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DERIVATIVES (Tables)
3 Months Ended
Mar. 31, 2017
DERIVATIVES  
Schedule of fair value hedges

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

March 31, 2017

 

December 31, 2016

 

 

 

Notional

 

 

 

 

Notional

 

 

 

 

 

    

Amount

    

Fair Value

    

Amount

    

Fair Value

 

Included in Other Assets:

 

 

 

 

 

 

 

 

 

 

 

 

 

Interest Rate Swaps at Fair Value

 

$

167,585

 

$

3,457

 

$

143,300

 

$

3,003

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Included in Other Liabilities:

 

 

 

 

 

 

 

 

 

 

 

 

 

Interest Rate Swaps at Fair Value

 

$

167,585

 

$

3,457

 

$

143,300

 

$

3,003

 

 

Summary of the effect of derivative instruments on the Consolidated Statement of Income

 

 

 

 

 

 

 

 

 

 

 

 

Three Months Ended

 

 

 

March 31,

 

 

    

2017

    

2016

 

Interest Rate Swaps - Fee Income

 

 

 

 

 

 

 

Included in Other Income / (Expense)

 

$

335

 

$

81