SOFR net positioning reaches -2,734,233 contracts, a 2.6th percentile reading
SOFR net positioning dropped to -2,734,233 contracts on 25 August, ranking 2.6th among readings over the trailing 156 reports.
- Reading
- -2,734,233 contracts
- Observed
- 25 Aug 2026
- Standard deviations
- -2.84
- Percentile
- 3rd percentile
What it means
Readings at or below that level occurred in 2.6% 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, 25 August 2026.