Back-to-Back Swap Program Benchmark Statistics Report
Last updated: March 2025
Report insights
Our back-to-back swap benchmark report compares customer swap transactions across years, regions, and bank asset size. Data in this report includes:
- Bank-earned swap fees
- Swap volume performance
- Credit spread changes for one-month Term SOFR swaps
- Swap volume expectations for the first half of 2025
This report will provide insight into how your customer interest rate swap program stacks up relative to peers. Perhaps your financial institution is not yet hedging as a tool to win more commercial loan business — you will still find value in reviewing and analyzing this report.
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Meet our report contributors
Our financial institution clients
We partner with banks and credit unions across the country to manage their financial risk.
Disclaimers
Chatham Hedging Advisors, LLC (CHA) is a subsidiary of Chatham Financial Corp. and provides hedge advisory, accounting and execution services related to swap transactions in the United States. CHA is registered with the Commodity Futures Trading Commission (CFTC) as a commodity trading advisor and is a member of the National Futures Association (NFA); however, neither the CFTC nor the NFA have passed upon the merits of participating in any advisory services offered by CHA. For further information, please visit chathamfinancial.com/legal-notices.
Transactions in over-the-counter derivatives (or “swaps”) have significant risks, including, but not limited to, substantial risk of loss. You should consult your own business, legal, tax and accounting advisers with respect to proposed swap transaction and you should refrain from entering into any swap transaction unless you have fully understood the terms and risks of the transaction, including the extent of your potential risk of loss. This material has been prepared by a sales or trading employee or agent of Chatham Hedging Advisors and could be deemed a solicitation for entering into a derivatives transaction. This material is not a research report prepared by Chatham Hedging Advisors. If you are not an experienced user of the derivatives markets, capable of making independent trading decisions, then you should not rely solely on this communication in making trading decisions. All rights reserved.
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