Derivatives (Tables)

6 Months Ended

Jun. 30, 2021

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):

June 30, 2021	Notional Amount		Average Maturity (Years)	Weighted Average Fixed Rate		Weighted Average Variable Rate	Fair  Value
Classified in Other Assets:
3rd Party interest rate swaps	$	265,427	8.7	3.08	%	1 Mo. LIBOR + 2.28	$	6,968
Customer interest rate swaps	721,962		8.3	3.90	%	1 Mo. LIBOR + 1.93	47,244
Classified in Other Liabilities:
Customer interest rate swaps	$	265,427	8.7	3.08	%	1 Mo. LIBOR + 2.28	$	(6,968)
3rd Party interest rate swaps	721,962		8.3	3.90	%	1 Mo. LIBOR + 1.93	(47,244)
Interest rate swap (cash flow hedge)	10,000		0.1	1.10	%	3 Mo. LIBOR	(8)

December 31, 2020	Notional  Amount		Average Maturity (Years)	Weighted  Average Fixed Rate		Weighted Average Variable Rate	Fair  Value
Classified in Other Assets:
3rd Party interest rate swaps	$	73,075	9.5	3.20	%	1 Mo. LIBOR + 2.55	$	503
Customer interest rate swaps	907,069		8.7	3.79	%	1 Mo. LIBOR + 1.99	80,231
Classified in Other Liabilities:
Customer interest rate swaps	$	73,075	9.5	3.20	%	1 Mo. LIBOR + 2.55	(503)
3rd party interest rate swaps	907,069		8.7	3.79	%	1 Mo. LIBOR + 1.99	(80,231)
Interest rate swap (cash flow hedge)	30,000		0.5	1.10	%	3 Mo. LIBOR	(143)