What Actually Happened: the U.S. economic release database

Most sites tell you when a number is coming out. A few tell you what the number was. Almost none tell you what the market actually did when it landed — release by release, in a table you can scan or download whole.

That is what this page is. 1,667 releases — every CPI, PPI, jobs report, PCE and retail-sales release since 2000 — with:

Everything here is computed by us from U.S. government public-domain series. Nothing is copied from a data vendor. The tables below show the most recent 60 of each release; the full 1,667-row CSV is a free download.

Each release also gets two charts drawn from its whole history: where the moves landed (a distribution, so you can see the spread and how close the average sits to zero) and surprise against the move on the day (a scatter, so you can see for yourself that a bigger surprise does not buy you a bigger move). These use the full 2000-onward sample, which is wider than the 2023–2025 window the individual write-ups test — so the sample sizes differ from theirs by design.

A note on the "vs normal" column: a normal day in 2013 and a normal day in 2023 are not the same thing, so the ratio is computed against the average daily move in that same calendar year. Otherwise the zero-rate 2010s would make every recent release look enormous. The "larger than" column does the opposite — it ranks the raw move against the whole 2000-onward history, unadjusted. That is why a release can be quieter than a normal day for its own year and still sit mid-pack against 25 years of history: the year itself was a loud one.

The latest releases at a glance

CPI — latest release

June 2026 data, published 2026-07-14. Reported 3.53% (-0.24 vs its 3-reading trend). The 10Y moved -4.0 bps that day, ×1.17 a normal day for that year — larger than 57% of all 337 releases since 2000.

Past releases with the most similar surprise:

Release dateData forActualSurprise10Yvs normal
2002-06-18May 20021.18-0.24-1.0×0.19
2011-11-16October 20113.53-0.23-5.0×0.95
2013-01-16December 20121.74-0.23-2.0×0.54
2019-07-11June 20191.65-0.23+6.0×1.76
2001-10-19September 20012.65-0.25+5.0×0.91

PPI — latest release

June 2026 data, published 2026-07-15. Reported 5.51% (+0.20 vs its 3-reading trend). The 2Y moved -5.0 bps that day, ×1.33 a normal day for that year — larger than 79% of all 335 releases since 2000.

Past releases with the most similar surprise:

Release dateData forActualSurprise2Yvs normal
2013-09-13August 20131.67+0.21+0.0×0.0
2016-01-15December 2015-1.08+0.21-5.0×2.0
2020-01-15December 20191.36+0.19-2.0×1.07
2012-12-13November 20121.69+0.22+2.0×1.98
2026-01-30December 20253.09+0.22-1.0×0.27

NFP (jobs) — latest release

June 2026 data, published 2026-07-02. Reported 20.00k jobs (-121.67 vs its 3-reading trend). The 10Y moved +1.0 bps that day, ×0.29 a normal day for that year — larger than 14% of all 326 releases since 2000.

Past releases with the most similar surprise:

Release dateData forActualSurprise10Yvs normal
2007-03-09February 200788.00-121.67+8.0×2.0
2007-08-03July 2007-26.00-121.33-6.0×1.5
2006-05-05April 2006172.00-121.00-4.0×1.36
2004-12-03November 200474.00-117.67-13.0×3.09
2003-03-07February 2003-132.00-117.33-4.0×0.75

PCE — latest release

June 2026 data, published 2026-07-30. Reported 3.67% (-0.13 vs its 3-reading trend). The USD moved -0.9 % that day, ×4.24 a normal day for that year — larger than 98% of all 330 releases since 2000.

Past releases with the most similar surprise:

Release dateData forActualSurpriseUSDvs normal
2008-05-30April 20083.14-0.13-0.0×0.03
2012-03-01February 20122.51-0.13+0.0×0.18
2013-12-06November 20131.20-0.13-0.1×0.52
2018-11-29October 20182.05-0.13-0.6×2.38
2023-09-29August 20233.43-0.13-0.2×0.71

Retail sales — latest release

June 2026 data, published 2026-07-16. Reported 0.22% (-0.92 vs its 3-reading trend). The 10Y moved +2.0 bps that day, ×0.59 a normal day for that year — larger than 31% of all 341 releases since 2000.

Past releases with the most similar surprise:

Release dateData forActualSurprise10Yvs normal
2013-05-13April 2013-0.49-0.92+2.0×0.54
2014-06-12May 20140.17-0.95-7.0×2.23
2008-03-13February 2008-0.88-0.89+7.0×1.01
2017-04-14March 2017-0.13-0.89+2.0×0.72
2018-07-16June 2018-0.35-0.89+2.0×0.73

An honest note on "Surprise"

The number labelled Surprise is not a market consensus forecast. Consensus estimates — the "economists expected 3.1%" figure you see in the press — are proprietary products sold by financial data vendors, and we do not license them, so we do not use them.

Instead we compute a transparent, reproducible alternative: the reading minus the average of the previous three readings. It measures whether a release came in above or below its own recent trend. We label it plainly rather than borrow someone else's number.

What the pooled sample shows — and why we do not stop there

Pooled across all releases since 2000, two of the five show a directional pattern that survives correction for testing five releases at once:

Release Above trend Below trend p (pooled)
Jobs report → 10Y +1.89 bps −0.31 bps 0.010
Retail sales → 10Y +1.10 bps −0.89 bps 0.006
CPI → 10Y −0.87 bps −0.13 bps 0.319
PPI → 2Y −0.26 bps −1.13 bps 0.150
PCE → dollar −0.02% +0.01% 0.546

A pooled p-value is easy to over-read, so we ran the obvious follow-up: does it reproduce if you split the sample by era?

