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



 

 

 

 

 



 

 

 

 

 



September 30, 2020

 

December 31, 2019



(unaudited)

 

 

 

Notional amount

$

32,815 

 

$

12,039 

Weighted average pay rate on interest-rate swaps

 

4.36% 

 

 

4.66% 

Weighted average receive rate on interest-rate swaps

 

3.06% 

 

 

4.63% 

Weighted average maturity (years)

 

8.1 

 

 

7.3 

Fair value of interest-rate swaps

$

(2,069)

 

$

(12)

Fair value of yield maintenance provisions

 

2,069 

 

 

12 



Schedule Of Mortgage Banking Derivatives



 

 

 

 

 

 

 

 

 

 

 



September 30, 2020

 

December 31, 2019



Notional Amount

 

Fair Value

 

Notional Amount

 

Fair Value

Assets (Liabilities):

 

 

 

 

 

 

 

 

 

 

 

Interest rate commitments

$

923,043 

 

$

21,703 

 

$

297,454 

 

$

3,104 

TBA mortgage-back securities

 

675,000 

 

 

(2,070)

 

 

225,500 

 

 

(350)



Schedule Of Notional Amount Of Loans Sold



 

 

 

 

 

 

 

 

 

 

 



Three months ended

 

Nine months ended



September 30,

 

September 30,



 

 

 

 

 

 

 

 

 

 

 



2020

 

2019

 

2020

 

2019

Notional amount of loans sold

$

552,122 

 

$

205,542 

 

$

1,357,314 

 

$

411,257 



 

 

 

 

 

 

 

 

 

 

 



Schedule Of Revenue Recognized On Mortgage Activities



 

 

 

 

 

 

 

 

 

 

 



Three months ended

 

Nine months ended



September 30,

 

September 30,



2020

 

2019

 

2020

 

2019

Gain on loans sold

 

19,984 

 

 

3,397 

 

 

37,466 

 

 

6,513 

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

 

4,669 

 

 

204 

 

 

9,124 

 

 

980 

Gain (loss) from change in fair value of derivatives

 

(1,586)

 

 

(531)

 

 

(1,103)

 

 

(620)



$

23,067 

 

$

3,070 

 

$

45,487 

 

$

6,873