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Derivative Instruments (Tables)

9 Months Ended

Sep. 30, 2023



	September 30, 2023		December 31, 2022
	(unaudited)
Notional amount	$	73,320	$	42,177
Weighted average pay rate on interest-rate swaps		5.21%		4.34%
Weighted average receive rate on interest-rate swaps		7.69%		6.21%
Weighted average maturity (years)		8.9		7.7
Fair value of derivative asset	$	4,845	$	4,233
Fair value of derivative liability		(4,845)		(4,233)

Schedule Of Mortgage Banking Derivatives


	September 30, 2023				December 31, 2022
	(unaudited)
	Notional Amount		Fair Value		Notional Amount		Fair Value
Assets (Liabilities):
Interest rate commitments	$	3,942	$	-	$	3,940	$	-

Schedule Of Notional Amount Of Loans Sold


	Three Months ended				Nine Months ended
	September 30,				September 30,
	2023		2022		2023		2022
Notional amount of loans sold	$	3,646	$	-	$	8,809	$	94,548

Schedule Of Revenue Recognized On Mortgage Activities


	Three Months ended				Nine Months ended
	September 30,				September 30,
	2023		2022		2023		2022
Gain (loss) on loans sold		48		-		85		(42)
Gain (loss) from change in fair value of loans held-for-sale		-		-		-		(356)
Gain from change in fair value of derivatives		-		-		-		1,076
	$	48	$	-	$	85	$	678

- Definition

Tabular disclosure of pertinent information about a derivative or group of derivatives on a disaggregated basis, such as for individual instruments, or small groups of similar instruments. May include a combination of the type of instrument, risks being hedged, notional amount, hedge designation, related hedged item, inception date, maturity date, or other relevant item.

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