Historical Year Data · 2022
Primary Dealer Fails to Receive — Treasuries in 2022
Primary Dealer Fails to Receive — Treasuries opened 2022 at 102,650 and closed at 153,635, a +49.67% move for the year. The high of 448,526 was reached on September 28, and the low of 101,248 on January 12.
Open
102,650
2022-01
Close
153,635
52 data points
High
448,526
Sep 28
Low
101,248
Jan 12
Full Year Change
+49.67%
2021 Change
+81.73%
Monthly Breakdown
| Month | Open | Close | High | Low | Change |
|---|---|---|---|---|---|
| Jan | 102,650 | 142,510 | 142,510 | 101,248 | +38.83% |
| Feb | 135,344 | 106,800 | 135,344 | 106,800 | -21.09% |
| Mar | 153,045 | 194,342 | 194,342 | 113,381 | +26.98% |
| Apr | 266,683 | 155,934 | 266,683 | 138,178 | -41.53% |
| May | 180,793 | 148,215 | 180,793 | 120,429 | -18.02% |
| Jun | 188,115 | 208,237 | 251,062 | 151,420 | +10.70% |
| Jul | 181,873 | 186,733 | 186,733 | 157,756 | +2.67% |
| Aug | 207,816 | 172,115 | 207,816 | 172,115 | -17.18% |
| Sep | 186,062 | 448,526 | 448,526 | 175,979 | +141.06% |
| Oct | 275,786 | 155,539 | 275,786 | 155,539 | -43.60% |
| Nov | 202,669 | 153,120 | 202,669 | 145,553 | -24.45% |
| Dec | 172,156 | 153,635 | 172,924 | 138,198 | -10.76% |
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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