Positions as of Tue 1 Feb 2022 - report month 2022-02
| Market | CME 3-MONTH SOFR |
| Months in dataset | 38 |
| Coverage | 2018-12 to 2022-02 |
| Months with a suppressed bank count | 11 |
| Latest US bank net, contracts | +306,126 |
| Latest non-US bank net, contracts | +3,901 |
| Latest all-bank net, contracts | +310,027 |
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 | 11 | 652,777 | 346,651 | +306,126 | 47 | 341,238 | 337,337 | +3,901 | 58 | +310,027 |
| 2022-01 | 10 | 342,570 | 406,704 | -64,134 | 37 | 269,250 | 131,266 | +137,984 | 47 | +73,850 |
| 2021-12 | 8 | 290,907 | 324,876 | -33,969 | 31 | 233,311 | 99,199 | +134,112 | 39 | +100,143 |
| 2021-11 | 7 | 254,111 | 232,777 | +21,334 | 24 | 155,225 | 79,828 | +75,397 | 31 | +96,731 |
| 2021-10 | 7 | 213,614 | 150,899 | +62,715 | 23 | 102,495 | 75,528 | +26,967 | 30 | +89,682 |
| 2021-09 | 6 | 170,022 | 128,936 | +41,086 | 19 | 104,976 | 46,619 | +58,357 | 25 | +99,443 |
| 2021-08 | 5 | 118,932 | 132,376 | -13,444 | 16 | 74,424 | 36,283 | +38,141 | 21 | +24,697 |
| 2021-07 | 5 | 83,036 | 116,841 | -33,805 | 14 | 67,221 | 38,532 | +28,689 | 19 | -5,116 |
| 2021-06 | 5 | 71,262 | 147,943 | -76,681 | 16 | 46,831 | 40,872 | +5,959 | 21 | -70,722 |
| 2021-05 | 5 | 57,227 | 163,481 | -106,254 | 15 | 48,830 | 34,365 | +14,465 | 20 | -91,789 |
| 2021-04 | 5 | 61,529 | 125,486 | -63,957 | 16 | 38,576 | 32,537 | +6,039 | 21 | -57,918 |
| 2021-03 | 5 | 70,824 | 119,553 | -48,729 | 16 | 46,983 | 43,577 | +3,406 | 21 | -45,323 |
| 2021-02 | 4 | 63,089 | 118,149 | -55,060 | 12 | 14,799 | 22,257 | -7,458 | 16 | -62,518 |
| 2021-01 | 4 | 29,732 | 115,398 | -85,666 | 12 | 14,476 | 18,570 | -4,094 | 16 | -89,760 |
| 2020-12 | 4 | 39,166 | 114,144 | -74,978 | 12 | 17,776 | 12,680 | +5,096 | 16 | -69,882 |
| 2020-11 | 4 | 26,619 | 88,352 | -61,733 | 10 | 14,618 | 6,322 | +8,296 | 14 | -53,437 |
| 2020-10 | 4 | 15,208 | 65,404 | -50,196 | 6 | 12,216 | 2,104 | +10,112 | 10 | -40,084 |
| 2020-09 | 4 | 7,301 | 54,295 | -46,994 | 5 | 8,653 | 5,556 | +3,097 | 9 | -43,897 |
| 2020-08 | 4 | 6,176 | 25,798 | -19,622 | 5 | 7,238 | 4,843 | +2,395 | 9 | -17,227 |
| 2020-07 | 4 | 5,550 | 25,170 | -19,620 | 5 | 7,001 | 4,477 | +2,524 | 9 | -17,096 |
| 2020-06 | 5 | 7,124 | 30,101 | -22,977 | 5 | 2,078 | 7,597 | -5,519 | 10 | -28,496 |
| 2020-05 | 4 | 6,411 | 32,822 | -26,411 | 5 | 1,349 | 8,268 | -6,919 | 9 | -33,330 |
| 2020-04 | 4 | 1,668 | 29,995 | -28,327 | 4 | 3,456 | 8,074 | -4,618 | 8 | -32,945 |
| 2020-03 | 4 | 1,852 | 27,215 | -25,363 | 6 | 5,800 | 9,770 | -3,970 | 10 | -29,333 |
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.