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US Fed Pace of Treasury Purchase Program held to 45 in October 2013. The reading matched the 45 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 Treasury Purchase Program (United States) was reported at 45.00 in October 2013. This matched the market consensus of 45.00 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 MBA 30-Year Mortgage Rate (Sep 16) and Retail Sales MoM (Sep 16).
Auto-generated from current model state · Refreshes on each release · Last update October 2013.
The Fed Pace of Treasury Purchase Program is a key financial indicator that measures the rate at which the Federal Reserve is buying Treasury securities in the open market. This program is a crucial tool used by the Fed to influence interest rates and stimulate economic growth. By tracking the pace of these purchases, investors can gain insights into the current state of the economy and potential future monetary policy decisions. This indicator is closely monitored by financial professionals and can have a significant impact on market trends and investor sentiment.
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 45, consensus 45. Prior reading (Sep 2013): 45.
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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| Tuesday, September 15, 2026 | Actual | Previous | Consensus | Sigmanomics Rolling-Surprise Forecast | Impact | ||
|---|---|---|---|---|---|---|---|
| 12:30 | NY Empire State Manufacturing Index | 7.6 | 20.6 | 14.75 | 11.18 | High | |
| 20:30 | API Crude Oil Stock Change | 7.14 | -0.3 | -1.8 | 2.67 | Medium | |
| 21:00 | API Crude Oil Stock Change | 7.14 | -0.3 | -1.8 | 2.67 | Medium | |
| Wednesday, September 16, 2026 | Actual | Previous | Consensus | Sigmanomics Rolling-Surprise Forecast | Impact | ||
| 12:30 | Retail Sales MoM | -0.6 | 0.8 | 1.00 | High | ||
| 12:30 | Retail Sales Ex Autos MoM | -0.3 | 0.5 | 0.65 | High | ||
| 12:30 | Import Prices YoY | 5.9 | 6.4 | 6.40 | Low | ||
| 12:30 | Retail Sales Ex Gas/Autos MoM | -0.2 | 0.2 | 0.20 | High | ||
| 12:30 | Retail Sales YoY | 5 | 4.7 | 6.15 | High | ||
| 12:30 | Export Prices MoM | -1.3 | 0.5 | 0.50 | Medium | ||
| 12:30 | Import Prices MoM | -0.4 | 0.4 | 0.40 | Medium | ||
| 12:30 | Export Prices YoY | 8.2 | 8.5 | 8.50 | Low | ||
| 14:00 | Business Inventories MoM | 0 | 0.3 | 0.30 | Medium | ||
| 14:00 | NAHB Housing Market Index | 35 | 34 | 34.00 | Medium | ||
| 14:00 | Retail Inventories Ex Autos MoM | 0.7 | -0.5 | 0.7 | 0.70 | Low | |
| 14:30 | EIA Crude Oil Stocks Change | -0.391 | -1.6 | -3.43 | Medium | ||
| 14:30 | EIA Gasoline Stocks Change | 1.269 | -1 | -0.95 | Medium | ||
| 14:30 | EIA Distillate Stocks Change | 2.087 | 0.1 | 0.83 | Low | ||
| 18:00 | Fed Interest Rate Decision | 3.75 | 4 | 4.00 | High | ||
| 20:00 | Net Long-Term TIC Flows | 172.7 | 146.3 | 160.35 | Medium | ||