Derivatives (Tables) - Cash Flow Hedging [Member]

6 Months Ended

Jun. 30, 2022

Derivative Instruments and Hedging Activities Disclosures [Line Items]

Schedule Of Interest Rate Swaps

	June 30, 2022	December 31, 2021
Notional amount	—	$50 million
Weighted average fixed pay rate	—	2.62%
Weighted average 3-month LIBOR receive rate	—	0.13%
Weighted average maturity	—	2.05 Years

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

	Six Months Ended				Three Months Ended
	June 30,				June 30,
(in thousands)	2022		2021		2022		2021
Interest rate contracts:
Amount of gain (loss) recognized in OCI (effective portion)	$	1,324	$	267	$	76	$	(33)
Amount of loss reclassified from OCI to interest expense		426		2,233		127		919
Amount of loss recognized in other noninterest income (ineffective portion)		—		—		—		—

Schedule Of Cash Flow Hedges Included In The Consolidated Balance Sheets

	June 30, 2022						December 31, 2021
	Notional		Fair Value					Notional	Fair Value
(in thousands)	Amount		Asset		Liability			Amount	Asset		Liability
Included in other liabilities			$	—	$	—			$	—	$	1,750
Interest rate swap hedging FHLB advances	$	—					$	50,000