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HAAWKS G4A Adds CES Benchmark Revision Data: What News Traders Need to Know

August 10, 2026

HAAWKS G4A Adds CES Benchmark Revision Data: What News Traders Need to Know

HAAWKS is introducing seven new machine-readable CES benchmark revision data points as research shows U.S. payroll benchmark revisions have become materially larger in recent years.

HAAWKS G4A CES benchmark revisions research showing seven new machine-readable data points and larger U.S. payroll revisions in 2024 and 2025

HAAWKS Research

New G4A Data Points

HAAWKS G4A Adds CES Benchmark Revision Data: Why Payroll Benchmark Revisions Matter to News Traders

Ahead of the August 28, 2026 preliminary CES benchmark release, HAAWKS is expanding its low-latency machine-readable U.S. labor-market coverage with seven new benchmark-revision data points.

August 2026 • 7 new machine-readable data points • CES Benchmark Revisions

HAAWKS G4A will introduce machine-readable coverage of the Current Employment Statistics Preliminary Benchmark Revision and the subsequent CES Annual Benchmark Revision, giving professional news traders direct access to some of the most important annual revisions to U.S. payroll employment data.

Most news traders know the monthly Nonfarm Payrolls release. Fewer focus on the annual benchmark process that determines how closely the sample-based Current Employment Statistics estimates match more comprehensive employment counts.

That benchmark process has become increasingly relevant. HAAWKS research covering the 2016–2025 preliminary benchmark revisions shows that the magnitude of the revisions has increased materially in recent years, particularly in 2024 and 2025.

Next release: BLS is scheduled to publish the March 2026 CES Preliminary Benchmark Revision on Friday, August 28, 2026 at 10:00 a.m. ET. The preliminary announcement does not immediately revise the official monthly CES employment series.

Seven New HAAWKS G4A Data Points

HAAWKS will initially disseminate two machine-readable fields from the preliminary benchmark release and five fields from the annual benchmark revision.

CES Preliminary Benchmark Revision Next release: August 28, 2026 — 10:00 a.m. ET

2 New Data Points

Total nonfarm employment benchmark revision, March of the current year, not seasonally adjusted, thousands.
Total private employment benchmark revision, March of the current year, not seasonally adjusted, thousands.

CES Annual Benchmark Revision Next release: February 2027 — exact BLS date pending

5 New Data Points

Total nonfarm employment benchmark revision, March of the prior year, not seasonally adjusted, thousands.
Total private employment benchmark revision, March of the prior year, not seasonally adjusted, thousands.
Total nonfarm employment annual revision, March of the prior year, seasonally adjusted, thousands.
Total private employment annual revision, March of the prior year, seasonally adjusted, thousands.
Total nonfarm employment annual revision, December of the prior year, seasonally adjusted, thousands, observation status preliminary.

BLS has confirmed that the final March 2026 benchmark revision will be incorporated with the January 2027 Employment Situation release in February 2027. The exact release date has not yet been published on the official BLS calendar.

What Is a CES Benchmark Revision?

The monthly Current Employment Statistics survey estimates payroll employment from a sample of businesses and government agencies. Each year, those estimates are benchmarked against more comprehensive employment counts from the Quarterly Census of Employment and Wages, or QCEW.

QCEW counts are derived primarily from state unemployment-insurance tax records that nearly all employers are required to file. BLS defines the benchmark revision as the difference between the March universe count and the corresponding sample-based CES employment estimate, after accounting for changes in employment scope.

Important for news traders: a preliminary benchmark revision is not the same thing as a monthly NFP revision and it is not a direct estimate of how many jobs were created during the year. It is a revision to the estimated March employment level.

Preliminary Does Not Mean the Monthly Series Changes Immediately

The August preliminary release provides an early estimate of the benchmark difference, but BLS does not immediately rewrite the official CES monthly employment series using that number.

The benchmark is incorporated later as part of the annual benchmark process. This distinction is particularly important for automated news trading systems: the preliminary benchmark is new information about the estimated employment level, while the later annual release actually incorporates benchmark and seasonal-adjustment changes into the historical CES series.

The 2025 benchmark provides a useful example. In September 2025, BLS estimated a preliminary total nonfarm revision of −911,000 jobs, or −0.6%, for March 2025. When the annual benchmark was incorporated in February 2026, the final not-seasonally-adjusted March revision was −862,000, or −0.5%. The seasonally adjusted March employment level was revised by −898,000.

In other words, the preliminary release can provide a powerful signal, but news traders also need to distinguish it from the later official benchmarked series.

HAAWKS Research: Preliminary Revisions 2016–2025

HAAWKS reviewed 10 years of national preliminary CES benchmark revisions. Negative figures indicate that the previously published CES employment level was above the preliminary benchmark estimate.

Benchmark Year	Total Nonfarm Revision	Total Nonfarm %	Total Private Revision	Total Private %
2016	−150K	−0.1%	−224K	−0.2%
2017	+95K	+0.1%	+98K	+0.1%
2018	+43K	<+0.05%	−17K	<−0.05%
2019	−501K	−0.3%	−514K	−0.4%
2020	−173K	−0.1%	−229K	−0.2%
2021	−166K	−0.1%	−421K	−0.3%
2022	+462K	+0.3%	+571K	+0.4%
2023	−306K	−0.2%	−358K	−0.3%
2024	−818K	−0.5%	−819K	−0.6%
2025	−911K	−0.6%	−880K	−0.7%

The two largest preliminary revisions in the 10-year sample occurred in 2024 and 2025 for both total nonfarm and total private employment.

Revision Magnitudes Have Increased Recently

Nonfarm Mean Absolute Revision 2016–2020 0.12% First five-year window

Nonfarm Mean Absolute Revision 2021–2025 0.34% 2.83× the prior window

Private Mean Absolute Revision 2016–2020 0.18% First five-year window

Private Mean Absolute Revision 2021–2025 0.46% 2.56× the prior window

Statistic, 2016–2025	Total Nonfarm	Total Private
Mean Signed Revision	−0.15%	−0.22%
Mean Absolute Revision	0.23%	0.32%
Median Absolute Revision	0.15%	0.30%
Sample Standard Deviation	0.27 percentage points	0.33 percentage points
Mean Absolute Revision, 2016–2020	0.12%	0.18%
Mean Absolute Revision, 2021–2025	0.34%	0.46%
Increase Between Five-Year Windows	2.83×	2.56×
Largest Absolute Revision	0.6% — 2025	0.7% — 2025
Second Largest	0.5% — 2024	0.6% — 2024

Is the Increase Statistically Significant?

HAAWKS also tested whether the absolute size of preliminary revisions has been trending upward over the full 2016–2025 period.

Simple Linear Trend	Total Nonfarm	Total Private
Increase Per Year	+0.050 percentage points	+0.058 percentage points
R²	0.61	0.67
p-value	0.007	0.004
95% Confidence Interval	+0.018 to +0.083 points/year	+0.025 to +0.091 points/year

On the complete 10-year sample, the upward trend in absolute revision size is statistically detectable.

However, there is an important qualification: the result is heavily influenced by the exceptionally large revisions in 2024 and 2025. Removing those two years causes the trend to lose conventional statistical significance.

Excluding 2024 and 2025: the trend-test p-value rises to 0.217 for total nonfarm and 0.115 for total private. The evidence therefore supports a recent increase in revision magnitude rather than a smooth, firmly established long-term trend.

Direction of the Revisions

Total Nonfarm

Seven of the 10 preliminary benchmark years were negative, two were positive and one was effectively near zero in percentage terms. The last three observations — 2023, 2024 and 2025 — were all negative.

Total Private

Eight of the 10 revisions were negative, including the very small −17,000 revision in 2018, while only 2017 and 2022 were positive. The largest negative percentage revision was −0.7% in 2025.

Why Benchmark Revisions Matter to News Traders

They Can Change the Employment Narrative

A large negative benchmark estimate can indicate that previously published payroll employment levels overstated the underlying employment count, potentially changing how traders assess labor market momentum.

They Can Affect Fed Expectations

Labor-market strength is a major input into monetary-policy expectations. A materially different benchmark can therefore affect the market's interpretation of the employment outlook and the expected path of interest rates.

The Preliminary Release Is a Separate Event

The August preliminary benchmark is released independently from the normal 8:30 a.m. monthly NFP release. For 2026, the national preliminary benchmark is scheduled for 10:00 a.m. ET on August 28.

The Annual Release Arrives With NFP

The final annual benchmark is incorporated with the January Employment Situation in February. News-trading systems therefore need to distinguish current-month payroll data from benchmark and historical-revision fields arriving in the same release.

HAAWKS view: benchmark data deserve their own structured fields. A large benchmark revision can change the historical employment picture even when the current monthly NFP headline receives most of the attention. For low-latency news traders, identifying the exact field, observation period, seasonal-adjustment status and preliminary or final status is essential.

Preliminary vs. Annual Benchmark: What Traders Need to Distinguish

Feature	Preliminary Benchmark	Annual / Final Benchmark
Typical Timing	Late August / early September	February with January Employment Situation
Key Reference Month	March	March, plus revised historical monthly series
Preliminary Release Updates Official CES Series?	No	Yes
HAAWKS Initial Coverage	2 machine-readable fields	5 machine-readable fields
News-Trading Focus	Size and direction of the preliminary benchmark difference	Final benchmark plus revised seasonally adjusted employment levels

HAAWKS Conclusion

HAAWKS is adding seven machine-readable CES benchmark-revision data points to expand G4A coverage of the U.S. labor market beyond the standard monthly Nonfarm Payrolls release.

Two fields will cover the annual CES Preliminary Benchmark Revision, beginning with the March 2026 benchmark scheduled for August 28, 2026 at 10:00 a.m. ET.

Five additional fields will cover the subsequent CES Annual Benchmark Revision, including March benchmark revisions and seasonally adjusted March and December employment revisions.

The historical evidence explains why these numbers deserve attention. From 2016–2020, the average absolute preliminary total-nonfarm revision was only 0.12%. In 2021–2025, it increased to 0.34%. For total private employment, the corresponding increase was from 0.18% to 0.46%.

The 2024 and 2025 revisions were unusually large, so the evidence should not be interpreted as proof that revisions will continue increasing each year. It does, however, demonstrate that benchmark releases can contain economically significant information and should not be overlooked by professional news traders.

For latency-sensitive strategies, the challenge is not merely receiving the release quickly. It is receiving each data point with the correct reference period, seasonal-adjustment status, units and observation status in a structured format that can be processed immediately.

