Historical Year Data · 2022
10Y Real Yield (TIPS) in 2022
10Y Real Yield (TIPS) opened 2022 at -0.97% and closed at 1.58%, a +262.89% move for the year. The high of 1.74% was reached on November 3, and the low of -1.04% on March 8.
Open
-0.97%
2022-01
Close
1.58%
249 data points
High
1.74%
Nov 3
Low
-1.04%
Mar 8
Full Year Change
+262.89%
2021 Change
+3.70%
Monthly Breakdown
| Month | Open | Close | High | Low | Change |
|---|---|---|---|---|---|
| Jan | -0.97% | -0.65% | -0.50% | -0.97% | +32.99% |
| Feb | -0.62% | -0.79% | -0.42% | -0.79% | -27.42% |
| Mar | -0.90% | -0.52% | -0.45% | -1.04% | +42.22% |
| Apr | -0.41% | 0.01% | 0.01% | -0.41% | +102.44% |
| May | 0.18% | 0.21% | 0.34% | 0.07% | +16.67% |
| Jun | 0.29% | 0.65% | 0.89% | 0.22% | +124.14% |
| Jul | 0.54% | 0.14% | 0.72% | 0.14% | -74.07% |
| Aug | 0.09% | 0.67% | 0.67% | 0.09% | +644.44% |
| Sep | 0.81% | 1.68% | 1.68% | 0.73% | +107.41% |
| Oct | 1.43% | 1.58% | 1.73% | 1.38% | +10.49% |
| Nov | 1.56% | 1.34% | 1.74% | 1.34% | -14.10% |
| Dec | 1.17% | 1.58% | 1.60% | 1.08% | +35.04% |
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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