DERIVATIVES (Tables)

9 Months Ended

Sep. 30, 2018

DERIVATIVES

Schedule of information about the interest rate swap designated as a cash flow hedge

(Dollars in thousands)	September 30, 2018			December 31, 2017
Notional amounts	$	265,000		$	290,000
Weighted average pay rates		1.79	%		1.78	%
Weighted average receive rates		2.36	%		1.61	%
Weighted average maturity		2.09	years		2.64	years

Schedule of the net gains (losses) recorded, net of income tax, in accumulated other comprehensive income and the Consolidated Statements of Income relating to the cash flow derivative instruments

					Amount of loss
	Amount of gain (loss)		Amount of gain (loss)		recognized in other
(In thousands)	recognized in OCI		reclassified from OCI		non-interest income
Interest rate contracts	(Effective Portion)		to interest expense		(Ineffective Portion)
Three months ended September 30, 2018	$	584	$	374	$	—
Nine months ended September 30, 2018	$	4,431	$	653	$	—
Three months ended September 30, 2017	$	144	$	(369)	$	—
Nine months ended September 30, 2017	$	(1,216)	$	(1,103)	$	—

Schedule of cash flow hedge included in the Consolidated Balance Sheets

September 30, 2018

December 31, 2017

Fair

Fair

Fair

Fair

(In thousands)

Notional

Value

Value

Notional

Value

Value

Included in other assets/(liabilities):

Amount

Asset

Liability

Amount

Asset

Liability

Interest rate swaps related to FHLB  advances

$

265,000

$

6,510

$

(9)

$

290,000

$

3,133

$

(410)

Schedule of information about interest rate swaps

(Dollars in thousands)	September 30, 2018			December 31, 2017
Notional amounts	$	199,641		$	147,967
Weighted average pay rates		4.40	%		3.96	%
Weighted average receive rates		4.40	%		3.96	%
Weighted average maturity		12.49	years		12.37	years
Fair value of combined interest rate swaps	$	—		$	—