SOFR net positioning
Front-end rate positioning is the market's bet on the policy path, taken with leverage. When that bet is crowded, a modest data surprise reprices the next two meetings rather than the next two years.
- Latest
- -2,643,832 contracts
- As of
- 22 Sept 2026
- Standard deviations
- -2.39
- Percentile
- 7th percentile
30 days to 4 Oct 2026 · -3,103,337 contracts to -2,643,832 contracts