It does not. The pattern is regime-dependent.

Release 2000–2012 2013–2019 2020–2026
Jobs report → 10Y +3.46 (p=0.008) +2.39 (p=0.07) −0.33 (p=0.86)
Retail sales → 10Y +2.71 (p=0.014) +0.12 (p=0.92) +2.31 (p=0.14)
CPI → 10Y −1.87 (p=0.10) −1.76 (p=0.06) +2.46 (p=0.15)

(Gap = average move after an above-trend reading minus the average after a below-trend reading, in basis points.)

Read that carefully:

So the honest statement is not "the effect exists." It is: in the extended sample, an above-trend jobs or retail reading was followed by higher yields — but that pattern is concentrated in 2000–2012 and does not reproduce in the most recent period. Whether that reflects a genuine change in how markets process data, or simply noise in shorter sub-samples, we cannot tell from this alone.

For a reader, the regime split is arguably the more useful output: a relationship that worked in one era and not the next is exactly the kind of thing that gets quietly assumed to be permanent.

What we are careful not to claim

And note what is unaffected. The site's core finding concerns the unconditional release-day move — knowing only that CPI prints today, you cannot predict the direction. That holds throughout, and is consistent with everything above: above- and below-trend surprises arrive in roughly equal numbers and cancel out in the average.

The database

Jump to: CPI · PPI · Jobs report · PCE · Retail sales

CPI (337 releases since 2000 · Headline CPI, 12-month change)

Histogram of 10Y moves on CPI release days across 337 releases since 2000. The distribution is centred close to zero: mean -0.5 bps, median -1.0, split 149 up, 174 down, 14 unchanged.
Every CPI release day since 2000, by how far the 10Y moved. Mean -0.5 bps, median -1.0149 up, 174 down, 14 unchanged out of 337. Big days exist in both directions; there is no side the market leans to. Source: our own calculation from Federal Reserve Board data via FRED.
Scatter plot of model-based surprise against the 10Y move on the day, for 334 CPI releases since 2000. The points form a shapeless cloud around the origin; the correlation is -0.006.
How far the reading came in from its own recent trend, against what the 10Y did that day — 334 releases. Correlation -0.006: effectively none. A bigger surprise does not produce a bigger, or a differently signed, move. Note the surprise here is our model proxy (the reading minus its previous three), not a market consensus forecast — see the glossary. Source: our own calculation from U.S. government data via FRED.

Showing the 60 most recent of 337 releases (2000-01-14 to 2026-07-14). Download all 337 as CSV.

