Positions as of Tue 1 Feb 2022 - report month 2022-02
| Market | CME 1-MONTH SOFR |
| Months in dataset | 37 |
| Coverage | 2019-02 to 2022-02 |
| Months with a suppressed bank count | 9 |
| Latest US bank net, contracts | +35,199 |
| Latest non-US bank net, contracts | -18,269 |
| Latest all-bank net, contracts | +16,930 |
Bank positions, last 24 months
| Month | US banks | US long | US short | US net | Non-US banks | Non-US long | Non-US short | Non-US net | All banks | All net |
|---|---|---|---|---|---|---|---|---|---|---|
| 2022-02 | 6 | 55,743 | 20,544 | +35,199 | 16 | 28,297 | 46,566 | -18,269 | 22 | +16,930 |
| 2022-01 | 6 | 40,538 | 24,917 | +15,621 | 10 | 15,296 | 17,096 | -1,800 | 16 | +13,821 |
| 2021-12 | 4 | 28,728 | 17,932 | +10,796 | 10 | 21,208 | 14,347 | +6,861 | 14 | +17,657 |
| 2021-11 | 4 | 34,260 | 17,521 | +16,739 | 9 | 7,620 | 10,365 | -2,745 | 13 | +13,994 |
| 2021-10 | 4 | 39,145 | 14,014 | +25,131 | 10 | 4,210 | 6,940 | -2,730 | 14 | +22,401 |
| 2021-09 | 4 | 27,602 | 14,846 | +12,756 | 6 | 4,463 | 4,343 | +120 | 10 | +12,876 |
| 2021-08 | 5 | 33,358 | 13,359 | +19,999 | 7 | 3,614 | 5,862 | -2,248 | 12 | +17,751 |
| 2021-07 | 5 | 8,030 | 38,601 | -30,571 | 7 | 4,714 | 7,435 | -2,721 | 12 | -33,292 |
| 2021-06 | 4 | 10,240 | 37,947 | -27,707 | 8 | 1,866 | 13,428 | -11,562 | 12 | -39,269 |
| 2021-05 | 4 | 15,832 | 37,395 | -21,563 | 12 | 3,553 | 22,701 | -19,148 | 16 | -40,711 |
| 2021-04 | 4 | 24,537 | 25,300 | -763 | 11 | 2,511 | 18,443 | -15,932 | 15 | -16,695 |
| 2021-03 | 4 | 21,494 | 39,706 | -18,212 | 10 | 4,251 | 18,750 | -14,499 | 14 | -32,711 |
| 2021-02 | 4 | 29,534 | 29,377 | +157 | 8 | 1,869 | 12,131 | -10,262 | 12 | -10,105 |
| 2021-01 | suppressed | 5,897 | 45,323 | -39,426 | suppressed | 11,378 | 6,623 | +4,755 | 10 | -34,671 |
| 2020-12 | 4 | 3,704 | 38,271 | -34,567 | 6 | 8,314 | 8,376 | -62 | 10 | -34,629 |
| 2020-11 | suppressed | 1,213 | 27,578 | -26,365 | suppressed | 12,285 | 7,373 | +4,912 | 10 | -21,453 |
| 2020-10 | 4 | 2,066 | 31,372 | -29,306 | 7 | 17,703 | 6,821 | +10,882 | 11 | -18,424 |
| 2020-09 | 4 | 1,301 | 25,377 | -24,076 | 10 | 7,602 | 4,245 | +3,357 | 14 | -20,719 |
| 2020-08 | 4 | 2,308 | 29,265 | -26,957 | 10 | 13,606 | 7,827 | +5,779 | 14 | -21,178 |
| 2020-07 | 4 | 232 | 38,314 | -38,082 | 10 | 13,445 | 16,522 | -3,077 | 14 | -41,159 |
| 2020-06 | 4 | 2,737 | 33,853 | -31,116 | 9 | 5,393 | 15,699 | -10,306 | 13 | -41,422 |
| 2020-05 | 4 | 7,296 | 27,676 | -20,380 | 10 | 6,781 | 16,680 | -9,899 | 14 | -30,279 |
| 2020-04 | 4 | 7,912 | 43,801 | -35,889 | 10 | 9,293 | 16,030 | -6,737 | 14 | -42,626 |
| 2020-03 | 4 | 8,620 | 47,326 | -38,706 | 5 | 4,464 | 15,059 | -10,595 | 9 | -49,301 |
Net is gross long minus gross short; the report publishes gross positions and the net is computed here. A suppressed bank count means the group held fewer than four banks that month; the split was withheld, not zero. Months where the split was withheld are part of the record and stay in the table.
Source: CFTC Bank Participation Report, monthly, futures. Positions as of Tue 1 Feb 2022.