Loading page content
Loading page content
US QE Treasuries fell to 0B in October 2014, down 10B from September's 10B reading. The reading matched the 0B consensus. QE Treasuries has now declined for 4 consecutive months. QE Treasuries 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).
QE Treasuries (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 10.00 billion.
The indicator has been trending downward over the last three releases. The trailing three releases averaged 8.33 billion, down from the prior three at 21.67 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 Fed Bank Stress Test Results (Jun 24) and Chicago Fed National Activity Index (Jun 25).
Auto-generated from current model state · Refreshes on each release · Last update October 2014.
QE Treasuries is a financial indicator that measures the amount of Treasury securities purchased by the Federal Reserve through its quantitative easing (QE) program. This indicator provides insight into the central bank's efforts to stimulate the economy by injecting liquidity into the financial system through the purchase of government bonds. It is closely monitored by investors and economists as it can impact interest rates, inflation, and overall market conditions.
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 higher reading versus the latest print. The 1-month and 3-month horizons disagree, suggesting a mixed 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.
Multi-horizon symbol forecasts, Rolling-Surprise economic predictions, and programmatic API access.
Expected Zones · Trade Bias · Confidence Intervals · API Access · 1,456+ instruments
| Tuesday, June 23, 2026 | Actual | Previous | Consensus | Sigmanomics Rolling-Surprise Forecast | Impact | ||
|---|---|---|---|---|---|---|---|
| 13:45 | S&P Global Manufacturing PMI | 55.7 | 55.1 | 54.8 | 55.25 | Medium | |
| 13:45 | S&P Global Services PMI | 51.3 | 50.7 | 51 | 51.15 | Medium | |
| 13:45 | S&P Global Composite PMI | 52.2 | 51.5 | 50.8 | 51.50 | Medium | |
| 14:00 | Richmond Fed Manufacturing Index | 4 | 13 | 9 | 6.50 | Low | |
| 14:00 | Richmond Fed Services Index | -1 | 14 | 11 | 5.00 | Low | |
| 14:00 | Richmond Fed Manufacturing Shipments Index | 3 | 16 | 9 | 6.00 | Low | |
| Thursday, June 25, 2026 | Actual | Previous | Consensus | Sigmanomics Rolling-Surprise Forecast | Impact | ||
| 12:30 | Chicago Fed National Activity Index | 0.14 | 0.12 | 0.12 | Medium | ||
| 12:30 | Durable Goods Orders MoM | 7.9 | -4.3 | -4.30 | High | ||
| 12:30 | Core PCE Price Index MoM | 0.2 | 0.3 | 0.30 | High | ||
| 12:30 | Initial Jobless Claims | 226 | 225 | 225.00 | Medium | ||
| 12:30 | Personal Income MoM | 0 | 0.4 | 0.40 | High | ||
| 12:30 | Personal Spending MoM | 0.1 | 0.1 | 0.10 | Low | ||
| 12:30 | Durable Goods Orders Ex Transp MoM | 1.1 | 0.7 | 0.70 | Medium | ||
| 12:30 | PCE Price Index MoM | 0.4 | 0.5 | 0.50 | Medium | ||
| 12:30 | Non Defense Goods Orders Ex Air | -1.1 | 0.6 | 0.60 | Low | ||
| 12:30 | Continuing Jobless Claims | 1810 | 1800 | 1784.50 | Low | ||
| 12:30 | Core PCE Price Index YoY | 3.3 | 3.4 | 3.40 | Low | ||
| 12:30 | Durable Goods Orders Ex Defense MoM | 8.1 | -3.9 | -3.90 | Low | ||
| 12:30 | Jobless Claims 4-Week Average | 223.25 | 226 | 225.25 | Low | ||
| 12:30 | PCE Price Index YoY | 3.8 | 4 | 4.00 | Medium | ||
| 12:30 | Real Consumer Spending | 1.4 | 1.4 | 1.40 | Low | ||
| 15:00 | Kansas Fed Composite Index | 8 | 6 | 10.00 | Low | ||
| 15:00 | Kansas Fed Manufacturing Index | 9 | 7 | 11.50 | Low | ||
| Friday, June 26, 2026 | Actual | Previous | Consensus | Sigmanomics Rolling-Surprise Forecast | Impact | ||
| 12:30 | Wholesale Inventories MoM | 0.6 | 0.2 | 0.20 | Medium | ||
| 12:30 | Retail Inventories Ex Autos MoM | 0.6 | 0.1 | 0.10 | Medium | ||
| 12:30 | Goods Trade Balance | -83.01 | -85.4 | -85.40 | Medium | ||
| 12:30 | Goods Trade Balance Adv | -83 | -85.2 | -85.20 | Medium | ||