Derivative Instruments (Tables)

6 Months Ended

Jun. 30, 2018

Derivative Instruments and Hedging Activities Disclosure [Abstract]

Fair Value Of Derivative Instruments

The following table summarizes the notional and fair value of these derivative instruments (in thousands):

	June 30, 2018				December 31, 2017
	Notional Amount		Fair Value		Notional Amount		Fair Value
Non-hedging interest rate derivatives:
Customer counterparties:
Loan interest rate swap - assets	$	114,729	$	1,819	$	225,480	$	4,877
Loan interest rate swap - liabilities	431,018		23,114		314,450		9,513
Financial institution counterparties:
Loan interest rate swap - assets	437,280		23,314		320,949		9,591
Loan interest rate swap - liabilities	114,729		1,819		218,924		4,877
Derivatives designated as hedges of fair value:
Financial institution counterparties:
Loan interest rate swap - assets	3,864		115		4,326		34

Change In Fair Value Of Derivative Instruments

The following table summarizes the change in fair value of these derivative instruments (in thousands):

	Three months ended June 30,					Six months ended June 30,
	2018		2017			2018		2017
Change in fair value non-hedging interest rate derivatives:
Other expense (income)	$	32	$	(22	)	$	123	$	24
Change in fair value hedging interest rate derivatives:
Other income	3		5			2		9

Derivative Assets Offset in The Consolidated Balance Sheets

Information about financial instruments that are eligible for offset in the consolidated balance sheet as of June 30, 2018 is presented in the following tables (in thousands):

Gross Amounts

Not Offset in the

Balance Sheet

Total

of Gross

Amounts

Not Offset in

the Statement

of Financial

Position

Netting

Including

Gross

Net Amounts

Adjustment

Applicable

Amounts

of Assets

per

Netting

Gross

Offset in the

Presented in

Applicable

Agreement

Amounts of

Statement of

the Statement

Master

Fair Value

and Fair

Recognized

Financial

of Financial

Netting

of Financial

Value of

Description

Assets

Position

Position

Arrangements

Collateral

Collateral

Net Amount

(a)

(b)

(c)=(a)-(b)

(d)

(c)-(d) *

Non-hedging derivative assets:

Interest rate swap agreements - customer counterparties

$

1,819

$

—

$

1,819

$

—

$

1,819

$

1,819

$

—

Interest rate swap agreements - financial institution counterparties

23,314

—

23,314

—

—

—

23,314

Hedging derivative assets:

Interest rate swap agreements - financial institution counterparties

115

—

115

—

69

69

46

Derivative Liabilities Offset in The Consolidated Balance Sheets

Non-hedging derivative liabilities:
Interest rate swap agreements - customer counterparties	23,114	—	23,114	—	23,114	23,114	—
Interest rate swap agreements - financial institution counterparties	1,819	—	1,819	—	13,962	13,962	—
*	For instances where the fair value of financial collateral meets or exceeds the amounts presented in the Consolidated Balance Sheets, no value is displayed to represent full collateralization.