Quarterly report pursuant to Section 13 or 15(d)

DERIVATIVES (Tables)

v3.21.2
DERIVATIVES (Tables)
6 Months Ended
Jun. 30, 2021
Derivatives [Abstract]  
Cash flow hedges included in the Consolidated Statement of Financial Condition
Notional
Fair
 
Balance Sheet
Weighted Average
(Dollars in Thousands)
 
Amount
Value
Location
 
Maturity (Years)
June 30, 2021
Interest rate swaps related to subordinated debt
$
30,000
$
1,780
Other Assets
9.0
December 31, 2020
Interest rate swaps related to subordinated debt
$
30,000
$
574
Other Assets
9.5
Net gains (losses) recorded in accumulated other comprehensive income
Amount of Gain
Amount of Gain
(Loss) Recognized
(Loss) Reclassified
(Dollars in Thousands)
in AOCI
Category
from AOCI to Income
Three months ended June 30, 2021
$
(686)
Interest Expense
$
(37)
Three months ended June 30, 2020
(108)
Interest Expense
(3)
Six months ended June 30, 2021
$
900
 
Interest Expense
$
(70)
Six months ended June 30, 2020
(108)
Interest Expense
(3)