Trade smart. Stay informed. Stay ahead.

New CES Benchmark Data Coming to HAAWKS G4A

HAAWKS G4A delivers low-latency machine-readable macroeconomic and commodity data for professional news traders. The new CES benchmark fields expand our coverage of U.S. labor-market releases and will be available through the same machine-readable API infrastructure.

HAAWKS G4A data is available via API access in Chicago, New York and London. Free trials are available for qualified professionals.

Explore HAAWKS G4A Low-Latency Data

Sources & Methodology

U.S. Bureau of Labor Statistics — Current Employment Statistics
Official CES program page and current release schedule.
U.S. Bureau of Labor Statistics — 2026 Release Calendar
Confirms the March 2026 national preliminary CES benchmark release for August 28, 2026 at 10:00 a.m. ET.
U.S. Bureau of Labor Statistics — Current Employment Statistics Preliminary Benchmark
Official preliminary benchmark release, methodology and benchmark revision tables.
U.S. Bureau of Labor Statistics — Technical Notes for the CES National Benchmark
Used for benchmark definitions, historical benchmark information and methodology.
U.S. Bureau of Labor Statistics — January 2026 Employment Situation
Used for the final March 2025 benchmark revision and the annual incorporation of benchmarked CES data.
U.S. Bureau of Labor Statistics — Current Employment Situation
Confirms that the final March 2026 benchmark revision will be issued with the January 2027 Employment Situation in February 2027.
HAAWKS Research — CES Preliminary Benchmark Revisions, 2016–2025
Historical preliminary benchmark figures compiled from BLS preliminary benchmark announcements and contemporaneous archived releases. Statistical calculations use the preliminary March not-seasonally-adjusted percentage revisions. Revisions reported by BLS as less than 0.05% in absolute magnitude for 2018 were encoded as 0.0% for percentage-based statistical calculations.

Comment

July 2026 NFP Shock: 23K Job Loss Triggers Sharp Moves in FX, Gold and US500

August 7, 2026

According to our analysis USDJPY moved 42 pips, EURUSD moved 19 pips, XAUUSD (spot gold) moved 17 points and US500 moved 56 ticks (117 ticks total) on US Employment Situation (Non-farm payrolls / NFP) data on 7 August 2026.

1415 pips potential performance in 2026 (2025: 1,828)

USDJPY (42 pips)

EURUSD (19 pips)

XAUUSD (17 points)

US500 (56 ticks)

Charts are exported from JForex (Dukascopy).

HAAWKS Research

July 2026 NFP Shock: Payrolls Fall 23K as Markets Reprice the Fed

A surprise contraction in U.S. payrolls, weaker wage growth and another round of large downward revisions triggered rapid moves across FX, gold and U.S. equity indices.

August 7, 2026 • Release time: 8:30 a.m. ET • U.S. Employment Situation

The July 2026 U.S. Employment Situation delivered a significantly weaker labor-market signal than news traders had expected. Nonfarm payrolls declined by 23,000, compared with a Reuters consensus forecast for an 80,000 increase.

The unemployment rate fell from 4.2% to 4.1%, but the improvement in the headline rate came alongside another decline in labor force participation. The participation rate slipped to 61.4%, while the civilian labor force contracted by 264,000.

For news traders, the details behind the headline were arguably even more important. May and June payroll growth was revised lower by a combined 103,000 jobs, while annual average hourly earnings growth slowed to 3.2%.

HAAWKS first read: this was not simply a weak headline NFP print. The combination of a 103,000-job downside surprise versus consensus, substantial prior-month revisions, softer wage growth and weaker labor-force participation produced a distinctly dovish labor-market signal.

NFP Estimates vs. Actual Release

Nonfarm Payrolls −23K Reuters consensus: +80K

Unemployment Rate 4.1% Forecast: 4.2%

Wage Growth YoY 3.2% Forecast: 3.5%

Prior Revisions −103K May + June combined

July 2026 U.S. Employment Situation estimates compared with actual results
Labor Indicator	Expectation	Actual	HAAWKS News-Trader Read
Nonfarm Payrolls	+80K	−23K	A 103K downside surprise versus consensus and the primary negative headline for the dollar.
Unemployment Rate	4.2%	4.1%	Better on the surface, but less supportive once the decline in labor-force participation was taken into account.
Average Hourly Earnings YoY	3.5%	3.2%	Softer wage pressure reinforced the dovish interpretation of the employment report.
Labor Force Participation	—	61.4%	Participation edged down from 61.5%, helping explain why the unemployment rate fell despite weak employment conditions.
May Payroll Revision	Previous: +129K	+63K	Revised lower by 66K.
June Payroll Revision	Previous: +57K	+20K	Revised lower by 37K.

Immediate Market Reaction

The HAAWKS release-window measurements show how quickly the labor-market surprise was incorporated into prices. The initial response was consistent across the major macro markets: the U.S. dollar weakened, gold rallied and U.S. equities moved higher as traders reduced expectations for near-term Federal Reserve tightening.

USD/JPY −42.1 pips 16 seconds

EUR/USD +19.4 pips 12 seconds

XAU/USD +17.96 points 11 seconds

US500 +14.6 points 18 seconds

Immediate market reaction following the July 2026 NFP release
Market	Measured Move	Time Window	Direction	News-Trader Interpretation
USD/JPY	42.1 pips	16 seconds	Lower	The strongest measured FX reaction as the weak employment figures triggered rapid dollar selling against the yen.
EUR/USD	19.4 pips	12 seconds	Higher	Broad dollar weakness pushed the euro higher immediately after the release.
XAU/USD	17.96 points	11 seconds	Higher	Gold reacted quickly to lower yields, dollar weakness and a reduction in expected Federal Reserve tightening.
US500	14.6 index points	18 seconds	Higher	Equity traders initially focused on the lower-rate implications of the employment miss rather than the negative growth signal.

Why This Release Mattered to News Traders

1. The Headline Surprise Was Large

Payrolls were expected to rise by 80,000 but instead declined by 23,000. For automated and discretionary news traders, the 103,000-job gap versus consensus immediately changed the macro interpretation of the release.

2. Revisions Reinforced the Signal

May and June were revised down by a combined 103,000 jobs. That mattered because the release did not just report a weak July; it also showed that the preceding labor-market picture had been weaker than initially reported.

3. Unemployment Sent a Mixed Message

A fall in unemployment to 4.1% would ordinarily be interpreted as labor-market strength. However, the labor force shrank and participation slipped to 61.4%, reducing the positive impact of the headline unemployment rate.

4. Wage Growth Also Missed

Annual average hourly earnings growth slowed to 3.2% versus the 3.5% rate economists had expected. For rate-sensitive markets, softer wages added another dovish element to an already weak payroll report.

HAAWKS view: for news traders, this was a release where the components largely pointed in the same direction. The headline payroll miss, negative revisions and softer wage growth outweighed the lower unemployment rate. The result was a fast cross-asset repricing: USD lower, gold higher and equities higher.

Sector Detail: Where the Jobs Were Lost

The weakness was not evenly distributed across the economy. Local government education employment declined by 50,000, while retail trade lost 19,000 jobs. Financial activities employment continued to trend lower, falling by 14,000.

Health care remained one of the few areas of continued employment growth, adding 22,000 jobs during July, although that was slower than its average monthly gain over the previous year.

Selected July 2026 employment changes by industry
Industry	July Change	HAAWKS Read-through
Local Government Education	−50K	The largest highlighted sector decline in the July report.
Retail Trade	−19K	Added to the evidence of weaker overall hiring momentum.
Financial Activities	−14K	Continued an existing downward employment trend.
Health Care	+22K	Continued to add jobs, but at a slower pace than its prior 12-month average.

The Fed Repricing

Before the release, markets were debating whether persistent inflation could lead the Federal Reserve to raise rates at its September meeting. The unexpectedly weak jobs report materially reduced that probability.

That shift helps explain why assets that normally benefit from lower interest-rate expectations reacted so quickly. Treasury yields fell, the U.S. dollar weakened, gold advanced and U.S. stock futures initially rallied.

For news traders, the key point is that the market was not trading the payroll number in isolation. It was trading how the employment surprise changed the expected path of monetary policy.

News Trading Takeaways

Headline Data Is Only the First Layer

A fast NFP strategy must be able to process more than the payroll headline. Unemployment, wage growth and revisions can either confirm or contradict the initial signal.

Revisions Can Be Market-Moving

The 103,000 combined downward revision to May and June strengthened the bearish labor-market message. In some releases, prior-period revisions can matter as much as the current month's number.

Cross-Asset Confirmation Matters

USD/JPY lower, EUR/USD higher, gold higher and US500 higher represented a coherent initial macro reaction. When several rate-sensitive markets respond in the same direction, news traders receive useful confirmation of the market's interpretation.

Execution Risk Remains Critical

A measured market move is not the same as an achievable trading result. During high-impact releases, spreads can widen, liquidity can disappear, prices can gap and slippage can increase. Latency, order type, venue and risk controls remain critical to actual execution.

HAAWKS Conclusion

The July 2026 NFP release delivered a much weaker labor-market picture than traders had expected.

Nonfarm payrolls declined by 23,000 versus expectations for an 80,000 increase. May and June were revised down by another 103,000 jobs, while annual wage growth slowed to 3.2%.

Although unemployment fell to 4.1%, declining labor-force participation reduced the strength of that signal. The broader message from the report was therefore clearly softer than the headline unemployment rate alone suggested.

The immediate market reaction reflected that interpretation. HAAWKS measured 42.1 pips in USD/JPY in 16 seconds, 19.4 pips in EUR/USD in 12 seconds, 17.96 points in XAU/USD in 11 seconds and 14.6 index points in US500 in 18 seconds.

For news traders, the release is a useful example of why low-latency access to the complete data set matters. The payroll headline, unemployment rate, wage figures and revisions all arrived together and collectively determined the market's interpretation within seconds.

Trade smart. Stay informed. Stay ahead.

Built for News Traders

HAAWKS G4A delivers low-latency, machine-readable macroeconomic and commodity data directly from official sources for professional algorithmic and manual news trading.

