Historical Year Data · 2022
10Y Term Premium (ACM) in 2022
10Y Term Premium (ACM) opened 2022 at -0.02% and closed at 0.28%, a +1777.25% move for the year. The high of 0.70% was reached on June 14, and the low of -0.02% on January 3.
Open
-0.02%
2022-01
Close
0.28%
249 data points
High
0.70%
Jun 14
Low
-0.02%
Jan 3
Full Year Change
+1777.25%
2021 Change
+87.95%
Monthly Breakdown
| Month | Open | Close | High | Low | Change |
|---|---|---|---|---|---|
| Jan | -0.02% | 0.07% | 0.11% | -0.02% | +531.74% |
| Feb | 0.07% | 0.08% | 0.18% | 0.06% | +4.49% |
| Mar | 0.01% | 0.32% | 0.39% | 0.01% | +2635.04% |
| Apr | 0.35% | 0.53% | 0.56% | 0.35% | +50.89% |
| May | 0.57% | 0.44% | 0.63% | 0.41% | -22.15% |
| Jun | 0.49% | 0.39% | 0.70% | 0.39% | -20.48% |
| Jul | 0.32% | 0.05% | 0.38% | 0.05% | -83.15% |
| Aug | 0.02% | 0.24% | 0.24% | 0.02% | +1051.90% |
| Sep | 0.29% | 0.52% | 0.58% | 0.27% | +81.11% |
| Oct | 0.45% | 0.51% | 0.59% | 0.41% | +12.11% |
| Nov | 0.51% | 0.20% | 0.56% | 0.20% | -60.49% |
| Dec | 0.14% | 0.28% | 0.28% | 0.07% | +104.15% |
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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