Derivatives (Tables)

9 Months Ended

Sep. 30, 2019

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, 2019	Notional Amount		Average Maturity (Years)	Weighted Average Fixed Rate		Weighted Average Variable Rate	Fair  Value
Classified in Other Assets:
3rd Party interest rate swaps	$	6,468	4.0	3.78	%	1 Mo. LIBOR + 2.50%	$	26
Customer interest rate swaps	424,321		9.8	4.36	%	1 Mo. LIBOR + 1.96%	34,404
Interest rate swap (cash flow hedge)	30,000		1.8	1.10	%	3 Mo. LIBOR	292
Classified in Other Liabilities:
Customer interest rate swaps	$	6,468	4.0	3.78	%	1 Mo. LIBOR + 2.50%	$	(26	)
3rd Party interest rate swaps	424,321		9.8	4.36	%	1 Mo. LIBOR + 1.96%	(34,404		)

December 31, 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	$	153,909	8.3	4.10	%	1 Mo. LIBOR + 2.13%	$	5,329
Customer interest rate swaps	164,427		12.0	5.04	%	1 Mo. LIBOR + 2.05%	5,707
Interest rate swap (cash flow hedge)	30,000		2.5	1.10	%	3 Mo. LIBOR	1,099
Classified in Other Liabilities:
Customer interest rate swaps	$	153,909	8.3	4.10	%	1 Mo. LIBOR + 2.13%	$	(5,329	)
3rd party interest rate swaps	164,427		12.0	5.04	%	1 Mo. LIBOR + 2.05%	(5,707		)