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US 52-Week Bill Auction climbed to 4.4% in September 2026, up 0.42% from August's 3.98% 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 |
|---|---|---|---|---|---|
| NZD/USD | ▼ Inverse | −0.47 | FOREX | Moves against | → View |
| USD/JPY | ▲ Direct | +0.42 | FOREX | Moves with | → View |
| AAPL | ▼ Inverse | −0.41 | STOCKS | Moves against | → View |
| GOOGL | ▲ Direct | +0.40 | STOCKS | Moves with | → View |
| USD/CAD | ▲ Direct | +0.39 | FOREX | Moves with | → View |
Correlation based on 12-month rolling window. Click any symbol to view its Sigmanomics forecast page.
52-Week Bill Auction (United States) was reported at 4.4% in September 2026. The reading rose from the previous value of 3.98%. Trailing 12-month context per ETL data through September 2026. Over the past 12 months, the indicator has averaged 3.69%, ranging from 3.35% to 4.4% across 11 releases.
The indicator has been trending upward over the last three releases. The trailing three releases averaged 4.09%, up from the prior three at 3.75%. Volatility over the past year (σ 0.31%) is higher than the prior year (σ 0.18%). In September readings over the past 3 years, 52-Week Bill Auction has averaged 3.95%.
Historically, this indicator is negatively correlated with NZD/USD (Bearish NZD). A secondary relationship exists with USD/JPY, positively correlated (Bullish USD).
The next release is scheduled for October 27, 2026. 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 September 2026.
The 52-Week Bill Auction is a financial indicator that measures the demand for short-term government debt securities. It is a weekly auction where the US Treasury Department sells 52-week Treasury bills to investors, with the interest rate determined by the highest bid. This indicator is closely monitored by investors and analysts as it reflects the current market sentiment and can provide insights into the overall health of the economy. A high demand for these bills indicates confidence in the government's ability to repay its debt, while a low demand may signal concerns about the 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.
Latest reading (Sep 2026): actual 4.4 %. Prior reading (Sep 2026): 3.98 %. Before that (Aug 2026): 3.88 %.
Sigmacast's 1-month forecast points to a similar 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 NZD/USD (Bearish NZD, r=-0.47) — a useful reference for forex-focused traders.
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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 | ||