DERIVATIVES (Tables)

6 Months Ended

Jun. 30, 2026

Schedule of Information about Interest Rate Swaps Designated as Cash Flow Hedges

The following table presents information about the interest rate swaps designated as cash flow hedges as of June 30, 2026 and December 31, 2025:


(Dollars in thousands)	June 30, 2026			December 31, 2025
Notional amount	$	280,000		$	305,000
Weighted average pay rate		2.03	%		2.17	%
Weighted average receive rate		2.80	%		3.10	%
Weighted average maturity	0.99 years			1.39 years
Unrealized gain/(loss), net	$	3,504		$	2,429

Number of contracts		11			12

Schedule of Cash Flow Hedges Included in Financial Statements


	June 30, 2026
	Notional		Fair
(In thousands)	Amount		Value
Interest rate swaps related to interest-bearing deposits	$	280,000	$	3,504
Total included in other assets	$	280,000		3,504
Total included in other liabilities		—		—


	December 31, 2025
	Notional		Fair
(In thousands)	Amount		Value
Interest rate swaps related to interest-bearing deposits	$	305,000	$	2,429
Total included in other assets		280,000		2,441
Total included in other liabilities		25,000		(12	)

Schedule of Net Gains/(Losses) Recorded in Accumulated Other Comprehensive Income/(Loss)

The following table presents the net gains/(losses) recorded in accumulated other comprehensive income/(loss) and the consolidated financial statements relating to the cash flow derivative instruments for the three and six months ended June 30, 2026 and 2025:


	For the Three Months Ended June 30,					For the Six Months Ended June 30,
(In thousands)	2026		2025			2026		2025
Interest rate contracts
Gain/(loss) recognized in other comprehensive income (effective portion)	$	441	$	(1,633	)	$	1,075	$	(4,186	)

Not Designated as Hedging Instrument [Member]

Schedule of Information about Interest Rate Swaps Designated as Cash Flow Hedges

Information about these swaps is as follows:


(Dollars in thousands)	June 30, 2026			December 31, 2025
Notional amount	$	405,893		$	429,286
Fair value	$	(8,834	)	$	(7,835	)
Weighted average pay rates		4.25	%		4.12	%
Weighted average receive rates		5.18	%		5.37	%
Weighted average maturity	2.99 years			3.02 years

Number of contracts		50			53