v3.26.1
Derivative Financial Instruments (Tables)
 6 Months Ended
Jun. 30, 2026
Derivative Instruments and Hedging Activities Disclosure [Abstract]  
Schedule of Notional Amount and Fair Value of Mortgage Banking Derivative Financial Instruments
Information related to loan-level interest rate swaps is set forth in the following table:
(Dollars in thousands)June 30, 2026December 31, 2025
 Loan-level interest rate swaps
      Notional amount $377,297 $287,251 
      Estimated fair value in Other Assets$7,565 $8,796 
      Estimated fair value in Other Liabilities$7,565 $8,796 
Cash Flow Hedges of Brokered Certificates of Deposit:
Mid Penn designated an interest rate swap as a cash flow hedge for certain brokered certificates of deposit. The interest rate swap was terminated during the three months ended June 30, 2026.
(Dollars in thousands)June 30, 2026December 31, 2025
 Cash flow hedges
      Notional amount $— $75,000 
     Weighted-average remaining term (years) — 0.84
     Pay fixed rate (weighted-average)— %3.81 %
     Receive variable rate (weighted average)— %3.52 %
     Estimated fair value (1)
$— $211 
(1) Estimated fair value, net of accrued interest receivable, is disclosed in Other Assets on the Consolidated Balance Sheet.
Cash Flow Hedge of Variable-Rate Loans:
During the three months ended June 30, 2026, Mid Penn designated an interest rate floor as a cash flow hedge of forecasted interest cash flows associated on certain variable-rate loans.

(Dollars in thousands)June 30, 2026December 31, 2025
 Cash flow hedges
Notional amount$200,000 $— 
Weighted-average remaining term (years)2.92— 
 Floor strike rate (weighted-average)
3.50 %— %
Underlying variable rate (weighted-average)
3.86 %— %
 Estimated fair value (1)
$1,550 $— 
(1) Estimated fair value, net of accrued interest receivable, is disclosed in Other Assets on the Consolidated Balance Sheet.