Historical Year Data · 2022
5-Year Note Primary Dealer Share in 2022
5-Year Note Primary Dealer Share opened 2022 at 12.86% and closed at 16.87%, a +31.12% move for the year. The high of 22.09% was reached on June 27, and the low of 11.73% on February 23.
Open
12.86%
2022-01
Close
16.87%
12 data points
High
22.09%
Jun 27
Low
11.73%
Feb 23
Full Year Change
+31.12%
2021 Change
-21.12%
Monthly Breakdown
| Month | Open | Close | High | Low | Change |
|---|---|---|---|---|---|
| Jan | 12.86% | 12.86% | 12.86% | 12.86% | +0.00% |
| Feb | 11.73% | 11.73% | 11.73% | 11.73% | +0.00% |
| Mar | 16.88% | 16.88% | 16.88% | 16.88% | +0.00% |
| Apr | 14.45% | 14.45% | 14.45% | 14.45% | +0.00% |
| May | 14.75% | 14.75% | 14.75% | 14.75% | +0.00% |
| Jun | 22.09% | 22.09% | 22.09% | 22.09% | +0.00% |
| Jul | 15.45% | 15.45% | 15.45% | 15.45% | +0.00% |
| Aug | 18.19% | 18.19% | 18.19% | 18.19% | +0.00% |
| Sep | 21.62% | 21.62% | 21.62% | 21.62% | +0.00% |
| Oct | 16.38% | 16.38% | 16.38% | 16.38% | +0.00% |
| Nov | 13.54% | 13.54% | 13.54% | 13.54% | +0.00% |
| Dec | 16.87% | 16.87% | 16.87% | 16.87% | +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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