Historical Year Data · 2022
5Y5Y Forward Inflation in 2022
5Y5Y Forward Inflation opened 2022 at 2.25% and closed at 2.27%, a +0.89% move for the year. The high of 2.67% was reached on April 21, and the low of 1.92% on January 20.
Open
2.25%
2022-01
Close
2.27%
249 data points
High
2.67%
Apr 21
Low
1.92%
Jan 20
Full Year Change
+0.89%
2021 Change
+10.29%
Monthly Breakdown
| Month | Open | Close | High | Low | Change |
|---|---|---|---|---|---|
| Jan | 2.25% | 2.06% | 2.25% | 1.92% | -8.44% |
| Feb | 2.06% | 2.13% | 2.13% | 1.96% | +3.40% |
| Mar | 2.10% | 2.34% | 2.37% | 2.10% | +11.43% |
| Apr | 2.32% | 2.46% | 2.67% | 2.32% | +6.03% |
| May | 2.41% | 2.32% | 2.51% | 2.21% | -3.73% |
| Jun | 2.34% | 2.08% | 2.47% | 2.08% | -11.11% |
| Jul | 2.08% | 2.33% | 2.33% | 2.08% | +12.02% |
| Aug | 2.30% | 2.38% | 2.45% | 2.25% | +3.48% |
| Sep | 2.38% | 2.16% | 2.40% | 2.16% | -9.24% |
| Oct | 2.22% | 2.37% | 2.46% | 2.15% | +6.76% |
| Nov | 2.37% | 2.27% | 2.39% | 2.20% | -4.22% |
| Dec | 2.27% | 2.27% | 2.35% | 2.11% | +0.00% |
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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