Derivative Financial Instruments (Tables)

3 Months Ended

Mar. 31, 2018

Derivative Financial Instruments

Derivative financial instruments summary

				March 31, 2018						March 31, 2017
	Balance Sheet	Notional		Estimated Fair Value				Notional		Estimated Fair Value
(Dollars in thousands)	Location	Amount		Gain		Loss		Amount		Gain		Loss
Cash flow hedges of interest rate risk:
Pay fixed rate swap with counterparty	Other Liabilities	$	8,000	$	—	$	162	$	8,000	$	—	$	426
Fair value hedge of interest rate risk:
Pay fixed rate swap with counterparty	Other Liabilities	$	2,824	$	—	$	21	$	—	$	—	$	—
Not designated hedges of interest rate risk:
Customer related interest rate contracts:
Matched interest rate swaps with borrowers	Other Assets and Other Liabilities	$	282,047	$	146	$	5,908	$	13,768	$	133	$	—
Matched interest rate swaps with counterparty	Other Assets and Other Liabilities	$	282,047	$	5,609	$	3	$	13,768	$	—	$	121
Not designated hedges of interest rate risk - mortgage banking activities:
Contracts used to hedge mortgage servicing rights	Other Assets	$	69,000	$	390	$	—	$	98,000	$	214	$	—
Forward sales commitments used to hedge mortgage pipeline	Other Assets	$	98,860	$	1,275	$	—	$	114,079		1,679	$	—
Total derivatives		$	742,778	$	7,420	$	6,094	$	247,615	$	2,026	$	547

Schedule of notional value of forward sale commitments and the fair value of those obligations along with the fair value of the mortgage pipeline

(Dollars in thousands)	March 31, 2018		December 31, 2017		March 31, 2017
Mortgage loan pipeline	$	92,647	$	71,477	$	117,666
Expected closures		69,485		53,608		88,250
Fair value of mortgage loan pipeline commitments		1,190		920		2,066
Forward sales commitments		98,860		89,317		114,079
Fair value of forward commitments		85		19		(387)