Historical Year Data · 2022
30Y Real Yield (TIPS) in 2022
30Y Real Yield (TIPS) opened 2022 at -0.36% and closed at 1.67%, a +563.89% move for the year. The high of 1.82% was reached on October 21, and the low of -0.36% on January 3.
Open
-0.36%
2022-01
Close
1.67%
249 data points
High
1.82%
Oct 21
Low
-0.36%
Jan 3
Full Year Change
+563.89%
2021 Change
-12.82%
Monthly Breakdown
| Month | Open | Close | High | Low | Change |
|---|---|---|---|---|---|
| Jan | -0.36% | -0.12% | -0.03% | -0.36% | +66.67% |
| Feb | -0.08% | -0.11% | 0.19% | -0.11% | -37.50% |
| Mar | -0.16% | -0.03% | 0.06% | -0.30% | +81.25% |
| Apr | 0.00% | 0.40% | 0.40% | 0.00% | +0.00% |
| May | 0.56% | 0.67% | 0.68% | 0.44% | +19.64% |
| Jun | 0.67% | 0.91% | 1.01% | 0.55% | +35.82% |
| Jul | 0.88% | 0.71% | 1.02% | 0.71% | -19.32% |
| Aug | 0.67% | 0.96% | 0.96% | 0.67% | +43.28% |
| Sep | 1.07% | 1.74% | 1.74% | 1.01% | +62.62% |
| Oct | 1.58% | 1.69% | 1.82% | 1.58% | +6.96% |
| Nov | 1.64% | 1.46% | 1.80% | 1.42% | -10.98% |
| Dec | 1.29% | 1.67% | 1.67% | 1.15% | +29.46% |
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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