Release dateData forActual (%)PreviousSurprise2Y10YUSD10Y vs normalLarger than
2026-07-14June 20263.534.25-0.24-8.0-4.0-0.22%×1.1757%
2026-06-10May 20264.253.81+1.09+0.0+2.0-0.04%×0.5934%
2026-05-12April 20263.813.26+1.12+5.0+4.0+0.40%×1.1757%
2026-04-10March 20263.262.41+0.77+3.0+2.0-0.04%×0.5934%
2026-03-11February 20262.412.39-0.19+7.0+6.0+0.47%×1.7676%
2026-02-13January 20262.392.68-0.42-7.0-5.0-0.01%×1.4768%
2026-01-13December 20252.682.74-0.21-1.0-1.0+0.12%×0.2918%
2025-12-18November 20252.74-0.14-3.0-4.0-0.09%×1.0157%
2025-10-24September 20253.012.92+0.25+0.0+1.0-0.02%×0.2518%
2025-09-11August 20252.922.70+0.35-2.0-3.0-0.14%×0.7645%
2025-08-12July 20252.702.67+0.26-4.0+2.0-0.34%×0.5134%
2025-07-15June 20252.672.35+0.32+5.0+7.0+0.24%×1.7781%
2025-06-11May 20252.352.31-0.16-7.0-6.0-0.38%×1.5276%
2025-05-13April 20252.312.39-0.43+4.0+4.0-0.43%×1.0157%
2025-04-10March 20252.392.82-0.51-7.0+6.0-1.22%×1.5276%
2025-03-12February 20252.823.00-0.06+7.0+4.0-0.14%×1.0157%
2025-02-12January 20253.002.89+0.25+7.0+8.0-0.08%×2.0385%
2025-01-15December 20242.892.75+0.29-10.0-12.0-0.13%×3.0496%
2024-12-11November 20242.752.60+0.23+0.0+4.0-0.09%×0.8957%
2024-11-13October 20242.602.44-0.02-7.0+1.0+0.14%×0.2218%
2024-10-10September 20242.442.53-0.36-1.0+3.0+0.17%×0.6745%
2024-09-11August 20242.532.89-0.51+3.0+0.0-0.19%×0.04%
2024-08-14July 20242.892.97-0.31+1.0-2.0-0.48%×0.4534%
2024-07-11June 20242.973.27-0.40-12.0-8.0-0.34%×1.7985%
2024-06-12May 20243.273.36-0.06-6.0-8.0-0.17%×1.7985%
2024-05-15April 20243.363.48+0.12-8.0-9.0-0.47%×2.0190%
2024-04-10March 20243.483.15+0.37+23.0+19.0+0.72%×4.2499%
2024-03-12February 20243.153.09-0.03+7.0+6.0+0.11%×1.3476%
2024-02-13January 20243.093.35-0.10+18.0+14.0+0.48%×3.1298%
2024-02-09January 20243.093.35-0.15+2.0+2.0-0.03%×0.4534%
2024-01-11December 20233.353.14-0.01-11.0-6.0+0.11%×1.3476%
2023-12-12November 20233.143.24-0.40+2.0-3.0-0.20%×0.545%
2023-11-14October 20233.243.70-0.28-22.0-19.0-0.88%×3.1499%
2023-10-12September 20233.703.67+0.43+7.0+12.0+0.36%×1.9896%
2023-09-13August 20233.673.18+0.27-2.0-2.0-0.19%×0.3334%
2023-08-10July 20233.182.97-0.80+3.0+9.0-0.27%×1.4990%
2023-07-12June 20232.974.05-1.68-16.0-13.0-0.92%×2.1597%
2023-06-13May 20234.054.93-1.27+12.0+11.0-0.37%×1.8294%
2023-05-10April 20234.934.98-0.88-11.0-10.0-0.20%×1.6593%
2023-04-12March 20234.986.04-1.31-8.0-2.0-0.44%×0.3334%
2023-03-14February 20236.046.41-0.38+17.0+9.0+0.10%×1.4990%
2023-02-14January 20236.416.45-0.25+8.0+5.0-0.05%×0.8368%
2023-02-10January 20236.416.45-0.69+2.0+7.0+0.14%×1.1681%
2023-01-12December 20226.457.11-1.24-8.0-11.0-0.62%×1.8294%
2022-12-13November 20227.117.75-0.96-17.0-10.0-0.75%×1.5993%
2022-11-10October 20227.758.20-0.58-27.0-30.0-1.02%×4.76100%
2022-10-13September 20228.208.26-0.41+19.0+6.0-0.33%×0.9576%
2022-09-13August 20228.268.52-0.46+17.0+5.0+0.88%×0.7968%
2022-08-10July 20228.529.06-0.11-5.0-2.0-0.91%×0.3234%
2022-07-13June 20229.068.58+0.60+10.0-5.0-0.14%×0.7968%
2022-06-10May 20228.588.26+0.36+23.0+11.0+0.90%×1.7594%
2022-05-11April 20228.268.54+0.30+4.0-8.0-0.32%×1.2785%
2022-04-12March 20228.547.87+0.93-11.0-7.0-0.13%×1.1181%
2022-03-10February 20227.877.48+0.54+4.0+4.0+0.12%×0.6457%
2022-02-10January 20227.487.04+0.37+25.0+9.0-0.24%×1.4390%
2022-02-08January 20227.487.04+0.79+5.0+4.0+0.07%×0.6457%
2022-01-12December 20217.046.81+0.90+2.0-1.0-0.42%×0.1618%
2021-12-10November 20216.816.22+1.19-3.0-1.0-0.18%×0.318%
2021-11-10October 20216.225.39+0.88+10.0+10.0+0.34%×2.9893%
2021-10-13September 20215.395.25+0.05+2.0-3.0-0.25%×0.945%

PPI (335 releases since 2000 · PPI final demand, 12-month change (headline; series starts 2009))

Histogram of 2Y moves on PPI release days across 335 releases since 2000. The distribution is centred close to zero: mean -0.6 bps, median +0.0, split 124 up, 151 down, 60 unchanged.
Every PPI release day since 2000, by how far the 2Y moved. Mean -0.6 bps, median +0.0124 up, 151 down, 60 unchanged out of 335. Big days exist in both directions; there is no side the market leans to. Source: our own calculation from Federal Reserve Board data via FRED.
Scatter plot of model-based surprise against the 2Y move on the day, for 194 PPI releases since 2000. The points form a shapeless cloud around the origin; the correlation is +0.106.
How far the reading came in from its own recent trend, against what the 2Y did that day — 194 releases. Correlation +0.106: effectively none. A bigger surprise does not produce a bigger, or a differently signed, move. Note the surprise here is our model proxy (the reading minus its previous three), not a market consensus forecast — see the glossary. Source: our own calculation from U.S. government data via FRED.

Showing the 60 most recent of 335 releases (2000-01-13 to 2026-07-15). Download all 335 as CSV.