Explore HAAWKS G4A Data Feeds

Sources

U.S. Bureau of Labor Statistics — Employment Situation, July 2026
Official source for nonfarm payrolls, unemployment, labor-force participation, earnings, industry employment and prior-month revisions.
Reuters — U.S. job growth expected to pick up in July
Used for the pre-release economist consensus of +80K payrolls, 4.2% unemployment and 3.5% annual wage growth.
Reuters — U.S. suffers unexpected job losses in July
Used for post-release labor-market and financial-market context.
Reuters — Dollar drops after weak U.S. jobs data
Used for broader FX and gold-market reaction following the report.
Reuters — Markets reduce odds of September Fed rate hike
Used for the post-NFP monetary-policy repricing.
HAAWKS internal tick-chart analysis — August 7, 2026
Used for the measured release-window reactions in USD/JPY, EUR/USD, XAU/USD and US500.

Built for traders who compete on speed. HAAWKS G4A delivers low-latency, machine-readable macroeconomic and commodity data via API infrastructure in Chicago, New York and London. Explore the feed, share your feedback, or contact us to request a free trial for qualified professionals.

Greedy 4 Alpha

Low latency machine-readable macro-economic and commodity data for professionals

Comment

Q2 2026 News Trading Wrap-Up: 399 Ticks Across 10 Releases

July 25, 2026

We are pleased to announce that there was a potential of 399 pips/ticks and US500 4 points (16 ticks) profit out of the following 10 events in the second quarter of 2026 based on our ex-post analysis. The potential performance for 2025 was 1,828 pips/ticks.

Q2 2026

Cumulative potential, indicative performance Q2 2026, please see all releases below.

DOE Petroleum Status Report (WPSR) (51 ticks / 15 April 2026)
DOE Natural Gas Storage Report (WNGSR) (19 ticks / 23 April 2026)
University Michigan Consumer Sentiment / Inflation Expectations (US500 4 points / 24 April 2026)
DOE Petroleum Status Report (WPSR) (49 ticks / 29 April 2026)
DOE Natural Gas Storage Report (WNGSR) (18 ticks / 30 April 2026)
DOE Petroleum Status Report (WPSR) (57 ticks / 6 May 2026)
DOE Natural Gas Storage Report (WNGSR) (39 ticks / 7 May 2026)
US BLS Producer Price Index (PPI) (20 ticks / 13 May 2026)
DOE Natural Gas Storage Report (WNGSR) (30 ticks / 28 May 2026)
USDA Grain Stocks and USDA Acreage (116 ticks / 30 June 2026)

Total trading time would have been around 12 minutes in 3 months! (preparation time not included)

You can click on each release for detailed information.

HAAWKS Research

April–June 2026 News Trading Wrap-Up: 399 Ticks and US500 4 Points Across 10 Releases

DOE/EIA energy reports, U.S. inflation and consumer data, and USDA agricultural releases produced a series of rapid market reactions across crude oil, natural gas, US500 and grain futures.

April–June 2026 • 10 selected releases • Energy, macro and agriculture

The second quarter of 2026 demonstrated how structured economic and commodity data can generate sharp market moves in very short trading windows.

Across 10 selected HAAWKS-covered releases between April 15 and June 30, the measured market reactions produced an indicative cumulative total of 399 ticks, together with a separate 4-point move in the US500.

The releases covered several distinct market drivers: weekly petroleum inventories, natural gas storage, producer inflation, consumer sentiment and inflation expectations, and USDA acreage and grain inventory data.

Important: The figures represent measured or indicative market movement following each release. They do not represent guaranteed or automatically achievable trading profits. Tick values also differ between futures contracts and should not be treated as directly equivalent dollar returns.

Performance at a Glance

Selected Releases 10 Across April, May and June

Indicative Tick Movement 399 Across multiple futures contracts

Separate US500 Move 4 Points Michigan consumer data

Largest Event 116 Ticks USDA reports on June 30

Monthly Breakdown

April 2026 Five selected releases

137 ticks + US500 4 points

Petroleum, natural gas and consumer sentiment releases drove the month’s measured opportunities.

May 2026 Four selected releases

146 ticks

DOE/EIA energy data remained active, while the PPI release added an equity-index futures opportunity.

June 2026 One selected release

116 ticks

USDA Grain Stocks and Acreage data generated the largest combined move in the selected period.

Monthly summary of selected HAAWKS news trading releases from April through June 2026
Month	Number of Releases	Measured Movement	Main Release Categories
April 2026	5	137 ticks + US500 4 points	Petroleum, natural gas and consumer sentiment
May 2026	4	146 ticks	Petroleum, natural gas and Producer Price Index
June 2026	1	116 ticks	USDA Grain Stocks and Acreage
Total	10	399 ticks + US500 4 points	Energy, macroeconomic and agricultural data

All Selected Releases

Selected market-moving releases covered by HAAWKS between April and June 2026
Date	News Release	Primary Market	Measured Move
April 15, 2026	DOE/EIA Weekly Petroleum Status Report	Crude oil futures	51 ticks
April 23, 2026	DOE/EIA Weekly Natural Gas Storage Report	Natural gas futures	19 ticks
April 24, 2026	University of Michigan Consumer Sentiment and Inflation Expectations	US500	4 points
April 29, 2026	DOE/EIA Weekly Petroleum Status Report	Crude oil futures	49 ticks
April 30, 2026	DOE/EIA Weekly Natural Gas Storage Report	Natural gas futures	18 ticks
May 6, 2026	DOE/EIA Weekly Petroleum Status Report	Crude oil futures	57 ticks
May 7, 2026	DOE/EIA Weekly Natural Gas Storage Report	Natural gas futures	39 ticks
May 13, 2026	U.S. Bureau of Labor Statistics Producer Price Index	US500 futures	20 ticks
May 28, 2026	DOE/EIA Weekly Natural Gas Storage Report	Natural gas futures	30 ticks
June 30, 2026	USDA Grain Stocks and USDA Acreage	Corn, wheat and soybean futures	116 ticks total

Which Releases Generated the Most Movement?

Cumulative measured movement by release category
Release Category	Number of Events	Cumulative Move	HAAWKS Read-through
Petroleum Status Report	3	157 ticks	Crude oil inventory data produced the highest cumulative total among the recurring report categories.
Natural Gas Storage Report	4	106 ticks	Natural gas provided the highest frequency of selected opportunities during the period.
USDA Grain Stocks and Acreage	1	116 ticks	The combined corn, wheat and soybean reaction was the largest single selected event.
Producer Price Index	1	20 ticks	Producer inflation generated a fast reaction in US500 futures.
Michigan Consumer Data	1	US500 4 points	Sentiment and inflation expectations produced a smaller but measurable equity-index reaction.

What the Results Show

Energy Data Remained the Core Driver

DOE/EIA petroleum and natural gas reports accounted for seven of the 10 selected events and 263 of the 399 cumulative ticks. Energy reports therefore represented approximately two-thirds of the measured tick total.

Recurring Reports Created Repeat Opportunities

Petroleum and natural gas reports did not produce only one isolated reaction. Their weekly publication schedules generated multiple market-moving events during April and May.

Macroeconomic Data Still Mattered

The Producer Price Index and Michigan consumer data showed that equity-index futures remained sensitive to inflation, sentiment and changes in the interest-rate outlook.

Agricultural Data Produced the Largest Event

USDA Grain Stocks and Acreage reports produced 116 combined ticks across corn, wheat and soybeans, demonstrating the importance of machine-readable agricultural data during major seasonal releases.

HAAWKS view: The period showed that market-moving opportunities were not concentrated in one asset class. Energy reports offered frequency, macroeconomic data affected equity-index futures, and the USDA reports produced the largest combined reaction. The common factor was speed: structured information was rapidly incorporated into futures prices.

Why Low-Latency Data Matters

Scheduled economic releases can move futures markets within seconds. During these periods, the ability to receive structured data quickly can be as important as understanding the underlying economic result.

Machine-readable data allows trading systems and professional users to process individual data fields without waiting for a complete report to be read manually. This is particularly relevant for reports containing numerous related figures, including petroleum inventories, regional natural gas storage, inflation components and agricultural supply data.

Speed alone does not remove execution risk. Spreads may widen, available liquidity may decline and slippage may increase around major releases. Traders still require disciplined risk limits, reliable infrastructure and a clear understanding of the contracts being traded.

HAAWKS Conclusion

The selected April–June 2026 releases produced a diverse set of futures news trading opportunities across energy, equity indices and agricultural markets.

The three DOE/EIA Petroleum Status Reports generated 157 ticks, while four Natural Gas Storage Reports generated 106 ticks. The Producer Price Index added 20 ticks in US500 futures, and Michigan consumer data produced a separate 4-point US500 move.

The largest single selected event came on June 30, when USDA Grain Stocks and Acreage data generated a combined 116 ticks across corn, wheat and soybean futures.

Together, the selected releases represented 399 ticks of indicative market movement, plus US500 4 points. The results reinforce the importance of fast data delivery, contract-specific analysis and disciplined execution around scheduled economic news.

Trade smart. Stay informed. Stay ahead.

Explore HAAWKS Machine-Readable Data

HAAWKS G4A provides low-latency machine-readable macroeconomic and commodity data for professional users covering U.S. economic releases, DOE/EIA energy reports and USDA agricultural data.

Explore HAAWKS G4A Data Feeds

Sources

HAAWKS — April 2026 monthly news trading analysis
Source for the five selected April releases, 137 cumulative ticks and the separate US500 4-point move.
HAAWKS — May 2026 monthly news trading analysis
Source for the four selected May releases and 146 cumulative ticks.
HAAWKS — USDA Grain Stocks and Acreage analysis, June 30, 2026
Source for the combined 116-tick reaction in corn, wheat and soybean futures.
U.S. Energy Information Administration — Weekly Petroleum Status Report
Official source for weekly U.S. petroleum inventory and supply data.
U.S. Energy Information Administration — Weekly Natural Gas Storage Report
Official source for weekly U.S. underground natural gas storage data.
University of Michigan — Surveys of Consumers
Official source for consumer sentiment and inflation-expectation data.
U.S. Bureau of Labor Statistics — Producer Price Index
Official source for U.S. producer inflation data.
USDA National Agricultural Statistics Service — Current Reports
Official source for USDA Grain Stocks and Acreage reports.

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Comment

HAAWKS Launches 40 Weekly USDA Export Sales Data Points for Agricultural Markets

July 18, 2026

HAAWKS Launches 40 Weekly USDA Export Sales Data Points

HAAWKS announcement for 40 weekly USDA Export Sales data points covering wheat, corn, soybeans, cotton, and rice.

On Thursday, July 16, 2026, HAAWKS expanded its agricultural market coverage with the launch of 40 structured data points from the USDA Weekly Export Sales Report.

Published every Thursday at 8:30 AM ET throughout the year, the report provides one of the most timely official indicators of international demand for U.S. agricultural commodities.

