DERIVATIVES (Tables)

3 Months Ended

Mar. 31, 2019

DERIVATIVES.

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

(Dollars in thousands)	March 31, 2019			December 31, 2018
Notional amounts	$	315,000		$	240,000
Weighted average pay rates		1.84	%		1.84	%
Weighted average receive rates		2.61	%		2.77	%
Weighted average maturity		2.37	years		2.03	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 (loss) gain		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 March 31, 2019	$	(1,597)	$	556	$	—
Three months ended March 31, 2018	$	2,827	$	(65)	$	—

Schedule of cash flow hedge included in the Consolidated Balance Sheets

	March 31, 2019						December 31, 2018
			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	$	240,000	$	2,767	$	(24)	$	240,000	$	4,239	$	(4)
Forward starting interest rate swaps related to FHLB advances		75,000		—		(771)		—		—		—

Schedule of information about interest rate swaps

(Dollars in thousands)	March 31, 2019			December 31, 2018
Notional amounts	$	279,974		$	193,401
Weighted average pay rates		4.48	%		4.52	%
Weighted average receive rates		4.48	%		4.52	%
Weighted average maturity		12.46	years		12.25	years
Fair value of combined interest rate swaps	$	—		$	—