Release dateData forActual (%)PreviousSurprise2Y10YUSD10Y vs normalLarger than
2026-07-15June 20265.515.97+0.20-5.0-3.0-0.14%×0.8848%
2026-06-11May 20265.975.67+1.53-8.0-10.0+0.17%×2.9494%
2026-05-13April 20265.674.29+2.11-2.0+0.0-0.04%×0.07%
2026-04-14March 20264.293.35+1.13-2.0-4.0-0.53%×1.1759%
2026-03-18February 20263.353.04+0.28+8.0+6.0+0.08%×1.7680%
2026-02-27January 20263.043.09+0.04-4.0-5.0-0.07%×1.4773%
2026-01-30December 20253.093.15+0.22-1.0+2.0+0.39%×0.5935%
2026-01-14December 20253.093.15+0.17-2.0-3.0-0.16%×0.8848%
2025-11-25October 20252.833.05+0.05-3.0-3.0-0.23%×0.7648%
2025-09-10August 20252.693.23-0.10+0.0-4.0-0.03%×1.0159%
2025-08-14July 20253.232.43+0.71+7.0+5.0+0.43%×1.2773%
2025-07-16June 20252.432.72-0.33-7.0-4.0-0.08%×1.0159%
2025-06-12May 20252.722.40-0.27-4.0-5.0-0.34%×1.2773%
2025-05-15April 20252.403.16-1.05-9.0-8.0+0.12%×2.0389%
2025-04-11March 20253.163.40-0.38+12.0+8.0-0.86%×2.0389%
2025-03-13February 20253.403.79+0.03-7.0-5.0+0.11%×1.2773%
2025-02-13January 20253.793.44+0.73-5.0-10.0-0.34%×2.5494%
2025-01-14December 20243.442.89+0.82-3.0-1.0-0.51%×0.2521%
2024-12-12November 20242.892.84+0.53+3.0+6.0+0.08%×1.3480%
2024-11-14October 20242.842.14+0.61+7.0-1.0+0.03%×0.2221%
2024-10-11September 20242.142.11-0.36-3.0-1.0-0.09%×0.2221%
2024-09-12August 20242.112.43-0.54+2.0+3.0-0.27%×0.6748%
2024-08-13July 20242.432.96-0.19-8.0-5.0-0.17%×1.1273%
2024-07-12June 20242.962.57+0.67-5.0-2.0-0.27%×0.4535%
2024-06-13May 20242.572.32+0.61-7.0-7.0+0.16%×1.5685%
2024-05-14April 20242.321.98+0.81-4.0-3.0-0.08%×0.6748%
2024-04-11March 20241.981.57+0.81-4.0+1.0+0.03%×0.2221%
2024-03-14February 20241.570.97+0.57+7.0+10.0+0.23%×2.2394%
2024-02-16January 20240.971.05+0.02+8.0+6.0-0.05%×1.3480%
2024-02-14January 20240.971.05-0.03-8.0-4.0-0.10%×0.8959%
2024-01-12December 20231.050.83-0.20-12.0-2.0-0.30%×0.4535%
2023-12-13November 20230.831.11-0.78-27.0-16.0+0.39%×2.6499%
2023-11-15October 20231.111.81-0.52+10.0+9.0-0.23%×1.4992%
2023-10-11September 20231.811.90+0.68+3.0-8.0-0.13%×1.3289%
2023-09-14August 20231.901.18+1.02+4.0+4.0+0.15%×0.6659%
2023-08-11July 20231.180.30-0.07+7.0+7.0+0.39%×1.1685%
2023-07-13June 20230.301.15-1.75-13.0-10.0-0.39%×1.6594%
2023-06-14May 20231.152.29-2.09+7.0-1.0-0.35%×0.1721%
2023-05-11April 20232.292.70-2.10-1.0-4.0+0.37%×0.6659%
2023-04-13March 20232.704.72-2.71+1.0+4.0-0.51%×0.6659%
2023-03-15February 20234.725.75-1.24-27.0-13.0+0.90%×2.1598%
2023-02-16January 20235.756.38-0.75+0.0+5.0+0.01%×0.8373%
2023-02-14January 20235.756.38-1.56+8.0+5.0-0.05%×0.8373%
2023-01-18December 20226.387.37-1.63-12.0-16.0-0.11%×2.6499%
2022-12-09November 20227.378.18-1.08+2.0+9.0+0.00%×1.4392%
2022-11-15October 20228.188.49-0.77-3.0-8.0-0.31%×1.2789%
2022-10-12September 20228.498.67-1.35-2.0-2.0+0.38%×0.3235%
2022-09-14August 20228.679.69-1.92+3.0-1.0+0.02%×0.1621%
2022-08-11July 20229.6911.15-1.38+0.0+9.0-0.03%×1.4392%
2022-07-14June 202211.1510.94-0.06+2.0+5.0+0.63%×0.7973%
2022-06-14May 202210.9411.11-0.12+5.0+6.0+0.42%×0.9580%
2022-05-12April 202211.1111.59+0.37-10.0-7.0+0.74%×1.1185%
2022-04-13March 202211.5910.47+1.32-2.0-2.0-0.09%×0.3235%
2022-03-15February 202210.4710.17+0.28-2.0+1.0+0.08%×0.1621%
2022-02-15January 202210.1710.22+0.03+0.0+7.0-0.23%×1.1185%
2022-02-11January 202210.1710.22+0.45-11.0-11.0+0.25%×1.7597%
2022-01-13December 202110.2210.02+0.98-1.0-4.0-0.16%×0.6459%
2021-12-14November 202110.028.92+1.25+1.0+2.0+0.34%×0.635%
2021-11-09October 20218.928.78+0.50-4.0-5.0-0.06%×1.4973%
2021-10-14September 20218.788.62+0.82-1.0-4.0-0.23%×1.1959%

NFP (jobs) (326 releases since 2000 · Nonfarm payrolls, monthly change)

Histogram of 10Y moves on NFP (jobs) release days across 325 releases since 2000. The distribution is centred close to zero: mean +0.7 bps, median +1.0, split 168 up, 146 down, 11 unchanged.
Every NFP (jobs) release day since 2000, by how far the 10Y moved. Mean +0.7 bps, median +1.0168 up, 146 down, 11 unchanged out of 325. Big days exist in both directions; there is no side the market leans to. Source: our own calculation from Federal Reserve Board data via FRED.
Scatter plot of model-based surprise against the 10Y move on the day, for 322 NFP (jobs) releases since 2000. The points form a shapeless cloud around the origin; the correlation is -0.002.
How far the reading came in from its own recent trend, against what the 10Y did that day — 322 releases. Correlation -0.002: effectively none. A bigger surprise does not produce a bigger, or a differently signed, move. Note the surprise here is our model proxy (the reading minus its previous three), not a market consensus forecast — see the glossary. Source: our own calculation from U.S. government data via FRED.