The new HAAWKS dataset covers weekly net export sales for wheat, corn, soybeans, cotton, and rice, with separate values for the current and next marketing years.

Unlike reports released after agricultural markets have closed, the Weekly Export Sales Report is published while the principal futures contracts are actively trading. This makes speed, accurate normalization, and machine-readable delivery especially important for algorithmic and event-driven market participants.

What HAAWKS Delivers

HAAWKS will disseminate 40 data points covering five major commodity groups and their relevant product classifications.

  
          Commodity
        
          Data Coverage
        
          Wheat

          Various types and classes
        
          Net sales for the current marketing year and next marketing year
        
          Corn
        
          Net sales for the current marketing year and next marketing year
        
          Soybeans

          Various types
        
          Net sales for the current marketing year and next marketing year
        
          Cotton

          Various types
        
          Net sales for the current marketing year and next marketing year
        
          Rice

          Various types
        
          Net sales for the current marketing year and next marketing year

The individual product and commodity classifications provide more detailed information than a single headline export-sales figure. This allows users to identify differences in demand across crop types, qualities, and delivery periods.

Why Weekly Export Sales Matter

The USDA Weekly Export Sales Report provides a current view of overseas demand for U.S. agricultural products.

Strong net sales may indicate improving international demand, increased forward purchasing, or progress toward USDA full-year export projections. Weak sales, cancellations, or net reductions may point to softer demand, changing destination activity, or stronger competition from other exporting countries.

However, the market does not react only to whether sales appear high or low.

The most important signal is frequently the difference between the reported value and what market participants expected before the release.

A weekly corn export-sales figure may be supportive if it exceeds expectations, but the same figure may be disappointing if traders anticipated an even larger result.

For systematic analysis, the core event signal can be expressed as:

Export-sales surprise = reported net sales − expected net sales

The size and direction of that surprise can then be assessed alongside:

The previous reporting week
Recent weekly averages
Seasonal export patterns
Outstanding export commitments
Reported cancellations
Major destination activity
Progress toward USDA export projections
Current and next marketing year allocations

Current and Next Marketing Year Sales

HAAWKS provides separate data points for the current marketing year and the next marketing year.

Current marketing year net sales represent new commitments, adjustments, and cancellations for delivery during the active marketing year. These figures are particularly relevant to near-term demand and the pace required to meet annual export forecasts.

Next marketing year net sales represent forward commitments for delivery after the current marketing year ends. They can provide an early indication of demand for the upcoming crop cycle and may become increasingly important as the current marketing year approaches its conclusion.

Separating the two periods helps traders and analysts distinguish immediate demand from longer-term purchasing activity.

It also prevents a large next-year sale from being interpreted as an equally strong signal for nearby supply and demand conditions.

What Are Net Export Sales?

Net export sales represent newly reported sales after accounting for cancellations, reductions, destination changes, and other adjustments.

A positive number generally indicates that new sales exceeded cancellations and reductions during the reporting period.

A negative number can occur when cancellations or downward adjustments are larger than newly reported sales.

Net sales are therefore not the same as physical exports or shipments. A sale represents a commitment, while an export represents the physical movement of the commodity.

For a complete demand assessment, traders may compare net sales with:

Physical exports
Outstanding sales
Accumulated exports
Destination-level activity
Historical seasonal patterns
USDA annual export forecasts

Released During Active Futures Trading

The report is published every Thursday at 8:30 AM ET while major agricultural futures markets are open.

CME grain and oilseed futures, including corn, soybeans, and wheat, continue trading until 8:45 AM ET during the overnight session. Trading then pauses before the main daytime session begins at 9:30 AM ET.

ICE Cotton No. 2 futures are also actively trading at 8:30 AM ET.

This creates two important reaction windows.

  
          Time
        
          Market Event
        
          Relevance
        
          8:30 AM ET
        
          USDA Weekly Export Sales Report released
        
          Immediate data ingestion and event detection
        
          8:30–8:45 AM ET
        
          CME grain and oilseed futures remain open
        
          Initial algorithmic price discovery
        
          8:45–9:30 AM ET
        
          CME grain and oilseed trading pause
        
          Further analysis and order preparation
        
          9:30 AM ET
        
          CME daytime session begins
        
          Broader liquidity and potential follow-through
        
          9:30 AM ET
        
          Regular U.S. stock and ETF trading begins
        
          Potential reaction in related listed instruments

The 15-minute period between the report release and the end of the overnight CME session is especially relevant for automated traders.

During this window, systems can ingest the new figures, compare them with expectations, identify material surprises, apply risk controls, and generate trading signals while the underlying futures remain tradable.

Directly Relevant Markets

The data is most directly relevant to futures and options linked to the commodities included in the report:

CBOT corn futures and options
CBOT soybean futures and options
CBOT wheat futures and options
KC hard red winter wheat futures and options
Minneapolis hard red spring wheat futures and options
ICE Cotton No. 2 futures and options
CBOT rough rice futures and options

The report may also be relevant to related commodity spreads and processing relationships, including soybean crush components and differences among wheat classes.

The strength of the market reaction depends on more than the headline figure. It can also be affected by the reporting period, destination, size of revisions or cancellations, seasonal demand, existing positioning, liquidity, and whether the result was already anticipated.

Designed for Algorithmic Trading Workflows

Many HAAWKS clients consume market news through automated or algorithmic systems rather than by manually reading and interpreting reports.

For these users, an official report published as a document or web page must first be converted into standardized fields before it can be used reliably.

HAAWKS transforms the USDA release into structured data points designed for systematic consumption.

The dataset can support workflows such as:

Real-time event detection
Automated estimate comparison
Surprise calculation
Commodity and product classification
Current-year and next-year separation
Cancellation and net-reduction detection
Historical event analysis
Quantitative model inputs
Automated alerts
Trading signal generation
Risk-management checks
Dashboard and API integration

Consistent field definitions are particularly important when the same report contains numerous commodities, product types, marketing years, destinations, and adjustments.

By normalizing the data, HAAWKS allows systems to compare each new observation with prior releases without repeatedly interpreting the underlying report structure.

From Release to Market Signal

An algorithmic workflow may process the report in several stages:

Receive the structured HAAWKS data.
Validate the commodity, product type, and marketing year.
Compare the reported figure with the expected value.
Calculate the size and direction of the surprise.
Compare the result with prior weeks and historical ranges.
Apply commodity-specific signal thresholds.
Check liquidity, market conditions, and risk limits.
Generate an alert, analytical output, or trading instruction.

Not every statistical surprise creates a meaningful price move.

A large soybean sales figure, for example, may have limited impact if it was widely expected or if it reflects a previously announced transaction. Conversely, an unexpected cancellation or net reduction may matter even when the absolute weekly figure appears relatively small.

The HAAWKS dataset provides the structured inputs needed for users to make those distinctions within their own models and strategies.

More Than a Headline Figure

The detailed structure of the Weekly Export Sales Report helps users look beyond aggregate demand.

Important questions include:

Which commodity or product class was sold?
Does the sale apply to the current or next marketing year?
Were previous commitments cancelled or reduced?
Which destinations were involved?
Are sales concentrated among one or several buyers?
How does the result compare with the pace needed to meet USDA projections?
Are reported commitments translating into physical exports?
Is one commodity class performing differently from another?

For wheat, cotton, rice, and soybeans, product-level differences can be particularly important. Strong demand for one class or type does not necessarily imply equally strong demand for the broader commodity category.

Expanding HAAWKS Agricultural Coverage

The addition of USDA Weekly Export Sales data strengthens HAAWKS’ coverage of both the demand and supply sides of agricultural markets.

USDA Crop Progress data provides insight into planting, crop development, condition, and harvest activity.

USDA Export Sales data provides insight into international demand, cancellations, and forward purchasing commitments.

Together, the datasets help users monitor how U.S. production conditions interact with global demand throughout the agricultural cycle.

By delivering official USDA information in a clean, structured, and machine-readable format, HAAWKS helps traders and analysts move more efficiently from report publication to systematic market analysis.

For algorithmic participants, that means receiving structured data while the directly relevant futures markets are still trading.

Sources

USDA Foreign Agricultural Service — Export Sales Reporting Program
Official information about the reporting program and the Thursday 8:30 AM ET release schedule.
https://www.fas.usda.gov/programs/export-sales-reporting-program
USDA Foreign Agricultural Service — Weekly Export Sales
Official weekly reports and downloadable export-sales data.
https://apps.fas.usda.gov/esrqs/#/reports
CME Group — Corn Futures
Contract information and trading hours for CBOT corn futures.
https://www.cmegroup.com/markets/agriculture/grains/corn.html
CME Group — Soybean Futures
Contract information and trading hours for CBOT soybean futures.
https://www.cmegroup.com/markets/agriculture/oilseeds/soybean.html
CME Group — Chicago Wheat Futures
Contract information and trading hours for CBOT wheat futures.
https://www.cmegroup.com/markets/agriculture/grains/wheat.html
CME Group — KC Hard Red Winter Wheat Futures
Contract information for KC HRW wheat futures.
https://www.cmegroup.com/markets/agriculture/grains/kc-wheat.html
CME Group — Rough Rice Futures
Contract information and trading hours for rough rice futures.
https://www.cmegroup.com/markets/agriculture/grains/rough-rice.html
ICE — Cotton No. 2 Futures
Official contract specifications and trading hours.
https://www.ice.com/products/254/Cotton-No-2-Futures

Disclaimer: This blog post is for informational purposes only and should not be construed as financial advice. Always conduct thorough research and consider seeking advice from a financial professional before making any investment decisions.

Comment

Natural Gas Futures Drop 39 Ticks in 11 Seconds After EIA Storage Report

July 18, 2026

According to our analysis natural gas moved 39 ticks on DOE Natural Gas Storage Report (WNGSR) data on 16 July 2026.

1298 pips potential performance in 2026 (2025: 1,828)

Natural gas (39 ticks)

Charts are exported from JForex (Dukascopy).

HAAWKS Research

Natural Gas Storage Build Triggers a 39-Tick Selloff in 11 Seconds

U.S. natural gas futures reacted sharply after the EIA reported a 41 Bcf storage injection, with the market looking beyond the slightly smaller-than-expected build to focus on abundant inventories and strong domestic production.

July 16, 2026 • Release time: 10:30 a.m. ET • Week ending July 10, 2026

The U.S. Energy Information Administration reported that working natural gas inventories increased by 41 billion cubic feet during the week ending July 10, bringing total Lower 48 storage to 3,024 Bcf.

