SOFR net positioning reaches -2,643,832 contracts, a 7.1th percentile reading
SOFR net positioning dropped to -2,643,832 contracts on 22 September, ranking 7.1th among readings over the trailing 156 reports.
- Reading
- -2,643,832 contracts
- Observed
- 22 Sept 2026
- Standard deviations
- -2.39
- Percentile
- 7th percentile
What it means
Readings at or below that level occurred in 7.1% 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, 22 September 2026.