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Economic releases with the σ surprise and the measured market reaction, Treasury auction recaps, and the daily brief, published by the Helious desk the moment they happen.

ALL DESK NOTES AUCTIONS DATA FED SPEAK
ECONOMIC RELEASE 31 Jul 2026, 19:38 UTC
CFTC Oil NC Net Positions: 120K
CFTC Oil NC Net Positions — Actual 120K, prev 82K. ABOVE FORECAST. Bonds neutral · Equities neutral.
ECONOMIC RELEASE 31 Jul 2026, 19:37 UTC
CFTC S&P 500 NC Net Positions: -17K
CFTC S&P 500 NC Net Positions — Actual -17K, prev -17K. ON THE SCREWS. Bonds neutral · Equities neutral.
ECONOMIC RELEASE 31 Jul 2026, 19:37 UTC
CFTC Gold NC Net Positions: 182K
CFTC Gold NC Net Positions — Actual 182K, prev 184K. ON THE SCREWS. Bonds neutral · Equities neutral.
ECONOMIC RELEASE 31 Jul 2026, 17:02 UTC
Baker Hughes US Oil Rig Count: 451
Baker Hughes US Oil Rig Count — Actual 451, prev 450. ON THE SCREWS. Bonds neutral · Equities neutral.
ECONOMIC RELEASE 31 Jul 2026, 14:04 UTC
Cleveland Fed inflation nowcast: Q3 CPI 1.0% · core CPI 1.9% · PCE 2.4% · core PCE 3.0%
Cleveland Fed inflation nowcasting model, Q3 2026 (quarterly annualized % change): CPI 1.0%, core CPI 1.9%, PCE 2.4%, core PCE 3.0%. Model update as of 2026-07-31.
ECONOMIC RELEASE 31 Jul 2026, 14:02 UTC
UoM 5-year Consumer Inflation Expectation: 3.3
UoM 5-year Consumer Inflation Expectation — Actual 3.3, forecast 3.3, prev 3.3. ON THE SCREWS. Bonds neutral · Equities neutral.
ECONOMIC RELEASE 31 Jul 2026, 14:02 UTC
UoM 1-year Consumer Inflation Expectations: 4.2
UoM 1-year Consumer Inflation Expectations — Actual 4.2, forecast 4.2, prev 4.2. ON THE SCREWS. Bonds neutral · Equities neutral.
ECONOMIC RELEASE 31 Jul 2026, 14:02 UTC
Michigan Consumer Expectations Index: 55.4
Michigan Consumer Expectations Index — Actual 55.4, forecast 54, prev 54. ON THE SCREWS. Bonds neutral · Equities neutral.
ECONOMIC RELEASE 31 Jul 2026, 14:02 UTC
Michigan Consumer Sentiment Index: 55.2
Michigan Consumer Sentiment Index — Actual 55.2, forecast 54, prev 54.4. ABOVE FORECAST · +0.6σ. Bonds BEARISH · Equities BULLISH.
ECONOMIC RELEASE 31 Jul 2026, 13:46 UTC
Chicago PMI: 57.6
Chicago PMI — Actual 57.6, forecast 56, prev 56.7. ABOVE FORECAST · +0.4σ. Bonds BEARISH · Equities BULLISH.
ECONOMIC RELEASE 31 Jul 2026, 12:30 UTC
Employment Cost Index: 0.9
Employment Cost Index — Actual 0.9, forecast 0.8, prev 0.9. ABOVE FORECAST. Bonds neutral · Equities neutral.
ECONOMIC RELEASE 31 Jul 2026, 12:00 UTC
Money markets: SOFR 3.65% (unch) · Fed ON RRP $1.1B (-$1.5B d/d)
Secured Overnight Financing Rate for 2026-07-30: 3.65% (prior 3.65%). ON RRP total accepted for 2026-07-30: $1.1B (prior day $2.6B).
DESK NOTE 31 Jul 2026, 11:52 UTC
Investigating Calendar Display Issue
ECONOMIC RELEASE 31 Jul 2026, 09:01 UTC
EU: Harmonized Index of Consumer Prices (MoM): 0.2
EU: Harmonized Index of Consumer Prices (MoM) — Actual 0.2, prev -0.1. ABOVE FORECAST. Bonds BEARISH · Equities BEARISH.
