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Data from FMP. Forecasts by Sigmanomics Forecast Engine.
United StatesUS 5-Year TIPS Auction climbed to 1.96% in May 2026
FMPMonthlyReleased June 2026
US 5-Year TIPS Auction climbed to 1.96% in May 2026, released June 2026, up 0.59% from April's 1.37% reading.
Latest Release
1.955000
Actual
—
Consensus
1.367000
Previous
Sigmacast Track Record
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).
CORRELATED SYMBOLS— markets that historically move with this indicator
| 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.
THE RELEASE
5-Year TIPS Auction (United States) was reported at 1.96% in June 2026. The reading rose from the previous value of 1.37%. Trailing 12-month context per ETL data through June 2026.
WHY IT MATTERS
The indicator has been trending upward over the last three releases. The trailing three releases averaged 1.52%, down from the prior three at 1.82%. In June readings over the past 3 years, 5-Year TIPS Auction has averaged 1.89%.
THE MODEL'S TAKE
Historically, this indicator is positively correlated with S&P 500 (Bullish Stocks). A secondary relationship exists with EUR/USD, negatively correlated (Bearish EUR).
WHAT TO WATCH NEXT
Same-country events in the next 14 days include Fed Bowman Speech (Aug 8) and Existing Home Sales MoM (Aug 11).
Auto-generated from current model state · Refreshes on each release · Last update June 2026.
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5-Year TIPS Auction - US
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About 5-Year TIPS Auction — United States
DEFINITION
The 5-Year TIPS Auction is a financial indicator that measures the demand for Treasury Inflation-Protected Securities (TIPS) with a maturity of 5 years. This auction is conducted by the U.S. Department of the Treasury and provides valuable insights into investor sentiment towards inflation and the overall health of the economy. The results of this auction can impact interest rates and serve as a key indicator for market trends and future economic conditions.
WHY THIS INDICATOR MATTERS
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.
WHAT CHANGED THIS MONTH
Latest reading (Jun 2026): actual 1.955 %. Prior reading (Apr 2026): 1.367 %. Before that (Dec 2025): 1.433 %.
WHAT'S NEXT
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. 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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Economic Calendar - US Events
| Friday, August 7, 2026 | Actual | Previous | Consensus | Sigmanomics Rolling-Surprise Forecast | Impact | ||
|---|---|---|---|---|---|---|---|
| 12:30 | US | Participation Rate | 61.4 | 61.5 | 61.6 | 61.50 | Medium |
| 12:30 | US | U-6 Unemployment Rate | 7.9 | 7.9 | 7.9 | 7.90 | Low |
| 12:30 | US | Non Farm Payrolls | -23 | 20 | 80 | 28.50 | High |
| 12:30 | US | Average Hourly Earnings YoY | 3.2 | 3.4 | 3.5 | 3.35 | Medium |
| 12:30 | US | Unemployment Rate | 4.1 | 4.2 | 4.2 | 4.15 | High |
| 12:30 | US | Average Weekly Hours | 34.3 | 34.3 | 34.3 | 34.30 | Low |
| 12:30 | US | Manufacturing Payrolls | 5 | 11 | 4 | 4.50 | Low |
| 12:30 | US | Government Payrolls | -53 | -10 | 10 | -21.50 | Low |
| 12:30 | US | Nonfarm Payrolls Private | 30 | 30 | 78 | 54.00 | Low |
| 12:30 | US | Average Hourly Earnings MoM | 0.1 | 0.3 | 0.3 | 0.20 | Medium |
| 15:00 | US | Consumer Inflation Expectation | 3.6 | 3.7 | 3.8 | 3.70 | Low |
| 17:00 | US | Baker Hughes Oil Rig Count | 454 | 451 | 452 | 453.00 | Low |
| 19:00 | US | Consumer Credit Change | 14.17 | -1.08 | 10.5 | 12.34 | Low |
| Tuesday, August 11, 2026 | Actual | Previous | Consensus | Sigmanomics Rolling-Surprise Forecast | Impact | ||
| 10:00 | US | NFIB Business Optimism Index | 97.4 | 97.1 | 97.00 | Low | |
| 14:00 | US | Existing Home Sales MoM | -2.4 | -0.7 | -1.65 | Medium | |
| 14:00 | US | Existing Home Sales | 4.09 | 4.07 | 4.05 | High | |
| Wednesday, August 12, 2026 | Actual | Previous | Consensus | Sigmanomics Rolling-Surprise Forecast | Impact | ||
| 12:30 | US | Core Inflation Rate MoM | 0 | 0.2 | 0.25 | High | |
| 12:30 | US | Inflation Rate MoM | -0.4 | 0.1 | 0.10 | High | |
| 12:30 | US | Core Inflation Rate YoY | 2.6 | 2.5 | 2.55 | High | |
| 12:30 | US | CPI | 333.95 | 334.03 | 334.39 | Medium | |
| 12:30 | US | Inflation Rate YoY | 3.5 | 3.4 | 3.45 | High | |
| 12:30 | US | CPI s.a | 332.568 | 332.6 | 332.85 | Medium | |
| 12:30 | US | Core CPI YoY | 2.6 | 2.5 | 2.50 | Medium | |
| 12:30 | US | CPI YoY | 3.5 | 3.4 | 3.45 | High | |
| 12:30 | US | CPI MoM | -0.4 | 0.1 | 0.10 | High | |
| 12:30 | US | Core CPI MoM | 0 | 0.2 | 0.20 | High | |
| 18:00 | US | Monthly Budget Statement | -120 | -340 | -342.50 | Medium | |