Showing the 60 most recent of 326 releases (2000-01-07 to 2026-08-07). Download all 326 as CSV.

Release dateData forActual (k jobs)PreviousSurprise2Y10YUSD10Y vs normalLarger than
2026-08-07July 2026-23.0020.00-100.00
2026-07-02June 202620.0063.00-121.67-3.0+1.0-0.38%×0.2914%
2026-06-05May 202663.00148.00-5.67+12.0+8.0+0.60%×2.3572%
2026-05-08April 2026148.00214.00+75.33-2.0-3.0+0.02%×0.8834%
2026-04-03March 2026214.00-156.00+218.33+5.0+4.0+0.13%×1.1743%
2026-03-06February 2026-156.00160.00-217.33-1.0+2.0-0.06%×0.5923%
2026-02-11January 2026160.00-17.00+198.67+7.0+2.0-0.05%×0.5923%
2026-01-09December 2025-17.0041.00+39.33+5.0-1.0+0.11%×0.2914%
2025-12-16November 202541.00-140.00+89.67-3.0-3.0-0.05%×0.7634%
2025-11-20October 2025-140.0076.00-131.33-3.0-3.0+0.16%×0.7634%
2025-09-05August 2025-70.0064.00-89.00-8.0-7.0-0.53%×1.7766%
2025-08-01July 202564.00-20.00+30.33-25.0-14.0-0.42%×3.5594%
2025-07-03June 2025-20.0013.00-82.67+10.0+5.0-0.05%×1.2753%
2025-06-06May 202513.00108.00-59.33+12.0+11.0+0.17%×2.7987%
2025-05-02April 2025108.0067.00+87.67+13.0+8.0-0.52%×2.0372%
2025-04-04March 202567.0042.00-10.00-3.0-5.0+0.87%×1.2753%
2025-03-07February 202542.00-48.00-65.67+3.0+3.0-0.10%×0.7634%
2025-02-07January 2025-48.00237.00-182.67+8.0+4.0+0.18%×1.0143%
2025-01-10December 2024237.00134.00+129.67+13.0+9.0+0.45%×2.2879%
2024-12-06November 2024134.0033.00+68.33-5.0-2.0+0.21%×0.4523%
2024-11-01October 202433.00155.00-39.33+5.0+9.0+0.01%×2.0179%
2024-10-04September 2024155.009.00+105.33+23.0+13.0+0.08%×2.992%
2024-09-06August 20249.0053.00-63.67-9.0-1.0+0.04%×0.2214%
2024-08-02July 202453.0087.00-23.33-28.0-19.0-0.32%×4.2499%
2024-07-05June 202487.0078.00-36.33-11.0-8.0-0.24%×1.7972%
2024-06-07May 202478.0064.00-88.00+15.0+15.0+0.96%×3.3595%
2024-05-03April 202464.00228.00-139.00-6.0-8.0-0.25%×1.7972%
2024-04-05March 2024228.00206.00+49.67+8.0+8.0+0.17%×1.7972%
2024-03-08February 2024206.00175.00+45.00-2.0+0.0-0.18%×0.03%
2024-02-02January 2024175.00154.00+30.00+16.0+16.0+0.47%×3.5797%
2024-01-10December 2023154.00127.00+7.33+1.0+2.0+0.08%×0.4523%
2024-01-05December 2023154.00127.00+6.67+2.0+6.0-0.19%×1.3461%
2023-12-08November 2023127.00159.00-50.67+13.0+9.0+0.13%×1.4979%
2023-11-03October 2023159.00156.00-20.00-15.0-10.0-0.92%×1.6582%
2023-10-06September 2023156.00218.00-46.00+5.0+6.0-0.44%×0.9961%
2023-09-01August 2023218.00163.00-4.67+2.0+9.0+0.44%×1.4979%
2023-08-04July 2023163.00225.00-85.67-12.0-15.0-0.48%×2.4895%
2023-07-07June 2023225.00280.00+28.67-5.0+1.0-0.62%×0.1714%
2023-06-02May 2023280.00241.00+80.33+17.0+8.0-0.04%×1.3272%
2023-05-05April 2023241.0068.00-23.00+17.0+7.0-0.41%×1.1666%
2023-04-07March 202368.00290.00-206.67+15.0+9.0+0.04%×1.4979%
2023-03-10February 2023290.00434.00+11.00-30.0-23.0-0.17%×3.8100%
2023-02-03January 2023434.00100.00+180.67+21.0+13.0+0.99%×2.1592%
2023-01-06December 2022100.00303.00-193.33-21.0-16.0-0.83%×2.6497%
2022-12-02November 2022303.00357.00+14.00+3.0-2.0+0.00%×0.3223%
2022-11-04October 2022357.00220.00-51.00-5.0+3.0-0.80%×0.4834%
2022-10-07September 2022220.00290.00-259.33+7.0+6.0+0.05%×0.9561%
2022-09-02August 2022290.00714.00-193.00-11.0-6.0-0.50%×0.9561%
2022-08-05July 2022714.00434.00+366.33+21.0+15.0+0.40%×2.3895%
2022-07-08June 2022434.00301.00+67.67+9.0+8.0-0.21%×1.2772%
2022-06-03May 2022301.00308.00-238.00+1.0+4.0+0.13%×0.6443%
2022-05-06April 2022308.00490.00-191.67+1.0+7.0-0.12%×1.1166%
2022-04-01March 2022490.00819.00-41.67+16.0+7.0+0.23%×1.1166%
2022-03-04February 2022819.00190.00+341.00-3.0-12.0+0.60%×1.9190%
2022-02-04January 2022190.00586.00-491.67+12.0+11.0+0.20%×1.7587%
2022-01-07December 2021586.00658.00-52.67-1.0+3.0-0.31%×0.4834%
2021-12-03November 2021658.00801.00+54.67-3.0-9.0+0.19%×2.6979%
2021-11-05October 2021801.00457.00+150.67-2.0-8.0-0.25%×2.3972%
2021-10-08September 2021457.00552.00-292.67+0.0+3.0+0.08%×0.934%
2021-09-03August 2021552.00942.00-173.00+1.0+4.0-0.21%×1.1943%