ECONOMIC RELEASE 31 Jul 2026, 09:00 UTC
EU: Core Harmonized Index of Consumer Prices (YoY): 2.5
EU: Core Harmonized Index of Consumer Prices (YoY) — Actual 2.5, forecast 2.4, prev 2.4. ON THE SCREWS. Bunds BEARISH · Equities BEARISH.
ECONOMIC RELEASE 31 Jul 2026, 09:00 UTC
EU: Core Harmonized Index of Consumer Prices (MoM): 0
EU: Core Harmonized Index of Consumer Prices (MoM) — Actual 0, prev 0.2. BELOW FORECAST. Bunds BULLISH · Equities BULLISH.
ECONOMIC RELEASE 31 Jul 2026, 09:00 UTC
EU: Harmonized Index of Consumer Prices (YoY): 2.9
EU: Harmonized Index of Consumer Prices (YoY) — Actual 2.9, forecast 2.9, prev 2.8. ON THE SCREWS. Bonds neutral · Equities neutral.
ECONOMIC RELEASE 31 Jul 2026, 07:56 UTC
DE: Unemployment Rate s.a.: 6.4
DE: Unemployment Rate s.a. — Actual 6.4, forecast 6.3, prev 6.3. ON THE SCREWS. Bunds BULLISH · Equities BEARISH.
ECONOMIC RELEASE 31 Jul 2026, 07:56 UTC
DE: Unemployment Change: 6K
DE: Unemployment Change — Actual 6K, forecast 5K, prev -1K. ABOVE FORECAST. Bunds BEARISH · Equities BULLISH.
ECONOMIC RELEASE 31 Jul 2026, 03:11 UTC
BoJ Interest Rate Decision: 1
BoJ Interest Rate Decision — Actual 1, forecast 1, prev 1. ON THE SCREWS. JGBs neutral · Equities neutral.
ECONOMIC RELEASE 30 Jul 2026, 23:30 UTC
JP: Tokyo CPI ex Food, Energy (YoY): 2
JP: Tokyo CPI ex Food, Energy (YoY) — Actual 2, prev 1.9. ABOVE FORECAST · +0.5σ. Bonds BEARISH · Equities BEARISH.
ECONOMIC RELEASE 30 Jul 2026, 23:30 UTC
JP: Tokyo Consumer Price Index (YoY): 2
JP: Tokyo Consumer Price Index (YoY) — Actual 2, prev 1.7. ABOVE FORECAST · +1.5σ. Bonds BEARISH · Equities BEARISH.
DAILY BRIEF 30 Jul 2026, 21:05 UTC
Mortgage rates move higher, Treasury yields surge, 10s +6bp · desk brief, Thu 30 Jul 2026
Treasuries (close 2026-07-29): 2s 4.22% (-4.0bp), 10s 4.67% (+6.0bp), 30s 5.2% (+11.0bp). Tape (close 2026-07-29): VIX 20.66, 2s10s +45bp. Narrative: US 30-Year Yield Soars to 19-Y…
ECONOMIC RELEASE 30 Jul 2026, 20:41 UTC
Fed balance sheet $6.74T, -$9.2B w/w — QT run-off continues
Federal Reserve total assets (H.4.1, WALCL) as of 2026-07-29: $6,738,190M, vs $6,747,378M the prior week.
TREASURY AUCTION 30 Jul 2026, 15:34 UTC
8-Week (2-month) Bill auction — IN LINE
8-Week (2-month) Bill auction — IN LINE. B/C 2.74 (avg 2.69), high 3.675% (inv 3.747%), indirect 62.9% (avg 60.8), direct 4.0% (avg 3.9), dealer 33.1% (avg 35.3). IN LINE demand → …
TREASURY AUCTION 30 Jul 2026, 15:34 UTC
4-Week (1-month) Bill auction — IN LINE
4-Week (1-month) Bill auction — IN LINE. B/C 2.80 (avg 2.68), high 3.630% (inv 3.691%), indirect 65.0% (avg 60.7), direct 4.0% (avg 4.7), dealer 31.0% (avg 34.6). IN LINE demand → …
ECONOMIC RELEASE 30 Jul 2026, 14:36 UTC
Atlanta Fed GDPNow: Q3 growth tracking 5.0% (prior quarter 1.5%)
Atlanta Fed GDPNow model estimate of real GDP growth (SAAR) for Q3 2026: 4.95%.
