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Data from FMP. Forecasts by Sigmanomics Forecast Engine.
United StatesUS Inflation Expectations fell to 3.2% in March 2026
FMPMonthlyReleased March 2026
US Inflation Expectations fell to 3.2% in March 2026, down 0.1% from February's 3.3% reading. The reading matched the 3.2% consensus. The print is running well below the 12-month average of 3.64%. Over the past 3 months, Inflation Expectations averaged 3.38%, vs 3.62% in the prior 3-month window. Inflation Expectations is now the lowest in 13 months.
Latest Release
3.2
Actual
3.2
Consensus
3.3
Previous
Median Absolute Error
±0.14 percentage points
across last 12 releases
Last Call
Mar 2026
Predicted: 3.19
Actual: 3.2
Error: -0.01
Sigmacast Σ-direction model: consensus + ½ × mean(surprise, trailing 90d).
THE RELEASE
Inflation Expectations (United States) was reported at 3.2% in March 2026. This matched the market consensus of 3.2% exactly. The reading fell from the previous value of 3.3%. Trailing 12-month context per ETL data through March 2026. Over the past 12 months, the indicator has averaged 3.66%, ranging from 3.2% to 4.7% across 16 releases. This is classified as a medium-impact indicator released on a monthly basis.
WHY IT MATTERS
The trailing three releases averaged 3.3%, down from the prior three at 3.33%. Volatility over the past year (σ 0.48%) is lower than the prior year (σ 1.42%). In March readings over the past 3 years, Inflation Expectations has averaged 4.13%.
THE MODEL'S TAKE
Historically, this indicator is negatively correlated with S&P 500 (Bearish S&P 500). Over the last 12 releases, the Sigmacast model's median absolute error is 0.14%.
WHAT TO WATCH NEXT
Same-country events in the next 14 days include Fed Bowman Speech (Jul 13) and OPEC Meeting (Jul 13).
Auto-generated from current model state · Refreshes on each release · Last update March 2026.
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Inflation Expectations - US
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About Inflation Expectations — United States
DEFINITION
Inflation expectations refer to the anticipated rate of increase in the overall price level of goods and services in an economy. This financial indicator is closely monitored by economists, investors, and policymakers as it can impact consumer spending, interest rates, and overall economic growth. By analyzing inflation expectations, individuals and organizations can make informed decisions about their investments and financial planning.
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. Surprises against consensus can drive short-term moves, particularly when the print breaks an established trend. Released monthly.
WHAT CHANGED THIS MONTH
Latest reading (Mar 2026): actual 3.8 %, consensus 3.4 %. Prior reading (Mar 2026): 3.4 %. Before that (Feb 2026): 3.3 %.
WHAT'S NEXT
Sigmacast's 1-month forecast points to a higher 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 S&P 500 (Bearish S&P 500, r=-0.47) — a useful reference for index-focused traders.
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Economic Calendar - US Events
| Monday, July 13, 2026 | Actual | Previous | Consensus | Sigmanomics Rolling-Surprise Forecast | Impact | ||
|---|---|---|---|---|---|---|---|
| 18:00 | US | Monthly Budget Statement | -293 | -132.8 | -132.80 | Medium | |
| 18:00 | US | Budget Balance | -293 | -132.8 | -132.80 | Medium | |
| Tuesday, July 14, 2026 | Actual | Previous | Consensus | Sigmanomics Rolling-Surprise Forecast | Impact | ||
| 10:00 | US | NFIB Business Optimism Index | 95.3 | 95.6 | 94.20 | Low | |
| 12:30 | US | Core Inflation Rate YoY | 2.9 | 2.9 | 2.90 | High | |
| 12:30 | US | Inflation Rate YoY | 4.2 | 3.9 | 3.90 | High | |
| 12:30 | US | CPI s.a | 333.979 | 334 | 334.00 | Medium | |
| 12:30 | US | Core Inflation Rate MoM | 0.2 | 0.3 | 0.30 | High | |
| 12:30 | US | CPI | 335.12 | 335.1 | 335.10 | Medium | |
| 12:30 | US | Inflation Rate MoM | 0.5 | -0.1 | -0.10 | High | |
| 12:30 | US | CPI MoM | 0.5 | -0.1 | -0.10 | High | |
| 12:30 | US | Core CPI MoM | 0.2 | 0.3 | 0.30 | High | |
| 12:30 | US | Core CPI YoY | 2.9 | 2.9 | 2.90 | Medium | |
| 20:00 | US | Net Long-Term TIC Flows | 103.1 | 128.5 | 139.50 | Medium | |
| Wednesday, July 15, 2026 | Actual | Previous | Consensus | Sigmanomics Rolling-Surprise Forecast | Impact | ||
| 12:30 | US | Producer Price Index | 157.659 | 159.1 | 158.50 | Low | |
| 12:30 | US | Producer Price Index YoY | 6.5 | 7.2 | 6.90 | Low | |
| 12:30 | US | Core PPI YoY | 4.9 | 5.2 | 5.05 | Low | |
| 12:30 | US | Producer Price Index MoM | 1.1 | 0.8 | 0.50 | High | |
| Thursday, July 16, 2026 | Actual | Previous | Consensus | Sigmanomics Rolling-Surprise Forecast | Impact | ||
| 12:30 | US | Retail Sales Ex Autos MoM | 0.8 | 0.4 | 0.40 | Medium | |
| 12:30 | US | Retail Sales YoY | 6.9 | 6.7 | 6.70 | Low | |
| 12:30 | US | Retail Sales Ex Gas/Autos MoM | 0.5 | 0.3 | 0.30 | Low | |
| 12:30 | US | Retail Sales MoM | 0.9 | 0.3 | 0.30 | High | |
| 14:00 | US | Pending Home Sales YoY | 4.8 | 1.3 | 1.30 | Medium | |
| Friday, July 17, 2026 | Actual | Previous | Consensus | Sigmanomics Rolling-Surprise Forecast | Impact | ||
| 12:30 | US | Import Prices YoY | 6.7 | 5.4 | 5.45 | Low | |
| 12:30 | US | Housing Starts | 1.177 | 1.2 | 1.20 | High | |
| 13:15 | US | Industrial Production YoY | 1.7 | 1.5 | 1.50 | Low | |
| 13:15 | US | Manufacturing Production YoY | 1.4 | 1 | 1.00 | Low | |
| 13:15 | US | Capacity Utilization | 76.2 | 76.7 | 76.70 | Low | |