PCE (330 releases since 2000 · PCE price index, 12-month change)

Histogram of USD moves on PCE release days across 252 releases since 2000. The distribution is centred close to zero: mean -0.01 %, median -0.01, split 122 up, 126 down, 4 unchanged.
Every PCE release day since 2000, by how far the USD moved. Mean -0.01 %, median -0.01122 up, 126 down, 4 unchanged out of 252. Big days exist in both directions; there is no side the market leans to. Source: our own calculation from Federal Reserve Board data via FRED.
Scatter plot of model-based surprise against the USD move on the day, for 252 PCE releases since 2000. The points form a shapeless cloud around the origin; the correlation is -0.089.
How far the reading came in from its own recent trend, against what the USD did that day — 252 releases. Correlation -0.089: effectively none. A bigger surprise does not produce a bigger, or a differently signed, move. Note the surprise here is our model proxy (the reading minus its previous three), not a market consensus forecast — see the glossary. Source: our own calculation from U.S. government data via FRED.

Showing the 60 most recent of 330 releases (2000-01-31 to 2026-07-30). Download all 330 as CSV.

Release dateData forActual (%)PreviousSurprise2Y10YUSD10Y vs normalLarger than
2026-07-30June 20263.674.08-0.13+1.0+1.0-0.92%×0.2926%
2026-06-25May 20264.083.79+0.46-2.0-1.0-0.29%×0.2926%
2026-05-28April 20263.793.54+0.47-1.0-3.0-0.13%×0.8853%
2026-04-30March 20263.542.87+0.44-4.0-2.0-0.36%×0.5938%
2026-04-09March 20263.542.87+0.66-1.0+0.0-0.13%×0.010%
2026-03-13February 20262.872.88+0.01-3.0+1.0+0.61%×0.2926%
2026-02-20January 20262.882.88+0.04+1.0+0.0-0.21%×0.010%
2026-01-22December 20252.882.82+0.08+1.0+0.0-0.12%×0.010%
2025-12-23November 20252.822.71+0.09+4.0+1.0-0.24%×0.2526%
2025-12-05November 20252.822.71+0.17+4.0+3.0+0.01%×0.7653%
2025-09-26August 20252.752.61+0.20-1.0+2.0-0.09%×0.5138%
2025-08-29July 20252.612.59+0.17-3.0+1.0-0.04%×0.2526%
2025-07-31June 20252.592.46+0.22+0.0-1.0+0.26%×0.2526%
2025-06-27May 20252.462.28+0.01+3.0+3.0+0.01%×0.7653%
2025-05-30April 20252.282.36-0.28-3.0-2.0+0.17%×0.5138%
2025-04-30March 20252.362.71-0.32-5.0-2.0-0.00%×0.5138%
2025-03-28February 20252.712.61+0.07-8.0-11.0+0.04%×2.7995%
2025-02-28January 20252.612.73+0.01-8.0-5.0+0.24%×1.2774%
2025-01-31December 20242.732.59+0.29+4.0+6.0+0.30%×1.5280%
2024-12-20November 20242.592.48+0.21-2.0-5.0-0.58%×1.1274%
2024-11-27October 20242.482.26+0.06-2.0-5.0-0.48%×1.1274%
2024-10-31September 20242.262.41-0.26+1.0-1.0-0.01%×0.2226%
2024-09-27August 20242.412.59-0.19-5.0-4.0+0.03%×0.8965%
2024-08-30July 20242.592.55-0.09+4.0+4.0+0.08%×0.8965%
2024-07-26June 20242.552.66-0.26-5.0-7.0+0.12%×1.5685%
2024-06-28May 20242.662.83-0.16+1.0+7.0-0.10%×1.5685%
2024-05-31April 20242.832.93+0.05-3.0-4.0+0.11%×0.8965%
2024-04-26March 20242.932.71+0.20+0.0-3.0+0.09%×0.6753%
2024-03-29February 20242.712.70-0.04+13.0+13.0-0.04%×2.997%
2024-02-29January 20242.702.77-0.15+0.0-2.0+0.04%×0.4538%
