The notional and fair value of derivative instruments as of March 31, 2022 and December 31, 2021 are reflected in the
following table (dollars in thousands):
|
|
Notional Amount
|
|
Balance Sheet Location
|
|
Fair Value
|
|
March 31, 2022
|
|
|
|
|
|
|
|
Derivative assets
|
|
|
|
|
|
|
|
Interest rate swaps
|
|
$
|
69,132
|
|
Other Assets
|
|
$
|
3,891
|
|
|
|
|
|
|
|
|
|
|
|
Derivative liabilities
|
|
|
|
|
|
|
|
|
|
Interest rate swaps
|
|
|
69,132
|
|
Other Liabilities
|
|
|
3,891
|
|
|
|
Notional Amount
|
|
Balance Sheet Location
|
|
Fair Value
|
|
December 31, 2021
|
|
|
|
|
|
|
|
|
|
Derivative assets
|
|
|
|
|
|
|
|
|
|
Interest rate swaps
|
|
$
|
70,356
|
|
Other Assets
|
|
$
|
3,277
|
|
|
|
|
|
|
|
|
|
|
|
Derivative liabilities
|
|
|
|
|
|
|
|
|
|
Interest rate swaps
|
|
|
70,356
|
|
Other Liabilities
|
|
|
3,277
|
|
|