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  1. 10-Year Swap Rates, Treasuries, Fallback Rate (SOFR), SOFR, Term SOFR

    Current and historical US swap rates, treasury yields, Fallback Rate (SOFR), SOFR, Term SOFR swap rates, SIFMA, Fed Funds, Prime, and other interest rate risk benchmarks.

  2. Interest Rate Cap Calculator

    Estimate your costs of hedging floating rate debt with Chatham's interest rate cap pricing calculator. Simply enter the notional amount, term, and cap strike price for indicative pricing.

  3. Guide

    Term SOFR – daily SOFR divergence

    • Corporates
    • Infrastructure
    • Insurance
    • Private Equity
    • Real Estate
    • Interest Rate Risk Management
    Term SOFR is an index rate frequently used in floating-rate loans and notes. It is published by the Chicago Mercantile Exchange (CME Group) in tenors of one, three, six, and 12 months and reflects market expectations for spot SOFR (an overnight rate) for that given tenor. This piece examines...
  4. Guide

    SOFR: A Comprehensive Guide

    • Real Estate
    • Regulatory Compliance Advisory
    How SOFR, the benchmark rate chosen by the ARRC to replace USD LIBOR, works and what drives its movements.
    Low angle of skyscrapers lining Wall St.
  5. Guide

    SOFR update for customer hedging programs

    • Financial Institutions
    • Interest Rate Risk Management
    With renewed efforts towards business-generating activities as we move past London Interbank Offered Rate (LIBOR) cessation, financial institutions (FIs) should evaluate the different Secured Overnight Financing Rate (SOFR) indices they offer to remain competitive and to provide their customers...
  6. Guide

    Term SOFR execution charges in interest rate hedges

    • Real Estate
    • Private Equity
    • Interest Rate Risk Management
    Term SOFR has emerged among non-Agency commercial real estate (CRE) lenders as the primary SOFR-based index of choice for their floating-rate loans. It is the NY Fed ARRC recommended fallback for non-agency CRE loans and the fallback under the LIBOR Act where the LIBOR Act applies. Regulatory...
  7. Market Update

    Chatham executes first Freddie Mac SOFR interest rate cap

    • Real Estate
    • Interest Rate Risk Management
    On Wednesday, September 9, Chatham executed the first SOFR-indexed interest rate cap on behalf of a commercial real estate (CRE) borrower in conjunction with the closing of a CBRE-originated Freddie Mac financing.
  8. Guide

    SONIA: A Comprehensive Guide

    • Real Estate
    • Regulatory Compliance Advisory
    How SONIA, the benchmark rate chosen to replace GBP LIBOR, works and what drives its movements
    Facade of Bank of England and skyscraper
  9. Guide

    Hairy charts: the accuracy of SOFR, SONIA, and EURIBOR vs. historical LIBOR forward curves

    • Real Estate
    • Private Equity
    • Corporates
    • Interest Rate Risk Management
    The forward curve serves as a baseline projection of future interest rates to support investment analysis. Borrowers can use it to evaluate potential costs and returns on investments. While not a precise forecast, forward curves can help borrowers identify potentially advantageous times to...

  10. Term SOFR and Treasury Forward Curves

    View Term SOFR and Treasury forward curve charts or download the data in Excel to estimate the forecasting or underwriting of monthly floating rate debt.

1-10 of 72 results