The invention provides a method, system, and program product for managing a connection. In particular, the invention manages connection information in memory based on an expected usage of the corresponding connection. Connection information can be stored in faster memory, such as cache memory, when the connection is expected to have numerous additional messages. Similarly, the connection information for a connection not expected to have many additional messages can be swapped out of the cache memory and stored in relatively slower memory. As a result, the connection information that is more frequently used is more likely to be available in a faster memory.