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Derivative Hedging Instruments (Tables)
6 Months Ended
Jun. 30, 2018
Derivative Instruments And Hedging Activities Disclosure [Abstract]  
Summary of Interest Rate Swap Transactions

The following table summarizes the Company’s interest rate swap positions and the impact of a 1 basis point change in interest rates as of June 30, 2018.

 

 

 

Notional

Amount

 

 

Weighted

Average Rate

Received/(Paid)

 

 

Impact of a

1 basis point change

in interest rates

 

 

Repricing

Frequency

Derivative Assets

 

$

90,250

 

 

 

5.25

%

 

$

48

 

 

Monthly

Derivative Liabilities

 

 

(90,250

)

 

 

-5.25

%

 

 

(48

)

 

Monthly

Net Exposure

 

$

 

 

 

 

 

 

$

 

 

 

The following table summarizes the Company’s interest rate swap positions and the impact of a 1 basis point change in interest rates as of December 31, 2017.

 

 

 

Notional

Amount

 

 

Weighted

Average Rate

Received/(Paid)

 

 

Impact of a

1 basis point change

in interest rates

 

 

Repricing

Frequency

Derivative Assets

 

$

66,227

 

 

 

5.08

%

 

$

36

 

 

Monthly

Derivative Liabilities

 

 

(66,227

)

 

 

-5.08

%

 

 

(36

)

 

Monthly

Net Exposure

 

$

 

 

 

 

 

 

$