CME SOFR-1M Bank Participation

Bank positions in CME SOFR-1M: all-bank net +251,325 contracts, positions as of Tue 6 Oct 2026.

Positions as of Tue 6 Oct 2026 - report month 2026-10

Market	CME SOFR-1M
Months in dataset	56
Coverage	2022-03 to 2026-10
Months with a suppressed bank count	0
Latest US bank net, contracts	+172,211
Latest non-US bank net, contracts	+79,114
Latest all-bank net, contracts	+251,325

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
2026-10	11	257,277	85,066	+172,211	38	178,986	99,872	+79,114	49	+251,325
2026-09	10	299,623	160,777	+138,846	34	273,048	105,259	+167,789	44	+306,635
2026-08	10	278,902	74,199	+204,703	34	238,517	70,939	+167,578	44	+372,281
2026-07	10	229,422	97,791	+131,631	31	193,725	76,957	+116,768	41	+248,399
2026-06	9	182,097	99,483	+82,614	31	139,018	80,402	+58,616	40	+141,230
2026-05	10	233,287	100,723	+132,564	30	144,229	73,753	+70,476	40	+203,040
2026-04	10	180,670	164,823	+15,847	32	158,760	82,383	+76,377	42	+92,224
2026-03	11	193,611	91,313	+102,298	34	165,886	67,538	+98,348	45	+200,646
2026-02	11	192,613	153,000	+39,613	35	171,734	79,662	+92,072	46	+131,685
2026-01	10	254,871	122,045	+132,826	31	175,818	83,181	+92,637	41	+225,463
2025-12	10	293,310	95,816	+197,494	34	186,551	125,380	+61,171	44	+258,665
2025-11	10	287,554	157,557	+129,997	36	218,603	134,989	+83,614	46	+213,611
2025-10	12	266,292	97,469	+168,823	33	212,210	115,646	+96,564	45	+265,387
2025-09	14	204,951	92,006	+112,945	35	133,637	82,828	+50,809	49	+163,754
2025-08	11	181,667	133,375	+48,292	35	146,514	76,535	+69,979	46	+118,271
2025-07	13	210,844	99,726	+111,118	34	155,430	66,353	+89,077	47	+200,195
2025-06	13	165,291	173,443	-8,152	33	135,973	71,992	+63,981	46	+55,829
2025-05	13	189,441	144,191	+45,250	35	83,246	119,511	-36,265	48	+8,985
2025-04	13	194,776	151,924	+42,852	35	71,526	105,750	-34,224	48	+8,628
2025-03	11	188,800	114,208	+74,592	33	97,450	84,444	+13,006	44	+87,598
2025-02	12	167,934	124,207	+43,727	35	134,026	81,447	+52,579	47	+96,306
2025-01	11	256,463	105,284	+151,179	34	140,940	95,018	+45,922	45	+197,101
2024-12	11	193,821	73,832	+119,989	35	164,644	116,566	+48,078	46	+168,067
2024-11	11	147,389	78,617	+68,772	36	122,755	117,432	+5,323	47	+74,095

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 6 Oct 2026.