The build was slightly smaller than the Reuters analyst consensus of 43 Bcf and below the five-year average injection of 45 Bcf. Despite the modestly tighter weekly flow, natural gas sold off immediately after the release.

HAAWKS first read: The market did not treat the smaller-than-expected injection as a sustainable bullish signal. Traders instead focused on inventories remaining 6.4% above the five-year average, rising production and softer LNG feedgas demand.

Storage Report at a Glance

Weekly Injection +41 Bcf Reuters consensus: +43 Bcf

Total Storage 3,024 Bcf Lower 48 working gas

vs. Five-Year Average +181 Bcf 6.4% above average

vs. One Year Ago −21 Bcf 0.7% below last year

Weekly natural gas storage report compared with forecasts and historical levels
Storage Indicator	Reported	Comparison	HAAWKS Read-through
Weekly Net Change	+41 Bcf	Reuters forecast: +43 Bcf	The injection was 2 Bcf below consensus, representing a slightly tighter weekly result than expected.
Five-Year Average Injection	+45 Bcf	Actual was 4 Bcf smaller	The weekly flow was below normal, but the total inventory surplus remained substantial.
Total Working Gas	3,024 Bcf	3,045 Bcf one year ago	Inventories were 21 Bcf, or 0.7%, below the comparable year-earlier level.
Five-Year Average Stocks	2,843 Bcf	Current stocks: +181 Bcf	The 6.4% storage surplus continued to provide a bearish buffer against weather-driven demand.

Immediate Market Reaction

39 Ticks Lower

Natural Gas Fell 39 Ticks in 11 Seconds

The HAAWKS tick chart recorded an immediate 39-tick decline in natural gas within the first 11 seconds following the 10:30 a.m. ET storage release. The speed of the move showed that the market interpreted the broader storage and supply backdrop as bearish, despite the injection coming in slightly below expectations.

Natural gas market reaction following the weekly EIA storage report
Market	Measured Move	Time Window	Initial Direction	Interpretation
Natural Gas	39 ticks	11 seconds	Lower	Immediate selling indicated that surplus inventories and broader supply conditions outweighed the slightly smaller weekly build.

Regional Storage Breakdown

The Midwest recorded the largest regional injection at 20 Bcf, followed by the East with 14 Bcf. The South Central region added only 3 Bcf as a 5 Bcf withdrawal from salt facilities partially offset an 8 Bcf injection into nonsalt storage.

Regional changes in U.S. natural gas storage for the week ending July 10, 2026
Region	Working Gas	Weekly Change	vs. Last Year	vs. Five-Year Average
East	614 Bcf	+14 Bcf	−1.9%	+1.7%
Midwest	749 Bcf	+20 Bcf	+3.0%	+6.2%
Mountain	240 Bcf	+4 Bcf	+2.6%	+21.2%
Pacific	319 Bcf	0 Bcf	+8.5%	+21.8%
South Central	1,103 Bcf	+3 Bcf	−5.2%	+2.7%
Total Lower 48	3,024 Bcf	+41 Bcf	−0.7%	+6.4%

Why Did Natural Gas Fall?

The Storage Surplus Remained Large

Although the weekly injection was slightly smaller than expected, inventories remained 181 Bcf above the five-year average. That surplus continued to limit concerns about supply availability during the summer cooling season.

Production Remained Strong

Lower 48 natural gas production averaged approximately 110.3 Bcf per day during July. Strong output gave the market confidence that storage could remain adequately supplied even as electricity demand increased.

LNG Feedgas Flows Were Below Their Peak

Feedgas flows to major U.S. LNG export terminals averaged around 17.4 Bcf per day during July, below the record level reached in April. Reduced export demand left more domestic supply available to the U.S. market.

HAAWKS view: The 41 Bcf injection was nominally supportive because it came in below both consensus and the five-year average. However, the 39-tick selloff showed that traders placed greater weight on the continuing inventory surplus, high production and subdued LNG demand.

What Traders Should Watch Next

Weather remains the most important near-term variable. Sustained heat across the Midwest and East could increase power-sector gas consumption and produce a smaller injection in the next storage report.

Traders should also monitor Lower 48 production, LNG terminal activity and the pace at which the five-year storage surplus narrows. A series of tighter injections would be more important than a single below-average build.

The next EIA Weekly Natural Gas Storage Report is scheduled for July 23, 2026, at 10:30 a.m. ET.

HAAWKS Conclusion

The July 16 natural gas storage report delivered a slightly tighter result than expected. The 41 Bcf injection was below the 43 Bcf Reuters consensus and the 45 Bcf five-year average build.

The immediate market response was nevertheless decisively bearish. Natural gas dropped 39 ticks in only 11 seconds, demonstrating that the market remained more concerned with abundant total inventories than with the modest weekly miss.

Total working gas stood at 3,024 Bcf—21 Bcf below the prior-year level but still 181 Bcf above the five-year average. This left the market adequately supplied and reduced the urgency to price a near-term shortage.

The key message is that the headline injection cannot be viewed in isolation. Storage levels, production, weather, electricity demand and LNG exports collectively determine whether a report is genuinely bullish or bearish.

Trade smart. Stay informed. Stay ahead.

Sources

U.S. Energy Information Administration — Weekly Natural Gas Storage Report
Official source for the 41 Bcf injection, total Lower 48 inventories, regional storage changes and comparisons with last year and the five-year average.
Reuters — U.S. natural gas prices slide on rising production and ample storage
Used for the 43 Bcf analyst consensus, five-year average injection, production, LNG flows and broader futures-market context.
HAAWKS internal natural gas tick-chart analysis — July 16, 2026
Used for the measured release-window market reaction of 39 ticks lower in 11 seconds.

Haawks G4A low latency machine-readable data is one of the fastest data feeds for DOE data.

Please let us know your feedback. If you are interested in timestamps, please send us an email to sales@haawks.com.

Comment

June 2026 CPI: Cooler Inflation Sends the Dollar Lower and Risk Assets Higher

July 14, 2026

According to our analysis USDJPY moved 21 pips, EURUSD moved 17 pips, US500 moved 76 ticks and XAUUSD 34 points on US BLS Consumer Price Index (CPI) data on 14 July 2026.

1259 pips potential performance in 2026 (2025: 1,828)

USDJPY (21 pips)

EURUSD (17 pips)

US500 (76 ticks)

XAUUSD (34 points)

Charts are exported from JForex (Dukascopy).

HAAWKS Research

June 2026 CPI: Inflation Cools Faster Than Expected

A sharp decline in energy prices and an unexpectedly soft core reading triggered immediate moves across currencies, gold and U.S. equities.

July 14, 2026 • Release time: 8:30 a.m. ET • Consumer Price Index

The June 2026 U.S. Consumer Price Index delivered a clear downside inflation surprise. Headline CPI declined 0.4% month over month, while annual inflation slowed to 3.5%. Core CPI, which excludes food and energy, was unchanged during the month and slowed to 2.6% year over year.

The report was softer than economists had expected at both the headline and core levels. Markets responded by selling the U.S. dollar and moving into rate-sensitive assets, including gold and U.S. equities.

HAAWKS first read: The release reduced immediate inflation anxiety, but the details require balance. Falling energy prices drove much of the headline decline, while the unchanged core reading showed that underlying inflation also cooled during June.

CPI Estimates vs. Actual Release

Headline CPI MoM −0.4% Forecast: −0.1%

Headline CPI YoY 3.5% Forecast: 3.8%

Core CPI MoM 0.0% Forecast: +0.2%

Core CPI YoY 2.6% Forecast: 2.8%

June 2026 CPI estimates compared with actual results
Inflation Indicator	Estimate	Actual	HAAWKS Read-through
Headline CPI MoM	−0.1%	−0.4%	A materially softer monthly reading, driven primarily by lower energy prices.
Headline CPI YoY	3.8%	3.5%	Annual inflation slowed more quickly than markets expected.
Core CPI MoM	+0.2%	0.0%	The unchanged core index was an important downside surprise.
Core CPI YoY	2.8%	2.6%	Underlying annual inflation continued moving toward a more moderate pace.

What Drove the Inflation Decline?

Energy was the largest contributor to the monthly decline. The energy index fell 5.7%, while gasoline prices dropped 9.7%. Those declines more than offset increases in food and shelter.

Food prices increased 0.2% during June, while shelter rose only 0.1%—its smallest monthly increase since January 2021. Motor vehicle insurance, communication, apparel, medical care and used vehicle prices also declined.

Key components of the June 2026 Consumer Price Index
CPI Component	Monthly Change	Annual Change	Interpretation
All Items	−0.4%	+3.5%	The largest monthly headline decline since April 2020.
Core CPI	0.0%	+2.6%	Underlying price pressures were unchanged during the month.
Energy	−5.7%	+15.7%	The largest contributor to the monthly CPI decline.
Gasoline	−9.7%	+26.7%	A sharp monthly reversal, although prices remained elevated compared with a year earlier.
Shelter	+0.1%	+3.3%	The smallest monthly shelter increase since January 2021.
Food	+0.2%	+3.0%	Food inflation remained positive but relatively contained.

Market Impact at a Glance

HAAWKS tick charts captured the initial release-window moves immediately following the 8:30 a.m. ET CPI announcement.

Market impact following the June 2026 CPI release
Market	Measured Move	Initial Direction	HAAWKS Interpretation
USD/JPY	21 pips	Lower	The dollar weakened against the yen as traders reduced the probability of near-term Federal Reserve tightening.
EUR/USD	17 pips	Higher	The euro advanced as the softer inflation reading pressured the broader U.S. dollar.
US500	76 ticks	Higher	Equities rallied as the inflation surprise reduced immediate concerns about restrictive monetary policy.
XAU/USD	34 points	Higher	Gold benefited from a weaker dollar and lower expectations for near-term interest-rate increases.

Cross-Asset Market Reading

Foreign Exchange

The immediate FX response was a weaker U.S. dollar. USD/JPY moved lower, while EUR/USD moved higher. This was consistent with markets reducing expectations that the Federal Reserve would need to tighten policy in the immediate future.

Gold

Gold produced one of the strongest reactions. Softer inflation generally supports non-yielding assets when it lowers Treasury yields and weakens the dollar. The HAAWKS measurement recorded a 34-point release-window advance.

U.S. Equities

The US500 initially gained 76 ticks. The market interpreted the report as supportive for valuations because inflation cooled without the release itself presenting a direct signal of collapsing economic demand.

