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US 57-Day Bill Auction held to 0.07 in July 2021, released August 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.
57-Day Bill Auction (United States) was reported at 0.07 in August 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 OPEC Meeting (Sep 6) and MBA 30-Year Mortgage Rate (Sep 9).
Auto-generated from current model state · Refreshes on each release · Last update August 2021.
The 57-Day Bill Auction is a financial indicator that measures the demand for short-term government debt securities with a maturity of 57 days. It is used by investors and analysts to gauge the current market sentiment and interest rates for these types of investments. The auction process allows the government to raise funds quickly and efficiently, while providing investors with a safe and liquid option for their money. The results of the auction can provide valuable insights into the overall economic climate and investor confidence.
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 (Aug 2021): actual 0.065.
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.
Expected Zones · Trade Bias · Confidence Intervals · API Access · 1,456+ instruments
| Friday, September 4, 2026 | Actual | Previous | Consensus | Sigmanomics Rolling-Surprise Forecast | Impact | ||
|---|---|---|---|---|---|---|---|
| 12:30 | Average Hourly Earnings YoY | 3.1 | 3.2 | 3 | 3.05 | Medium | |
| 12:30 | Participation Rate | 61.6 | 61.4 | 61.4 | 61.50 | Medium | |
| 12:30 | Average Weekly Hours | 34.4 | 34.3 | 34.3 | 34.35 | Low | |
| 12:30 | Average Hourly Earnings MoM | 0.3 | 0.2 | 0.3 | 0.30 | Medium | |
| 12:30 | Government Payrolls | 35 | -50 | -11 | 12.00 | Low | |
| 12:30 | Manufacturing Payrolls | 16 | 14 | 5 | 10.50 | Low | |
| 12:30 | Non Farm Payrolls | 162 | 21 | 56 | 109.00 | High | |
| 12:30 | Unemployment Rate | 4.1 | 4.1 | 4.1 | 4.10 | High | |
| 12:30 | Nonfarm Payrolls Private | 127 | 71 | 45 | 86.00 | High | |
| 12:30 | U-6 Unemployment Rate | 7.7 | 7.9 | 8 | 7.85 | High | |
| Tuesday, September 8, 2026 | Actual | Previous | Consensus | Sigmanomics Rolling-Surprise Forecast | Impact | ||
| 10:00 | NFIB Business Optimism Index | 99.8 | 99.3 | 98.95 | Low | ||
| 15:00 | Consumer Inflation Expectation | 3.6 | 3.6 | 3.45 | Low | ||
| 15:30 | 3-Month Bill Auction | 3.77 | 3.709 | 3.71 | Low | ||
| 19:00 | Consumer Credit Change | 14.17 | 11.3 | 11.30 | Low | ||