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.
| Series | Move | z |
|---|---|---|
| SRBI 9M bid-to-cover | +28.71 | +4.5σ |
| SRBI 9M incoming bids | +4.31 | +4.2σ |
| SRBI 6M incoming bids | +6.58 | +2.0σ |
| SUN auction bid-to-cover | −0.55 | −1.6σ |
| SRBI 12M incoming bids | +22.71 | +1.3σ |
| SUN auction incoming bids | −18.79 | −1.2σ |
| SRBI 12M awarded yield (w.avg) | −18 bp | −1.2σ |
| SRBI 6M bid-to-cover | −14.47 | −1.2σ |
| US 30Y mortgage rate | +8 bp | +1.1σ |
| SRBI 6M awarded yield (w.avg) | −15 bp | −1.1σ |
| SRBI 9M awarded yield (w.avg) | −11 bp | −0.8σ |
| Real SRBI 12M (SRBI - CPI) | −18 bp | −0.5σ |
| SBSN auction awarded | −1.00 | −0.3σ |
| SBSN auction bid-to-cover | +0.27 | +0.3σ |
| SBSN auction incoming bids | +0.76 | +0.1σ |
| SRBI 12M bid-to-cover | +0.66 | +0.1σ |
| SUN auction awarded | 0.00 | 0.0σ |
| BI-Rate | 0 bp | 0.0σ |