HAAWKS view: The release created a broadly dovish cross-asset response—USD lower, gold higher and equities higher. The core CPI miss strengthened the move because the moderation was not limited entirely to volatile energy prices.

What the CPI Report Means for the Fed

The June figures gave policymakers additional breathing room. Headline inflation remained above the Federal Reserve’s longer-term objective, but both headline and core CPI came in below expectations.

The report does not eliminate future inflation risk. Much of the headline decline reflected lower gasoline and energy prices, which can reverse quickly. Renewed pressure on oil markets could therefore make upcoming inflation reports less favorable.

For traders, the key question is whether the softer core readings continue. A sustained moderation in shelter and services inflation would provide a stronger signal than a single energy-driven monthly decline.

HAAWKS Conclusion

The June CPI release was decisively softer than expected. Headline prices fell 0.4%, core prices were unchanged and both annual measures undershot consensus forecasts.

Markets reacted in a clear and coordinated manner: the dollar weakened, gold advanced and the US500 rallied. The HAAWKS measurements recorded 21 pips in USD/JPY, 17 pips in EUR/USD, 76 ticks in the US500 and 34 points in XAU/USD.

The report offered short-term relief from inflation concerns, but it should not be viewed as an all-clear signal. Energy volatility remains a material risk, and annual headline inflation was still elevated.

The central message is therefore one of moderation rather than victory: inflation cooled faster than expected, underlying pressure eased and markets rapidly repriced the near-term policy outlook.

Trade smart. Stay informed. Stay ahead.

Sources

U.S. Bureau of Labor Statistics — Consumer Price Index, June 2026 . Official CPI figures, component data and release details.
Reuters — U.S. consumer inflation preview and economist consensus
Used for the pre-release market estimates for headline and core consumer inflation.
Reuters — Traders reduce expectations for a July Fed rate increase
Used for market-implied Federal Reserve policy expectations following the report.
HAAWKS internal tick-chart screenshots captured on July 14, 2026. Used for the measured release-window moves in USD/JPY, EUR/USD, US500 and XAU/USD.

Start futures forex fx news trading with Haawks G4A low latency machine-readable data, one of the fastest machine-readable news trading feed for US macro-economic and commodity data.

Please let us know your feedback. If you are interested in timestamps, please send us an email to sales@haawks.com.

Comment

June 2026 NFP: Softer Payroll Growth Triggers Sharp Moves Across FX, Gold and US500 on US Employment Situation (NFP)

July 2, 2026

According to our analysis USDJPY moved 37 pips, EURUSD moved 25 pips, XAUUSD (spot gold) moved 43 points and US500 moved 56 ticks (118 ticks total) on US Employment Situation (Non-farm payrolls / NFP) data on 2 July 2026.

1145 pips potential performance in 2026 (2025: 1,828)

USDJPY (37 pips)

EURUSD (25 pips)

XAUUSD (43 points)

US500 (56 ticks)

Charts are exported from JForex (Dukascopy).

June 2026 NFP: Softer Jobs, Stable Wages, Sharp Market Reaction

HAAWKS Research | July 2, 2026

HAAWKS NFP market impact summary showing June 2026 labor market figures and release-window moves in USDJPY, EURUSD, XAUUSD, and US500

The June 2026 U.S. Nonfarm Payrolls release delivered a classic “soft but not broken” labor-market signal. Payroll growth slowed materially, but unemployment remained low and wage growth stayed contained. For markets, that combination was enough to trigger immediate volatility across FX, gold, and equity index futures.

The Bureau of Labor Statistics reported that total nonfarm payroll employment rose by 57,000 in June, while the unemployment rate stood at 4.2%. Average hourly earnings increased 0.3% month over month and 3.5% year over year. The prior two months were also revised lower by a combined 74,000 jobs, with April revised to +148,000 and May revised to +129,000.

Research Estimates vs. Actual Release

Ahead of the release, market expectations were for a stronger labor print. Consensus estimates pointed to nonfarm payrolls rising by roughly 110,000, unemployment near 4.3%, and average hourly earnings increasing 0.3% month over month.

The actual release came in softer on headline job creation, but broadly stable on unemployment and wages.

  
    
        Indicator
        Estimate
        Actual
        HAAWKS Read-through
      

    
        Nonfarm Payrolls
        +110K
        +57K
        Clear downside miss. Headline job creation came in softer than expected.
      

        Unemployment Rate
        4.3%
        4.2%
        Better than expected, though the participation-rate decline softened the signal.
      

        Average Hourly Earnings MoM
        +0.3%
        +0.3%
        In line. Wage growth remained contained.
      

        Average Hourly Earnings YoY
        +3.5%
        +3.5%
        In line. No upside wage shock.
      

        Prior-Month Revisions
        —
        -74K
        April and May were revised lower, pointing to softer labor momentum than previously reported.
      

  

The headline payroll miss was the main surprise. However, wage growth did not accelerate, unemployment remained low, and the report avoided the kind of broad deterioration that would suggest an immediate labor-market break.

Market Impact: HAAWKS Tick-Chart Reaction

The HAAWKS market-impact screenshots captured the immediate release-window volatility:

  
        Market
        Measured Impact
        Direction
        HAAWKS Interpretation
      
        USD/JPY
        37 pips
        Lower
        The U.S. dollar sold off sharply against the yen after the softer payroll print.
      
        EUR/USD
        25 pips
        Higher
        The euro rallied as dollar weakness spread across major FX pairs.
      
        XAU/USD
        43 points
        Higher
        Gold rallied as traders repriced rate expectations following the weaker jobs number.
      
        US500
        56 ticks
        Higher
        Equities initially caught a bid as slower job growth supported the soft-landing narrative.

The market reaction was consistent with a softer-than-expected labor report. The U.S. dollar weakened, gold rallied, and equities reacted positively to the possibility that slower job growth could reduce pressure on the Federal Reserve to keep policy restrictive for longer.

Sector Detail: Slower Hiring, Not a Full Breakdown

The report showed continued job gains in professional and business services, social assistance, and health care, while leisure and hospitality lost 61,000 jobs. That divergence matters. It suggests the labor market is not uniformly weak, but momentum is becoming narrower.

The downward revisions were also important. A one-month payroll miss can be dismissed as noise; a miss combined with negative revisions tells a more cautious story. The labor market still appears functional, but the pace of hiring is clearly cooling.

HAAWKS Conclusion

The June NFP release was not a recession signal, but it was a warning that the labor market is losing speed.

For traders, the key takeaway was not simply that payrolls missed. It was the combination of:

Soft job creation, stable wages, lower unemployment, and negative revisions.

That mix created a “Goldilocks” reaction in markets: weak enough to pressure the dollar and support rate-sensitive assets, but not weak enough to trigger immediate risk-off panic.

  
        Asset Class
        Reaction
        Why It Moved
        Trading Takeaway
      
        FX
        Dollar weaker
        The headline payroll miss reduced near-term support for the U.S. dollar.
        USD vulnerability remained the cleanest immediate signal.
      
        Gold
        Gold stronger
        Softer labor data supported lower-rate sensitivity and demand for precious metals.
        XAU/USD remained supported while rate-cut expectations held firm.
      
        Equities
        Risk initially bid
        Stable wages and softer hiring helped support the soft-landing view.
        US500 strength reflected relief rather than a broad growth acceleration signal.
      
        Rates Narrative
        Dovish lean
        The report was soft enough to support easing expectations, but not weak enough to trigger panic.
        The market reaction fit a classic “Goldilocks” setup.

The HAAWKS read:

USD vulnerability remains the cleanest short-term signal, while gold and equity indices may continue to benefit if incoming data supports the view that inflation pressure is easing without a sharp employment shock.

Final Takeaway

The June 2026 NFP report reinforced a market theme that traders cannot ignore:

Labor momentum is cooling, wage pressure is stable, and markets are increasingly sensitive to every data point that affects the Fed path.

For HAAWKS traders, the opportunity is not just in the headline number. It is in understanding how that number moves liquidity, volatility, and cross-asset positioning in real time.

Trade smart. Stay informed. Stay ahead.

Sources

U.S. Bureau of Labor Statistics — Employment Situation Summary, June 2026
Used for the official NFP release figures, including +57K nonfarm payrolls, 4.2% unemployment, +0.3% monthly wage growth, +3.5% annual wage growth, labor-force participation, sector detail, and prior-month revisions.
Reuters — U.S. job growth likely cooled in June after recent string of big gains
Used for pre-release market expectations, including the +110K nonfarm payroll estimate and 4.3% unemployment forecast.
Reuters — Nasdaq, S&P 500 decline with tech; investors assess softer jobs data
Used for equity-market context following the softer-than-expected jobs report.
Reuters — Dollar slides after soft jobs report, yen surges
Used for U.S. dollar and yen market reaction after the NFP release.
Reuters — Gold gains after weak U.S. payrolls report
Used for gold-market reaction and rate-expectation context after the payroll miss.
HAAWKS internal tick-chart screenshots, captured July 2, 2026.
Used for measured release-window market impact: USD/JPY 37 pips, EUR/USD 25 pips, XAU/USD 43 points, and US500 56 ticks.

Start forex fx futures news trading with Haawks G4A low latency machine-readable data today, one of the fastest news data feeds for US macro-economic and commodity data.

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USDA Crop Progress: Market Impact on Futures, Ethanol, ETFs, and Ag Stocks

July 2, 2026

USDA Crop Progress: Immediate and Next-Day Market Impact Across Futures, Ethanol, ETFs, and Ag Stocks

HAAWKS graphic showing USDA Crop Progress market impact across futures, ethanol, ETFs, and agricultural stocks.

Every Monday during the U.S. growing season, the USDA Crop Progress Report gives agricultural markets a fresh read on planting, emergence, crop conditions, and harvest progress.

For traders and analysts, the report is more than an update on field activity. It is a weekly supply-side signal that can influence expectations for yield, production, input costs, and short-term price discovery across directly linked agricultural markets.

At HAAWKS, we are introducing structured weekly Crop Progress data points across major U.S. crops to help market participants analyze those signals faster and more consistently.

What HAAWKS will track

HAAWKS will disseminate 30 weekly data points from the USDA Crop Progress Report, covering six major U.S. crops:

Table 1: HAAWKS Crop Progress Data Coverage
  
        Crop
        Data Points
      
        Corn
        Planted, emerged, good/excellent condition, harvested
      
        Soybeans
        Planted, emerged, good/excellent condition, harvested
      
        Cotton
        Planted, squaring, good/excellent condition, harvested
      
        Rice
        Planted, emerged, good/excellent condition, harvested
      
        Winter wheat
        Planted, emerged, good/excellent condition, harvested
      
        Spring wheat
        Planted, emerged, good/excellent condition, harvested

These indicators provide a high-frequency view of crop development and crop health before final yield and production estimates are known.

