INTEREST RATE SWAPS - CASH FLOW HEDGES (Details) - Interest rate swap - Cash flow hedge $ in Thousands	6 Months Ended	12 Months Ended
Jun. 30, 2020 USD ($)	Dec. 31, 2019 USD ($)	Dec. 31, 2013 DerivativeInstrument
Information about derivatives and swaps
Number of derivative agreements \| DerivativeInstrument			2
Summary information about interest rate swaps
Notional amount	$ 20,000
Assets / (Liabilities)	(167)	$ (104)
Unrealized Gain (Loss) in AOCI	(125)	(77)
1-month LIBOR
Summary information about interest rate swaps
Notional amount	$ 10,000
Pay rate (as a percent)	2.17%
Assets / (Liabilities)	$ (68)	(46)
Unrealized Gain (Loss) in AOCI	(51)	(34)
3-month LIBOR
Summary information about interest rate swaps
Notional amount	$ 10,000
Pay rate (as a percent)	2.33%
Assets / (Liabilities)	$ (99)	(58)
Unrealized Gain (Loss) in AOCI	$ (74)	$ (43)

Weighted average pay rate related to the interest rate derivative.

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Fair value as of the balance sheet date of interest rate derivative assets, net of interest rate derivative liabilities, which includes all such derivative instruments in hedging and nonhedging relationships that are recognized on the balance sheet.

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The net change in the difference between the fair value and the carrying value, or in the comparative fair values, of derivative instruments, including options, swaps, futures, and forward contracts, held at each balance sheet date, that was included in earnings for the period.

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