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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 Housing Starts MoM (Sep 17) and Building Permits MoM (Sep 17).
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.
Multi-horizon symbol forecasts, Rolling-Surprise economic predictions, and programmatic API access.
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| Wednesday, September 16, 2026 | Actual | Previous | Consensus | Sigmanomics Rolling-Surprise Forecast | Impact | ||
|---|---|---|---|---|---|---|---|
| 12:30 | Retail Sales MoM | 1.2 | -0.5 | 0.8 | 1.00 | High | |
| 12:30 | Retail Sales Ex Autos MoM | 1.4 | -0.2 | 0.5 | 0.95 | High | |
| 12:30 | Import Prices YoY | 7 | 6.1 | 6.4 | 6.70 | Low | |
| 12:30 | Retail Sales Ex Gas/Autos MoM | 1.2 | -0.3 | 0.2 | 0.70 | High | |
| 12:30 | Retail Sales YoY | 6 | 5.03 | 4.7 | 5.35 | High | |
| 12:30 | Export Prices MoM | 0.6 | -1.4 | 0.5 | 0.55 | Medium | |
| 12:30 | Import Prices MoM | 0.7 | -0.3 | 0.4 | 0.55 | Medium | |
| 12:30 | Export Prices YoY | 8.6 | 8.1 | 8.5 | 8.55 | Low | |
| 14:00 | Business Inventories MoM | 0.8 | 0.1 | 0.3 | 0.55 | Medium | |
| 14:00 | NAHB Housing Market Index | 32 | 35 | 34 | 33.00 | Medium | |
| 14:00 | Retail Inventories Ex Autos MoM | 0.8 | -0.5 | 0.7 | 0.75 | Low | |
| 14:30 | EIA Crude Oil Stocks Change | -0.64 | -0.391 | -1.6 | -1.12 | Medium | |
| 14:30 | EIA Gasoline Stocks Change | 0.794 | 1.269 | -1 | -0.10 | Medium | |
| 14:30 | EIA Distillate Stocks Change | 1.585 | 2.087 | 0.1 | 0.84 | Low | |
| 16:00 | Atlanta Fed GDPNow | 5.1 | 4.4 | 4.4 | 4.75 | Medium | |
| 18:00 | Fed Interest Rate Decision | 4 | 3.75 | 4 | 4.00 | High | |
| 20:00 | Net Long-Term TIC Flows | -27.9 | 174.4 | 146.3 | 109.78 | Medium | |
| Thursday, September 17, 2026 | Actual | Previous | Consensus | Sigmanomics Rolling-Surprise Forecast | Impact | ||
| 12:30 | Housing Starts MoM | -12.4 | 9 | 9.00 | Medium | ||
| 12:30 | Building Permits MoM | 4.3 | -1.6 | -1.60 | Medium | ||
| 12:30 | Building Permits | 1.433 | 1.41 | 1.41 | High | ||
| 12:30 | Housing Starts | 1.239 | 1.31 | 1.31 | High | ||
| 12:30 | Continuing Jobless Claims | 1774 | 1780 | 1785.00 | High | ||
| 12:30 | Initial Jobless Claims | 206 | 208 | 208.50 | High | ||
| 12:30 | Philadelphia Fed Manufacturing Index | 47.4 | 30.5 | 30.65 | Medium | ||
| 12:30 | Jobless Claims 4-Week Average | 206 | 206 | 206.13 | High | ||
| 14:00 | Pending Home Sales YoY | -2.2 | -0.7 | -0.70 | Medium | ||
| 14:00 | Pending Home Sales MoM | -2.3 | 2 | 2.00 | Medium | ||
| 14:30 | EIA Natural Gas Stocks Change | 40 | 49 | 48.00 | Low | ||
| Friday, September 18, 2026 | Actual | Previous | Consensus | Sigmanomics Rolling-Surprise Forecast | Impact | ||
| 13:15 | Industrial Production MoM | 0.2 | 0.3 | 0.30 | Medium | ||
| 13:15 | Capacity Utilization | 76.3 | 76.4 | 76.40 | Low | ||
| 13:15 | Manufacturing Production MoM | 0.2 | 0.3 | 0.30 | Low | ||
| 13:15 | Manufacturing Production YoY | 1.2 | 1.1 | 1.10 | Low | ||
| 13:15 | Industrial Production YoY | 1.1 | 1 | 1.00 | Low | ||
| 14:00 | Leading Index MoM | 0.2 | 0.1 | 0.10 | Low | ||