Hot U.S. inflation is boosting market expectations for a 5% or higher fed-funds rate in a matter of months

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With inflation showing no signs of letting up, expectations are building in financial markets for a 5% fed-funds rate by March that brings more volatility.

With inflation showing no signs of letting up, expectations are building in financial markets for a 5% fed-funds rate by March that’s likely to bring more volatility across equities, bonds and currencies. Barclays sees the benchmark U.S. interest-rate target getting to 5% to 5.25% by February — from a current level between 3% to 3.25% — on the back of “more aggressive, front-loaded” rate hikes by the Federal Reserve, according to a note released Thursday.

See: Fed’s benchmark interest rate may peak above 5% after Sept inflation data, some economists think “People are just completely taken aback by rates that have moved as much as they did over the last three months. I certainly did not expect a 5% 2-year rate, but that seems to be where we might be heading,” di Galoma said via phone. “We’re going to see not a shallow recession, but something more massive than people are used to. We’re going back to at least the Global Financial Crisis here because every place in the world is slowing” and all these markets are in the process of “breaking down.

The policy-sensitive 2-year Treasury rate TMUBMUSD02Y soared above 4.4%, while the 10-year yield TMUBMUSD10Y gave up earlier gains and hovered around 3.94%. Talk of a 5% fed-funds rate has circulated for at least the past month, but always seemed to get buried behind a more general dialogue about what the Fed might do in November.

 

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