Historical Year Data · 2022
7Y Real Yield (TIPS) in 2022
7Y Real Yield (TIPS) opened 2022 at -1.25% and closed at 1.61%, a +228.80% move for the year. The high of 1.78% was reached on October 19, and the low of -1.33% on March 8.
Open
-1.25%
2022-01
Close
1.61%
249 data points
High
1.78%
Oct 19
Low
-1.33%
Mar 8
Full Year Change
+228.80%
2021 Change
+2.24%
Monthly Breakdown
| Month | Open | Close | High | Low | Change |
|---|---|---|---|---|---|
| Jan | -1.25% | -0.90% | -0.76% | -1.25% | +28.00% |
| Feb | -0.87% | -1.07% | -0.63% | -1.07% | -22.99% |
| Mar | -1.21% | -0.71% | -0.66% | -1.33% | +41.32% |
| Apr | -0.57% | -0.17% | -0.17% | -0.57% | +70.18% |
| May | 0.00% | 0.03% | 0.18% | -0.11% | +0.00% |
| Jun | 0.14% | 0.54% | 0.82% | 0.07% | +285.71% |
| Jul | 0.42% | 0.04% | 0.62% | 0.04% | -90.48% |
| Aug | 0.00% | 0.69% | 0.69% | 0.00% | +0.00% |
| Sep | 0.84% | 1.77% | 1.77% | 0.74% | +110.71% |
| Oct | 1.51% | 1.59% | 1.78% | 1.45% | +5.30% |
| Nov | 1.58% | 1.37% | 1.77% | 1.37% | -13.29% |
| Dec | 1.20% | 1.61% | 1.62% | 1.11% | +34.17% |
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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