Derivatives (Tables) - Cash Flow Hedging [Member]

3 Months Ended

Mar. 31, 2022

Derivative Instruments and Hedging Activities Disclosures [Line Items]

Schedule Of Interest Rate Swaps

	March 31, 2022	December 31, 2021
Notional amount	$50 million	$50 million
Weighted average fixed pay rate	2.62%	2.62%
Weighted average 3-month LIBOR receive rate	0.23%	0.13%
Weighted average maturity	1.80 Years	2.05 Years

Schedule Of Losses Recorded In The Consolidated Statements Of Income And The Consolidated Statements Of Comprehensive Income

	Three Months Ended
	March 31,
(in thousands)	2022		2021
Interest rate contracts:
Amount of gain recognized in OCI (effective portion)	$	1,248	$	300
Amount of loss reclassified from OCI to interest expense		299		1,314
Amount of loss recognized in other noninterest income (ineffective portion)		—		—

Schedule Of Cash Flow Hedges Included In The Consolidated Balance Sheets

	March 31, 2022						December 31, 2021
	Notional		Fair Value					Notional	Fair Value
(in thousands)	Amount		Asset		Liability			Amount	Asset		Liability
Included in other liabilities			$	—	$	203			$	—	$	1,750
Interest rate swap hedging FHLB advances	$	50,000					$	50,000