DERIVATIVES (Tables)

6 Months Ended

Jun. 30, 2020

DERIVATIVES.

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

(Dollars in thousands)	June 30, 2020			December 31, 2019
Notional amounts	$	405,000		$	290,000
Weighted average pay rates		1.48	%		1.84	%
Weighted average receive rates		0.63	%		1.94	%
Weighted average maturity		3.09	years		2.91	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 gain (loss)		Amount of gain
					reclassified from		reclassified from
	Amount of (loss) gain		Amount of (loss) gain		Accumulated OCI		Accumulated OCI
(In thousands)	recognized in OCI		recognized in OCI		into income		into income
Interest rate contracts	included component		excluded component		included component		excluded component
Three months ended June 30, 2020	$	(1,563)	$	—	$	(176)	$	—
Six months ended June 30, 2020	$	(11,073)	$	—	$	(66)	$	—
Three months ended June 30, 2019	$	(3,106)	$	—	$	466	$	—
Six months ended June 30, 2019	$	(4,703)	$	—	$	1,022	$	—

Schedule of cash flow hedge included in the Consolidated Balance Sheets

	June 30, 2020						December 31, 2019
			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	$	340,000	$	—	$	(11,499)	$	240,000	$	1,233	$	(978)
Forward starting interest rate swaps related to FHLB advances		65,000		—		(747)		50,000		—		(1,427)

Schedule of information about interest rate swaps

(Dollars in thousands)	June 30, 2020			December 31, 2019
Notional amounts	$	1,025,029		$	823,894
Weighted average pay rates		2.94	%		3.75	%
Weighted average receive rates		2.94	%		3.75	%
Weighted average maturity		10.27	years		10.77	years
Fair value of combined interest rate swaps	$	—		$	—