Historical Year Data · 2022
Treasury Bond Net Speculative Positioning in 2022
Treasury Bond Net Speculative Positioning opened 2022 at -49,550 and closed at -151,064, a -204.87% move for the year. The high of 47,368 was reached on March 8, and the low of -151,064 on December 27.
Open
-49,550
2022-01
Close
-151,064
52 data points
High
47,368
Mar 8
Low
-151,064
Dec 27
Full Year Change
-204.87%
2021 Change
+89.36%
Monthly Breakdown
| Month | Open | Close | High | Low | Change |
|---|---|---|---|---|---|
| Jan | -49,550 | -64,095 | -47,496 | -65,038 | -29.35% |
| Feb | -36,548 | -14,738 | -14,738 | -36,548 | +59.67% |
| Mar | -4,529 | 16,001 | 47,368 | -4,529 | +453.30% |
| Apr | 1,203 | 20,099 | 20,099 | -11,238 | +1570.74% |
| May | 13,511 | 19,761 | 32,007 | 13,511 | +46.26% |
| Jun | 4,963 | -38,253 | 4,963 | -38,253 | -870.76% |
| Jul | -27,673 | -46,645 | -23,218 | -46,645 | -68.56% |
| Aug | -56,053 | -68,834 | -47,325 | -68,834 | -22.80% |
| Sep | -85,217 | -96,552 | -85,217 | -99,539 | -13.30% |
| Oct | -103,523 | -76,559 | -76,559 | -103,523 | +26.05% |
| Nov | -95,305 | -103,917 | -90,484 | -103,917 | -9.04% |
| Dec | -115,361 | -151,064 | -115,361 | -151,064 | -30.95% |
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.
Related Metrics
Get historical context as markets unfold, regime classification, scenario triggers, and analysis in your inbox.