SOFR net positioning reaches -2,896,206 contracts, a 1.9th percentile reading
SOFR net positioning dropped to -2,896,206 contracts on 15 September, ranking 1.9th among readings over the trailing 156 reports.
- Reading
- -2,896,206 contracts
- Observed
- 15 Sept 2026
- Standard deviations
- -2.74
- Percentile
- 2nd percentile
What it means
Readings at or below that level occurred in 1.9% 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, 15 September 2026.