XML 62 R44.htm IDEA: XBRL DOCUMENT v3.8.0.1
Derivatives (Tables)
12 Months Ended
Dec. 31, 2017
Derivative Instruments and Hedging Activities Disclosure [Abstract]  
Summary Information Regarding Derivatives
The following table presents summary information regarding these derivatives for the periods presented (dollars in thousands):
December 31, 2017
 
Notional Amount
 
Average
Maturity (Years)
 
Weighted Average
Rate Fixed
 
Weighted Average
Variable Rate
 
Fair Value
Classified in Other Assets:
 
 
 
 
 
 
 
 
 
 
  3rd Party interest rate swaps
 
$
110,076

 
8.8
 
3.87
%
 
1 Mo. LIBOR + 2.11%
 
$
3,634

  Customer interest rate swaps
 
82,760

 
11.5
 
4.74
%
 
1 Mo. LIBOR + 2.21%
 
1,831

  Interest rate swap (cash flow hedge)
 
30,000

 
3.5
 
1.10
%
 
3 Mo. LIBOR
 
1,090

Classified in Other Liabilities:
 
 
 
 
 
 
 
 
 
 
  Customer interest rate swaps
 
$
110,076

 
8.8
 
3.87
%
 
1 Mo. LIBOR + 2.11%
 
$
(3,634
)
  3rd party interest rate swaps
 
82,760

 
11.5
 
4.74
%
 
1 Mo. LIBOR + 2.21%
 
(1,831
)
December 31, 2016
 
Notional Amount
 
Average
Maturity (Years)
 
Weighted Average
Rate Fixed
 
Weighted Average
Variable Rate
 
Fair Value
Customer interest rate swaps
 
$
129,252

 
10.9
 
4.03
%
 
1 Mo. LIBOR + 2.10%
 
$
(2,345
)
3rd party interest rate swaps
 
(129,252
)
 
10.9
 
4.03
%
 
1 Mo. LIBOR + 2.10%
 
2,345

Interest rate swap (cash flow hedge)
 
30,000

 
4.5
 
1.10
%
 
3 Mo. LIBOR
 
1,033