Derivatives (Tables)

9 Months Ended

Sep. 30, 2018

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):

September 30, 2018	Notional Amount		Average Maturity (Years)	Weighted Average Fixed Rate		Weighted Average Variable Rate	Fair  Value
Classified in Other Assets:
3rd Party interest rate swaps	$	203,267	9.2	4.26	%	1 Mo. LIBOR + 2.11%	$	10,575
Customer interest rate swaps	81,180		12.8	5.25	%	1 Mo. LIBOR + 2.14%	815
Interest rate swap (cash flow hedge)	30,000		2.8	1.10	%	3 Mo. LIBOR	1,524
Classified in Other Liabilities:
Customer interest rate swaps	$	203,267	9.2	4.26	%	1 Mo. LIBOR + 2.11%	$	(10,575	)
3rd Party interest rate swaps	81,180		12.8	5.25	%	1 Mo. LIBOR + 2.14%	(815		)

December 31, 2017	Notional  Amount		Average Maturity (Years)	Weighted  Average Fixed Rate		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		)