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Derivative Instruments (Tables)
3 Months Ended
Mar. 31, 2021
Derivative Instruments [Abstract]  
Summary Of Derivative Instruments



 

 

 

 

 



 

 

 

 

 



March 31, 2021

 

December 31, 2020



(unaudited)

 

 

 

Notional amount

$

57,882 

 

$

46,474 

Weighted average pay rate on interest-rate swaps

 

4.23% 

 

 

4.19% 

Weighted average receive rate on interest-rate swaps

 

3.11% 

 

 

3.08% 

Weighted average maturity (years)

 

7.1 

 

 

7.4 

Fair value of derivative asset

$

998 

 

$

1,944 

Fair value of yield derivative liability

 

(998)

 

 

(1,944)



Schedule Of Mortgage Banking Derivatives



 

 

 

 

 

 

 

 

 

 

 



March 31, 2021

 

December 31, 2020



Notional Amount

 

Fair Value

 

Notional Amount

 

Fair Value

Assets (Liabilities):

 

 

 

 

 

 

 

 

 

 

 

Interest rate commitments

$

745,616 

 

$

(613)

 

$

1,048,613 

 

$

18,100 

TBA mortgage-back securities

 

552,750 

 

 

5,734 

 

 

506,750 

 

 

(2,690)



Schedule Of Notional Amount Of Loans Sold



 

 

 

 

 



Three Months ended



March 31,



2021

 

2020

Notional amount of loans sold

$

756,886 

 

$

362,858 



Schedule Of Revenue Recognized On Mortgage Activities



 

 

 

 

 



Three Months ended



March 31,



2021

 

2020

Gain on loans sold

 

11,916 

 

 

5,582 

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

 

(6,937)

 

 

1,235 

Gain (loss) from change in fair value of derivatives

 

1,381 

 

 

(3,973)



$

6,360 

 

$

2,844