June 30, 2022

No. of Trans.

Notional Amount $

Balance Sheet Location

Fair Value $

Balance Sheet Location

Fair Value $

Derivatives designated as hedging instruments

Interest rate swap agreements

2

75,774

Other Assets

952

Other Liabilities

1,759

Total derivatives designated as hedging instruments

952

1,759

Derivatives not designated as hedging instruments

Interest rate swaps with commercial loan customers

24

147,754

Other Assets

1,817

Other Liabilities

1,817

Interest rate lock commitments and forward contracts

42

11,088

Other Assets

153

Other Liabilities

-

Other contracts

3

16,927

Other Assets

-

Other Liabilities

4

Total derivatives not designated as hedging instruments

1,970

1,821

December 31, 2021

No. of Trans.

Notional Amount $

Balance Sheet Location

Fair Value $

Balance Sheet Location

Fair Value $

Derivatives designated as hedging instruments

Interest rate swap agreements

2

75,774

Other Assets

808

Other Liabilities

4,102

Total derivatives designated as hedging instruments

808

4,102

Derivatives not designated as hedging instruments

Interest rate swaps with commercial loan customers

26

165,005

Other Assets

2,686

Other Liabilities

2,686

Interest rate lock commitments and forward contracts

87

34,414

Other Assets

508

Other Liabilities

-

Other contracts

3

17,173

Other Assets

-

Other Liabilities

21

Total derivatives not designated as hedging instruments

3,194

2,707