Historical Year Data · 2022
€STR (Euro Short-Term Rate) in 2022
€STR (Euro Short-Term Rate) opened 2022 at -0.58% and closed at 1.89%, a +426.99% move for the year. The high of 1.91% was reached on December 23, and the low of -0.59% on March 31.
Open
-0.58%
2022-01
Close
1.89%
257 data points
High
1.91%
Dec 23
Low
-0.59%
Mar 31
Full Year Change
+426.99%
2021 Change
-4.24%
Monthly Breakdown
| Month | Open | Close | High | Low | Change |
|---|---|---|---|---|---|
| Jan | -0.58% | -0.58% | -0.57% | -0.58% | -0.17% |
| Feb | -0.58% | -0.58% | -0.57% | -0.58% | -0.35% |
| Mar | -0.58% | -0.59% | -0.57% | -0.59% | -2.77% |
| Apr | -0.58% | -0.59% | -0.58% | -0.59% | -0.69% |
| May | -0.58% | -0.59% | -0.58% | -0.59% | -1.03% |
| Jun | -0.58% | -0.59% | -0.58% | -0.59% | -1.55% |
| Jul | -0.58% | -0.09% | -0.09% | -0.58% | +84.31% |
| Aug | -0.09% | -0.09% | -0.08% | -0.09% | -3.41% |
| Sep | -0.08% | 0.64% | 0.66% | -0.09% | +864.29% |
| Oct | 0.66% | 0.65% | 0.66% | 0.65% | -1.22% |
| Nov | 0.66% | 1.39% | 1.41% | 0.66% | +111.08% |
| Dec | 1.40% | 1.89% | 1.91% | 1.40% | +35.00% |
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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