IDEN

Event Study Lab

What a series did after each past event of one kind: a calendar event, or a condition you define on any series. Every event is listed with its outcome; the summary carries its sample size. A description of the past, not a forecast.

outcome for
UST 10YR · 47 events
Data ↓
HorizonnMeanMedianUpMinMaxEach outcome
T+1470 bp+1 bp 51%−32 bp+47 bp−32.00bp−31.00bp−23.00bp−23.00bp−17.00bp−16.00bp−15.00bp−10.00bp−10.00bp−9.00bp−8.00bp−6.00bp−5.00bp−5.00bp−5.00bp−4.00bp−4.00bp−3.00bp−2.00bp−2.00bp−2.00bp−1.00bp−1.00bp1.00bp1.00bp1.00bp2.00bp2.00bp2.00bp2.00bp6.00bp6.00bp6.00bp7.00bp8.00bp10.00bp11.00bp11.00bp13.00bp13.00bp13.00bp14.00bp21.00bp22.00bp25.00bp47.00bp−32.047.0
T+546+2 bp+4 bp 57%−70 bp+62 bp−70.00bp−35.00bp−34.00bp−30.00bp−30.00bp−28.00bp−27.00bp−25.00bp−18.00bp−18.00bp−17.00bp−10.00bp−10.00bp−8.00bp−3.00bp−2.00bp−1.00bp−1.00bp−1.00bp−1.00bp1.00bp2.00bp3.00bp4.00bp5.00bp6.00bp7.00bp8.00bp10.00bp10.00bp10.00bp11.00bp11.00bp14.00bp16.00bp17.00bp19.00bp21.00bp31.00bp32.00bp36.00bp36.00bp37.00bp41.00bp62.00bp−70.062.0
T+2045+11 bp+11 bp 67%−75 bp+109 bp−75.00bp−58.00bp−52.00bp−41.00bp−41.00bp−37.00bp−36.00bp−20.00bp−18.00bp−16.00bp−15.00bp−14.00bp−11.00bp−3.00bp−3.00bp1.00bp5.00bp7.00bp8.00bp8.00bp9.00bp10.00bp11.00bp11.00bp12.00bp13.00bp13.00bp14.00bp18.00bp19.00bp19.00bp21.00bp22.00bp25.00bp26.00bp27.00bp41.00bp41.00bp44.00bp44.00bp68.00bp86.00bp91.00bp100.00bp109.00bp−75.0109.0

"Up" = share of outcomes above zero. n in amber: fewer than 5 observations, read with care. Past outcomes describe the past; they are not a forecast.

Every event

DateEventSurpriseT+1T+5T+20
2026-10-14US CPI– −2 bp––
2026-10-01ID CPI– −5 bp−1 bp–
2026-09-11US CPI– +1 bp−1 bp+27 bp
2026-08-12US CPI– −2 bp+1 bp+13 bp
2026-07-14US CPI– −4 bp−2 bp+10 bp
2026-06-10US CPI– +2 bp−10 bp+1 bp
2026-05-12US CPI– +4 bp+19 bp+11 bp
2026-04-10US CPI– +2 bp+3 bp+12 bp
2026-03-11US CPI– +6 bp+5 bp+18 bp
2026-02-13US CPI– −5 bp−1 bp+19 bp
2026-01-13US CPI– −1 bp+11 bp−3 bp
2025-12-18US CPI– −4 bp−1 bp+8 bp
2025-10-24US CPI– +1 bp+10 bp+5 bp
2025-09-11US CPI– −3 bp+2 bp+9 bp
2025-08-12US CPI– +6 bp−3 bp−16 bp
2025-07-15US CPI– +1 bp−10 bp−37 bp
2025-06-11US CPI– −10 bp−8 bp−41 bp
2025-05-13US CPI– +6 bp+4 bp−14 bp
2025-04-10US CPI– +47 bp+36 bp+25 bp
2025-03-12US CPI– −1 bp+16 bp+8 bp
2025-02-12US CPI– −2 bp−18 bp−20 bp
2025-01-15US CPI– −16 bp−30 bp−36 bp
2024-12-11US CPI– +25 bp+62 bp+14 bp
2024-11-13US CPI– +13 bp+10 bp−3 bp
2024-10-10US CPI– +10 bp+32 bp+44 bp
2024-09-11US CPI– −6 bp+36 bp+91 bp
2024-08-14US CPI– −5 bp−28 bp+68 bp
2024-07-11US CPI– −10 bp−34 bp+13 bp
2024-06-12US CPI– −23 bp−25 bp−18 bp
2024-05-15US CPI– −8 bp−30 bp−75 bp
2024-04-10US CPI– +11 bp+11 bp−58 bp
2024-03-12US CPI– +22 bp+41 bp+11 bp
2024-02-13US CPI– +13 bp+14 bp+19 bp
2024-02-09US CPI– +14 bp+6 bp+22 bp
2024-01-11US CPI– −9 bp+12 bp+41 bp
2023-12-12US CPI– −32 bp−27 bp+44 bp
2023-11-14US CPI– −17 bp−70 bp−41 bp
2023-10-12US CPI– −15 bp−17 bp−52 bp
2023-09-13US CPI– +7 bp+37 bp−11 bp
2023-08-10US CPI– +11 bp+21 bp−15 bp
2023-07-12US CPI– −23 bp+10 bp+41 bp
2023-06-13US CPI– +2 bp+8 bp+109 bp
2023-05-10US CPI– +2 bp+31 bp+100 bp
2023-04-12US CPI– +13 bp+7 bp+86 bp
2023-03-14US CPI– −31 bp−18 bp+26 bp
2023-02-14US CPI– +8 bp−35 bp+7 bp
2023-02-10US CPI– +21 bp+17 bp+21 bp

Surprise = actual − consensus, only where the Research Desk recorded both (US CPI). Missing consensus or actual figures are never filled in.

Saved analyses rerun on the latest data from Charts › Analysis.
Method
  • Calendar events: recorded policy decisions and CPI, jobs and GDP releases (US and Indonesia). Base = the outcome series' last reading before the event day; T+1 = the first reading on or after it; T+h = h readings later.
  • Defined by data: the rule is checked at each reading of the trigger series; z = the daily change against the previous 252 daily changes (at least 60). Base = the outcome series' reading on or before the event date. After an event, the next readings you set are skipped so one episode counts once.
  • Changes: % for prices, bp for rates, units otherwise. Daily history starts in 2025 for most series (weekly before), so T+h counts readings, not days.