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DERIVATIVE FINANCIAL INSTRUMENTS (Tables)
9 Months Ended
Sep. 30, 2022
DERIVATIVE FINANCIAL INSTRUMENTS  
Summary of fair value of the Corporation's derivative financial instruments as well as their classification on the consolidated balance sheet

(In Thousands)

At June 30, 2022

At December 31, 2021

Asset Derivatives

Liability Derivatives

Asset Derivatives

Liability Derivatives

Notional

Fair

Notional

Fair

Notional

Fair

Notional

Fair

Amount

Value (1)

Amount

Value (2)

Amount

Value (1)

Amount

Value (2)

Interest rate swap agreements

$

55,682

$

3,795

$

55,682

$

3,795

$

61,547

$

3,104

$

61,547

$

3,104

(1)Included in other assets in the consolidated balance sheets.
(2)Included in accrued interest and other liabilities in the consolidated balance sheets.