Historical Year Data · 2022
5Y Real Yield (TIPS) in 2022
5Y Real Yield (TIPS) opened 2022 at -1.58% and closed at 1.66%, a +205.06% move for the year. The high of 1.92% was reached on September 30, and the low of -1.63% on March 8.
Open
-1.58%
2022-01
Close
1.66%
249 data points
High
1.92%
Sep 30
Low
-1.63%
Mar 8
Full Year Change
+205.06%
2021 Change
+0.62%
Monthly Breakdown
| Month | Open | Close | High | Low | Change |
|---|---|---|---|---|---|
| Jan | -1.58% | -1.20% | -1.09% | -1.58% | +24.05% |
| Feb | -1.17% | -1.40% | -0.85% | -1.40% | -19.66% |
| Mar | -1.58% | -0.92% | -0.91% | -1.63% | +41.77% |
| Apr | -0.73% | -0.38% | -0.38% | -0.73% | +47.95% |
| May | -0.20% | -0.15% | -0.01% | -0.31% | +25.00% |
| Jun | -0.02% | 0.43% | 0.73% | -0.09% | +2250.00% |
| Jul | 0.28% | -0.03% | 0.52% | -0.03% | -110.71% |
| Aug | -0.06% | 0.72% | 0.72% | -0.06% | +1300.00% |
| Sep | 0.87% | 1.92% | 1.92% | 0.75% | +120.69% |
| Oct | 1.64% | 1.60% | 1.89% | 1.52% | -2.44% |
| Nov | 1.62% | 1.41% | 1.82% | 1.41% | -12.96% |
| Dec | 1.23% | 1.66% | 1.66% | 1.16% | +34.96% |
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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