If your league allows for attaching batons to the end of your chain, it may be advantageous to create a detachable handle. The various attachments attach to the chain via a carabiner or snap hook, and allow for reconfiguration of the chain without dis-assembly. Another instructable for a detachable baton may be of some use to the reader.

For this project, you will need a handle (Here is an excellent instructable for a rope handle), a carabiner or snap hook(Check with your league for restrictions on metal or plastic in weapons), scissors, nylon masonry line, pipe insulation(20mm, 3/4"), a pen-knife/darning needle or similar, a lighter and duck/duct tape.

Step 1: Attach the Handle to the Hook

For this demonstation, simple nylon rope will be used for a handle. Run the rope through the base of the snaphook (or carabiner), and tie into a bow knot. Optionally, apply a flame to the knot to seal it.

Step 2: Encase the Hook/carabiner in Foam

Cut a length of pipe insulation so that, when the hook/carabiner is placed in it, it will fully enclose it with a small amount of overlap on either side. Cut a length of masonry line approximately the same circumference as the pipe insulation. Briefly apply flame to either end of the line to seal the tips to prevent fraying.
Poke a hole through both sides of the pipe insulation, lined up so that when the masonry line is run through it, the line will pass through the base of the snaphook, or along one end of the carabiner.
Run the line through the pipe insulation and the snaphook/carabiner, and tie a tight knot in the line, securing the snaphook/carabiner to the pipe insulation.

Step 3: Tape the Foam

Cover the entire surface of the pipe insulation with duck/duct tape. This will protect the foam from wear and tear.

To attach the handle to the chain, simply pull the carabiner/snaphook partially out of the foam, attach the end link of the chain to it, and push it back in.