Derivatives (Tables) - Cash Flow Hedging [Member]

12 Months Ended

Dec. 31, 2018

Derivative Instruments and Hedging Activities Disclosures [Line Items]

Schedule Of Interest Rate Swaps

Notional amount	$150 million
Weighted average fixed pay rate	2.90%
Weighted average 3-month LIBOR receive rate	Currently 2.38%
Weighted average maturity	2.43 Years

Schedule Of Gains (Losses) Recorded In Accumulated Other Comprehensive Income And The Consolidated Statements Of Income

	Amount of				Amount of Loss
	Gain/(Loss)		Amount of Loss		Recognized in Other
	Recognized in OCI		Reclassified from OCI		Noninterest Income
(in thousands)	(Effective Portion)		to Interest Expense		(Ineffective Portion)
Interest rate contract:
Year ended December 31, 2018	$	(1,607)	$	477	$	—

Schedule Of Cash Flow Hedges Included In the Consolidated Balance Sheets

	Notional		Fair Value
(in thousands)	Amount		Asset		Liability
Included in other assets or other liabilities			$	—	$	1,130
Interest rate swap related to FHLB advances	$	150,000