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TFS Financial TFSL cash paid (received) for interest on interest rate swaps
cash paid (received) for interest on interest rate swaps at other companies
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Where this comes from
Reported directly by TFS Financial in its filing.
Tagged under the XBRL concept tfsl:PaymentsForProceedsFromInterestOnInterestRateSwaps.
The source filing: TFS Financial’s 10-K, filed November 25, 2025.
- Filed
- Nov 25, 2025
- Fiscal year
- FY2025
- Accession
- 0001381668-25-000106
| CASH FLOWS FROM OPERATING ACTIVITIES: | 2025 / (In thousands) | 2024 / (In thousands) | 2023 / (In thousands) |
|---|---|---|---|
| SUPPLEMENTAL DISCLOSURE OF CASH FLOW INFORMATION: | |||
| Cash paid for interest on deposits | $324,096 | $295,985 | $169,153 |
| Cash paid for interest on borrowed funds | 204,985 | 236,629 | 194,601 |
| Cash (received)/ paid for interest on interest rate swaps | (52,027) | (89,418) | (50,416) |
| Cash paid for income taxes | 16,480 | 15,681 | 21,776 |
| SUPPLEMENTAL SCHEDULES OF NONCASH INVESTING AND FINANCING ACTIVITIES: | |||
| Transfer of loans to real estate owned | 1,921 | 247 | 869 |
| Transfer of loans from held for investment to held for sale | 308,595 | 130,221 | 33,543 |
Item 16. Form 10-K Summary
FAQ
- What is TFS Financial's cash paid (received) for interest on interest rate swaps?
- TFS Financial (TFSL) reported cash paid (received) for interest on interest rate swaps of -$13.01M in Q3 2025.
- How has TFS Financial's cash paid (received) for interest on interest rate swaps changed year-over-year?
- TFS Financial's cash paid (received) for interest on interest rate swaps increased by 41.8% year-over-year, from -$22.35M to -$13.01M.
- What is the long-term trend for TFS Financial's cash paid (received) for interest on interest rate swaps?
- Over 2 years (2023 to 2025), TFS Financial's cash paid (received) for interest on interest rate swaps has grown at a 1.6% compound annual growth rate (CAGR), from -$50.42M to -$52.03M.
- What does cash paid (received) for interest on interest rate swaps mean?
- Captures the net cash flows associated with interest payments or receipts on interest rate swap agreements used to hedge interest rate risk. This metric provides insight into the cost or benefit of the bank's hedging program relative to market interest rate movements. It is a critical component in evaluating the net impact of derivative strategies on the bank's overall interest expense.
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