ECONOMIC RELEASE 30 Jul 2026, 14:30 UTC
EIA Natural Gas Storage Change: 28.0B
EIA Natural Gas Storage Change — Actual 28.0B, forecast 35.0B, prev 32.0B. BELOW FORECAST · -0.6σ. Bonds neutral · Equities neutral.
ECONOMIC RELEASE 30 Jul 2026, 14:13 UTC
Cleveland Fed inflation nowcast: Q3 CPI 1.1% · core CPI 1.9% · PCE 2.4% · core PCE 3.0%
Cleveland Fed inflation nowcasting model, Q3 2026 (quarterly annualized % change): CPI 1.1%, core CPI 1.9%, PCE 2.4%, core PCE 3.0%. Model update as of 2026-07-30.
ECONOMIC RELEASE 30 Jul 2026, 12:31 UTC
Advance GDP q/q: +1.5%
Advance GDP q/q — Actual +1.5%, forecast 2.1%, prev 2.0%. BELOW FORECAST · -1.1σ. Bonds BULLISH · Equities BEARISH.
ECONOMIC RELEASE 30 Jul 2026, 12:31 UTC
Personal Consumption Expenditures Prices (QoQ): 5.1
Personal Consumption Expenditures Prices (QoQ) — Actual 5.1, prev 4.6. ABOVE FORECAST. Bonds BEARISH · Equities BEARISH.
ECONOMIC RELEASE 30 Jul 2026, 12:31 UTC
Personal Consumption Expenditures - Price Index (YoY): 3.7
Personal Consumption Expenditures - Price Index (YoY) — Actual 3.7, forecast 3.7, prev 4.1. ON THE SCREWS · +0.0σ. Bonds neutral · Equities neutral.
ECONOMIC RELEASE 30 Jul 2026, 12:31 UTC
Personal Consumption Expenditures - Price Index (MoM): -0.1
Personal Consumption Expenditures - Price Index (MoM) — Actual -0.1, forecast -0.1, prev 0.4. ON THE SCREWS · +0.0σ. Bonds neutral · Equities neutral.
ECONOMIC RELEASE 30 Jul 2026, 12:31 UTC
Initial Jobless Claims 4-week average: 203K
Initial Jobless Claims 4-week average — Actual 203K, prev 208K. BELOW FORECAST · -0.4σ. Bonds BEARISH · Equities BULLISH.
ECONOMIC RELEASE 30 Jul 2026, 12:31 UTC
Gross Domestic Product Price Index: 6.3
Gross Domestic Product Price Index — Actual 6.3, forecast 3.6, prev 3.6. ABOVE FORECAST. Bonds BEARISH · Equities BEARISH.
ECONOMIC RELEASE 30 Jul 2026, 12:31 UTC
Gross Domestic Product Annualized: 1.5
Gross Domestic Product Annualized — Actual 1.5, forecast 2.1, prev 2.1. BELOW FORECAST · -1.1σ. Bonds BULLISH · Equities BEARISH.
ECONOMIC RELEASE 30 Jul 2026, 12:31 UTC
Core Personal Consumption Expenditures (QoQ): 3.4
Core Personal Consumption Expenditures (QoQ) — Actual 3.4, forecast 3.5, prev 4.4. ON THE SCREWS. Bonds neutral · Equities neutral.
ECONOMIC RELEASE 30 Jul 2026, 12:31 UTC
Core Personal Consumption Expenditures - Price Index (YoY): 3.3
Core Personal Consumption Expenditures - Price Index (YoY) — Actual 3.3, forecast 3.3, prev 3.4. ON THE SCREWS · +0.0σ. Bonds neutral · Equities neutral.
ECONOMIC RELEASE 30 Jul 2026, 12:31 UTC
Continuing Jobless Claims: 1.78M
Continuing Jobless Claims — Actual 1.78M, forecast 1.80M, prev 1.80M. ON THE SCREWS · -0.0σ. Bonds BEARISH · Equities BULLISH.
ECONOMIC RELEASE 30 Jul 2026, 12:31 UTC
Personal Spending: 0.3
Personal Spending — Actual 0.3, forecast 0.3, prev 0.7. ON THE SCREWS · +0.0σ. Bonds neutral · Equities neutral.
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