Snapshot for Citigroup Economic Surprise Index - United States (CESIUSD)

Rate Profile Information for CESIUSD

The Citigroup Economic Surprise Indices are objective and quantitative measures of economic news. They are defined as weighted historical standard deviations of data surprises (actual releases vs Bloomberg survey median). A positive reading of the Economic Surprise Index suggests that economic releases have on balance beating consensus. The indices are calculated daily in a rolling three-month window. The weights of economic indicators are derived from relative high-frequency spot FX impacts of 1 standard deviaion data surprises. The indices also employ a time decay function to replicate the limited memory of markets. For more information on the indices, please fill in the information request form on page {CESI }