v3.26.1
Derivatives (Tables)
 6 Months Ended
Jun. 30, 2026
Derivative Instruments and Hedging Activities Disclosure [Abstract]  
Schedule of Fair Value of Interest Rate Swaps Included in Consolidated Balance Sheets
The following table reflects the fair value of derivative instruments included in the Consolidated Balance Sheets as of:
June 30, 2026December 31, 2025
Notional
Amount		Fair ValueNotional
Amount		Fair Value
Included in Other Assets:
Interest Rate Swaps$105,611 $3,292 $126,573 $4,145 
Included in Other Liabilities:
Interest Rate Swaps$105,611 $3,351 $126,573 $4,212 
The following table reflects the amount and fair value of mortgage banking derivatives included in the Consolidated Balance Sheets as of:
June 30, 2026December 31, 2025
Notional
Amount		Fair ValueNotional
Amount		Fair Value
Included in Other Assets:
Interest Rate Lock Commitments$20,858 $253 $18,047 $213 
Included in Other Liabilities:
Interest Rate Lock Commitments$15,000 $33 $11,000 $31 
The net gains (losses) relating to non-designated derivative instruments used for risk management are summarized below for the periods presented:
Three Months Ended 
June 30,		Six Months Ended 
June 30,
2026202520262025
Interest Rate Lock Commitments:
Included in Net Gains on Sales of Loans$59 $34 $237 $(10)
Schedule of Effect of Derivative Instruments Consolidated Statements of Income
The following table presents the effect of derivative instruments on the Consolidated Statements of Income for the periods presented:
Three Months Ended 
June 30,		Six Months Ended 
June 30,
2026202520262025
Interest Rate Swaps:
Included in Other Operating Income$33 $(19)$80 $89