v3.26.1
Financial Derivative Instruments (Tables)
6 Months Ended
Jun. 30, 2026
Derivative Instruments and Hedging Activities Disclosure [Abstract]  
Schedule of Derivative Instruments
The details of the Bank's swap agreements are as follows:
June 30, 2026December 31, 2025June 30, 2025
Effective DateMaturity DateVariable Index ReceivedFixed Rate PaidPresentation on Consolidated Balance SheetsNotional Amount
Fair Value
Notional Amount
Fair Value
Notional Amount
Fair Value
Cash Flow Hedges
01/10/202301/01/2026USD-SOFR-OIS COMPOUND3.836%Other Assets$ $ $75,000,000 $— $75,000,000 $106,000 
$ $ $75,000,000 $— $75,000,000 $106,000 
Fair Value Hedges
03/08/202303/01/2026USD-SOFR-OIS COMPOUND4.712%$ $ $— $— $— $— 
03/08/202303/01/2027USD-SOFR-OIS COMPOUND4.402%Other Liabilities30,000,000 (94,000)30,000,000 (352,000)30,000,000 (404,000)
03/08/202303/01/2028USD-SOFR-OIS COMPOUND4.189%Other Liabilities30,000,000 (93,000)30,000,000 (558,000)30,000,000 (590,000)
07/12/202308/01/2025USD-SOFR-OIS COMPOUND4.703%Other Liabilities  — — 50,000,000 (9,000)
$60,000,000 $(187,000)$60,000,000 $(910,000)$110,000,000 $(1,003,000)
Total swap agreements$60,000,000 $(187,000)$135,000,000 $(910,000)$185,000,000 $(897,000)
The details of the Bank's cap agreements are as follows:
June 30, 2026December 31, 2025June 30, 2025
Effective DateMaturity DateVariable Index ReceivedFixed Rate PaidPresentation on Consolidated Balance SheetsNotional Amount
Fair Value
Notional Amount
Fair Value
Notional Amount
Fair Value
Fair Value Hedges
07/01/202507/01/2028USD-SOFR-OIS COMPOUND4.050%Other Assets$50,000,000 $281,000 $50,000,000 $100,000 $— $— 
07/01/202507/01/2028USD-SOFR-OIS COMPOUND4.550%Other Assets50,000,000 155,000 50,000,000 54,000 — — 
03/02/202603/01/2029USD-SOFR-OIS COMPOUND3.750%Other Assets50,000,000 624,000 — — — — 
03/02/202603/01/2030USD-SOFR-OIS COMPOUND4.250%Other Assets50,000,000 544,000 — — — — 
Total cap agreements$200,000,000 $1,604,000 $100,000,000 $154,000 $— $— 
At June 30, 2026 there were 19 customer loan swap arrangements in place. This compares to 18 customer loan swap arrangements in place as of December 31, 2025 and 12 customer loan swap arrangements in place as of June 30, 2025. The details of the Bank's customer loan swap arrangements are detailed below:
June 30, 2026December 31, 2025June 30, 2025
Presentation on Consolidated Balance SheetNumber of PositionsNotional AmountFair ValueNumber of PositionsNotional AmountFair ValueNumber of PositionsNotional AmountFair Value
Pay Fixed, Receive VariableOther Assets13$68,913,000 $3,897,000 6$33,506,000 $3,551,000 $34,105,000 $3,707,000 
Pay Fixed, Receive VariableOther Liabilities623,104,000 (146,000)1251,139,000 (757,000)23,618,000 (611,000)
1992,017,000 3,751,000 1884,645,000 2,794,000 12 57,723,000 3,096,000 
Receive Fixed, Pay VariableOther Assets623,104,000 146,000 1251,139,000 757,000 23,618,000 611,000 
Receive Fixed, Pay VariableOther Liabilities1368,913,000 (3,897,000)633,506,000 (3,551,000)34,105,000 (3,707,000)
1992,017,000 (3,751,000)1884,645,000 (2,794,000)12 57,723,000 (3,096,000)
Total38$184,034,000 $ 36$169,290,000 $— 24 $115,446,000 $—