Derivative Financial Instruments (Tables)

3 Months Ended

Mar. 31, 2021

Derivative Financial Instruments

Schedule of key elements of derivative instruments other than forward sales of mortgage loans

	March 31, 2021
	Notional
(Dollars in thousands)	Amount		Assets		Liabilities
Cash flow hedges:
Interest rate swap contracts	$	25,000	$	—	$	891
Not designated as hedges:
Customer-related interest rate swap contracts:
Matched interest rate swaps with borrower		84,444		4,547		294
Matched interest rate swaps with counterparty		84,444		294		4,547
Mortgage banking contracts:
IRLCs		192,458		4,026		—
Forward sales of TBA securities		11,250		75		—

	December 31, 2020
	Notional
(Dollars in thousands)	Amount		Assets		Liabilities
Cash flow hedges:
Interest rate swap contracts	$	25,000	$	—	$	1,882
Not designated as hedges:
Customer-related interest rate swap contracts:
Matched interest rate swaps with borrower		84,753		8,185		—
Matched interest rate swaps with counterparty		84,753		—		8,185
Mortgage banking contracts:
IRLCs		198,632		4,582		—
Forward sales of TBA securities		8,000		—		47