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Market Calendar

Every date that moves the tape. H2 2026.

FOMC, CPI, central-bank collision weeks, witching, futures rolls, short-interest prints and market-structure go-lives — one calendar, tiered by driver strength, with every date honestly marked verified, rule-derived or estimated.

Compiled 2026-07-12 Primary-source dates Free
How to read it

Date marks & tiers

  • ✓ — verified on a primary source (central bank, exchange, regulator).
  • ◆ — rule-derived (published schedule rule; e.g. witching = 3rd Friday).
  • ~ — estimated; re-confirm in the week before relying on it.
  • T1 structural driver — moves everything it touches.
  • T2 meaningful — moves its market on a surprise.
  • T3 context — a print to log, rarely a move by itself.
Severity model

Scoring a headline in 10 seconds

score = surprise (1–3) × tier (1–3) × regime (1–3) → 1–27
  • ≥ 18 — event-day protocol, regardless of schedule.
  • 9–17 — watch the first 30 minutes, then re-score.
  • ≤ 8 — log and ignore.
  • Full model and current regime multipliers: Markets Observatory →

July 7 dated events

DateEventMarketsTierMarkWatch
Jul 14US CPI (June)AllT1✓Hot print = USD up, gold down in this regime
Jul 18GENIUS Act stablecoin framework effectiveCryptoT2✓US stablecoin rules phase in
Jul 24CME 24/7 gold & silver futures go liveGoldT2◆Weekend liquidity regime change
Jul 24Section 122 tariff authority sunsetFXT2✓USD tariff-headline risk date
Jul 24FINRA short-interest publicationStocksT3◆Bi-monthly cycle through Jan '27 — squeeze screens refresh
Jul 27CME single-stock futures launchStocksT2✓New hedging & after-hours flows on big names
Jul 28–29FOMC decision + press conferenceAllT1✓No projections this round — statement surprise moves more than the decision

August 4 dated events

DateEventMarketsTierMarkWatch
Aug 12US CPI (July)AllT1✓Second of three prints before the September dots
Aug 1413F filing deadline (Q2)StocksT3◆Positioning print, 45 days stale by design
~Aug 21Japan CPI (July)FXT2~Date unconfirmed (Aug 21 vs 27) — re-verify; JPY-leg print
Aug 27–29Jackson Hole symposiumAllT1✓Policy-path headline risk across three sessions

September the first collision window

DateEventMarketsTierMarkWatch
Sep 10ES/NQ quarterly roll beginsIndicesT2◆Liquidity migrates to the December contract
Sep 11US CPI (August)AllT1✓Last CPI before the September FOMC
Sep 15–16FOMC + Summary of Economic ProjectionsAllT1✓Fresh dots — highest-severity setup of Q3
Sep 16VIX September expiry — on FOMC dayIndicesT2✓Vol-complex collision with the decision
Sep 18Triple witching (effective Sep 21)Indices · StocksT2◆Quarter's largest expiry notional, two days after the dots

October five central banks in four sessions

DateEventMarketsTierMarkWatch
Oct 14US CPI (September)AllT1✓Sets the tone for the five-CB week
Oct 26–30Month-end WMR fix weekFXT2◆4pm London fixes; month-end flows are forecastable from equity returns
Oct 27–28FOMC decisionAllT1✓Inside the collision week
Oct 27–30Five-central-bank weekFX · AllT1✓Fed plus four G10 banks in four sessions — clear the calendar

November the quiet month — relatively

DateEventMarketsTierMarkWatch
Nov 10US CPI (October)AllT1✓First of two prints shaping the December dots
Nov 1613F filing deadline (Q3)StocksT3◆Q3 positioning print

December the pile-up

DateEventMarketsTierMarkWatch
~Dec 6Nasdaq 23×5 extended trading go-liveStocks · IndicesT2~Overnight session structure change — reconfirm date
Dec 7–18G10 policy pile-upFX · AllT1✓Nearly every G10 central bank decides inside two weeks
Dec 8–9FOMC + Summary of Economic ProjectionsAllT1✓Fresh dots into thin year-end liquidity — max-severity candidate
~Dec 9SpaceX lockup expiryStocksT2~Estimate — prospectus confirmation still owed
Dec 10US CPI (November) — inside FOMC + roll weekAllT1✓CPI, FOMC aftermath and the roll stack in one week
Dec 10ES/NQ December rollIndicesT2◆Roll week contains FOMC and CPI this quarter
Dec 11Russell reconstitution (Dec cycle) finalStocksT3◆Index-membership flows
Dec 18Triple witching (effective Dec 21)Indices · StocksT2◆Year's last big expiry
Dec 28BoJ Summary of Opinions — holiday-thin JPY windowFXT3◆Classic flash-move conditions: real headline, no liquidity
Dec 31US Treasury central-clearing mandate deadlineAllT2✓Market-plumbing regime change into year-end

Monthly rhythm not listed row-by-row: US CPI prints (all ✓ above), FINRA short interest every second Friday-cycle, month-end WMR fixes, and weekly positioning prints. Dates re-verified against primary sources at compile time; ~ rows must be re-confirmed the week before. This calendar is information, not advice.

For automated & prop traders

This calendar as a machine-readable feed.

Red-Folder Guard is on the bench: severity-scored event windows as chart overlays, webhook/ICS feeds and per-prop-firm news-rule packs — so your automation pauses itself before CPI instead of donating an account to it. Build state is public on the roadmap.

Check the roadmap →
Context

Dates tell you when. The Observatory tells you why.

Regime snapshots, ranked drivers and the transmission chains behind every event above — per market, dated and re-checked monthly.

Open the Observatory →