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Derivative Instruments (Tables)
9 Months Ended
Sep. 30, 2018
Derivative Instruments [Abstract]  
Summary Of Derivative Instruments



 

 

 

 

 



 

 

 

 

 



September 30, 2018

 

December 31, 2017



(unaudited)

 

 

 

Notional amount

$

1,378 

 

$

2,185 

Weighted average pay rate on interest-rate swaps

 

3.12% 

 

 

3.75% 

Weighted average receive rate on interest-rate swaps

 

2.20% 

 

 

1.52% 

Weighted average maturity (years)

 

2.2 

 

 

2.1 

Fair value of interest-rate swaps

$

(9)

 

$

(56)

Fair value of yield maintenance provisions

 

 

 

56 



Schedule Of Mortgage Banking Derivatives



 

 

 

 

 

 

 



 

 

 

 

 



September 30, 2018

 

December 31, 2017



Notional

 

Fair

 

Notional

 

Fair



Amount

 

Value

 

Amount

 

Value

Assets:

 

 

 

 

 

 

 

Interest Rate commitments

$                     46,683

 

$                          203

 

$                       2,390

 

$                            11

TBA mortgage-back securities

$                     35,500

 

$                          128

 

$                               -

 

$                               -



 

 

 

 

 

 

 



 

 

 

 

 

 

 



Schedule Of Revenue Recognized On Mortgage Activities



 

 

 

 

 

 

 

 



Three months ended

 

Nine months ended

 



September 30,

 

September 30,

 



2018

 

2017

 

2018

 

2017

 



 

 

 

 

 

 

 

 

Gain on loans sold

$                         695

 

$                           20

 

$                         985

 

$                           59

 

Gain (loss) from change in fair value of loans held-for-sale

(208)

 

(3)

 

66 

 

(12)

 

Gain (loss) from change in fair value of derivatives

(36)

 

 

217 

 

23 

 



$                         451

 

$                           23

 

$                      1,268

 

$                           70