2024-01-26December 20232.772.77-0.31+6.0+1.0-0.18%×0.2226%
2023-12-22November 20232.773.02-0.53-2.0+1.0-0.21%×0.1726%
2023-11-30October 20233.023.45-0.41+9.0+10.0+0.36%×1.6592%
2023-10-27September 20233.453.43+0.08-3.0-2.0-0.31%×0.3338%
2023-09-29August 20233.433.41-0.13-1.0+0.0-0.18%×0.010%
2023-08-31July 20233.413.28-0.51-5.0-3.0+0.36%×0.553%
2023-07-28June 20233.284.00-1.02-4.0-5.0-0.09%×0.8374%
2023-06-30May 20234.004.48-0.70+0.0-4.0-0.14%×0.6665%
2023-05-26April 20234.484.43-0.57+4.0-3.0-0.17%×0.553%
2023-04-28March 20234.435.20-0.98-3.0-9.0-0.17%×1.4990%
2023-03-31February 20235.205.51-0.49-4.0-7.0-0.04%×1.1685%
2023-02-24January 20235.515.52-0.35+12.0+7.0+0.40%×1.1685%
2023-01-27December 20225.526.03-0.72+2.0+3.0-0.08%×0.553%
2022-12-23November 20226.036.46-0.42+7.0+8.0-0.22%×1.2787%
2022-12-01November 20226.036.46-0.66-13.0-15.0-1.22%×2.3898%
2022-10-28September 20226.676.64-0.21+11.0+6.0+0.40%×0.9580%
2022-09-30August 20226.646.75-0.29+6.0+7.0-0.02%×1.1185%
2022-08-26July 20226.757.24-0.15+2.0+1.0+0.01%×0.1626%
2022-07-29June 20227.246.79+0.44+4.0-1.0-0.29%×0.1626%
2022-06-30May 20226.796.68+0.07-14.0-12.0+0.00%×1.9196%
2022-05-27April 20226.686.93+0.10+1.0-1.0-0.41%×0.1626%
2022-04-29March 20226.936.55+0.61+7.0+4.0-0.48%×0.6465%
2022-03-31February 20226.556.27+0.44-3.0-3.0+0.12%×0.4853%
2022-02-25January 20226.276.14+0.47+1.0+1.0-0.59%×0.1626%
2022-01-28December 20216.145.93+0.80-3.0-3.0+0.05%×0.4853%
2021-12-23November 20215.935.34+0.99+3.0+4.0-0.19%×1.1965%
2021-11-24October 20215.344.74+0.69+4.0-3.0+0.22%×0.953%
2021-10-29September 20214.744.58+0.23-2.0-2.0+0.61%×0.638%
2021-10-01September 20214.744.58+0.46-1.0-4.0-0.23%×1.1965%
2021-08-27July 20214.474.31+0.46-3.0-3.0-0.39%×0.953%

Retail sales (341 releases since 2000 · Retail sales, monthly change)

Histogram of 10Y moves on Retail sales release days across 341 releases since 2000. The distribution is centred close to zero: mean +0.1 bps, median +0.0, split 149 up, 166 down, 26 unchanged.
Every Retail sales release day since 2000, by how far the 10Y moved. Mean +0.1 bps, median +0.0149 up, 166 down, 26 unchanged out of 341. Big days exist in both directions; there is no side the market leans to. Source: our own calculation from Federal Reserve Board data via FRED.
Scatter plot of model-based surprise against the 10Y move on the day, for 338 Retail sales releases since 2000. The points form a shapeless cloud around the origin; the correlation is +0.083.
How far the reading came in from its own recent trend, against what the 10Y did that day — 338 releases. Correlation +0.083: effectively none. A bigger surprise does not produce a bigger, or a differently signed, move. Note the surprise here is our model proxy (the reading minus its previous three), not a market consensus forecast — see the glossary. Source: our own calculation from U.S. government data via FRED.

Showing the 60 most recent of 341 releases (2000-01-13 to 2026-07-16). Download all 341 as CSV.

