Macro or Noise

U.S. CPI Release Dates 2026 (Consumer Price Index Schedule)

Mon, 22 Jun 2026 08:30:00 GMT

Full 2026 schedule of U.S. CPI release dates from the BLS — all at 8:30 a.m. ET. Plus: what actually happens to Treasury yields on CPI day.

Does CPI move the 10-year Treasury yield?

Mon, 22 Jun 2026 08:30:00 GMT

On CPI release day, the direction of the 10-year Treasury yield is unpredictable (p=0.94) — but the size of the move is about 1.75× a normal day (p=0.002). Here is the full 30-event test, and what it means.

Does a Fed rate decision move Treasury yields?

Mon, 22 Jun 2026 08:30:00 GMT

On Fed (FOMC) decision days, the 10-year Treasury yield swings about 1.4× a normal day (p=0.035). Yields leaned lower across 2023–2025, but that direction is not a reliable rule.

Do jobs reports (NFP) move Treasury yields?

Mon, 22 Jun 2026 08:30:00 GMT

On U.S. jobs-report days, the 10-year Treasury yield swings about 2× a normal day (p<0.001) — the biggest scheduled move of the macro releases we have tested. But the direction is unpredictable (p=0.55).

Does PCE inflation move the U.S. dollar?

Mon, 22 Jun 2026 08:30:00 GMT

PCE is the Fed's preferred inflation gauge — but the U.S. dollar barely reacts. On PCE release days the dollar moves about as much as a normal day (0.7×), with no consistent direction.

Does GDP move Treasury yields?

Mon, 22 Jun 2026 08:30:00 GMT

GDP measures the previous quarter — and by the time it lands, the market already knows. On GDP-release days the 10-year Treasury yield moves about as much as a normal day (1.1×, not significant), with no consistent direction.

Does PPI move Treasury yields?

Mon, 22 Jun 2026 08:30:00 GMT

PPI — the wholesale-inflation report — moves the rate-sensitive 2-year Treasury about 1.5× a normal day (p=0.03), but you can't predict the direction. The 10-year reacts less.

Do retail sales move Treasury yields?

Mon, 22 Jun 2026 08:30:00 GMT

Retail sales barely move the 10-year Treasury — about 1.3× a normal day, just short of statistically significant (p=0.05), with no consistent direction.

Do weekly jobless claims move Treasury yields?

Mon, 22 Jun 2026 08:30:00 GMT

Despite the weekly attention, jobless-claims days move the 10-year Treasury about as much as a normal day (1.15×, not significant) — and with 150 releases tested, that is a confident 'no'.

Does CPI move the U.S. dollar?

Mon, 22 Jun 2026 08:30:00 GMT

CPI moves Treasuries hard, but the dollar only mildly — about 1.3× a normal day (just short of significant). The dollar leaned slightly weaker on CPI days in 2023–2025, but that tilt is not a reliable rule.

Which U.S. data releases move the Treasury curve?

Fri, 26 Jun 2026 08:30:00 GMT

A release-day volatility map across 3M-30Y Treasuries. Inflation and jobs data move the 2-5 year belly the most; after multiple-testing correction, only CPI and the jobs report clear the bar. Direction stays unpredictable everywhere.

Do U.S. data releases move the dollar or oil?

Fri, 26 Jun 2026 08:30:00 GMT

A release-day volatility map for the broad U.S. dollar and crude oil across seven major economic releases. After multiple-testing correction, none of them reliably move either market on the day — and PCE day is quieter than normal.

How we test — and the full results grid

Fri, 26 Jun 2026 08:30:00 GMT

The complete release-day volatility grid: every major U.S. economic release against every Tier-A market we track, with the full method — baseline, significance test, and multiple-testing correction. Most cells are honest nulls.

Why do some releases move markets and others don't?

Fri, 17 Jul 2026 08:30:00 GMT

The jobs report moves Treasuries at 2× a normal day while GDP barely registers. Across our full grid, one variable explains most of the difference: how much new information the release actually carries.

What is an event study? How we test whether news moves markets

Fri, 26 Jun 2026 08:30:00 GMT

A plain-language explanation of the method behind every result on this site: baselines, the difference between direction and size, significance testing, and multiple-testing correction.

Glossary — economic releases, markets, and statistics

Fri, 26 Jun 2026 08:30:00 GMT

Plain-language definitions of the economic releases, markets, and statistical terms used across Macro or Noise.