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Derivative Instruments (Tables)
 6 Months Ended
Jun. 30, 2016
Derivative Instrument  
Schedule of derivative instruments

 

 

June 30, 2016

 

 

Derivative Assets

 

Derivative Liabilities

 

 

Notional

 

Fair Value

 

Notional

 

Fair Value

 

 

(dollars in thousands)

Derivative instruments not designated as hedging instruments:

 

 

 

 

 

 

 

 

Interest rate swap contracts - pay floating, receive fixed

 

  $
22,191

 

  $
1,503

 

  $

-    

 

  $

-    

Interest rate swap contracts - pay fixed, receive floating

 

-    

 

-    

 
22,191

 
1,503

Total

 

  $
22,191

 

  $
1,503

 

  $
22,191

 

  $
1,503