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US Fed Pace of MBS Purchase Program held to 40 in October 2013. The reading matched the 40 consensus.
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.
Fed Pace of MBS Purchase Program (United States) was reported at 40.00 in October 2013. This matched the market consensus of 40.00 exactly. The reading was unchanged from the previous release.
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 October 2013.
The Fed Pace of MBS Purchase Program is a key financial indicator that measures the rate at which the Federal Reserve is purchasing mortgage-backed securities (MBS). This program is a crucial tool used by the Fed to support the housing market and stimulate economic growth. A higher pace of MBS purchases indicates a more aggressive approach by the Fed, while a slower pace may suggest a more cautious stance. As such, this indicator is closely monitored by investors and analysts as it can provide insights into the Fed's monetary policy and potential market trends.
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 2013): actual 40, consensus 40. Prior reading (Sep 2013): 40.
Sigmacast's 1-month forecast points to a similar reading versus the latest print. Current dynamics are the primary neutral force in the projection. 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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| 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 YoY | 1.2 | 1.1 | 1.10 | Low | ||
| 13:15 | Industrial Production YoY | 1.1 | 1 | 1.00 | Low | ||
| 13:15 | Manufacturing Production MoM | 0.2 | 0.3 | 0.30 | Low | ||
| 14:00 | Leading Index MoM | 0.2 | 0.1 | 0.10 | Low | ||