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SprottDeep research3 May 2022Source: sprott.com

April Pressures Risk Assets

Sprott is a Toronto-headquartered asset manager specializing in precious metals and critical materials (NYSE/TSX: SII), tracing its roots to Sprott Securities founded by Eric Sprott in 1981 and now led by CEO Whitney George. It runs physical gold, silver and uranium trusts, ETFs, active strategies and resource lending, with about $65bn in AUM. The Insights column carries monthly commentaries and white papers on uranium, gold, silver, copper and critical materials by Paul Wong, Jacob White and John Hathaway (ex-Tocqueville gold manager) — note the house's structurally bullish commodity stance, as it sells the corresponding trusts and ETFs.

Eric Sprott、Whitney George · 1981 · 加拿大多伦多Precious metals & critical materials

In plain words

This report looks at April 2022, when markets were under heavy pressure from Fed rate hikes, war in Ukraine, China lockdowns, and a shrinking US economy. Gold dipped but stayed up for the year, and the author thinks this is just a pause, not a sell-off—driven more by low liquidity than real selling. Silver fell harder but could be a buying opportunity in coming months, partly because gold tends to lead silver by about four months, and silver demand from solar panels is growing fast. Bonds had their worst drawdown in 50 years, losing their safe-haven role, so gold looks more attractive. The key takeaway: keep gold as a core holding, cut bonds, and watch for a liquidity crunch as the Fed tightens.

AI SummaryAI-generated · may contain errors · verify against the original

In April 2022, the precious metals sector corrected alongside risk assets, with the US Dollar Index (DXY) rising 4.73%. As of April 30, spot gold was still up 3.70% year-to-date, closing at $1,896.93, but fell 2.09% for the month; spot silver was down 2.28% year-to-date, closing at $22.78. Gold mini

~13 min full read · 15 sections
Deep Analysis

Theme and Background

This chapter focuses on the monthly performance and market environment of the precious metals sector in April 2022. The report notes that a large-scale deleveraging event occurred in the second half of April, leading to outflows across all asset classes and a sharp 4.73% rise in the US Dollar Index. Gold entered a consolidation phase after its breakout. The market faced multiple pressures, including the Federal Reserve's hawkish stance, the ongoing Russia-Ukraine conflict, COVID-19 lockdowns in China, and an unexpected 1.4% contraction in US Q1 GDP, exacerbating stagflation risks.

Core Views

The author argues that gold is in a consolidation phase following its March breakout, with short-term price fluctuations driven more by a lack of liquidity than by selling pressure. Counterintuitive judgment: despite inflation data hitting multi-decade highs, market consensus on the inflation outlook is surprisingly low, and uncertainty is likely to continue rising. Meanwhile, the bond market is experiencing its largest drawdown in nearly 50 years, rendering traditional safe-haven assets ineffective and highlighting gold's value as an alternative safe haven.

Key Arguments and Data

  • Gold Performance: Spot gold fell 2.09% in April to $1,896.93, but remains up 3.70% year-to-date. The author views this as a consolidation of the March breakout, with prices testing support after approaching the 2020 all-time high of $2,064.
  • Silver Performance: Silver fell 8.13% in April to $22.78, down 2.28% year-to-date, and remains in a long-term correction range.
  • Gold Mining Stocks: The SOLGMCFT Index fell 7.95% in the month but is still up 12.01% year-to-date, reflecting a pullback after overbought conditions and correlation with equities.
  • Bond Market: The US Treasury Index is down 8.50% year-to-date, with a drawdown of -12.22%—the largest in nearly 50 years and double the previous record. The Global Aggregate Bond Index has seen an even larger drawdown of -15.48%.
  • Stagflation Pressures: The IMF cut its 2022 global GDP growth forecast from 4.4% to 3.6%, and the World Bank from 4.1% to 3.2%. Inflation expectations are rising rapidly while GDP forecasts are slumping sharply.
  • Federal Reserve Policy: The market expects three 50-basis-point rate hikes this year, totaling 275 basis points of tightening. Combined with quantitative tightening (QT) starting in May, this could intensify selling pressure.
Indicator 4/30/2022 3/31/2022 Monthly Change Monthly % Change YTD % Change
Gold Spot $1,896.93 $1,937.44 ($40.51) (2.09)% 3.70%
Silver Spot $22.78 $24.79 ($2.02) (8.13)% (2.28)%
Gold Mining Stocks (SOLGMCFT) 138.17 150.10 (11.93) (7.95)% 12.01%
US Dollar Index (DXY) 102.96 98.31 4.65 4.73% 7.62%
S&P 500 Index 4,131.93 4,530.41 (398.48) (8.80)% (13.31)%
US Treasury Index $2,287.44 $2,360.57 ($73.13) (3.10)% (8.50)%
US 10-Year Treasury Yield 2.93% 2.34% 0.60% 60 BPS 142 BPS
US 10-Year Real Yield (0.01)% (0.49)% 0.49% 49 BPS 110 BPS

