v3.26.1
Note 4 - Derivatives and Risk Management Activities
6 Months Ended
Jun. 30, 2026
Notes to Financial Statements  
Derivative Instruments and Hedging Activities Disclosure [Text Block]

Note 4. Derivatives and Risk Management Activities

 

The Company uses derivative financial instruments (“derivatives”) primarily to assist customers with their interest rate risk management objectives. The Company classifies these items as free standing derivatives consisting of customer accommodation interest rate loan swaps (“interest rate loan swaps”). The Company enters into interest rate swaps with certain qualifying commercial loan customers to meet their interest rate risk management needs. The Company simultaneously enters into interest rate swaps with dealer counterparties, with identical notional amounts and terms. The net result of these interest rate swaps is that the customer pays a fixed rate of interest and the Company receives a floating rate. These back-to-back interest rate loan swaps qualify as financial derivatives with fair values reported in “Other assets” and “Other liabilities” in the Consolidated Statements of Financial Condition. Changes in fair value are recorded in other non-interest expense and net to zero because of the identical amounts and terms of the interest rate loan swaps.

 

The following tables summarize key elements of the Company’s derivative instruments as of June 30, 2026 and December 31, 2025.

 

June 30, 2026

                    

Customer-related interest rate contracts

                    

(Dollars in thousands)

 

Notional Amount

  

Number of Positions

  

Assets

  

Liabilities

  

Collateral Pledges

 

Matched interest rate swap with borrower

 $125,431   27  $  $9,402  $ 

Matched interest rate swap with counterparty

 $125,431   27  $9,402  $  $ 

 

December 31, 2025

                    

Customer-related interest rate contracts

                    

(Dollars in thousands)

 

Notional Amount

  

Number of Positions

  

Assets

  

Liabilities

  

Collateral Pledges

 

Matched interest rate swap with borrower

 $143,460   28  $  $9,931  $ 

Matched interest rate swap with counterparty

 $143,460   28  $9,931  $  $ 

 

The Company is able to recognize fee income upon execution of the interest rate swap contract. The Company did not record any interest rate swap fee income for the three and six months ended June 30, 2026 or 2025