Mar 9, 2026 – Mar 13, 2026
This is a full five-day U.S. trading week. The market starts the week with a heavy macro overlay from higher oil, firmer yields, and a stronger dollar, but the company calendar still matters: HPE and ZIM kick off Monday, Oracle / Kohl’s / BioNTech anchor Tuesday, and Adobe / Dollar General / Lennar dominate Thursday.
- Mon–Fri: 9:30 a.m.–4:00 p.m. ET (8:30 a.m.–3:00 p.m. CT).
| Mon Mar 9 | Tue Mar 10 | Wed Mar 11 | Thu Mar 12 | Fri Mar 13 |
|---|---|---|---|---|
|
HPE
Q1 FY2026 earnings conference call ScheduledEnterprise server/networking demand, AI systems, and Juniper integration framing stay front and center.
ZIM
Q4 / FY2025 results ReportedFreight rates, dividend read-through, and post-merger optics remain relevant for transport sentiment.
|
ORCL
Q3 FY2026 results After CloseCloud infrastructure growth, backlog conversion, and AI capex messaging are the key watch items.
KSS
Q4 2025 earnings call 9:00aValue-oriented consumer trends, margins, and inventory discipline matter for broader discretionary read-through.
BNTX
Q4 / FY2025 earnings call Date SetPipeline, oncology spending cadence, and cash deployment are the focal points.
|
TAPE
Lighter earnings tape MidweekWednesday is more macro-driven than issuer-driven, with CPI likely to dominate cross-asset pricing.
|
DG
Q4 2025 financial results Date SetLow-income consumer pressure, consumables mix, and margin recapture remain the core themes.
ADBE
Q1 FY2026 results After CloseGenerative AI monetization, Digital Media ARR, and FY guide confidence could move the software complex.
LEN
Q1 2026 results After CloseOrders, incentives, land strategy, and homebuilder demand sensitivity to rates matter into Friday’s call.
|
LEN
Q1 2026 earnings call 11:00aManagement commentary provides the week’s cleanest housing-sector cross-check after Tuesday’s home-sales release.
|
Earnings timing sources: company IR pages and official investor calendars. When timing is shown as “Date Set,” the company has posted the date but not a clean pre-open/after-close marker in the source used here.
Macro Catalysts — CPI (Wed) Leads a Lighter Official U.S. Calendar
The official U.S. macro diary is relatively light for Mar. 9–13, but it still contains the week’s decisive rates catalysts. CPI for February lands Wednesday; JOLTS and preliminary Michigan sentiment land Friday. Tuesday adds NFIB Small Business Optimism and existing-home sales, while Wednesday also includes Business Formation Statistics and an expected Monthly Treasury Statement.
| Mon Mar 9 | Tue Mar 10 | Wed Mar 11 | Thu Mar 12 | Fri Mar 13 |
|---|---|---|---|---|
|
US
No major scheduled tier-1 U.S. release —The market opens with oil, dollar, and yield moves doing most of the macro pricing work.
|
US
NFIB Small Business Optimism 2nd TueSmall-business demand, hiring, and pricing plans provide an early domestic activity pulse.
US
Existing-Home Sales (Feb) 10:00aHousing turnover, mortgage-rate sensitivity, and homebuilder read-through all matter for cyclicals.
|
US
Consumer Price Index (Feb) 8:30aThe week’s main rates catalyst given the fresh energy shock and inflation-sensitive tone.
US
Real Earnings (Feb) 8:30aUseful companion to CPI for real wage and purchasing-power context.
US
Business Formation Statistics (Feb) 10:00aEntrepreneurship and startup-intent data offer a cleaner small-business pulse than sentiment alone.
UST
Monthly Treasury Statement (expected) ExpectedReceipts/outlays and deficit optics can matter more when rates and fiscal risk are already under scrutiny.
|
US
No major scheduled BLS/Census release —Thursday is primarily an earnings-and-headlines session; official BLS calendars place February PPI next week.
|
US
JOLTS Job Openings (Jan) 10:00aLabor demand remains central for cyclical and rate-sensitive sectors after last week’s payroll release.
UM
Michigan Consumer Sentiment (Prelim Mar) 10:00aSentiment and inflation expectations can shape the Friday close if CPI has already shifted the rates narrative.
|
Official timing note: the BLS release calendar lists Producer Price Index for February 2026 on Wednesday, March 18, so this page has been corrected away from the prior week’s stale “PPI Thursday” framing.
QBH Lens — How We’re Framing the Week
- Base case: Wednesday CPI is the primary macro event; Friday JOLTS + Michigan sentiment provide the cross-check on labor demand and household psychology.
