Derivative Instruments (Tables)

3 Months Ended

Mar. 31, 2019

Derivative Instruments and Hedging Activities Disclosure [Abstract]

Amounts and Locations of Activity Related to Interest Rate Swaps Designated as Cash Flow Hedges within Corporation's Consolidated Balance Sheet and Statement of Income

The following tables provide information about the amounts and locations of activity related to the interest rate swaps designated as cash flow hedges within the Corporation’s consolidated balance sheet and statement of income as of March 31, 2019 and December 31, 2018 and for the three months ended March 31, 2019 and 2018:

		Fair value as of
	Balance Sheet Location	3/31/2019			12/31/2018
Interest rate contracts	Accrued interest and other liabilities	$	(321	)	$	(201	)

For the Three Months Ended March 31, 2019	(a)			(b)	(c)			(d)	(e)
Interest rate contracts	$	(95	)	Interest expense – subordinated debentures	$	(6	)	Other income	$	0
For the Three Months Ended March 31, 2018	(a)			(b)	(c)			(d)	(e)
Interest rate contracts	$	62		Interest expense – subordinated debentures	$	(58	)	Other income	$	0

(a) Amount of Gain or (Loss) Recognized in Other Comprehensive Loss on Derivative (Effective Portion), net of tax

(b) Location of Gain or (Loss) Reclassified from Accumulated Other Comprehensive Loss into Income (Effective Portion)

(c) Amount of Gain or (Loss) Reclassified from Accumulated Other Comprehensive Loss into Income (Effective Portion)

(d) Location of Gain or (Loss) Recognized in Income on Derivative (Ineffective Portion and Amount Excluded from Effectiveness Testing)

(e) Amount of Gain or (Loss) Recognized in Income on Derivative (Ineffective Portion and Amount Excluded from Effectiveness Testing)

Amounts and Locations of Activity Related to Back-to-Back Interest Rate Swaps within Corporation's Consolidated Balance Sheet

The following table provides information about the amounts and locations of activity related to the back-to-back interest rate swaps within the Corporation’s consolidated balance sheet as of March 31, 2019 and December 31, 2018:

	Notional Amount			Weighted Average Maturity (in years)	Weighted Average Fixed Rate		Weighted Average Variable Rate	Fair Value
March 31, 2019
3rd Party interest rate swaps	$	23,014		7.1	3.85	%	1 month LIBOR + 2.24%	$	906		(a)
Customer interest rate swaps	(23,014		)	7.1	3.85	%	1 month LIBOR + 2.24%	(906		)	(b)
December 31, 2018
3rd Party interest rate swaps	$	23,152		7.2	3.85	%	1 month LIBOR + 2.24%	$	485		(a)
Customer interest rate swaps	(23,152		)	7.2	3.85	%	1 month LIBOR + 2.24	(485		)	(b)

(a) Reported in accrued interest receivable and other assets within the consolidated balance sheets

(b) Reported in accrued interest payable and other liabilities within the consolidated balance sheets