Why Crop Progress can move markets

The market does not react simply because a Crop Progress number is high or low.

It reacts when the number is different from what traders expected.

A corn crop rated 67% good/excellent may be bullish if the market expected 70%. The same 67% rating may be bearish if the market expected 64%. The important variable is the surprise.

In practice, the reaction framework is straightforward:

Table 2: Crop Progress Surprise and Typical Market Interpretation
  
        Crop Progress Surprise
        Typical Market Interpretation
      
        Better-than-expected good/excellent ratings
        Higher yield potential, usually bearish for futures
      
        Worse-than-expected good/excellent ratings
        Greater production risk, usually bullish for futures
      
        Faster-than-expected planting
        Lower acreage or timing risk, often bearish
      
        Slower-than-expected planting
        Higher acreage or yield risk, often bullish
      
        Faster-than-expected harvest
        More near-term supply availability, often bearish nearby futures
      
        Slower-than-expected harvest
        Delayed supply movement, often supportive nearby futures

The strongest research evidence is in corn and soybeans, where academic work has found that USDA Crop Progress and condition information can affect futures price discovery around the report window. The effect is especially important during the most weather-sensitive periods of the growing season.

Immediate impact: the first tradable window

The USDA Crop Progress Report is released at 4:00 PM ET. That timing matters.

Most directly linked U.S. agricultural futures markets are already closed when the report is published. As a result, the first clean futures reaction usually happens when markets reopen in the evening session.

Table 3: First Direct Reaction Window by Market
  
        Market
        First Direct Reaction Window
      
        Corn futures
        Monday evening reopen, around 8:00 PM ET
      
        Soybean futures
        Monday evening reopen, around 8:00 PM ET
      
        Wheat futures
        Monday evening reopen, around 8:00 PM ET
      
        Rough rice futures
        Monday evening reopen, around 8:00 PM ET
      
        Cotton No. 2 futures
        Monday evening reopen, around 9:00 PM ET
      
        Ethanol futures
        Potentially same day, because ethanol futures are generally still open at the 4:00 PM ET release time

This means Crop Progress data is often digested before the evening futures reopen. Traders have time to compare the USDA figures against estimates, prior-week levels, five-year averages, weather forecasts, and crop-stage sensitivity.

Next-day impact

For many users, the most practical impact window is the next trading day.

Tuesday’s session reflects a more complete market response, including overnight futures trading, new analyst commentary, updated weather models, and broader liquidity from U.S. equity and ETF markets.

Useful next-day measures include:

Table 4: Next-Day Market Impact Measures
  
        Metric
        What It Captures
      
        Monday settlement to evening reopen
        First futures repricing opportunity
      
        First 30–60 minutes after reopen
        Immediate futures price discovery
      
        Monday settlement to Tuesday settlement
        Full next-day futures impact
      
        Tuesday ETF open vs. prior close
        Equity-market translation of the futures move
      
        Tuesday stock open vs. prior close
        Operational exposure repricing

This distinction is important for ETFs and stocks. U.S. equities close at 4:00 PM ET, the same time the USDA report is released. While after-hours trading may exist, the cleaner and more liquid equity-market reaction usually occurs the next regular trading day.

Directly linked futures markets

Crop Progress data is most directly relevant for futures tied to the underlying crops.

Table 5: Directly Linked Futures Markets
  
        Crop Progress Data
        Direct Futures Market
      
        Corn
        CBOT corn futures and options
      
        Soybeans
        CBOT soybean futures and options
      
        Winter wheat
        CBOT wheat and KC hard red winter wheat futures and options
      
        Spring wheat
        Minneapolis hard red spring wheat futures and options
      
        Cotton
        ICE Cotton No. 2 futures and options
      
        Rice
        CBOT rough rice futures and options
      
        Corn supply outlook
        CME denatured fuel ethanol futures

The futures impact is usually clearest in corn and soybeans because these markets are highly liquid and because Crop Progress data directly informs expectations around planting success, crop health, yield potential, and harvest timing.

The corn–ethanol connection

Ethanol belongs in the Crop Progress discussion because corn is the primary feedstock for U.S. ethanol production.

A stronger-than-expected corn crop can reduce concern about corn availability and input costs for ethanol producers. A weaker-than-expected corn crop can raise concern about feedstock costs and pressure ethanol margins.

The connection is not always one-directional. Ethanol prices also depend on gasoline blending economics, energy prices, Renewable Identification Numbers, export demand, operating rates, inventories, and policy. Still, Crop Progress data can directly affect the corn-cost side of the ethanol margin equation.

A simplified framework:

Table 6: Corn Crop Progress and Ethanol Market Relevance
  
        Crop Progress Signal
        Corn Market Effect
        Possible Ethanol-Market Relevance
      
        Better corn condition than expected
        Bearish corn input-cost signal
        May support ethanol margins if ethanol prices hold
      
        Worse corn condition than expected
        Bullish corn input-cost signal
        May pressure ethanol margins
      
        Faster harvest than expected
        More near-term corn availability
        Can ease feedstock availability concerns
      
        Slower harvest than expected
        Delayed corn movement
        Can tighten local supply and basis conditions

For this reason, ethanol futures and ethanol-exposed companies are directly linked to corn Crop Progress data, even if the reaction is filtered through margins rather than through crop price alone.

Directly linked ETFs

For equity-market participants, the cleanest ETF links are futures-based agriculture funds.

Table 7: Directly Linked ETFs
  
        ETF
        Direct Link
      
        CORN
        Corn futures exposure
      
        SOYB
        Soybean futures exposure
      
        WEAT
        Wheat futures exposure
      
        DBA
        Broad agriculture futures basket
      
        TILL
        Futures exposure to corn, wheat, soybeans, and sugar

These ETFs are not Crop Progress instruments themselves. Their link comes from the futures they hold or reference. If Crop Progress creates a meaningful move in corn, soybean, or wheat futures, the effect may be reflected in the relevant futures-based ETF during the next ETF trading session.

Directly linked stocks

Stocks are less pure than futures or futures-based ETFs, but several companies have direct operational exposure to corn, ethanol, grain merchandising, or oilseed processing.

Table 8: Directly Linked Stocks
  
        Stock
        Crop Progress Link
      
        Green Plains
        Corn feedstock costs and ethanol crush margins
      
        Alto Ingredients
        Renewable fuels, specialty alcohols, and ethanol-market exposure
      
        The Andersons
        Grain merchandising and ethanol/renewables exposure
      
        Archer-Daniels-Midland
        Corn processing, ethanol, oilseeds, and grain merchandising
      
        Bunge Global
        Oilseed processing, grain origination, and merchandising
      
        Valero Energy
        Ethanol segment exposure, though diluted by larger refining operations

For stocks, the Crop Progress signal is usually indirect at the share-price level. A corn condition surprise may affect ethanol margins or merchandising opportunities, but company-specific news, energy prices, crush margins, balance-sheet factors, and broader equity-market conditions can dominate.

The cleanest stock impact is usually in companies with meaningful ethanol or grain-processing exposure, particularly when the Crop Progress surprise is large enough to change expectations for corn costs, soybean supply, or harvest timing.

Public sources for pre-release estimates

Because markets react to surprises, estimates matter.

The most useful comparison is:

Actual USDA value minus pre-release consensus estimate.

Publicly available estimate sources may include:

Table 9: Public Sources for Pre-Release Estimates
  
        Source Type
        Use
      
        Reuters analyst polls, often republished by agricultural media
        Consensus expectations for planting, harvest, or condition ratings
      
        Pro Farmer
        Pre-report estimate summaries and market commentary
      
        Agriculture.com / Successful Farming
        Reuters-based Crop Progress estimates and report coverage
      
        Farm Progress / Farm Futures
        Analyst expectations and post-report comparisons
      
        Barchart / Brugler commentary
        Estimate references, crop-rating commentary, and condition-index interpretation
      
        DTN / Progressive Farmer
        USDA Crop Progress summaries and analyst context
      
        USDA NASS prior week and five-year average
        Historical baseline, not a consensus estimate

Prior-week values and five-year averages are important context, but they are not the same as market expectations. A number can be above the five-year average and still disappoint traders if expectations were even higher.

How HAAWKS helps

The value of Crop Progress data is highest when it can be used immediately.

HAAWKS structures the weekly USDA Crop Progress release into clean, real-time data points so users can compare the latest report against the previous week, historical benchmarks, and market estimates.

This helps traders, analysts, and agricultural market participants answer the key questions quickly:

Did the USDA number beat or miss expectations?

Was the surprise large enough to matter?

Which futures markets are directly linked?

Could the reaction carry into ethanol, ETFs, or directly exposed ag stocks the next day?

Conclusion

USDA Crop Progress data is one of the most important weekly inputs for U.S. agricultural market analysis during the growing season.

The strongest immediate and next-day impact is typically seen in directly linked futures markets, especially corn and soybeans. The data can also influence ethanol through the corn feedstock channel and may carry into futures-based agriculture ETFs and directly exposed ag stocks during the next equity-market session.

For market participants, the key is not the absolute number. It is the surprise versus expectations, the seasonal timing of the report, and the market’s ability to translate crop progress into supply, yield, and margin expectations.

By delivering structured Crop Progress data, HAAWKS helps users move from raw USDA figures to market-relevant analysis faster.

