v3.26.1
Derivative Financial Instruments (Tables)
6 Months Ended
Jun. 30, 2026
Derivative Financial Instruments  
Schedule of key elements of derivative instruments other than forward sales of mortgage loans

June 30, 2026

 

  ​ ​ ​

Notional

  ​ ​ ​

  ​ ​ ​

  ​ ​ ​

 

(Dollars in thousands)

Amount

Assets

Liabilities

 

Cash flow hedges:

Interest rate swap contracts

$

20,000

$

627

$

25

Not designated as hedges:

 

 

 

Customer-related interest rate swap contracts:

 

 

 

Matched interest rate swaps with borrower

 

63,047

 

50

 

2,354

Matched interest rate swaps with counterparty

63,047

2,354

50

Mortgage banking contracts:

IRLCs

74,419

1,050

December 31, 2025

  ​ ​ ​

Notional

  ​ ​ ​

  ​ ​ ​

  ​ ​ ​

(Dollars in thousands)

Amount

Assets

Liabilities

Cash flow hedges:

Interest rate swap contracts

$

25,000

$

598

$

208

Not designated as hedges:

 

 

Customer-related interest rate swap contracts:

 

 

 

Matched interest rate swaps with borrower

 

83,462

 

224

 

2,279

Matched interest rate swaps with counterparty

83,462

2,279

224

Mortgage banking contracts:

IRLCs

44,642

574