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Derivative Instruments (Tables)
12 Months Ended
Dec. 31, 2016
Derivative Instruments  
Schedule of derivative instruments

 

                                                                                                                                                                                                         

 

 

December 31, 2016

 

 

 

Derivative Assets

 

Derivative Liabilities

 

 

 

Notional

 

Fair Value

 

Notional

 

Fair Value

 

 

 

(dollars in thousands)

 

Derivative instruments not designated as hedging instruments:

 

 

 

 

 

 

 

 

 

 

 

 

 

Interest rate swap contracts – pay floating, receive fixed

 

  $

 

  $

 

  $

46,359 

 

  $

1,364 

 

Interest rate swap contracts – pay fixed, receive floating

 

 

46,359 

 

 

1,364 

 

 

 

 

 

​  

​  

​  

​  

​  

​  

​  

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Total

 

  $

46,359 

 

  $

1,364 

 

  $

46,359 

 

  $

1,364 

 

​  

​  

​  

​  

​  

​  

​  

​  

​  

​  

​  

​  

​  

​  

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