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US 20-Year Bond Auction climbed to 5.42% in August 2026, released September 2026, up 0.22% from July's 5.2% 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 | Co-movement | Action |
|---|---|---|---|---|---|
| S&P 500 | ▲ Direct | +0.44 | INDEX | Moves with | → View |
| XAU/USD | ▲ Direct | +0.42 | COMMODITIES | Moves with | → View |
| AAPL | ▲ Direct | +0.25 | STOCKS | Moves with | → View |
| AUD/USD | ▲ Direct | +0.25 | FOREX | Moves with | → View |
Correlation based on 12-month rolling window. Click any symbol to view its Sigmanomics forecast page.
20-Year Bond Auction (United States) was reported at 5.42% in September 2026. The reading rose from the previous value of 5.2%. Trailing 12-month context per ETL data through September 2026. Over the past 12 months, the indicator has averaged 4.91%, ranging from 4.51% to 5.42% across 9 releases.
The indicator has been trending upward over the last three releases. The trailing three releases averaged 5.18%, up from the prior three at 4.87%. Volatility over the past year (σ 0.27%) is higher than the prior year (σ 0.14%). In September readings over the past 3 years, 20-Year Bond Auction has averaged 4.69%.
Historically, this indicator is positively correlated with S&P 500 (Bullish S&P 500). A secondary relationship exists with XAU/USD, positively correlated (Bullish XAU).
The next release is scheduled for October 21, 2026. Same-country events in the next 14 days include Import Prices MoM (Oct 16) and Export Prices MoM (Oct 16).
Auto-generated from current model state · Refreshes on each release · Last update September 2026.
The 20-Year Bond Auction is a financial indicator that measures the demand and interest rates for government-issued bonds with a maturity of 20 years. This auction is conducted by the government to raise funds for long-term projects and investments. The results of the auction provide insight into the current market sentiment and can impact the overall economy and interest rates. Investors and analysts closely monitor this indicator as it can provide valuable information for making investment decisions.
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 (Sep 2026): actual 5.42 %. Prior reading (Aug 2026): 5.204 %. Before that (Jun 2026): 4.927 %.
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 S&P 500, r=0.44) — a useful reference for index-focused traders.
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| Thursday, October 15, 2026 | Actual | Previous | Consensus | Sigmanomics Rolling-Surprise Forecast | Impact | ||
|---|---|---|---|---|---|---|---|
| 12:30 | Producer Price Index YoY | 6.3 | 5.6 | 5.3 | 5.80 | Low | |
| 12:30 | Philadelphia Fed Manufacturing Index | 20.9 | 37.8 | 28.4 | 24.65 | Medium | |
| 12:30 | NY Empire State Manufacturing Index | 25.5 | 7.6 | 10.3 | 17.90 | High | |
| 12:30 | Core PPI YoY | 5 | 4.8 | 4.4 | 4.70 | Low | |
| 12:30 | Continuing Jobless Claims | 1710 | 1714 | 1710 | 1706.75 | High | |
| 12:30 | PPI Ex Food, Energy and Trade YoY | 5 | 4.8 | 4.7 | 4.85 | Low | |
| 12:30 | Producer Price Index MoM | 1.3 | 0.5 | 0.5 | 0.90 | High | |
| 12:30 | PPI Ex Food, Energy and Trade MoM | 0.5 | 0.3 | 0.3 | 0.40 | Low | |
| 12:30 | Initial Jobless Claims | 199 | 198 | 200 | 193.50 | High | |
| 12:30 | Producer Price Index | 159.78 | 157.411 | 159.1 | 159.44 | Low | |
| 12:30 | Jobless Claims 4-Week Average | 198.5 | 198.25 | 199 | 197.50 | High | |
| 12:30 | Core PPI MoM | 0.7 | 0.2 | 0.3 | 0.50 | Medium | |
| 12:30 | Retail Sales MoM | 0.1 | 1.2 | 0.3 | 0.20 | High | |
| 12:30 | Retail Sales Ex Autos MoM | 0.9 | 1.4 | 0.5 | 0.70 | High | |
| 12:30 | Retail Sales Ex Gas/Autos MoM | 0.2 | 1.1 | 0.2 | 0.20 | High | |
| 12:30 | Retail Sales YoY | 6.3 | 5.6 | 5.2 | 5.75 | High | |
| 14:00 | Business Inventories MoM | 0.4 | 0.9 | 0.4 | 0.40 | Medium | |
| 14:00 | Retail Inventories Ex Autos MoM | 0 | 0.8 | 0.1 | 0.05 | Low | |
| 14:30 | EIA Natural Gas Stocks Change | 67 | 85 | 76 | 73.00 | Low | |
| 15:00 | Atlanta Fed GDPNow | 3.6 | 3.6 | 3.6 | 3.60 | Medium | |
| 15:30 | Atlanta Fed GDPNow | 3.6 | 3.6 | 3.6 | 3.60 | Medium | |
| 16:00 | EIA Gasoline Stocks Change | 3.518 | 0.382 | -0.5 | 1.51 | Medium | |
| 16:00 | EIA Crude Oil Stocks Change | -8.557 | -3.186 | -0.3 | -4.43 | Medium | |
| 16:00 | EIA Distillate Stocks Change | -2.527 | -0.042 | -1.6 | -2.06 | Low | |
| Friday, October 16, 2026 | Actual | Previous | Consensus | Sigmanomics Rolling-Surprise Forecast | Impact | ||
| 12:30 | Import Prices MoM | 0.7 | 0.8 | 1.30 | Medium | ||
| 12:30 | Export Prices MoM | 0.6 | 1 | 0.90 | Medium | ||
| 12:30 | Import Prices YoY | 7 | 7.9 | 8.35 | Low | ||
| 12:30 | Export Prices YoY | 8.6 | 9.4 | 9.45 | Low | ||
| 13:15 | Industrial Production YoY | 1.4 | 1 | 0.80 | Low | ||
| 13:15 | Capacity Utilization | 76.3 | 76.5 | 76.45 | Low | ||
| 13:15 | Industrial Production MoM | 0 | 0.4 | 0.35 | Medium | ||
| 13:15 | Manufacturing Production MoM | -0.3 | 0.3 | 0.25 | Low | ||
| 13:15 | Manufacturing Production YoY | 0.9 | 0.8 | 0.85 | Low | ||
| 18:00 | Budget Balance | -167 | -29 | -29.00 | Medium | ||
| 20:00 | Net Long-Term TIC Flows | -27.9 | 75.2 | 75.20 | Medium | ||
| Monday, October 19, 2026 | Actual | Previous | Consensus | Sigmanomics Rolling-Surprise Forecast | Impact | ||
| 14:00 | NAHB Housing Market Index | 32 | 31 | 31.00 | Medium | ||
| 15:30 | 3-Month Bill Auction | 4.085 | 4.009 | 4.01 | Low | ||