SOFR net positioning reaches -2,683,204 contracts, a 3.2th percentile reading
SOFR net positioning dropped to -2,683,204 contracts on 18 August, ranking 3.2th among readings over the trailing 156 reports.
- Reading
- -2,683,204 contracts
- Observed
- 18 Aug 2026
- Standard deviations
- -2.87
- Percentile
- 3rd percentile
What it means
Readings at or below that level occurred in 3.2% 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, 18 August 2026.