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US 119-Day Bill Auction climbed to 0.06% in September 2021, released October 2021, up 0.0% from August's 0.05% reading.
Sigmacast track record will appear here once this indicator has been released 3+ times since Sigmanomics began tracking.
Sigmacast Σ-direction model: consensus + ½ × mean(surprise, trailing 90d).
| Symbol | Direction | Correlation | Asset Class | Signal Bias | Action |
|---|---|---|---|---|---|
| S&P 500 | ▲ Direct | +0.50 | INDEX | Bullish Stocks | → View |
| EUR/USD | ▼ Inverse | −0.45 | FOREX | Bearish EUR | → View |
| USD/JPY | ▲ Direct | +0.40 | FOREX | Bullish USD | → View |
| XAU/USD | ▼ Inverse | −0.35 | COMMODITIES | Bearish Gold | → View |
| BTC/USD | ▲ Direct | +0.30 | CRYPTO | Watch | → View |
Correlation based on 12-month rolling window. Click any symbol to view its Sigmanomics forecast page.
119-Day Bill Auction (United States) was reported at 0.06% in October 2021. The reading rose from the previous value of 0.05%.
The indicator has been trending upward over the last three releases. The trailing three releases averaged 0.05%, unchanged from the prior three.
Historically, this indicator is positively correlated with S&P 500 (Bullish Stocks). A secondary relationship exists with EUR/USD, negatively correlated (Bearish EUR).
Same-country events in the next 14 days include MBA 30-Year Mortgage Rate (Jun 17) and Retail Sales MoM (Jun 17).
Auto-generated from current model state · Refreshes on each release · Last update October 2021.
The 119-Day Bill Auction is a financial indicator that measures the demand and interest rates for short-term government debt securities with a maturity of 119 days. It is used by investors and analysts to assess the current state of the market and make informed decisions about short-term investments. The auction process allows the government to raise funds by selling these bills to investors, with the interest rate determined by the level of demand. This indicator provides valuable insights into the overall economic climate and can be a useful tool for forecasting future market trends.
This release contributes to the broader macro picture used by cross-asset investors for positioning and risk management. The release is more useful as part of a longer-run signal than as a single-print catalyst. Released monthly.
Latest reading (Oct 2021): actual 0.055 %. Prior reading (Oct 2021): 0.055 %. Before that (Oct 2021): 0.05 %.
Sigmacast's 1-month forecast points to a similar reading versus the latest print, with the 3-month outlook reinforcing that direction. Both horizons are aligned bullish for this indicator, suggesting a consistent trend signal. Trend-driven dynamics are the primary tailwind in the current projection. This indicator correlates most strongly with S&P 500 (Bullish Stocks, r=0.50) — a useful reference for index-focused traders.
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| Monday, June 15, 2026 | Actual | Previous | Consensus | Sigmanomics Rolling-Surprise Forecast | Impact | ||
|---|---|---|---|---|---|---|---|
| 12:30 | NY Empire State Manufacturing Index | 5.7 | 19.6 | 14 | 9.85 | Medium | |
| 13:15 | Industrial Production MoM | 0.1 | 0.9 | 0.3 | 0.20 | Medium | |
| 13:15 | Capacity Utilization | 76.2 | 76.1 | 76.2 | 76.20 | Low | |
| 13:15 | Industrial Production YoY | 1.7 | 1.4 | 1.9 | 1.80 | Low | |
| 13:15 | Manufacturing Production MoM | 0 | 0.7 | 0.2 | 0.10 | Low | |
| 13:15 | Manufacturing Production YoY | 1.4 | 1.2 | 1.7 | 1.55 | Low | |
| 14:00 | NAHB Housing Market Index | 35 | 37 | 36 | 35.50 | Medium | |
| Tuesday, June 16, 2026 | Actual | Previous | Consensus | Sigmanomics Rolling-Surprise Forecast | Impact | ||
| 12:30 | Building Permits MoM | -0.7 | 4.4 | -0.6 | -0.45 | Medium | |
| 12:30 | Building Permits | 1.413 | 1.423 | 1.42 | 1.42 | High | |
| 12:30 | Import Prices YoY | 6.7 | 4.2 | 6 | 6.35 | Low | |
| 12:30 | Housing Starts MoM | -15.4 | -8.5 | -2 | -8.70 | Medium | |
| 12:30 | Housing Starts | 1.177 | 1.392 | 1.43 | 1.30 | High | |
| 12:30 | Export Prices YoY | 11.2 | 8.8 | 10.4 | 10.80 | Low | |
| 12:30 | Import Prices MoM | 1.9 | 2 | 1 | 1.45 | Medium | |
| 12:30 | Export Prices MoM | 1.3 | 3.5 | 1.2 | 1.25 | Medium | |
| 16:00 | Atlanta Fed GDPNow | 2.8 | 3.3 | 3.3 | 3.07 | Medium | |
| Wednesday, June 17, 2026 | Actual | Previous | Consensus | Sigmanomics Rolling-Surprise Forecast | Impact | ||
| 12:30 | Retail Sales MoM | 0.5 | 0.5 | 0.50 | High | ||
| 12:30 | Retail Sales Ex Gas/Autos MoM | 0.5 | 0.5 | 0.50 | Low | ||
| 12:30 | Retail Sales YoY | 4.9 | 4 | 4.00 | Low | ||
| 12:30 | Retail Sales Ex Autos MoM | 0.7 | 0.5 | 0.50 | Medium | ||
| 14:00 | Business Inventories MoM | 0.9 | 0.5 | 0.50 | Medium | ||
| 14:00 | Pending Home Sales YoY | 3.2 | 3 | 3.50 | Medium | ||
| 14:00 | Pending Home Sales MoM | 1.4 | 0.8 | 1.95 | Medium | ||
| 14:00 | Retail Inventories Ex Autos MoM | 0.4 | 0.6 | 0.60 | Low | ||
| 14:30 | EIA Crude Oil Stocks Change | -7.228 | -4.5 | -1.62 | Medium | ||
| 14:30 | EIA Gasoline Stocks Change | 0.186 | -1.4 | -3.32 | Medium | ||
| 14:30 | EIA Distillate Stocks Change | -0.2 | -0.2 | -0.71 | Low | ||