Quarterly report pursuant to Section 13 or 15(d)

DERIVATIVES (Tables)

v3.20.2
DERIVATIVES (Tables)
9 Months Ended
Sep. 30, 2020
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)

Interest rate swaps related to subordinated debt

$

30,000

$

48

 

Other Assets

 

9.8

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 September 30, 2020

$

129

 

Interest Expense

$

(28)

Nine months ended September 30, 2020

 

21

 

Interest Expense

 

(31)