Sources

USDA National Agricultural Statistics Service — Crop Progress
Source for the Crop Progress report description, coverage, and weekly release schedule.
https://esmis.nal.usda.gov/publication/crop-progress
CME Group — Corn Futures Contract Specifications
Source for CME grain futures trading hours, including the evening reopen schedule relevant to corn, soybeans, wheat, and rough rice.
https://www.cmegroup.com/markets/agriculture/grains/corn.html
ICE — Cotton No. 2 Futures
Source for ICE Cotton No. 2 trading hours.
https://www.ice.com/products/254/Cotton-No-2-Futures
CME Group — Denatured Fuel Ethanol Futures FAQ
Source for ethanol futures trading hours and the daily maintenance window.
https://www.cmegroup.com/articles/faqs/faq-denatured-fuel-ethanol.html
CME Group — Are Corn and Ethanol Markets Correlated?
Source for the corn–ethanol market connection, including corn as the primary U.S. ethanol input and ethanol’s share of domestic corn disappearance.
https://www.cmegroup.com/openmarkets/energy/2024/Are-Corn-and-Ethanol-Markets-Correlated.html
USDA Economic Research Service — Global Demand for Fuel Ethanol Through 2030
Source for the statement that ethanol manufacturers use about 40% of the U.S. corn crop for ethanol and related co-products.
https://www.ers.usda.gov/publications/pub-details?pubid=105761
Lehecka, G. V. — The Value of USDA Crop Progress and Condition Information: Reactions of Corn and Soybean Futures Markets
Academic source supporting the market impact of USDA Crop Progress and condition information on corn and soybean futures.
https://ideas.repec.org/a/ags/jlaare/168261.html
Bethlem et al. — The Impact of the USDA Soybean Crop Condition Reports on Soybean Futures Prices
Academic source supporting next-day soybean futures price reaction to changes in good/excellent soybean crop ratings.
https://www.scielo.br/j/resr/a/vcxYjcBRQYWDd6HL6Vq85WF/?lang=en
Bain and Fortenbery — Impact of Crop Condition Reports on National and Local Wheat Markets
Academic source showing weaker or mixed evidence for wheat crop condition reports compared with corn and soybeans.
https://www.cambridge.org/core/journals/journal-of-agricultural-and-applied-economics/article/impact-of-crop-condition-reports-on-national-and-local-wheat-markets/F0BC21D69B41FEE1FF420ADD6FC65431
Teucrium — CORN Fund
Source for futures-based ETF exposure to corn.
https://teucrium.com/corn
Teucrium — SOYB Fund
Source for futures-based ETF exposure to soybeans.
https://teucrium.com/soybeans
Teucrium — WEAT Fund
Source for futures-based ETF exposure to wheat.
https://teucrium.com/weat
Teucrium — TILL Fund
Source for broader futures-based agricultural exposure.
https://teucrium.com/till
Invesco — DB Agriculture Fund (DBA)
Source for DBA’s exposure to a rules-based index of agricultural commodity futures.
https://www.invesco.com/us/en/financial-products/etfs/invesco-db-agriculture-fund.html
Green Plains Annual Report
Source for Green Plains’ corn feedstock exposure in dry-mill ethanol production.
https://gpreinc.com/wp-content/uploads/2024/03/Green-Plains-2023-Annual-Report_Web.pdf
ADM — Industrial Ethanol Products
Source for ADM ethanol production from corn feedstock.
https://www.adm.com/en-us/products-services/industrial-biosolutions/products/ethanol/

Comment

HAAWKS Adds Weekly USDA Crop Progress Data for Major U.S. Crops

June 19, 2026

HAAWKS Expands Agricultural Coverage with Weekly USDA Crop Progress Data

HAAWKS announcement graphic for weekly USDA Crop Progress Data covering 30 data points across six major U.S. crops.

HAAWKS is pleased to announce the upcoming introduction and dissemination of new data points from the weekly USDA Crop Progress Report, one of the key reference sources for monitoring the development and condition of major U.S. crops throughout the growing season.

Released every Monday at 4:00 PM ET from April through November, the USDA Crop Progress Report provides timely updates on planting, emergence, crop conditions, and harvesting progress across major agricultural commodities. The next release is scheduled for 22 June 2026.

To support faster analysis and better market visibility, HAAWKS will introduce 30 weekly crop progress data points, covering six major U.S. crops:

Corn
Planted, emerged, conditions good & excellent, harvested

Soybeans
Planted, emerged, conditions good & excellent, harvested

Cotton
Planted, squaring, conditions good & excellent, harvested

Rice
Planted, emerged, conditions good & excellent, harvested

Winter Wheat
Planted, emerged, conditions good & excellent, harvested

Spring Wheat
Planted, emerged, conditions good & excellent, harvested

By making these data points available in a structured and timely format, HAAWKS helps traders, analysts, and agricultural market participants track crop development more efficiently and respond more quickly to changing supply-side conditions.

The addition of USDA Crop Progress data further strengthens HAAWKS’ commitment to delivering high-quality, market-relevant agricultural data that supports informed decision-making across the commodity markets.

Source: https://esmis.nal.usda.gov/publication/crop-progress

Comment

30 ticks potential profit in 97 seconds on 28 May 2026, analysis on futures news trading natural gas on DOE Natural Gas Storage Report (WNGSR) data

May 28, 2026

According to our analysis natural gas moved 30 ticks on DOE Natural Gas Storage Report (WNGSR) data on 28 May 2026.

911 pips potential performance in 2026 (2025: 1,828)

Natural gas (30 ticks)

Charts are exported from JForex (Dukascopy).

U.S. Natural Gas Storage Climbs by 92 Bcf, Staying Above the Five-Year Average

U.S. working natural gas in underground storage rose sharply for the week ending May 22, 2026, according to the latest Weekly Natural Gas Storage Report from the U.S. Energy Information Administration. Total working gas stocks reached 2,483 billion cubic feet (Bcf), reflecting a net increase of 92 Bcf from the prior week.

The latest build keeps storage levels slightly above both last year’s mark and the five-year average. Stocks were 21 Bcf higher than the same week in 2025 and 144 Bcf above the five-year average of 2,339 Bcf. At 2,483 Bcf, total working gas remains within the five-year historical range.

Regional Storage Trends

The weekly increase was broad-based across all major Lower 48 storage regions.

The East region reported working gas stocks of 447 Bcf, up 28 Bcf from the previous week. Compared with historical levels, East inventories were 2.4% below last year but 1.1% above the five-year average.

The Midwest posted one of the larger regional gains, rising 34 Bcf to 539 Bcf. That placed Midwest stocks 0.4% above year-ago levels and 1.5% above the five-year average.

In the Mountain region, inventories increased by 3 Bcf to 213 Bcf. Storage levels there remained notably elevated, standing 8.1% above last year and 35.7% above the five-year average.

The Pacific region added 6 Bcf, bringing stocks to 292 Bcf. Pacific inventories were 15.4% higher than last year and 30.9% above the five-year average, making it one of the strongest regions relative to historical norms.

The South Central region reported stocks of 993 Bcf, up 21 Bcf from the previous week. Inventories were 2.4% below last year but still 0.6% above the five-year average.

Within South Central, salt storage rose by 7 Bcf to 305 Bcf, while nonsalt storage increased by 15 Bcf to 688 Bcf. Salt storage remained 6.7% below year-ago levels, though it was 2.0% above the five-year average. Nonsalt storage was nearly unchanged from both last year and the five-year average.

Storage Remains Comfortable Heading Into Summer

The 92 Bcf injection marks a sizable weekly build and leaves U.S. natural gas inventories in a relatively comfortable position heading into the summer cooling season. Total storage is not dramatically above historical norms, but it remains meaningfully stronger than the five-year average.

The regional breakdown also shows important differences. The Mountain and Pacific regions continue to hold inventories far above their five-year averages, while the East and South Central regions are modestly below last year’s levels. Still, the national picture points to adequate storage, with total working gas safely within the five-year historical range.

Key Takeaways

For the week ending May 22, 2026:

Total U.S. working natural gas in storage was 2,483 Bcf
Inventories increased by 92 Bcf from the previous week
Stocks were 21 Bcf higher than last year
Storage was 144 Bcf above the five-year average
Total working gas remained within the five-year historical range
The largest weekly regional increases came from the Midwest, East, and South Central regions

Overall, the latest EIA report suggests that U.S. natural gas storage remains well-positioned, with inventories above average and continued injections supporting supply levels ahead of peak summer demand.

Source: https://ir.eia.gov/ngs/ngs.html

Start futures forex fx commodity news trading with Haawks G4A low latency machine-readable data, one of the fastest data feeds for DOE data.

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Comment

Blog

HAAWKS G4A Adds CES Benchmark Revision Data: What News Traders Need to Know

Seven New HAAWKS G4A Data Points

What Is a CES Benchmark Revision?

Preliminary Does Not Mean the Monthly Series Changes Immediately

HAAWKS Research: Preliminary Revisions 2016–2025

Revision Magnitudes Have Increased Recently

Is the Increase Statistically Significant?

Direction of the Revisions

Total Nonfarm

Total Private

Why Benchmark Revisions Matter to News Traders

They Can Change the Employment Narrative

They Can Affect Fed Expectations

The Preliminary Release Is a Separate Event

The Annual Release Arrives With NFP

Preliminary vs. Annual Benchmark: What Traders Need to Distinguish

HAAWKS Conclusion

New CES Benchmark Data Coming to HAAWKS G4A

Sources & Methodology

NFP Estimates vs. Actual Release

Immediate Market Reaction

Why This Release Mattered to News Traders

1. The Headline Surprise Was Large

2. Revisions Reinforced the Signal

3. Unemployment Sent a Mixed Message

4. Wage Growth Also Missed

Sector Detail: Where the Jobs Were Lost

The Fed Repricing

News Trading Takeaways

Headline Data Is Only the First Layer

Revisions Can Be Market-Moving

Cross-Asset Confirmation Matters

Execution Risk Remains Critical

HAAWKS Conclusion

Built for News Traders

Sources

Q2 2026

Performance at a Glance

Monthly Breakdown

All Selected Releases

Which Releases Generated the Most Movement?

What the Results Show

Energy Data Remained the Core Driver

Recurring Reports Created Repeat Opportunities

Macroeconomic Data Still Mattered

Agricultural Data Produced the Largest Event

Why Low-Latency Data Matters

HAAWKS Conclusion

Explore HAAWKS Machine-Readable Data

Sources

HAAWKS Launches 40 Weekly USDA Export Sales Data Points

What HAAWKS Delivers

Why Weekly Export Sales Matter

Current and Next Marketing Year Sales

What Are Net Export Sales?

Released During Active Futures Trading

Directly Relevant Markets

Designed for Algorithmic Trading Workflows

From Release to Market Signal

More Than a Headline Figure

Expanding HAAWKS Agricultural Coverage

Sources

Storage Report at a Glance

Immediate Market Reaction

Natural Gas Fell 39 Ticks in 11 Seconds

Regional Storage Breakdown

Why Did Natural Gas Fall?

The Storage Surplus Remained Large

Production Remained Strong

LNG Feedgas Flows Were Below Their Peak

What Traders Should Watch Next

HAAWKS Conclusion

Sources

CPI Estimates vs. Actual Release

What Drove the Inflation Decline?

Market Impact at a Glance

Cross-Asset Market Reading

Foreign Exchange

Gold