QuantVeritas turns each BLS release into a clean component decomposition, surprise z-scores, and the implied OIS curve shift — in your inbox within 5 minutes of 8:30 AM ET.
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Headline broken into shelter, core services ex-shelter, core goods, energy, and food — weighted contributions, sticky vs. flexible flagged.
Each subcomponent's surprise scored against its trailing 24-month distribution. See instantly which line items are doing the work.
OIS curve at 8:29 vs. 8:35 ET. Repricing in basis points at each FOMC meeting through year-end. EFFR-SOFR basis cross-check separates Fed-path repricing from money-market plumbing. One chart, no terminal needed.
Headline vs. Supercore (services less rent of shelter), m/m SA — the divergence chart from the March 2026 release.
CUSR0000SA0, CUSR0000SASL2RS). Charted on April 10, 2026.
The full Macro Intelligence memo from the March 2026 CPI release — component decomposition, surprise z-scores, OIS reaction window, sector mapping, and conditional positioning bias. Reproduced unedited.
Read the sample memo →Every release produces both. Free posts publicly; premium lands in your inbox.
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I'm Terence Agbeyegbe, Professor of Economics at Hunter College, CUNY. Applied econometrician with 20+ years researching the methods most desks use to read inflation. QuantVeritas is the tool I always wished I had on release morning.