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US 3-Year Note Auction climbed to 4.93% in September 2026, released October 2026, up 0.46% from August's 4.47% 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 |
|---|---|---|---|---|---|
| XAU/USD | ▼ Inverse | −0.37 | COMMODITIES | Moves against | → View |
| GBP/USD | ▲ Direct | +0.36 | FOREX | Moves with | → View |
| USD/CHF | ▲ Direct | +0.33 | FOREX | Moves with | → View |
| EUR/USD | ▲ Direct | +0.28 | FOREX | Moves with | → View |
| AAPL | ▼ Inverse | −0.28 | STOCKS | Moves against | → View |
Correlation based on 12-month rolling window. Click any symbol to view its Sigmanomics forecast page.
3-Year Note Auction (United States) was reported at 4.93% in October 2026. The reading rose from the previous value of 4.47%. Trailing 12-month context per ETL data through October 2026. Over the past 12 months, the indicator has averaged 3.99%, ranging from 3.52% to 4.93% across 11 releases.
The indicator has been trending upward over the last three releases. The trailing three releases averaged 4.57%, up from the prior three at 4.11%. Volatility over the past year (σ 0.44%) is higher than the prior year (σ 0.26%). In October readings over the past 3 years, 3-Year Note Auction has averaged 4.13%.
Historically, this indicator is negatively correlated with XAU/USD (Bearish XAU). A secondary relationship exists with GBP/USD, positively correlated (Bullish GBP).
The next release is scheduled for November 9, 2026. Same-country events in the next 14 days include Fed Bowman Speech (Oct 14) and MBA 30-Year Mortgage Rate (Oct 14).
Auto-generated from current model state · Refreshes on each release · Last update October 2026.
The 3-Year Note Auction is a financial indicator that measures the demand for US Treasury notes with a maturity of three years. It is conducted by the US Department of the Treasury and provides insight into the current market sentiment and investor confidence in the economy. The results of the auction can impact interest rates and serve as a gauge for the overall health of the financial market.
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 2026): actual 4.932 %. Prior reading (Sep 2026): 4.474 %. Before that (Aug 2026): 4.291 %.
Sigmacast's 1-month forecast points to a higher 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.
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| Tuesday, October 13, 2026 | Actual | Previous | Consensus | Sigmanomics Rolling-Surprise Forecast | Impact | ||
|---|---|---|---|---|---|---|---|
| 10:00 | NFIB Business Optimism Index | 97.9 | 98.7 | 98 | 97.95 | Low | |
| 14:00 | Existing Home Sales MoM | 1.5 | -3.2 | -0.3 | 0.60 | High | |
| 14:00 | Existing Home Sales | 3.99 | 3.93 | 3.95 | 3.97 | High | |
| 15:30 | 3-Month Bill Auction | 4.085 | 4.05 | 4.009 | 4.05 | Low | |
| Wednesday, October 14, 2026 | Actual | Previous | Consensus | Sigmanomics Rolling-Surprise Forecast | Impact | ||
| 12:30 | Core Inflation Rate YoY | 2.4 | 2.5 | 2.50 | High | ||
| 12:30 | CPI s.a | 334.131 | 335.8 | 335.80 | High | ||
| 12:30 | Core Inflation Rate MoM | 0.3 | 0.2 | 0.20 | High | ||
| 12:30 | Inflation Rate YoY | 3.4 | 3.6 | 3.60 | High | ||
| 12:30 | Inflation Rate MoM | 0.4 | 0.6 | 0.60 | High | ||
| 12:30 | CPI | 334.98 | 336.8 | 336.80 | High | ||
| 12:30 | Inflation Rate | 334.98 | 336.65 | 336.65 | High | ||
| 18:00 | Budget Balance | -167 | -29 | -29.00 | Medium | ||
| Thursday, October 15, 2026 | Actual | Previous | Consensus | Sigmanomics Rolling-Surprise Forecast | Impact | ||
| 12:30 | Producer Price Index YoY | 5.4 | 5.3 | 5.30 | Low | ||
| 12:30 | Philadelphia Fed Manufacturing Index | 37.8 | 28.4 | 42.60 | Medium | ||
| 12:30 | NY Empire State Manufacturing Index | 7.6 | 10.3 | 10.30 | High | ||
| 12:30 | Core PPI YoY | 4.6 | 4.4 | 4.40 | Low | ||
| 12:30 | Continuing Jobless Claims | 1716 | 1710 | 1702.50 | High | ||
| 12:30 | PPI Ex Food, Energy and Trade YoY | 4.7 | 4.7 | 4.70 | Low | ||
| 12:30 | Producer Price Index MoM | 0.4 | 0.5 | 0.50 | High | ||
| 12:30 | PPI Ex Food, Energy and Trade MoM | 0.3 | 0.3 | 0.30 | Low | ||
| 12:30 | Initial Jobless Claims | 197 | 200 | 195.50 | High | ||
| 12:30 | Producer Price Index | 157.411 | 159.1 | 159.10 | Low | ||
| 12:30 | Jobless Claims 4-Week Average | 198 | 199 | 198.13 | High | ||
| 12:30 | Core PPI MoM | 0.2 | 0.3 | 0.30 | Medium | ||
| 12:30 | Retail Sales MoM | 1.4 | 0.3 | 0.30 | High | ||
| 12:30 | Retail Sales Ex Autos MoM | 1.4 | 0.5 | 0.45 | High | ||
| 12:30 | Retail Sales Ex Gas/Autos MoM | 1.2 | 0.2 | 0.25 | High | ||
| 12:30 | Retail Sales YoY | 6 | 5.2 | 5.20 | High | ||
| 13:30 | Retail Sales YoY | 6 | 5.2 | 5.20 | High | ||
| 13:30 | Retail Sales Ex Autos MoM | 1.4 | 0.5 | 0.45 | High | ||
| 13:30 | Retail Sales MoM | 1.2 | 0.1 | 0.10 | High | ||
| 13:30 | Retail Sales Ex Gas/Autos MoM | 1.2 | 0.2 | 0.25 | High | ||
| 14:00 | Business Inventories MoM | 0.8 | 0.4 | 0.40 | Medium | ||