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Benchmark stats report

2019 Back-to-back swap program benchmark statistics report


Request your copy of the 2019 back-to-back swap program benchmark statistics report.

How does your financial institution compare?

Are you interested in seeing how your interest rate swap program stacks up relative to your peers from around the country? Perhaps your financial institution is not yet using swaps to win more commercial loan business, but would find value in reviewing and analyzing Chatham's back-to-back benchmark stats report.

Regardless of your program status, community and regional financial institutions discover important information on:

  • Average gross fees
  • Average DV01
  • Average transaction volume
  • 1-Month LIBOR trade statistics: term and notional
  • 2019 average credit spreads
  • 3-Year average credit spread trends by geography

Request your copy

Complete the form below to request a copy of the 2019 benchmark stats report:


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

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.