Derivative Financial Instruments (Tables)

6 Months Ended

Jun. 30, 2020

Derivative Financial Instruments

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

	June 30, 2020
	Notional
(Dollars in thousands)	Amount		Assets		Liabilities
Cash flow hedges:
Interest rate swap contracts	$	25,000	$	—	$	2,273
Not designated as hedges:
Customer-related interest rate swap contracts:
Matched interest rate swaps with borrower		85,282		9,743		—
Matched interest rate swaps with counterparty		85,282		—		9,743
Mortgage banking contracts:
IRLCs		247,871		3,701		—
Forward sales of TBA securities		20,750		—		93

	December 31, 2019
	Notional
(Dollars in thousands)	Amount		Assets		Liabilities
Cash flow hedges:
Interest rate swap contracts	$	25,000	$	—	$	145
Not designated as hedges:
Customer-related interest rate swap contracts:
Matched interest rate swaps with borrower		74,266		2,454		8
Matched interest rate swaps with counterparty		74,266		8		2,454
Mortgage banking contracts:
IRLCs		75,073		1,083		—
Forward sales of TBA securities		24,000		—		25