Companies/Assets Involved

  • Gold Bullion: Core asset, bullish. The report views the consolidation as healthy, with price fluctuations driven by a lack of liquidity rather than selling pressure.
  • Silver Bullion: Neutral. Remains in a long-term correction range and underperforms gold.
  • Gold Mining Stocks (SOLGMCFT Index / GDX): Bullish but under short-term pressure. Still leading year-to-date gains, but the April pullback shows increased correlation with equities.
  • US Treasury Index: Bearish. The drawdown is the worst in 50 years, traditional safe-haven function has failed, and QT will intensify pressure.
  • S&P 500 Index: Bearish. Fell 8.80% in April, its worst month since March 2020, with the Nasdaq dropping 13.26%.
  • US Dollar Index (DXY): Bullish but with risk warnings. Rose 4.73% in April to 102.96, and the report believes it has entered an "unstable zone."

Investment Implications

  • Gold should be a core allocation: With the bond market losing its safe-haven function and stagflation risks rising, gold is one of the few assets still offering protection. The current consolidation presents an opportunity to add positions.
  • Beware of QT-induced liquidity crisis: Quantitative tightening starting in May will reduce market liquidity and could intensify selling pressure across all asset classes. Gold may face short-term headwinds but will benefit long-term from safe-haven demand.
  • Focus on inflation uncertainty: The lack of market consensus on the inflation outlook suggests inflation could persistently exceed expectations, benefiting real assets like gold.
  • Reduce bond holdings: The bond market is experiencing a historic drawdown, and QT will further depress prices. The traditional 60/40 stock-bond portfolio faces challenges, and gold should replace part of the bond allocation.

Theme & Background

This chapter focuses on the exchange rate risks arising from the divergence of global monetary policies, as well as the pricing logic of silver under its dual attributes of industrial and monetary value. The report points out that the extreme divergence between the Fed's hawkish rate hikes and the accommodative stances of Japan and China is driving sharp depreciations of the yen and the renminbi, which could trigger a competitive devaluation crisis among Asian currencies similar to that of 2015. Meanwhile, due to the structural growth in industrial demand (especially from photovoltaics), silver is forming a high correlation with the energy transition sector.

Core Thesis

The author's core judgment is that the current global monetary environment is more dangerous than the market perceives — the simultaneous weakening of the yen and the renminbi, combined with a strong dollar, could ignite an Asian currency war and transmit to all asset classes through high correlations. Regarding silver, the author believes its current weakness is temporary: gold ETF holdings lead silver ETF holdings by approximately 4 months, and the 0.82 R-square correlation between silver and the energy transition sector implies that the long-term demand growth thesis remains intact.

Key Arguments & Data

1. Extreme Co-movement of the Yen and Renminbi:

  • The yen has fallen to a 20-year low, with an R-square of 0.93 between USDJPY and the US 10-year Treasury yield (since the summer of 2021).
  • The renminbi (CNY) may be in the early stages of a devaluation event similar to 2015. During the sharp renminbi depreciations in 2015 and 2018, the S&P 500 fell by over 10%.
  • China's COVID lockdowns further dampen commodity demand prospects, exacerbating renminbi depreciation pressure.

2. Silver's Lagging Pattern:

  • There is a time lag of approximately 4 months between gold ETF holdings and silver ETF holdings, with an adjusted R-square of 0.94 (0.88 unadjusted).
  • Silver ETF holdings (approximately 906 million ounces) closely track the silver price, while CFTC net speculative positions and CTA positions only affect the trading range and volatility, not the long-term direction.

3. Structural Changes in Silver's Industrial Demand:

  • Over the past 9 years, all growth in silver demand has come from photovoltaics (solar panels). In 2022, photovoltaics accounted for 11.5% of total silver demand, with a compound annual growth rate of 10.8%.
  • All other demand sources declined at an annualized rate of 0.4% over the same period. By 2030, solar panel growth is expected to remain at 7-8%, and silver usage in electric vehicles may surpass that in photovoltaics.

4. Price Ratio Between Silver and Industrial Metals:

  • The BCOM Industrial Metals/Silver ratio has touched the +2 standard deviation upper band of its 30-year trading channel, with the monthly RSI reaching overbought levels seen at every relative top over the past 30 years.

