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US 6-Month Bill Auction climbed to 4.2% in September 2026, released October 2026, up 0.04% from August's 4.17% 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 |
|---|---|---|---|---|---|
| S&P 500 | ▼ Inverse | −0.37 | INDEX | Moves against | → View |
| XAU/USD | ▼ Inverse | −0.33 | COMMODITIES | Moves against | → View |
| MSFT | ▼ Inverse | −0.30 | STOCKS | Moves against | → View |
| USD/JPY | ▲ Direct | +0.26 | FOREX | Moves with | → View |
Correlation based on 12-month rolling window. Click any symbol to view its Sigmanomics forecast page.
6-Month Bill Auction (United States) was reported at 4.2% in October 2026. The reading rose from the previous value of 4.17%. Trailing 12-month context per ETL data through October 2026. Over the past 12 months, the indicator has averaged 3.72%, ranging from 3.48% to 4.29% across 46 releases.
The trailing three releases averaged 4.22%, up from the prior three at 4.04%. Volatility over the past year (σ 0.2%) is higher than the prior year (σ 0.17%). In October readings over the past 3 years, 6-Month Bill Auction has averaged 4.33%.
Historically, this indicator is negatively correlated with S&P 500 (Bearish S&P 500). A secondary relationship exists with XAU/USD, negatively correlated (Bearish XAU).
The next release is scheduled for October 19, 2026. Same-country events in the next 14 days include Inflation Rate YoY (Oct 14) and Core Inflation Rate YoY (Oct 14).
Auto-generated from current model state · Refreshes on each release · Last update October 2026.
The 6-Month Bill Auction is a financial indicator that measures the demand for short-term government debt securities. It involves the auctioning of 6-month Treasury bills, which are considered a safe and liquid investment option. This indicator provides insight into the current market sentiment and can be used to gauge the overall health of the economy. Investors and analysts closely monitor the results of these auctions as they can impact interest rates and the overall performance of the financial markets.
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 4.2 %. Prior reading (Oct 2026): 4.165 %. Before that (Sep 2026): 4.285 %.
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.
Multi-horizon symbol forecasts, Rolling-Surprise economic predictions, and programmatic API access.
Expected Zones · Trade Bias · Confidence Intervals · API Access · 1,456+ instruments
| 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 | ||
| 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 | 1.2 | 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 | ||