Historical Year Data · 2022
Overnight Reverse Repo in 2022
Overnight Reverse Repo opened 2022 at $2B and closed at $3B, a +61.68% move for the year. The high of $3B was reached on December 30, and the low of $1B on March 7.
Open
$2B
2022-01
Close
$3B
249 data points
High
$3B
Dec 30
Low
$1B
Mar 7
Full Year Change
+61.68%
2021 Change
+190458100.00%
Monthly Breakdown
| Month | Open | Close | High | Low | Change |
|---|---|---|---|---|---|
| Jan | $2B | $2B | $2B | $1B | +4.77% |
| Feb | $2B | $2B | $2B | $2B | +0.75% |
| Mar | $2B | $2B | $2B | $1B | +20.54% |
| Apr | $2B | $2B | $2B | $2B | +14.45% |
| May | $2B | $2B | $2B | $2B | +10.15% |
| Jun | $2B | $2B | $2B | $2B | +18.56% |
| Jul | $2B | $2B | $2B | $2B | +6.14% |
| Aug | $2B | $2B | $2B | $2B | +4.12% |
| Sep | $2B | $2B | $2B | $2B | +11.63% |
| Oct | $2B | $2B | $2B | $2B | +1.02% |
| Nov | $2B | $2B | $2B | $2B | -3.84% |
| Dec | $2B | $3B | $3B | $2B | +24.55% |
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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