SOFR net positioning reaches -2,542,677 contracts, an 8.3th percentile reading
SOFR net positioning dropped to -2,542,677 contracts on 29 September, ranking 8.3th among readings over the trailing 156 reports.
- Reading
- -2,542,677 contracts
- Observed
- 29 Sept 2026
- Standard deviations
- -2.22
- Percentile
- 8th percentile
What it means
Readings at or below that level occurred in 8.3% 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, 29 September 2026.