8 Dec 2018 This is illustrated by the Citigroup economic surprise index depicted below – positive surprises predominated in 2017, but this has changed  8 May 2018 For clarity, the Citi economic surprise indexes track the degree to which economic data is surprising to the upside vs downside. High readings 

24 Apr 2013 The Citigroup Economic Surprise Indices are objective and quantitative measures of economic news. They are defined as weighted historical  6 Feb 2018 US Economic indicators have surprised negatively in Q2, especially since the financial crisis. The Citi Economic Surprise Index is evaluated  Market leading, award winning FX content and research available to Citi clients. Our widely followed Economic Surprise Indicators track data surprises in more   20 Jan 2017 S&P 500 returns are positively correlated to the Citigroup Economic Surprise Index. The Surprise Index leads the S&P 500 by about two months  7 Jan 2020 According to the Citi Group Economic Surprise Index, Eurozone data has been gradually improving since early October, and has recently  13 Jan 2020 The Citi Economic Surprise Index measures whether economic data releases are being reported above or below forecasts. Readings below 

21 Mar 2018 Citigroup Economic Surprise indices (CESIs) were originally designed to provide trading signals for currency moves over the very short term 

8 May 2018 For clarity, the Citi economic surprise indexes track the degree to which economic data is surprising to the upside vs downside. High readings  7 Dec 2018 One indicator of this is the Citigroup's Global Economic Surprise Index, which is still in negative territory. The index measures how many times  7 Citi Economic Surprise Index for the U.S. is available in Bloomberg under CESIUSD Index and measures daily data surprises relative to market expectations. CITIGROUP ECONOMIC SURPRISE INDEX (percent) Based on G10 Currencies (34) yardeni.com Source: Citigroup. Figure 10. Citigroup Economic Surprise Index Page 5 / March 16, 2020 / High Frequency Indicators www.yardeni.com Yardeni Research, Inc.

24 Apr 2013 The Citigroup Economic Surprise Indices are objective and quantitative measures of economic news. They are defined as weighted historical 

Citigroup's Surprise Indexes Flash Negative Around the Globe By . according to Citigroup’s economic surprise indexes. Citi’s global benchmark touched the 2020, 12:38 PM EDT business. The Citi Economic Surprise Index measures the pace at which economic indicators are coming in ahead of or below consensus forecasts.When the index is negative, it means that the majority of reports ar However, as of now, Citigroup Inc.’s U.S. Economic Surprise Index is close to the highest level in more than two years. It’s certainly reasonable to expect some data to come in weaker in the Table Of Contents Table Of ContentsTable Of Contents March 13, 2020 / Citigroup Economic Surprise Index & Bond Yield www.yardeni.com Yardeni Research, Inc. Citigroup Economic Surprise & Bond Yield 1-4 Purchasing Managers Index 5 CITIGROUP ECONOMIC SURPRISE INDEX & 10-YEAR US TREASURY BOND YIELD: 2003-2009 Surprise Index (percent) 10-Year Yield* (13-week change, basis points) yardeni.com * Average for the week ending Friday. Source: Federal Reserve Board and Citigroup. Figure 4. Citigroup Economic Surprise Index Page 2 / March 16, 2020 / Citigroup Economic Surprise Index

9 Jan 2020 according to the sum of Citi's economic surprise indices I compiled using Bloomberg. Geopolitical risk between the U.S. and China is fading, 

7 Dec 2018 One indicator of this is the Citigroup's Global Economic Surprise Index, which is still in negative territory. The index measures how many times  7 Citi Economic Surprise Index for the U.S. is available in Bloomberg under CESIUSD Index and measures daily data surprises relative to market expectations. CITIGROUP ECONOMIC SURPRISE INDEX (percent) Based on G10 Currencies (34) yardeni.com Source: Citigroup. Figure 10. Citigroup Economic Surprise Index Page 5 / March 16, 2020 / High Frequency Indicators www.yardeni.com Yardeni Research, Inc. Citi, the leading global bank, serves more than 200 million customer accounts and does business in more than 160 countries and jurisdictions. Learn more today.

CITIGROUP ECONOMIC SURPRISE INDEX & US TREASURY 10-YEAR BOND YIELD: 2009-Present Surprise Index (percent) 10-Year Yield* (13-week change, basis points) yardeni.com * Average for the week ending Friday. Source: Federal Reserve Board and Citigroup. Figure 5. Citigroup Economic Surprise Index Page 3 / September 26, 2017 / Citigroup Economic

Citigroup's economic surprise index, which tracks how often and how much economists are surprised - positively and negatively - by the release of economic data  8 Dec 2018 This is illustrated by the Citigroup economic surprise index depicted below – positive surprises predominated in 2017, but this has changed  8 May 2018 For clarity, the Citi economic surprise indexes track the degree to which economic data is surprising to the upside vs downside. High readings  7 Dec 2018 One indicator of this is the Citigroup's Global Economic Surprise Index, which is still in negative territory. The index measures how many times  7 Citi Economic Surprise Index for the U.S. is available in Bloomberg under CESIUSD Index and measures daily data surprises relative to market expectations.

7 Sep 2019 The Citi Economic Surprise Index measures the pace at which economic indicators are coming in ahead of or below consensus forecasts. When  24 Dec 2013 Citi tracks a measure known as the "economic surprise index" for various locales, which shows how economic data are progressing relative to  “The Citigroup Economic Surprise Indices are objective and quantitative measures of economic news. They are defined as weighted historical standard deviations  22 Jun 2017 Citigroup's Economic Surprise Index, a widely followed indicator of how the data are performing up to expectations, is plumbing new depths. 25 Sep 2019 The Yardeni Research chart below shows the Citigroup Economic Surprise Index in blue and the yield on a Ten-Year Treasury in red.