 

6,542

 

(49)

Total derivative financial instruments

 

 

$

401,432

 

1,139

 

139,615

 

185

 

Summary of the fair value gains and losses on derivative financial instruments

 

 

 

 

 

 

 

Three Months Ended March 31, 

(dollars in thousands)

    

2020

    

2019

Interest Rate Lock Commitments

$

3,342

 

19

Forward Commitments

 

(2,311)

 

 8

Customer Derivatives - Interest Rate Swaps

 

(77)

 

(11)

Net fair value gains (losses) on derivative financial instruments

$

954

 

16