Derivative Financial Instruments (Tables)

6 Months Ended

Jun. 30, 2026

Derivative Instruments and Hedging Activities Disclosure [Abstract]

Schedule of Notional Balances and Fair Value of Derivative Positions

The following table provides the outstanding notional balances and fair values of outstanding derivative positions at June 30, 2026, and December 31, 2025.


		June 30, 2026												December 31, 2025
		Outstanding Notional Balance				Asset Derivative Fair Value				Liability Derivative Fair Value				Outstanding Notional Balance				Asset Derivative Fair Value				Liability Derivative Fair Value
		(Dollars in thousands)
Interest rate lock commitments		$	8,516			$	250			$	—			$	7,837			$	192			$	—
Forward mortgage-backed securities trades			25,500				35				43				19,250				6				50
Commercial loan interest rate swaps and caps:
Loan customer counterparty			59,821				216				223				40,795				—				782
Financial institution counterparty			59,821				208				203				40,795				778				—

Schedule of Weighted Average Received and Paid Interest Rates for Interest Rate Swaps Outstanding

The commercial loan customer counterparty weighted average received and paid interest rates for interest rate swaps outstanding at June 30, 2026, and December 31, 2025, are presented in the following table.


		Weighted-Average Interest Rate
		June 30, 2026								December 31, 2025
		Received				Paid				Received				Paid
Loan customer counterparty			4.97	%			3.85	%			4.52	%			4.78	%

Schedule of Income (Loss) from Derivatives Not Designated as Hedging Instruments

Income (loss) for the three and six months ended June 30, 2026, and 2025 was as follows:


		Three Months Ended June 30,								Six Months Ended June 30,
Derivatives not designated as hedging instruments		2026				2025				2026				2025
		(Dollars in thousands)
Interest rate lock commitments		$	63			$	(3	)		$	58			$	165
Forward mortgage-backed securities trades			(7	)			23				137				(207	)