Derivative Financial Instruments (Tables)

3 Months Ended

Mar. 31, 2019

Derivative Financial Instruments

Schedule of derivative instruments

	March 31, 2019
	Notional								Collateral
(Dollars in thousands)	Amount		Positions		Assets		Liabilities		Pledged1
Cash flow hedges:
Interest rate swaps:
Variable-rate to fixed-rate swaps with counterparty	$	25,000		3	$	182	$	—	$	—
Not designated as hedges:
Customer-related interest rate contracts:
Matched interest rate swaps with borrower		45,785		8		589		789		—
Matched interest rate swaps with counterparty		45,785		8		789		589		390
Other contracts:
IRLCs		95,921		380		1,396		—		—

	December 31, 2018
	Notional								Collateral
(Dollars in thousands)	Amount		Positions		Assets		Liabilities		Pledged1
Cash flow hedges:
Interest rate swaps:
Variable-rate to fixed-rate swaps with counterparty	$	25,000		3	$	289	$	—	$	—
Not designated as hedges:
Customer-related interest rate contracts:
Matched interest rate swaps with borrower		45,961		8		216		1,391		—
Matched interest rate swaps with counterparty		45,961		8		1,391		216		—
Other contracts:
IRLCs		44,324		181		636		—		—

¹ Collateral pledged may be comprised of cash or securities.