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US 43-Day Bill Auction held to 5.27 in April 2024, released May 2024.
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.
43-Day Bill Auction (United States) was reported at 5.27 in May 2024.
The indicator has been trending upward over the last three releases.
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 Fed Hammack Speech (Oct 15) and Import Prices MoM (Oct 16).
Auto-generated from current model state · Refreshes on each release · Last update May 2024.
The 43-Day Bill Auction is a financial indicator that measures the demand and interest rates for short-term government debt securities with a maturity of 43 days. This auction is conducted by the government to raise funds and is closely monitored by investors as it provides insight into the current market conditions and investor sentiment. The results of the auction can impact interest rates and serve as an indicator of the overall economic health of a country.
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 (May 2024): actual 5.27 %. Prior reading (Oct 2020): 0.095 %. Before that (Apr 2020): 0.085 %.
Sigmacast's 1-month forecast points to a materially 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. 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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| Wednesday, October 14, 2026 | Actual | Previous | Consensus | Sigmanomics Rolling-Surprise Forecast | Impact | ||
|---|---|---|---|---|---|---|---|
| 12:30 | Inflation Rate YoY | 3.7 | 3.4 | 3.6 | 3.65 | High | |
| 12:30 | Core Inflation Rate YoY | 2.6 | 2.4 | 2.5 | 2.55 | High | |
| 12:30 | CPI s.a | 336.3 | 334.13 | 335.8 | 336.05 | High | |
| 12:30 | Core Inflation Rate MoM | 0.3 | 0.3 | 0.2 | 0.25 | High | |
| 12:30 | Inflation Rate MoM | 0.6 | 0.4 | 0.6 | 0.60 | High | |
| 12:30 | Inflation Rate | 336.94 | 334.98 | 336.65 | 336.79 | High | |
| 20:30 | API Crude Oil Stock Change | -11.1 | -2.09 | 1.9 | -4.60 | Medium | |
| 21:00 | API Crude Oil Stock Change | -11.1 | -2.09 | 1.9 | -4.60 | Medium | |
| 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 | 33.63 | 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 | 1706.25 | 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 | 197.50 | 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 | 198.44 | 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 | 0.25 | High | |
| 12:30 | Retail Sales Ex Autos MoM | 0.9 | 1.4 | 0.5 | 0.57 | High | |
| 12:30 | Retail Sales Ex Gas/Autos MoM | 0.2 | 1.1 | 0.2 | 0.23 | High | |
| 12:30 | Retail Sales YoY | 6.3 | 5.6 | 5.2 | 5.47 | 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 | 73.25 | Low | |
| 15:00 | Atlanta Fed GDPNow | 3.6 | 3.6 | 3.6 | 3.70 | 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 | |