DERIVATIVE FINANCIAL INSTRUMENTS (Tables)

12 Months Ended

Dec. 31, 2020

Derivative Instruments And Hedging Activities Disclosure [Abstract]

Schedule of Information Pertaining to Outstanding Interest Rate Swap Agreements

The information pertaining to outstanding interest rate swap agreements used to hedge floating rate debentures and FHLB advances was as follows as of:

December 31, 2020
Notional Amount		Pay Rate			Receive Rate	Effective Date	Maturity in Years		Unrealized Losses
$	2,000		5.979	%	3 month LIBOR plus 1.67%	10/1/2016		5.25	$	408
$	3,000		7.505	%	3 month LIBOR plus 3.35%	10/30/2012		1.83	$	221
$	15,000		0.668	%	3 month LIBOR	3/18/2020		2.22	$	159
$	15,000		0.790	%	3 month LIBOR	3/18/2020		4.22	$	288
$	10,000		0.530	%	3 month LIBOR	3/23/2020		2.23	$	75

December 31, 2019
Notional Amount		Pay Rate			Receive Rate	Effective Date	Maturity in Years		Unrealized Losses
$	2,000		5.979	%	3 month LIBOR plus 1.67%	10/1/2016		6.25	$	314
$	3,000		7.505	%	3 month LIBOR plus 3.35%	10/30/2012		2.83	$	212