Historical Year Data · 2022
Fed Reverse Repo Liabilities in 2022
Fed Reverse Repo Liabilities opened 2022 at 1,795,618 and closed at 2,627,152, a +46.31% move for the year. The high of 2,638,289 was reached on September 28, and the low of 1,775,652 on March 2.
Open
1,795,618
2022-01
Close
2,627,152
52 data points
High
2,638,289
Sep 28
Low
1,775,652
Mar 2
Full Year Change
+46.31%
2021 Change
+830.91%
Monthly Breakdown
| Month | Open | Close | High | Low | Change |
|---|---|---|---|---|---|
| Jan | 1,795,618 | 1,891,190 | 1,963,799 | 1,795,618 | +5.32% |
| Feb | 1,906,571 | 1,993,111 | 1,993,111 | 1,901,462 | +4.54% |
| Mar | 1,775,652 | 2,040,783 | 2,054,582 | 1,775,652 | +14.93% |
| Apr | 1,975,638 | 2,091,563 | 2,164,277 | 1,975,638 | +5.87% |
| May | 2,098,553 | 2,258,221 | 2,258,221 | 2,098,553 | +7.61% |
| Jun | 2,230,540 | 2,488,247 | 2,516,146 | 2,230,540 | +11.55% |
| Jul | 2,440,650 | 2,484,253 | 2,534,475 | 2,440,650 | +1.79% |
| Aug | 2,447,840 | 2,528,284 | 2,528,284 | 2,445,699 | +3.29% |
| Sep | 2,459,898 | 2,638,289 | 2,638,289 | 2,459,898 | +7.25% |
| Oct | 2,544,845 | 2,489,364 | 2,580,347 | 2,489,364 | -2.18% |
| Nov | 2,580,600 | 2,496,506 | 2,592,090 | 2,430,204 | -3.26% |
| Dec | 2,519,549 | 2,627,152 | 2,627,152 | 2,519,549 | +4.27% |
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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