Historical Year Data · 2022
SOFR in 2022
SOFR opened 2022 at 0.05% and closed at 4.30%, a +8500.00% move for the year. The high of 4.32% was reached on December 15, and the low of 0.04% on January 20.
Open
0.05%
2022-01
Close
4.30%
249 data points
High
4.32%
Dec 15
Low
0.04%
Jan 20
Full Year Change
+8500.00%
2021 Change
-50.00%
Monthly Breakdown
| Month | Open | Close | High | Low | Change |
|---|---|---|---|---|---|
| Jan | 0.05% | 0.05% | 0.05% | 0.04% | +0.00% |
| Feb | 0.05% | 0.05% | 0.05% | 0.04% | +0.00% |
| Mar | 0.05% | 0.29% | 0.30% | 0.05% | +480.00% |
| Apr | 0.30% | 0.28% | 0.30% | 0.26% | -6.67% |
| May | 0.30% | 0.79% | 0.80% | 0.30% | +163.33% |
| Jun | 0.80% | 1.50% | 1.52% | 0.69% | +87.50% |
| Jul | 1.52% | 2.27% | 2.28% | 1.52% | +49.34% |
| Aug | 2.28% | 2.29% | 2.30% | 2.27% | +0.44% |
| Sep | 2.29% | 2.98% | 2.99% | 2.25% | +30.13% |
| Oct | 3.00% | 3.05% | 3.05% | 3.00% | +1.67% |
| Nov | 3.05% | 3.82% | 3.82% | 3.05% | +25.25% |
| Dec | 3.82% | 4.30% | 4.32% | 3.80% | +12.57% |
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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