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Why Did Gold Fall Despite Accelerating Inflation?

Published 06/16/2022, 02:02 AM

Gold didn’t react to rising inflation in May as expected and sank. The reason was strengthened expectations of steeper interest rate hikes by the Fed.

Will Inflation Peak Soon?

According to the Bureau of Labor Statistics, the CPI increased 1.0 percent in May, after rising 0.3 percent in April. This is a huge increase, especially since we are talking here about changes from month to month.

The core CPI, which excludes energy and food prices, rose 0.6%, the same increase as in April. What is particularly disturbing is that almost all major components increased over the month, which clearly shows that inflation is broad-based.

The monthly inflation rate in May was the highest since June 2008, the middle of the Great Recession. However, the previous cases were rather temporary spikes, while now—as the chart below shows—we observe a clear upward trend.

CPI & Core CPI Monthly Inflation Rates (2005-2022)

On an annual basis, the situation doesn’t look any better. The overall CPI inflation increased 8.6% for the 12 months ending May, the largest 12-month increase since the period ending December 1981, as the chart below shows. However, it was then a period of disinflation, while inflation is still on the rise today.

CPI & Core CPI Monthly Inflation Rates

Sure, there was a surge in oil and gas prices—the index for fuel oil soared 106.7%, which was the largest increase in the history of the series that began in 1935. But the core CPI rose 6%, which indicates that inflation is broad-based and cannot be simply explained by rising energy prices.

Indeed, inflation is accelerating, not just because gasoline is rising. Inflation is also spiking in services, where consumers spend most of their money. For example, the index for shelter rose in May to 5.45%, the largest rate since October 1990, as the chart below shows. The Producer Price Index is also accelerating, which suggests that inflation may not be in the mood to peak yet.

CPI Shelter Index & Producer Price Index

Implications For Gold

What does it all mean for the gold market? Well, higher and more entrenched inflation should be supportive of the yellow metal. However, hot inflation numbers boosted market bets on steeper interest rate hikes from the Fed.

According to the FedWatch Tool, the odds of a 75-basis point hike at the FOMC meeting in June surged from merely 3.9% one week ago to 90.5%! Consequently, both bond yields and the US dollar have risen, pushing gold down.

As the chart below shows, the price of the yellow metal decreased from $1,853 last week to about $1,830.

Gold Prices In 2022

However, the long-term outlook for gold is much better. All periods with such high inflation ended up in recession. You see, there are only two options. The first is that the Fed will stay behind the curve and won’t curb inflation, but then inflation will destabilize the economy on its own.

The second is that the Fed will significantly tighten its monetary policy, but then it will probably overdo it and push the economy into recession.

So far, monetary policy remains accommodative—at least in terms of what the Taylor rule suggests (see the chart below). Thus, if the Fed really wants to become restrictive, it would have to aggressively hike the federal funds rate, which could lead to stagflation.

Actual Fed Funds Rate & Taylor Rules Prescription

Gold should shine during stagflation. However, as long as real interest rates are rising, gold may struggle. However, the yellow metal is still outperforming stocks (not to mention cryptocurrencies), and when the end of the easy money era deflates other asset classes even more, investors will likely to seek a safe haven in gold.

The orgy of excess liquidity and ultra low interest rates that began after the financial crisis of 2007-2008 is ending, which could wipe out a lot of value from the markets.

Surely, gold will also be liquidated, especially at the beginning of the next economic crisis, but it should ultimately emerge as the winner from the upcoming turmoil.

Disclaimer: Please note that the aim of the above analysis is to discuss the likely long-term impact of the featured phenomenon on the price of gold and this analysis does not indicate (nor does it aim to do so) whether gold is likely to move higher or lower in the short- or medium term. In order to determine the latter, many additional factors need to be considered (i.e. sentiment, chart patterns, cycles, indicators, ratios, self-similar patterns and more) and we are taking them into account (and discussing the short- and medium-term outlook) in our Gold & Silver Trading Alerts.

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