Release dateData forActual (%)PreviousSurprise2Y10YUSD10Y vs normalLarger than
2026-07-16June 20260.221.02-0.92+3.0+2.0+0.02%×0.5931%
2026-06-17May 20261.020.67-0.35+15.0+6.0+0.11%×1.7670%
2026-05-14April 20260.671.72-0.78+2.0+1.0+0.17%×0.2918%
2026-04-21March 20261.720.92+0.85+6.0+4.0+0.17%×1.1755%
2026-04-01March 20261.720.92+1.42+2.0+3.0-0.76%×0.8843%
2026-03-06February 20260.92-0.03+0.76-1.0+2.0-0.06%×0.5931%
2026-02-10January 2026-0.03-0.00-0.14-3.0-6.0-0.10%×1.7670%
2026-01-14December 2025-0.000.50-0.30-2.0-3.0-0.16%×0.8843%
2025-12-16November 20250.50-0.16+0.02-3.0-3.0-0.05%×0.7643%
2025-11-25October 2025-0.160.07-0.96-3.0-3.0-0.23%×0.7643%
2025-09-16August 20250.551.05+0.30-3.0-1.0-0.36%×0.2518%
2025-08-15July 20251.050.79+1.19+1.0+4.0-0.25%×1.0155%
2025-07-17June 20250.79-1.10+0.65+3.0+1.0+0.18%×0.2518%
2025-06-17May 2025-1.10-0.12-2.16-3.0-7.0+0.29%×1.7777%
2025-05-15April 2025-0.121.65-1.23-9.0-8.0+0.12%×2.0382%
2025-04-25March 20251.650.04+1.37-3.0-3.0-0.03%×0.7643%
2025-04-16March 20251.650.04+1.66-7.0-6.0-0.41%×1.5270%
2025-03-17February 20250.04-0.84-0.10+4.0+0.0-0.26%×0.08%
2025-02-14January 2025-0.840.76-1.51-5.0-5.0-0.58%×1.2762%
2025-01-16December 20240.760.50+0.06-4.0-5.0+0.18%×1.2762%
2024-12-17November 20240.500.74+0.05+0.0+1.0+0.19%×0.2218%
2024-11-15October 20240.740.86+0.23-3.0+0.0-0.09%×0.08%
2024-10-17September 20240.86-0.26+0.66+3.0+7.0+0.15%×1.5677%
2024-09-17August 2024-0.260.92-0.80+3.0+2.0+0.09%×0.4531%
2024-08-15July 20240.92-0.05+0.69+14.0+9.0+0.13%×2.0186%
2024-07-16June 2024-0.050.75-0.41-1.0-6.0+0.07%×1.3470%
2024-06-18May 20240.75-0.01+0.53-6.0-6.0-0.21%×1.3470%
2024-05-15April 2024-0.010.34-0.47-8.0-9.0-0.47%×2.0186%
2024-04-23March 20240.340.71+0.27-11.0-1.0-0.27%×0.2218%
2024-04-15March 20240.340.71+0.34+5.0+13.0+0.11%×2.996%
2024-03-14February 20240.71-0.85+0.99+7.0+10.0+0.23%×2.2389%
2024-02-15January 2024-0.850.14-0.70+0.0-3.0-0.15%×0.6743%
2024-01-17December 20230.14-0.12+0.11+12.0+3.0+0.39%×0.6743%
2023-12-14November 2023-0.12-0.47-0.50-9.0-12.0-1.31%×1.9894%
2023-11-15October 2023-0.470.68-1.07+10.0+9.0-0.23%×1.4986%
2023-10-17September 20230.680.93+0.15+10.0+12.0-0.16%×1.9894%
2023-09-14August 20230.930.19+0.54+4.0+4.0+0.15%×0.6655%
2023-08-15July 20230.190.48-0.41-4.0+2.0+0.12%×0.3331%
2023-07-18June 20230.480.51+0.39+0.0-1.0-0.09%×0.1718%
2023-06-15May 20230.510.82+0.94-12.0-11.0-0.19%×1.8292%
2023-05-16April 20230.82-1.05+1.92+7.0+4.0+0.01%×0.6655%
2023-04-24March 2023-1.05-1.19-1.76-5.0-5.0-0.09%×0.8362%
2023-04-14March 2023-1.05-1.19-1.72+12.0+7.0+0.39%×1.1677%
2023-03-15February 2023-1.194.37-1.80-27.0-13.0+0.90%×2.1596%
2023-02-15January 20234.37-1.17+4.88+2.0+4.0+0.44%×0.6655%
2023-01-18December 2022-1.17-1.38-0.97-12.0-16.0-0.11%×2.6498%
2022-12-15November 2022-1.381.03-1.84+0.0-5.0+0.60%×0.7962%
2022-11-16October 20221.03-0.26+1.24-2.0-13.0+0.20%×2.0696%
2022-10-14September 2022-0.260.61-0.45+1.0+3.0+0.47%×0.4843%
2022-09-15August 20220.61-0.99+0.64+9.0+4.0+0.35%×0.6455%
2022-08-17July 2022-0.990.95-1.76+3.0+7.0+0.32%×1.1177%
2022-07-15June 20220.95-0.05-0.18-2.0-3.0-0.47%×0.4843%
2022-06-15May 2022-0.051.41-1.87-25.0-16.0-0.02%×2.5498%
2022-05-17April 20221.412.03-0.29+13.0+10.0-0.66%×1.5989%
2022-04-25March 20222.031.04+0.38-9.0-9.0+0.52%×1.4386%
2022-04-14March 20222.031.04+1.32+10.0+13.0+0.41%×2.0696%
2022-03-16February 20221.041.87+0.34+10.0+4.0-0.37%×0.6455%
2022-02-16January 20221.87-0.79+1.31-6.0-2.0-0.21%×0.3231%
2022-01-14December 2021-0.791.02-1.84+8.0+8.0+0.18%×1.2782%
2021-12-15November 20211.021.46+0.10+2.0+3.0+0.16%×0.943%
How to read it

What this database is for

Scanning it answers questions a calendar cannot:

It also grows. Every month the pipeline appends the new release, so the database gets more useful over time rather than going stale.

Method and sources

Release-day reactions are measured from the prior close to the release-day close, so nothing uses information that was unavailable before the release. Full methodology: how we test and what is an event study?

Historical statistics for informational purposes only, not financial advice. Results may vary with sample, period, and baseline definition.