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US 23-Day Bill Auction held to 0.05 in November 2021, released December 2021.
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.
23-Day Bill Auction (United States) was reported at 0.05 in December 2021.
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 Employment Cost Index QoQ (Jul 31) and Employment Cost - Wages QoQ (Jul 31).
Auto-generated from current model state · Refreshes on each release · Last update December 2021.
The 23-Day Bill Auction is a financial indicator that measures the demand for short-term government debt securities with a maturity of 23 days. It is used by investors and analysts to gauge the current market sentiment and interest rates for short-term investments. The auction process allows the government to raise funds by selling these bills to investors, providing insight into the overall strength of the economy. This indicator is closely monitored by financial institutions and can impact interest rates and the overall performance of the financial markets.
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 (Dec 2021): actual 0.05.
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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| Wednesday, July 29, 2026 | Actual | Previous | Consensus | Sigmanomics Rolling-Surprise Forecast | Impact | ||
|---|---|---|---|---|---|---|---|
| 14:30 | EIA Crude Oil Stocks Change | -7.167 | 2.011 | -1.3 | -4.23 | Medium | |
| 14:30 | EIA Gasoline Stocks Change | 0.007 | 0.765 | -0.7 | -0.35 | Medium | |
| 14:30 | EIA Distillate Stocks Change | 1.062 | 1.395 | 0.2 | 0.63 | Low | |
| 18:00 | Fed Interest Rate Decision | 3.75 | 3.75 | 3.75 | 3.75 | High | |
| Thursday, July 30, 2026 | Actual | Previous | Consensus | Sigmanomics Rolling-Surprise Forecast | Impact | ||
| 12:30 | Personal Income MoM | 0.2 | 0.7 | 0.3 | 0.35 | High | |
| 12:30 | PCE Price Index MoM | -0.1 | 0.5 | -0.1 | -0.10 | Medium | |
| 12:30 | PCE Prices QoQ | 5.1 | 4.6 | 4 | 4.63 | Low | |
| 12:30 | Initial Jobless Claims | 197 | 188 | 200 | 192.75 | Medium | |
| 12:30 | Real Consumer Spending QoQ | 3.2 | 0.5 | 0.4 | 0.85 | Low | |
| 12:30 | PCE Price Index YoY | 3.7 | 4.1 | 3.7 | 3.70 | Medium | |
| 12:30 | GDP Growth Rate QoQ | 1.5 | 2.1 | 2.1 | 1.88 | High | |
| 12:30 | Continuing Jobless Claims | 1782 | 1789 | 1800 | 1786.75 | Low | |
| 12:30 | Gross Domestic Product QoQ | 1.5 | 2.1 | 2.1 | 1.90 | High | |
| 12:30 | Jobless Claims 4-Week Average | 202.75 | 207.75 | 210 | 205.06 | Low | |
| 12:30 | Core PCE Price Index MoM | 0.1 | 0.3 | 0.2 | 0.18 | High | |
| 12:30 | GDP Sales QoQ | 2.2 | 1.9 | 1.4 | 1.82 | Low | |
| 12:30 | Core PCE Price Index YoY | 3.3 | 3.4 | 3.3 | 3.30 | Low | |
| 12:30 | Core PCE Prices QoQ | 3.4 | 4.4 | 3.5 | 3.52 | Low | |
| 12:30 | GDP Price Index QoQ | 6.3 | 3.6 | 3.6 | 4.45 | Medium | |
| 12:30 | Personal Spending MoM | 0.4 | 0.4 | 0.2 | 0.25 | Low | |
| 14:30 | EIA Natural Gas Stocks Change | 28 | 32 | 35 | 33.00 | Low | |