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US QE MBS fell to 0B in October 2014, down 5B from September's 5B reading. The reading matched the 0B consensus. QE MBS has now declined for 6 consecutive months. QE MBS is now the lowest in 9 months.
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.
QE MBS (United States) was reported at 0.00 billion in October 2014. This matched the market consensus of 0.00 billion exactly. The reading fell from the previous value of 5.00 billion.
The indicator has been trending downward over the last three releases. The trailing three releases averaged 5.00 billion, down from the prior three at 23.33 billion.
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 Existing Home Sales MoM (Aug 11) and Existing Home Sales (Aug 11).
Auto-generated from current model state · Refreshes on each release · Last update October 2014.
QE MBS stands for Quantitative Easing Mortgage-Backed Securities, a financial indicator used by central banks to stimulate the economy. It involves the purchase of mortgage-backed securities by the central bank, injecting liquidity into the market and lowering interest rates. This indicator is closely monitored by investors and economists as it can impact the housing market and overall economic growth.
This release contributes to the broader macro picture used by cross-asset investors for positioning and risk management. Surprises against consensus can drive short-term moves, particularly when the print breaks an established trend. Released monthly.
Latest reading (Oct 2014): actual 0 B, consensus 0 B. Prior reading (Oct 2014): 0 B. Before that (Oct 2014): 0 B.
Sigmacast's 1-month forecast points to a lower reading versus the latest print, with the 3-month outlook reinforcing that direction. Both horizons are aligned bearish for this indicator, suggesting a consistent trend signal. Trend-driven dynamics are the primary headwind 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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| Tuesday, August 11, 2026 | Actual | Previous | Consensus | Sigmanomics Rolling-Surprise Forecast | Impact | ||
|---|---|---|---|---|---|---|---|
| 10:00 | NFIB Business Optimism Index | 97.4 | 97.8 | 97.70 | Low | ||
| 14:00 | Existing Home Sales MoM | -2.4 | -0.7 | -1.65 | Medium | ||
| 14:00 | Existing Home Sales | 4.09 | 4.07 | 4.05 | High | ||
| Wednesday, August 12, 2026 | Actual | Previous | Consensus | Sigmanomics Rolling-Surprise Forecast | Impact | ||
| 12:30 | Core Inflation Rate MoM | 0 | 0.2 | 0.25 | High | ||
| 12:30 | Inflation Rate MoM | -0.4 | 0.1 | 0.10 | High | ||
| 12:30 | Inflation Rate YoY | 3.5 | 3.4 | 3.45 | High | ||
| 12:30 | Core Inflation Rate YoY | 2.6 | 2.5 | 2.55 | High | ||
| 12:30 | CPI | 333.95 | 334.03 | 334.39 | Medium | ||
| 12:30 | CPI s.a | 332.568 | 332.6 | 332.85 | Medium | ||
| 12:30 | Core CPI YoY | 2.6 | 2.5 | 2.50 | Medium | ||
| 12:30 | CPI YoY | 3.5 | 3.4 | 3.45 | High | ||
| 12:30 | CPI MoM | -0.4 | 0.1 | 0.10 | High | ||
| 12:30 | Core CPI MoM | 0 | 0.2 | 0.20 | High | ||
| 18:00 | Monthly Budget Statement | -120 | -294.6 | -297.10 | Medium | ||
| 18:00 | Budget Balance | -120 | -294.6 | -265.70 | Medium | ||
| Thursday, August 13, 2026 | Actual | Previous | Consensus | Sigmanomics Rolling-Surprise Forecast | Impact | ||
| 12:30 | Continuing Jobless Claims | 1801 | 1799 | 1799.00 | Low | ||
| 12:30 | Initial Jobless Claims | 199 | 198 | 198.00 | Medium | ||
| 12:30 | Core PPI YoY | 4.7 | 4.7 | 5.15 | Low | ||
| 12:30 | Core PPI MoM | 0.2 | 0.2 | 0.55 | Medium | ||
| 12:30 | Producer Price Index MoM | -0.3 | 0.1 | 0.55 | High | ||
| 12:30 | Jobless Claims 4-Week Average | 198.75 | 197 | 197.00 | Low | ||
| 12:30 | PPI Ex Food, Energy and Trade YoY | 5.1 | 5.1 | 5.45 | Low | ||
| 12:30 | PPI Ex Food, Energy and Trade MoM | 0.1 | 0.1 | 0.25 | Low | ||
| 12:30 | Producer Price Index | 156.566 | 156.41 | 157.36 | Low | ||
| 12:30 | Producer Price Index YoY | 5.5 | 5 | 5.55 | Low | ||