SOFR net positioning reaches -2,571,459 contracts, a 3.8th percentile reading
SOFR net positioning dropped to -2,571,459 contracts on 11 August, ranking 3.8th among readings over the trailing 156 reports.
- Reading
- -2,571,459 contracts
- Observed
- 11 Aug 2026
- Standard deviations
- -2.81
- Percentile
- 4th percentile
What it means
Readings at or below that level occurred in 3.8% of the trailing 156 reports.
How it was measured
Commodity Futures Trading Commission, Commitments of Traders. Net non-commercial positioning in Three-Month SOFR Futures, Chicago Mercantile Exchange, 11 August 2026.