Derivatives (Tables)

3 Months Ended

Mar. 31, 2019

Derivative [Line Items]

Schedule of Derivative Instruments [Table Text Block]

Summary information about the interest-rate swaps designated as cash flow hedges as of March 31, 2019 is as follows:

(In thousands)	March 31, 2019
Notional amounts	$	25,000
Weighted average pay rates	2.595		%
Weighted average receive rates	2.765		%
Weighted average maturity (years)	3.2
Unrealized losses	$	261

Schedule of Cash Flow Hedges Included in Accumulated Other Comprehensive Income (Loss) [Table Text Block]

The following table presents the net gains (losses), net of income taxes, recorded in accumulated other comprehensive loss and the consolidated condensed statements of income related to the cash flow derivative instruments for the three months ended March 31, 2019.

	Three Months Ended March 31, 2019
(In thousands)	Amount of Gain (Loss) Recognized in OCI (Effective Portion)			Amount of Gain (Loss) Reclassified from OCI to Interest Income		Amount of Gain (Loss) Recognized in Other Non-interest Income (Ineffective Portion)
Interest rate contracts	$	(206	)	$	—	$	—

Schedule of Cash Flow Hedging Instruments, Statements of Financial Performance and Financial Position, Location [Table Text Block]

The following table reflects the cash flow hedges included in the consolidated condensed balance sheets as of March 31, 2019.

(In thousands)	March 31, 2019
	Notional Amount		Fair Value
Included in other liabilities:
Interest rate swaps related to FHLB advances	$	25,000	$	(261	)
Total included in other liabilities	$	25,000	$	(261	)