DERIVATIVES (Tables)

12 Months Ended

Dec. 31, 2018

DERIVATIVES

Schedule of information about the interest rate swap designated as a cash flow hedge

	December 31,
(Dollars in thousands)	2018			2017
Notional amounts	$	240,000		$	290,000
Weighted average pay rates		1.84	%		1.78	%
Weighted average receive rates		2.77	%		1.61	%
Weighted average maturity		2.03	years		2.64	years

Schedule of the net gains (losses) recorded, net of income tax, in accumulated other comprehensive income and the Consolidated Statements of Income relating to the cash flow derivative instruments

					Amount of loss
	Amount of gain (loss)		Amount of gain (loss)		recognized in other
(In thousands)	recognized in OCI		reclassified from OCI		non-interest income
Interest rate contracts	(Effective Portion)		to interest expense		(Ineffective Portion)
Year ended December 31, 2018	$	2,493	$	1,068	$	—
Year ended December 31, 2017		463		(1,419)		—
Year ended December 31, 2016		1,191		(944)		—

Schedule of cash flow hedge included in the Consolidated Balance Sheets

	December 31,
	2018						2017
			Fair		Fair				Fair		Fair
(In thousands)	Notional		Value		Value		Notional		Value		Value
Included in other assets/(liabilities):	Amount		Asset		Liability		Amount		Asset		Liability
Interest rate swaps related to FHLB advances	$	240,000	$	4,239	$	(4)	$	290,000	$	3,133	$	(410)

Schedule of information about interest rate swaps

	December 31,
(Dollars in thousands)	2018			2017
Notional amounts	$	193,401		$	147,967
Weighted average pay rates		4.52	%		3.96	%
Weighted average receive rates		4.52	%		3.96	%
Weighted average maturity		12.25	years		12.37	years
Fair value of combined interest rate swaps	$	—		$	—