- Rates lens: An oil-driven inflation scare raises the odds that a hot CPI print matters more than usual for duration, software multiples, and rate-sensitive housing names.
- Earnings lens: The company calendar is concentrated rather than broad—Mon/Tue/Thu do most of the stock-specific work, with Oracle and Adobe the software anchor points.
- Calendar caveat: We have corrected the page to the official BLS/Census/NAR schedule; do not rely on stale aggregator pages for PPI or other delayed releases.
🌍 Global Markets — Oil Shock, Dollar Strength, and a Higher Inflation Sensitivity Regime
Cross-asset conditions are doing a lot of the heavy lifting this week. Reuters reported oil surging above $100 and briefly toward $120 on March 9, while the U.S. dollar and yields strengthened as markets repriced inflation risk. That raises the bar for long-duration equities and leaves every macro print more consequential.
- Front-end rates: CPI is the key event because a hot print would reinforce the oil-driven inflation shock now feeding through global bonds.
- Dollar: A stronger USD is a headwind for commodities ex-energy, multinational translation, and some emerging-market risk appetite.
- Energy: Higher crude is the dominant macro input. Airlines, transports, and discretionary can feel the pain faster than upstream energy names.
- Equity style: Energy, defense, and select hard-asset exposure are being favored over rate-sensitive software, small caps, and consumer cyclicals.
Politics, Policy, Geopolitics & Tariffs — Week of Mar 9, 2026
- Oil shock: Reuters reported that the escalating Middle East war pushed crude sharply higher on Monday, with markets focusing on supply risks and possible reserve responses.
- Market implication: The geopolitical premium is flowing straight into inflation expectations, yields, and equity factor leadership.
- Tariff uncertainty remains live: Retail and industrial companies are still navigating a shifting tariff environment, and recent Reuters reporting shows the refund and legal process is still unfolding.
- Earnings implication: Management commentary on pricing power, sourcing, and consumer elasticity remains essential—especially for retail, discretionary, and import-heavy business models.
Corporate Actions, Dividends & Flows — Selected Ex-Dates and In-Week Payouts
Selected dividend calendar for Mar. 9–13 below includes both ex-dividend dates and a few in-week payouts. This is a practical watchlist, not a complete market-wide dividend file.
| Mon Mar 9 | Tue Mar 10 | Wed Mar 11 | Thu Mar 12 | Fri Mar 13 |
|---|---|---|---|---|
|
UNH
Ex-dividend — $2.21 Ex-DivPay date: Mar 17, 2026.
FDX
Ex-dividend — $1.45 Ex-DivPay date: Apr 1, 2026.
GE
Ex-dividend — $0.47 Ex-DivPay date: Apr 27, 2026.
|
CME
Ex-dividend — $1.30 annual Ex-DivPay date: Mar 26, 2026.
FIS
Ex-dividend — $0.44 Ex-DivPay date: Mar 24, 2026.
ETN
Ex-dividend — $1.10 Ex-DivPay date: Mar 27, 2026.
ADM
Dividend pays — $0.52 PayoutPay date falls this week on Mar 10, 2026.
|
NOC
Dividend pays — $2.31 PayoutNorthrop Grumman payment date is Mar 11, 2026.
PPG
Dividend pays — $0.97 PayoutPPG payment date is Mar 11, 2026.
|
FLOW
Light selected calendar —No additional highlighted ex-dividend or payout names are called out here for Thursday.
|
CSX
Dividend pays — $0.14 PayoutCash dividend payable Mar 13, 2026.
SCL
Dividend pays — $0.395 PayoutStepan payment date is Mar 13, 2026.
|
Week in Focus — CPI + Oracle/Adobe + Housing, All Through an Oil-Shock Lens
- Macro is concentrated: CPI on Wednesday sets the tone; JOLTS and Michigan sentiment on Friday decide whether the week ends with a growth scare, a rates scare, or both.
- Earnings are selective rather than broad: This is not a mega-cap flood week, but Oracle and Adobe matter disproportionately for software/AI sentiment, while Lennar ties directly into housing.
- Policy is not background noise: The oil shock and tariff backdrop are now feeding directly into inflation expectations, making every macro print more market-sensitive.
- Operational note: The prior version of this page carried stale late-February events. This update resets the calendar to the official Mar. 9–13, 2026 week and adds a selected dividend watchlist.
Sources
- NYSE hours & calendars(nyse.com)
- SIFMA holiday schedule(sifma.org)