Derivative Financial Instruments (Tables)

9 Months Ended

Sep. 30, 2018

Derivative Financial Instruments

Derivative financial instruments summary

				September 30, 2018						September 30, 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	$	—	$	82	$	8,000	$	—	$	329
Fair value hedge of interest rate risk:
Pay fixed rate swap with counterparty	Other Assets	$	2,824	$	33	$	—	$	—	$	—	$	—
Not designated hedges of interest rate risk:
Customer related interest rate contracts:
Matched interest rate swaps with borrowers	Other Assets and Other Liabilities	$	342,166	$	193	$	9,460	$	13,490	$	200	$	—
Matched interest rate swaps with counterparty	Other Assets and Other Liabilities	$	342,166	$	9,042	$	—	$	13,490	$	—	$	197
Not designated hedges of interest rate risk - mortgage banking activities:
Contracts used to hedge mortgage servicing rights	Other Assets	$	63,500	$	—	$	493	$	108,500	$	—	$	775
Forward sales commitments used to hedge mortgage pipeline	Other Assets	$	83,068	$	747	$	—	$	89,593		1,292	$	—
Total derivatives		$	841,724	$	10,015	$	10,035	$	233,073	$	1,492	$	1,301

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)	September 30, 2018		December 31, 2017		September 30, 2017
Mortgage loan pipeline	$	74,898	$	71,477	$	90,452
Expected closures		56,174		53,608		67,839
Fair value of mortgage loan pipeline commitments		392		920		941
Forward sales commitments		83,068		89,317		89,593
Fair value of forward commitments		355		19		(3)