Loading page content
Data from FRED. Forecasts by Sigmanomics Forecast Engine.
United StatesUS Core PCE Price Index held to 130.66 in June 2026
FREDMonthlyReleased July 2026
US Core PCE Price Index held to 130.66 in June 2026, released July 2026.
Latest Release
130.658000
Actual
—
Consensus
130.658000
Previous
Sigmacast Track Record
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).
CORRELATED SYMBOLS— markets that historically move with this indicator
| Symbol | Direction | Correlation | Asset Class | Co-movement | Action |
|---|---|---|---|---|---|
| USD/JPY | ▼ Inverse | −0.69 | FOREX | Moves against | → View |
| S&P 500 | ▼ Inverse | −0.31 | INDEX | Moves against | → View |
| MSFT | ▼ Inverse | −0.29 | STOCKS | Moves against | → View |
Correlation based on 12-month rolling window. Click any symbol to view its Sigmanomics forecast page.
THE RELEASE
Core PCE Price Index (United States) was reported at 130.66 Index 2017=100 in June 2026. The reading was unchanged from the previous release. Over the past 12 months, the indicator has averaged 129.00 Index 2017=100, ranging from 127.25 Index 2017=100 to 130.66 Index 2017=100 across 10 releases. This is classified as a critical-impact indicator released on a monthly basis.
WHY IT MATTERS
The indicator has been trending upward over the last three releases. The trailing three releases averaged 130.36 Index 2017=100, up from the prior three at 129.30 Index 2017=100. Volatility over the past year (σ 1.15 Index 2017=100) is higher than the prior year (σ 1.02 Index 2017=100). In July readings over the past 3 years, Core PCE Price Index has averaged 126.67 Index 2017=100.
THE MODEL'S TAKE
Historically, this indicator is negatively correlated with USD/JPY (Bearish USD). A secondary relationship exists with S&P 500, negatively correlated (Bearish S&P 500).
WHAT TO WATCH NEXT
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 July 2026.
SHARE
Core PCE Price Index - US
Loading chart data...
About Core PCE Price Index — United States
DEFINITION
The US Core PCE Price Index rose to 130.658 in July, up from June’s 130.338, marking a continued increase in underlying inflation. This steady climb from May’s 130.094 confirms persistent price pressures in the economy. Market participants will closely watch upcoming data for signs of inflation moderation amid ongoing Federal Reserve policy adjustments. Updated 8/27/26
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. Releases in this category are tier-1 market events that frequently produce same-session cross-asset repricing. Released monthly.
WHAT CHANGED THIS MONTH
Latest reading (Jul 2026): actual 130.7 Index 2017=100. Prior reading (Jun 2026): 130.3 Index 2017=100. Before that (May 2026): 130.1 Index 2017=100.
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 USD/JPY (Bearish USD, r=-0.69) — a useful reference for forex-focused traders.
Σ
EXPECTED ZONE
SIGMANOMICS MARKET FORECAST ENGINE
Multi-horizon symbol forecasts, Rolling-Surprise economic predictions, and programmatic API access.
Expected Zones · Trade Bias · Confidence Intervals · API Access · 1,456+ instruments
FOREXCRYPTOSTOCKSCOMMODITIESINDICESAPI
BLSBEAFMPWORLD BANKFRED
1,456+ instruments247 indicators530+ correlationsREST + GQL API
4,151 economic indicators127 countries covered6 data sources
FREDBLSEIAECBBOJFMP
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 | -0.4 | -0.1 | -0.10 | 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 | |