Historical Year Data · 2022
10-Year Note Auction High Yield in 2022
10-Year Note Auction High Yield opened 2022 at 1.72% and closed at 3.63%, a +110.39% move for the year. The high of 4.14% was reached on November 9, and the low of 1.72% on January 12.
Open
1.72%
2022-01
Close
3.63%
12 data points
High
4.14%
Nov 9
Low
1.72%
Jan 12
Full Year Change
+110.39%
2021 Change
+30.41%
Monthly Breakdown
| Month | Open | Close | High | Low | Change |
|---|---|---|---|---|---|
| Jan | 1.72% | 1.72% | 1.72% | 1.72% | +0.00% |
| Feb | 1.90% | 1.90% | 1.90% | 1.90% | +0.00% |
| Mar | 1.92% | 1.92% | 1.92% | 1.92% | +0.00% |
| Apr | 2.72% | 2.72% | 2.72% | 2.72% | +0.00% |
| May | 2.94% | 2.94% | 2.94% | 2.94% | +0.00% |
| Jun | 3.03% | 3.03% | 3.03% | 3.03% | +0.00% |
| Jul | 2.96% | 2.96% | 2.96% | 2.96% | +0.00% |
| Aug | 2.75% | 2.75% | 2.75% | 2.75% | +0.00% |
| Sep | 3.33% | 3.33% | 3.33% | 3.33% | +0.00% |
| Oct | 3.93% | 3.93% | 3.93% | 3.93% | +0.00% |
| Nov | 4.14% | 4.14% | 4.14% | 4.14% | +0.00% |
| Dec | 3.63% | 3.63% | 3.63% | 3.63% | +0.00% |
Events During 2022
2022 Fed Rate Hiking Cycle
Stagflation
March–December 2022
The Fed raised rates 425bps in 2022, the fastest hiking cycle since the Volcker era. The 60/40 portfolio posted its worst year since 1937.
2022 UK Mini-Budget & Gilt Crisis
Stagflation
September 23 – October 14, 2022
UK Prime Minister Liz Truss's September 23, 2022 mini-budget triggered a collapse in sterling and gilts. LDI pension strategies faced forced liquidation. The Bank of England intervened to prevent financial instability.
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