Derivative Financial Instruments (Tables)

6 Months Ended

Jun. 30, 2026

Derivative Instruments and Hedging Activities Disclosure [Abstract]

Schedule of Derivative Instruments in Statement of Financial Position, Fair Value

The following table presents the fair value of the Corporation’s derivative financial instruments as well as their classification on the Consolidated Statements of Condition:


	June 30, 2026				Consolidated Statements of Condition Location	December 31, 2025
(In thousands)	Notional Amount		Asset (Liability) Fair Value			Notional Amount		Asset (Liability) Fair Value
Derivatives not designated as hedging instruments:
Interest rate lock commitments:
Assets	$	61,018	$	1,687	Other Assets	$	58,114	$	1,540
Liabilities	—		—		Other Liabilities	—		—

Forward commitments:
Assets	10,949		3		Other Assets	8,223		4
Liabilities	21,750		(74)		Other Liabilities	23,881		(105)

Interest rate derivatives with customers:
Assets	—		—		Other Assets	5,917		91
Liabilities	54,630		(3,880)		Other Liabilities	49,849		(3,476)

Interest rate derivatives with dealer counterparties:
Assets	54,630		3,880		Other Assets	49,849		3,476
Liabilities	—		—		Other Liabilities	5,917		(91)

Risk participations:
Sold credit protection	7,000		(65)		Other Liabilities	—		—

Derivatives designated as hedging instruments:
Interest rate derivatives used in cash flow hedges:
Assets	45,000		407		Other Assets	20,000		48
Liabilities	45,000		(60)		Other Liabilities	25,000		(144)

Derivative Instruments, Gain (Loss)

The following table presents a summary of the fair value gains and losses on derivative financial instruments for the periods presented:


	Three Months Ended June 30,				Six Months Ended June 30,				Consolidated Statements of Income Classification
(In thousands)	2026		2025		2026		2025
Interest rate lock commitments	$	30	$	283	$	147	$	543	Gain from mortgage loans HFS
Forward commitments	(218)		(74)		31		(89)		Gain from mortgage loans HFS

Schedule of Derivative Instruments, Effect on Other Comprehensive Income (Loss)

The following table presents the effect of fair value and cash flow hedge accounting on AOCI for the periods presented:


(In thousands)	Amount of Gain Recognized in OCI on Derivative		Amount of Gain Recognized in OCI Included Component		Amount of Gain (Loss) Recognized in OCI Excluded Component		Location of Gain (Loss) Recognized from AOCI into Income	Amount of Gain Reclassified from OCI into Income		Amount of Gain Reclassified from AOCI into Income Included Component		Amount of Gain (Loss) Reclassified from AOCI into Income Excluded Component
Three Months Ended June 30, 2026
Interest rate derivatives	$	231	$	231	$	—	Interest Expense	$	22	$	22	$	—
Three Months Ended June 30, 2025
Interest rate derivatives	—		—		—		Interest Expense	—		—		—
Six Months Ended June 30, 2026
Interest rate derivatives	526		526		—		Interest Expense	53		53		—
Six Months Ended June 30, 2025
Interest rate derivatives	—		—		—		Interest Expense	—		—		—

The following table presents the effect of fair value and cash flow hedge accounting on the Consolidated Statements of Income for the periods presented:


	Three Months Ended June 30,				Six Months Ended June 30,
(In thousands)	2026		2025		2026		2025
Total amounts of expense line items presented in the consolidated statements of income in which the effects of fair value or cash flow hedges are recorded	$	22	$	—	$	53	$	—
The effects of fair value or cash flow hedging:
Amount of gain reclassified from AOCI into income	22		—		53		—
Amount of gain reclassified from AOCI into income - included component	22		—		53		—
Amount of gain (loss) reclassified from AOCI into income - excluded component	—		—		—		—