v3.26.1
Note 15 - Financial Derivatives (Tables)
6 Months Ended
Jun. 30, 2026
Notes Tables  
Derivatives Not Designated as Hedging Instruments [Table Text Block]

Derivative financial instruments not designated as hedging instruments:

 

June 30, 2026

  

December 31, 2025

 
  

($ In thousands)

 

Notional amounts:

        

Forward, and swap contracts with positive fair value

 $1,353,114  $1,194,638 

Forward, and swap contracts with negative fair value

 $1,171,943  $1,056,592 

Fair value:

        

Forward, and swap contracts with positive fair value

 $18,020  $24,199 

Forward, and swap contracts with negative fair value

 $(17,751) $(24,061)
Schedule of Cash Flow Hedging Instruments, Statements of Financial Performance and Financial Position, Location [Table Text Block]
  

June 30, 2026

  

December 31, 2025

 
  ($ In thousands) 

Fair value swap hedges:

   

Notional

 $623,678  $625,222 

Weighted average fixed rate-pay

  3.81%  4.06%

Weighted average variable rate spread

  0.18%  0.19%

Weighted average variable rate-receive

  4.17%  4.41%
         

Net gain/(loss)(1)

 $1,678  $(2,417)
  

Three Months Ended

  

Six Months Ended

 
  

June 30, 2026

  

June 30, 2025

  

June 30, 2026

  

June 30, 2025

 

Periodic net settlement of swaps (2)

 $(565) $834  $(1,099) $2,334 
                 

(1) the amount is included in other non-interest income.

 

(2) the amount of periodic net settlement of interest rate swaps was included in interest income.