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Derivative Instruments (Tables)
6 Months Ended
Jun. 30, 2020
Derivative Instruments [Abstract]  
Summary Of Derivative Instruments



 

 

 

 

 



 

 

 

 

 



June 30, 2020

 

December 31, 2019



(unaudited)

 

 

 

Notional amount

$

31,391 

 

$

12,039 

Weighted average pay rate on interest-rate swaps

 

4.35% 

 

 

4.66% 

Weighted average receive rate on interest-rate swaps

 

3.06% 

 

 

4.63% 

Weighted average maturity (years)

 

8.2 

 

 

7.3 

Fair value of interest-rate swaps

$

(2,055)

 

$

(12)

Fair value of yield maintenance provisions

 

2,055 

 

 

12 



Schedule Of Mortgage Banking Derivatives



 

 

 

 

 

 

 

 

 

 

 



June 30, 2020

 

December 31, 2019



Notional Amount

 

Fair Value

 

Notional Amount

 

Fair Value

Assets (Liabilities):

 

 

 

 

 

 

 

 

 

 

 

Interest rate commitments

$

668,009 

 

$

15,402 

 

$

297,454 

 

$

3,104 

TBA mortgage-back securities

 

402,250 

 

 

(2,378)

 

 

225,500 

 

 

(350)



Schedule Of Revenue Recognized On Mortgage Activities



 

 

 

 

 

 

 

 

 

 

 



Three months ended

 

Six months ended



June 30,

 

June 30,



2020

 

2019

 

2020

 

2019

Gain on loans sold

$

11,901 

 

$

1,884 

 

$

17,482 

 

$

3,116 

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

 

3,220 

 

 

516 

 

 

4,455 

 

 

776 

Gain (loss) from change in fair value of derivatives

 

4,455 

 

 

(49)

 

 

483 

 

 

(90)



$

19,576 

 

$

2,351 

 

$

22,420 

 

$

3,802