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Data from FMP. Forecasts by Sigmanomics Forecast Engine.
United StatesUS Interest Rate Projection - Longer held to 3.1% in May 2026
FMPMonthlyReleased June 2026
US Interest Rate Projection - Longer held to 3.1% in May 2026, released June 2026.
Latest Release
3.100000
Actual
—
Consensus
3.100000
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 |
|---|---|---|---|---|---|
| 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.
THE RELEASE
Interest Rate Projection - Longer (United States) was reported at 3.1% in May 2026. The reading was unchanged from the previous release.
WHY IT MATTERS
The trailing three releases averaged 3.07%, up from the prior three at 3%. In June readings over the past 3 years, Interest Rate Projection - Longer has averaged 2.97%.
THE MODEL'S TAKE
Historically, this indicator is positively correlated with S&P 500 (Bullish Stocks). A secondary relationship exists with EUR/USD, negatively correlated (Bearish EUR).
WHAT TO WATCH NEXT
The next release is scheduled for September 16, 2026. Same-country events in the next 14 days include Fed Barkin Speech (Aug 26) and Jackson Hole Symposium (Aug 27).
Auto-generated from current model state · Refreshes on each release · Last update June 2026.
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Interest Rate Projection - Longer - US
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About Interest Rate Projection - Longer — United States
DEFINITION
Term The Interest Rate Projection - Longer Term is a financial indicator that provides an estimate of the expected interest rates over a longer period of time, typically ranging from 1 to 10 years. This projection is based on various economic factors and can be used by investors, businesses, and policymakers to make informed decisions about borrowing, investing, and monetary policy. It serves as a valuable tool for predicting future market trends and planning for long-term financial strategies.
WHY THIS INDICATOR MATTERS
Policy-rate decisions and associated communication are the primary near-term driver of front-end rates, currencies, and equity-discount-rate inputs. Surprises against consensus can drive short-term moves, particularly when the print breaks an established trend. Released monthly.
WHAT CHANGED THIS MONTH
Latest reading (Jun 2026): actual 3.1 %. Prior reading (Mar 2026): 3.1 %. Before that (Dec 2025): 3 %.
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 S&P 500 (Bullish Stocks, r=0.50) — a useful reference for index-focused traders.
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Economic Calendar - US Events
| Tuesday, August 25, 2026 | Actual | Previous | Consensus | Sigmanomics Rolling-Surprise Forecast | Impact | ||
|---|---|---|---|---|---|---|---|
| 12:30 | US | Building Permits MoM | 4.3 | -2.6 | 5 | 4.47 | Low |
| 12:30 | US | Building Permits | 1.433 | 1.374 | 1.443 | 1.44 | Low |
| 13:00 | US | House Price Index | 442.5 | 442.4 | 442.8 | 442.65 | Low |
| 13:00 | US | S&P/Case-Shiller Home Price MoM | 0.4 | 0.9 | 0.4 | 0.40 | Low |
| 13:00 | US | S&P/Case-Shiller Home Price YoY | 2.1 | 1.6 | 1.7 | 1.90 | Medium |
| 13:00 | US | House Price Index YoY | 2.3 | 2.4 | 2.2 | 2.25 | Low |
| 13:00 | US | House Price Index MoM | 0 | 0.3 | 0.2 | 0.10 | Low |
| 14:00 | US | Richmond Fed Manufacturing Index | 4 | 5 | 7 | 8.50 | Low |
| 14:00 | US | New Home Sales | -10.5 | 7.6 | -1.3 | -3.61 | Medium |
| 14:00 | US | Richmond Fed Services Index | -8 | -3 | -1 | -1.25 | Low |
| 14:00 | US | Richmond Fed Manufacturing Shipments Index | 11 | 8 | 7 | 12.25 | Low |
| 14:00 | US | CB Consumer Confidence | 89.4 | 90.2 | 90.3 | 89.85 | High |
| 22:00 | US | API Crude Oil Stock Change | 4.2 | -0.328 | 1.8 | 3.00 | Medium |
| Wednesday, August 26, 2026 | Actual | Previous | Consensus | Sigmanomics Rolling-Surprise Forecast | Impact | ||
| 12:30 | US | Non Defense Goods Orders Ex Air | 0.2 | 1.7 | 0.9 | 0.35 | Low |
| 12:30 | US | Durable Goods Orders MoM | 1.1 | 0.5 | 0.5 | 1.75 | High |
| 12:30 | US | Durable Goods Orders Ex Transp MoM | 0.4 | 1.1 | 0.6 | 0.70 | Medium |
| 12:30 | US | PCE Price Index MoM | 0.2 | -0.1 | 0.1 | 0.10 | Medium |
| 12:30 | US | Durable Goods Orders Ex Defense MoM | 1.3 | 0.3 | 0.1 | 1.88 | Low |
| 12:30 | US | Corporate Profits QoQ | 8.2 | 0.5 | 0.7 | 1.05 | Medium |
| 12:30 | US | Core PCE Price Index YoY | 3.3 | 3.3 | 3.3 | 3.30 | Low |
| 12:30 | US | Core PCE Price Index MoM | 0.2 | 0.1 | 0.2 | 0.18 | High |
| 12:30 | US | PCE Price Index YoY | 3.7 | 3.7 | 3.6 | 3.63 | Medium |
| 12:30 | US | Personal Income MoM | 0.4 | 0.2 | 0.2 | 0.15 | High |
| 12:30 | US | Personal Spending MoM | 0.2 | 0.4 | 0.2 | 0.18 | Low |
| 12:30 | US | Real Consumer Spending QoQ | 3.4 | 0.5 | 3.2 | 3.20 | Low |
| 12:30 | US | GDP Growth Rate QoQ | 1.5 | 2.1 | 1.5 | 1.40 | High |
| 12:30 | US | GDP Price Index QoQ | 6.4 | 3.6 | 6.3 | 6.08 | Medium |
| 12:30 | US | GDP Sales QoQ | 2.2 | 1.9 | 2.2 | 2.18 | Low |
| 12:30 | US | Gross Domestic Product QoQ | 1.5 | 2.1 | 1.5 | 1.40 | High |
| 12:30 | US | PCE Prices QoQ | 5.3 | 4.6 | 5.1 | 5.15 | Low |
| 12:30 | US | Core PCE Prices QoQ | 3.6 | 4.4 | 3.4 | 3.48 | Low |
| Thursday, August 27, 2026 | Actual | Previous | Consensus | Sigmanomics Rolling-Surprise Forecast | Impact | ||
| 12:30 | US | Goods Trade Balance Adv | -101.4 | -99 | -99.00 | Medium | |
| 12:30 | US | Jobless Claims 4-Week Average | 204 | 203 | 202.00 | Low | |
| 12:30 | US | Initial Jobless Claims | 206 | 208 | 210.00 | Medium | |
| 12:30 | US | Retail Inventories Ex Autos MoM | -0.4 | 0 | 0.00 | Medium | |
| 12:30 | US | Wholesale Inventories MoM | 0.2 | 0.1 | 0.10 | Medium | |
| 12:30 | US | Continuing Jobless Claims | 1799 | 1790 | 1793.00 | Low | |
| 12:30 | US | Goods Trade Balance | -101.41 | -100.8 | -100.80 | Medium | |
| 14:30 | US | EIA Natural Gas Stocks Change | 16 | 19 | 17.00 | Low | |
| 15:00 | US | Kansas Fed Manufacturing Index | 17 | 14 | 14.00 | Low | |
| 15:00 | US | Kansas Fed Composite Index | 9 | 8 | 8.00 | Low | |