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US 78-Day Bill Auction held to 0.07 in November 2021, released December 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.
78-Day Bill Auction (United States) was reported at 0.07 in December 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 CFTC Gold Speculative net positions (Jul 31) and CFTC Nasdaq 100 speculative net positions (Jul 31).
Auto-generated from current model state · Refreshes on each release · Last update December 2021.
The 78-Day Bill Auction is a financial indicator used to measure the demand for short-term government debt securities. It involves the auctioning of 78-day Treasury bills, which are considered a low-risk investment option. The results of the auction provide insight into the current market sentiment and can be used to gauge the overall health of the economy. This indicator is closely monitored by investors, financial institutions, and policymakers as it can impact interest rates and the overall stability of the financial market.
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 (Dec 2021): actual 0.07.
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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| Thursday, July 30, 2026 | Actual | Previous | Consensus | Sigmanomics Rolling-Surprise Forecast | Impact | ||
|---|---|---|---|---|---|---|---|
| 12:30 | Personal Income MoM | 0.2 | 0.7 | 0.3 | 0.25 | High | |
| 12:30 | PCE Price Index MoM | -0.1 | 0.5 | -0.1 | -0.10 | Medium | |
| 12:30 | PCE Prices QoQ | 5.1 | 4.6 | 4 | 4.55 | Low | |
| 12:30 | Initial Jobless Claims | 197 | 188 | 200 | 198.50 | Medium | |
| 12:30 | Real Consumer Spending QoQ | 3.2 | 0.5 | 0.4 | 1.80 | Low | |
| 12:30 | PCE Price Index YoY | 3.7 | 4.1 | 3.7 | 3.70 | Medium | |
| 12:30 | GDP Growth Rate QoQ | 1.5 | 2.1 | 2.1 | 1.80 | High | |
| 12:30 | Continuing Jobless Claims | 1782 | 1789 | 1800 | 1791.00 | Low | |
| 12:30 | Gross Domestic Product QoQ | 1.5 | 2.1 | 2.1 | 1.80 | High | |
| 12:30 | Jobless Claims 4-Week Average | 202.75 | 207.75 | 210 | 206.38 | Low | |
| 12:30 | Core PCE Price Index MoM | 0.1 | 0.3 | 0.2 | 0.15 | High | |
| 12:30 | GDP Sales QoQ | 2.2 | 1.9 | 1.4 | 1.80 | Low | |
| 12:30 | Core PCE Price Index YoY | 3.3 | 3.4 | 3.3 | 3.30 | Low | |
| 12:30 | Core PCE Prices QoQ | 3.4 | 4.4 | 3.5 | 3.45 | Low | |
| 12:30 | GDP Price Index QoQ | 6.3 | 3.6 | 3.6 | 4.95 | Medium | |
| 12:30 | Personal Spending MoM | 0.4 | 0.4 | 0.2 | 0.30 | Low | |
| 14:30 | EIA Natural Gas Stocks Change | 28 | 32 | 35 | 31.50 | Low | |