Kilambi News
Wednesday, October 28, 2026

FNFT SOFR-3M Bank Participation

Wednesday, October 28, 2026

Bank positions in FNFT SOFR-3M: all-bank net -35,915 contracts, positions as of Tue 6 Oct 2026.

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

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

MarketFNFT SOFR-3M
Months in dataset13
Coverage2025-09 to 2026-10
Months with a suppressed bank count13
Latest US bank net, contracts-17,570
Latest non-US bank net, contracts-18,345
Latest all-bank net, contracts-35,915

Bank positions, last 24 months

MonthUS banksUS longUS shortUS netNon-US banksNon-US longNon-US shortNon-US netAll banksAll net
2026-10suppressed67,89585,465-17,570suppressed7,79626,141-18,3455-35,915
2026-09suppressed96,23876,247+19,991suppressed9,24829,476-20,2285-237
2026-08suppressed74,04060,085+13,955suppressed5,04132,760-27,7195-13,764
2026-07suppressed73,36466,005+7,359suppressed4,70028,980-24,2805-16,921
2026-06suppressed77,41954,348+23,071suppressed85159,089-58,2385-35,167
2026-05suppressed76,06138,141+37,920suppressed1,70448,615-46,9115-8,991
2026-04suppressed76,22753,720+22,507suppressed3840,272-40,2345-17,727
2026-03suppressed116,49073,333+43,157suppressed6471,728-71,6645-28,507
2026-02suppressed120,19650,154+70,042suppressed066,150-66,1505+3,892
2026-01suppressed75,12244,695+30,427suppressed063,428-63,4285-33,001
2025-12suppressed42,97658,069-15,093suppressed030,238-30,2385-45,331
2025-11suppressed45,07745,219-142suppressed025,904-25,9045-26,046
2025-09suppressed21,59516,778+4,817suppressed28318,960-18,6775-13,860

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.