• US Treasury yields climb as global inflation data sparks fears; 10-year bond yield rises to 4.320%.
  • Canadian and Australian inflation data higher than expected, contributing to global yield increases.
  • Focus shifts to US May PCE report, with expectations of a slight decrease in both headline and core inflation.

US Treasury yields climbed on Wednesday after some countries revealed inflation data, which was higher than expected and increased fears that the upcoming May’s Personal Consumption Expenditure (PCE) Price Index report in the United States could come hot.

Elevated US yields weighed on Gold, pushing prices to a two-week low

On Tuesday, data from Canada showed that inflation came hotter than expected, spurring a jump in global bond yields. On Wednesday, Australia’s Consumer Price Index (CPI) rose to its highest level in six months, peaking at 4%, well above the Reserve Bank of Australia (RBA) inflation goal.

Focus this week will be on the Fed’s preferred gauge for inflation, the May PCE, which is expected to decrease from 2.7% to 2.6 YoY, while core PCE is anticipated to be 2.6% in the twelve months to May, down from 2.8%.

Other significant data releases include the final reading of Q1 2024 Gross Domestic Product (GDP), Durable Goods Orders, and Initial Jobless Claims.

The US 10-year Treasury bond yield has risen seven basis points to 4.320%, its highest level since mid-June. This pushed Gold prices toward a two-week low of $2,293 before stabilizing at around $2,297.

Data from the Chicago Board of Trade (CBOT) shows that traders expect 36 basis points (bps) of easing, according to December’s 2024 fed funds rate futures contract. In the meantime, the CME FedWatch Tool shows odds for a 25-basis-point Fed rate cut in September at 56.3%, lower than Tuesday’s 59.5%.

Interest rates FAQs

Interest rates are charged by financial institutions on loans to borrowers and are paid as interest to savers and depositors. They are influenced by base lending rates, which are set by central banks in response to changes in the economy. Central banks normally have a mandate to ensure price stability, which in most cases means targeting a core inflation rate of around 2%. If inflation falls below target the central bank may cut base lending rates, with a view to stimulating lending and boosting the economy. If inflation rises substantially above 2% it normally results in the central bank raising base lending rates in an attempt to lower inflation.

Higher interest rates generally help strengthen a country’s currency as they make it a more attractive place for global investors to park their money.

Higher interest rates overall weigh on the price of Gold because they increase the opportunity cost of holding Gold instead of investing in an interest-bearing asset or placing cash in the bank. If interest rates are high that usually pushes up the price of the US Dollar (USD), and since Gold is priced in Dollars, this has the effect of lowering the price of Gold.

The Fed funds rate is the overnight rate at which US banks lend to each other. It is the oft-quoted headline rate set by the Federal Reserve at its FOMC meetings. It is set as a range, for example 4.75%-5.00%, though the upper limit (in that case 5.00%) is the quoted figure. Market expectations for future Fed funds rate are tracked by the CME FedWatch tool, which shapes how many financial markets behave in anticipation of future Federal Reserve monetary policy decisions.

 

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