Anomaly Radar

Which series made the most unusual move at their latest reading, measured against their own recent history. A ranking of statistics, not a risk score; nothing here says why it moved.

This series has too little daily history (or is stale) to be measured.

5 series · Daily markets Macro prints · Rank by latest move 5 readings level extreme · Data ↓

Series	Class	Move	z	z 5 readings	1Y pctl	As of
UST 30YR related · chart	Rates	−9 bp	−2.4σ	−3.2σ	94	2026-10-15
UST 10YR related · chart	Rates	−9 bp	−2.1σ	−2.1σ	94	2026-10-15
10YR real yield (TIPS) related · chart	Rates	−6 bp	−1.7σ	−1.9σ	94	2026-10-15
UST 2YR related · chart	Rates	−5 bp	−1.1σ	0.0σ	94	2026-10-15
US HY OAS related · chart	Credit	−2 bp	−0.4σ	+0.7σ	96	2026-10-15

Method

Move: latest reading against the one before: % for prices, bp for rates, units otherwise.
z: the move divided by the standard deviation of the previous 252 one-reading moves (daily series) or 36 print-to-print changes (macro prints). 2σ is a move seen roughly once in 20 readings if moves were normally distributed; markets have fatter tails, so read it as a ranking.
z 5 readings: the change over the last 5 readings against earlier 5-reading changes that do not overlap the latest.
1Y percentile: where the latest level sits among the last 252 levels (0 lowest, 100 highest). "Level extreme" ranks by distance from 50.
Included: daily series with at least 60 moves from readings at most 5 days apart (older weekly history is not used), and macro series with at least 8 earlier changes. Left out now: 276 with too little history, 168 daily series more than 10 days behind the newest market date (2026-10-16).