Historical Year Data · 2022
20Y Real Yield (TIPS) in 2022
20Y Real Yield (TIPS) opened 2022 at -0.55% and closed at 1.62%, a +394.55% move for the year. The high of 1.77% was reached on October 21, and the low of -0.57% on March 8.
Open
-0.55%
2022-01
Close
1.62%
249 data points
High
1.77%
Oct 21
Low
-0.57%
Mar 8
Full Year Change
+394.55%
2021 Change
+0.00%
Monthly Breakdown
| Month | Open | Close | High | Low | Change |
|---|---|---|---|---|---|
| Jan | -0.55% | -0.29% | -0.17% | -0.55% | +47.27% |
| Feb | -0.25% | -0.34% | -0.02% | -0.34% | -36.00% |
| Mar | -0.41% | -0.20% | -0.11% | -0.57% | +51.22% |
| Apr | -0.15% | 0.27% | 0.27% | -0.15% | +280.00% |
| May | 0.43% | 0.51% | 0.57% | 0.32% | +18.60% |
| Jun | 0.54% | 0.82% | 0.97% | 0.44% | +51.85% |
| Jul | 0.76% | 0.47% | 0.91% | 0.47% | -38.16% |
| Aug | 0.43% | 0.82% | 0.82% | 0.43% | +90.70% |
| Sep | 0.95% | 1.68% | 1.68% | 0.89% | +76.84% |
| Oct | 1.49% | 1.64% | 1.77% | 1.47% | +10.07% |
| Nov | 1.59% | 1.40% | 1.75% | 1.38% | -11.95% |
| Dec | 1.23% | 1.62% | 1.63% | 1.11% | +31.71% |
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.
Related Metrics
Get historical context as markets unfold, regime classification, scenario triggers, and analysis in your inbox.