Historical Year Data · 2022
2Y Treasury Yield in 2022
2Y Treasury Yield opened 2022 at 0.78% and closed at 4.41%, a +465.38% move for the year. The high of 4.72% was reached on November 7, and the low of 0.77% on January 4.
Open
0.78%
2022-01
Close
4.41%
249 data points
High
4.72%
Nov 7
Low
0.77%
Jan 4
Full Year Change
+465.38%
2021 Change
+563.64%
Monthly Breakdown
| Month | Open | Close | High | Low | Change |
|---|---|---|---|---|---|
| Jan | 0.78% | 1.18% | 1.18% | 0.77% | +51.28% |
| Feb | 1.18% | 1.44% | 1.61% | 1.16% | +22.03% |
| Mar | 1.31% | 2.28% | 2.35% | 1.31% | +74.05% |
| Apr | 2.44% | 2.70% | 2.72% | 2.37% | +10.66% |
| May | 2.73% | 2.53% | 2.78% | 2.46% | -7.33% |
| Jun | 2.66% | 2.92% | 3.45% | 2.65% | +9.77% |
| Jul | 2.84% | 2.89% | 3.25% | 2.82% | +1.76% |
| Aug | 2.90% | 3.45% | 3.46% | 2.90% | +18.97% |
| Sep | 3.51% | 4.22% | 4.30% | 3.40% | +20.23% |
| Oct | 4.12% | 4.51% | 4.62% | 4.10% | +9.47% |
| Nov | 4.54% | 4.38% | 4.72% | 4.34% | -3.52% |
| Dec | 4.25% | 4.41% | 4.41% | 4.17% | +3.76% |
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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