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Data from FMP. Forecasts by Sigmanomics Forecast Engine.
United StatesUS Consumer Inflation Expectation held to 3.6% in August 2026
FMPMonthlyReleased September 2026
US Consumer Inflation Expectation held to 3.6% in August 2026, released September 2026. The reading matched the 3.6% consensus. The print is running well above the 12-month average of 3.35%. Over the past 3 months, Consumer Inflation Expectation averaged 3.65%, vs 3.5% in the prior 3-month window. The reading is in the 82nd percentile of the trailing 24-month range.
Latest Release
3.6
Actual
3.6
Consensus
3.6
Previous
Median Absolute Error
±0.25 percentage points
across last 12 releases
Last Call
Sep 2026
Predicted: 3.68
Actual: 3.6
Error: +0.08
Sigmacast Σ-direction model: consensus + ½ × mean(surprise, trailing 90d).
CORRELATED SYMBOLS— markets that historically move with this indicator
| Symbol | Direction | Correlation | Asset Class | Co-movement | Action |
|---|---|---|---|---|---|
| AUD/USD | ▼ Inverse | −0.81 | FOREX | Moves against | → View |
| NZD/USD | ▼ Inverse | −0.75 | FOREX | Moves against | → View |
| MSFT | ▼ Inverse | −0.69 | STOCKS | Moves against | → View |
| S&P 500 | ▼ Inverse | −0.63 | INDEX | Moves against | → View |
| EUR/USD | ▼ Inverse | −0.59 | FOREX | Moves against | → View |
Correlation based on 12-month rolling window. Click any symbol to view its Sigmanomics forecast page.
THE RELEASE
Consumer Inflation Expectation (United States) was reported at 3.6% in September 2026. This matched the market consensus of 3.6% exactly. The reading was unchanged from the previous release. Trailing 12-month context per ETL data through September 2026. Over the past 12 months, the indicator has averaged 3.39%, ranging from 3% to 3.7% across 9 releases.
WHY IT MATTERS
The trailing three releases averaged 3.63%, up from the prior three at 3.2%. Volatility over the past year (σ 0.23%) is lower than the prior year (σ 0.48%).
THE MODEL'S TAKE
Historically, this indicator is negatively correlated with AUD/USD (Bearish AUD). A secondary relationship exists with NZD/USD, negatively correlated (Bearish NZD). Over the last 12 releases, the Sigmacast model's median absolute error is 0.25%.
WHAT TO WATCH NEXT
The next release is scheduled for October 7, 2026. Same-country events in the next 14 days include NY Empire State Manufacturing Index (Sep 15) and NY Empire State Manufacturing Index (Sep 15).
Auto-generated from current model state · Refreshes on each release · Last update September 2026.
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Consumer Inflation Expectation - US
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About Consumer Inflation Expectation — United States
DEFINITION
Consumer Inflation Expectation is a financial indicator that measures the anticipated rate of inflation among consumers. It reflects the level of confidence or concern that consumers have about the future purchasing power of their money. This indicator is important for businesses and policymakers as it can impact consumer spending and economic growth. A higher consumer inflation expectation may lead to increased prices and reduced consumer spending, while a lower expectation may result in lower prices and increased consumer spending.
WHY THIS INDICATOR MATTERS
Inflation prints feed directly into central-bank policy expectations and real-yield calculations, and are among the most rate-sensitive releases on the calendar. The release is more useful as part of a longer-run signal than as a single-print catalyst. Released monthly.
WHAT CHANGED THIS MONTH
Latest reading (Aug 2026): actual 3.6 %, consensus 3.6 %. Prior reading (Jul 2026): 3.6 %. Before that (Jun 2026): 3.7 %.
WHAT'S NEXT
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 AUD/USD (Bearish AUD, r=-0.81) — a useful reference for forex-focused traders.
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EXPECTED ZONE
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Economic Calendar - US Events
| Monday, September 14, 2026 | Actual | Previous | Consensus | Sigmanomics Rolling-Surprise Forecast | Impact | ||
|---|---|---|---|---|---|---|---|
| 15:30 | US | 3-Month Bill Auction | 3.8 | 3.809 | 3.81 | Low | |
| Tuesday, September 15, 2026 | Actual | Previous | Consensus | Sigmanomics Rolling-Surprise Forecast | Impact | ||
| 12:30 | US | NY Empire State Manufacturing Index | 20.6 | 15 | 10.85 | High | |
| Wednesday, September 16, 2026 | Actual | Previous | Consensus | Sigmanomics Rolling-Surprise Forecast | Impact | ||
| 12:30 | US | Retail Sales MoM | -0.6 | 0.9 | 0.90 | High | |
| 12:30 | US | Retail Sales Ex Autos MoM | -0.3 | 0.5 | 0.50 | High | |
| 12:30 | US | Import Prices YoY | 5.9 | 6 | 6.35 | Low | |
| 12:30 | US | Retail Sales Ex Gas/Autos MoM | -0.2 | 0.1 | 0.10 | High | |
| 12:30 | US | Retail Sales YoY | 5 | 4.3 | 4.30 | High | |
| 12:30 | US | Export Prices MoM | -1.3 | -0.5 | -0.45 | Medium | |
| 12:30 | US | Import Prices MoM | -0.4 | 0.2 | 0.65 | Medium | |
| 12:30 | US | Export Prices YoY | 8.2 | 7.5 | 7.90 | Low | |
| 14:00 | US | Business Inventories MoM | 0 | 0.2 | 0.20 | Medium | |
| 14:00 | US | NAHB Housing Market Index | 35 | 34 | 33.50 | Medium | |
| 14:00 | US | Retail Inventories Ex Autos MoM | 0.7 | -0.5 | 0.7 | 0.70 | Low |
| 18:00 | US | Fed Interest Rate Decision | 3.75 | 4 | 4.00 | High | |
| 20:00 | US | Net Long-Term TIC Flows | 172.7 | 146.3 | 146.30 | Medium | |