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US 20-Year JGB Auction climbed to 2.03% in January 2025, released February 2025, up 0.04% from December's 1.98% 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 | +0.50 | INDEX | Moves with | → View |
| EUR/USD | ▼ Inverse | −0.45 | FOREX | Moves against | → View |
| USD/JPY | ▲ Direct | +0.40 | FOREX | Moves with | → View |
| XAU/USD | ▼ Inverse | −0.35 | COMMODITIES | Moves against | → View |
| BTC/USD | ▲ Direct | +0.30 | CRYPTO | Moves with | → View |
Correlation based on 12-month rolling window. Click any symbol to view its Sigmanomics forecast page.
20-Year JGB Auction (United States) was reported at 2.03% in January 2025. The reading rose from the previous value of 1.98%.
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 Import Prices MoM (Oct 16) and Export Prices MoM (Oct 16).
Auto-generated from current model state · Refreshes on each release · Last update February 2025.
The 20-Year JGB Auction is a financial indicator that measures the demand and interest rates for Japanese government bonds with a maturity of 20 years. This auction is conducted by the Japanese government to raise funds for its operations and is closely monitored by investors and analysts as it reflects the current state of the Japanese economy and the confidence in its government's financial stability. The results of this auction can impact the overall bond market and provide insights into the long-term outlook for the Japanese economy.
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.
This indicator correlates most strongly with S&P 500 (Bullish Stocks, r=0.50) — a useful reference for index-focused traders.
Multi-horizon symbol forecasts, Rolling-Surprise economic predictions, and programmatic API access.
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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 | Manufacturing Production MoM | -0.3 | 0.3 | 0.25 | Low | ||
| 13:15 | Industrial Production MoM | 0 | 0.4 | 0.35 | Medium | ||
| 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 | ||