Comparative Data Table:

Indicator Value/Description Time Period
R-square of USDJPY vs. US 10-year Treasury yield 0.93 Since summer 2021
Lagged R-square of gold ETF vs. silver ETF holdings (adjusted) 0.94 2016-2022
Silver ETF holdings Approximately 906 million ounces As of April 2022
Photovoltaics' share of silver demand (2022 estimate) 11.5% 2022
CAGR of silver usage in photovoltaics (past 9 years) 10.8% 2013-2022
Annualized change in other silver demand -0.4% 2013-2022
R-square of silver vs. energy transition sector 0.82 2017-2022
BCOM Industrial Metals/Silver ratio Touched +2 standard deviation upper band 30-year data

Companies/Assets Involved

  • Bank of Japan (BOJ): Maintains yield curve control (YCC) with a 10-year JGB yield cap of 0.25%, leading to persistent yen depreciation. The report warns that the BOJ may abandon YCC like Australia did, triggering greater turmoil.
  • People's Bank of China (PBoC): The renminbi exchange rate is determined by the Politburo, and depreciation pressure could trigger competitive devaluation. The 2015 devaluation event serves as a precedent.
  • Silver ETFs (e.g., SLV, etc.): As the primary vehicle for silver investment, their holdings (906 million ounces) are highly correlated with the silver price and serve as a key indicator of long-term price direction.
  • Energy Transition ETFs: The report constructs an energy transition index comprising 12 large ETFs (solar, renewable energy, wind, carbon, infrastructure, uranium, etc.), with an R-square of 0.82 between silver and this index.

Investment Implications

1. Beware of Contagion from an Asian Currency Crisis: The simultaneous depreciation of the yen and the renminbi could trigger a global liquidity contraction, amplifying volatility across all asset classes. Investors should reduce exposure to commodities reliant on Asian demand (e.g., industrial metals) and rotate into safe-haven assets such as gold.

2. Silver Has Catch-Up Potential: Based on the pattern that gold ETF holdings lead silver ETF holdings by approximately 4 months, if gold remains strong, silver ETF holdings are likely to increase significantly in the coming months, pushing silver prices out of the current consolidation range (the lower chart in Figure 7 shows the consolidation is about to break upward).

3. Short the Industrial Metals/Silver Ratio: This ratio has reached an extreme 30-year level. Both technicals (overbought RSI) and fundamentals (slowing global demand) point to mean reversion. A pair trade of shorting industrial metals and going long silver could be considered.

4. Hold Silver Long-Term as an Energy Transition Asset: Silver demand from photovoltaics and electric vehicles is growing at an annualized rate of over 10%. With a 0.82 correlation to the energy transition sector, silver serves as a hard asset allocation within the clean energy theme.


Theme and Background

This chapter discusses the investment logic of silver in the current macroeconomic environment, focusing on the impact of the global liquidity inflection point on the relative performance of industrial metals and silver. The report argues that liquidity is shifting from a tailwind to a headwind, but silver's monetary attributes will re-dominate pricing when the Federal Reserve's policy pivots.

Core Thesis

The author's core judgment is: Silver will offer an excellent buying opportunity in the coming months, but short-term prices may experience sharp volatility due to insufficient liquidity. The counterintuitive point is that when the macro environment deteriorates (slowing economic growth, a strengthening US dollar, hawkish central banks), industrial metals (such as copper and aluminum) will come under pressure, while silver, due to its monetary attributes, will instead benefit from expectations of massive future central bank stimulus.

Key Arguments and Data

1. Global Liquidity Pulse Has Peaked: The report's constructed global liquidity pulse indicator (global M2 year-over-year growth + global credit impulse, leading by 12 months) shows that the tailwind effect from money and credit has ended. Headwinds are intensifying: slowing global growth, a significantly stronger US dollar, brewing Asian currency wars, and hawkish central bank stances.

2. Divergence Between Silver and Industrial Metals: Historically, when liquidity shifts from easing to tightening, the industrial metals/silver ratio reverses (Figure 9b). Currently, this ratio is at a high level, suggesting silver is undervalued relative to industrial metals.

3. Macro Risks Are Far from Priced In: The S&P 500 index has only fallen 13.86% from its all-time high (as of the end of April), while risk factors including geopolitics, global stagflationary pressures, potential currency wars, earnings misses, China's COVID lockdowns, and the Fed's hawkish quantitative tightening (QT starting in May) are not fully reflected in asset prices.

4. Silver's Liquidity Characteristics: Silver's liquidity is roughly one-tenth that of gold, with CFTC speculators dominating short-term pricing, but long-term pricing is determined by fundamentals. Gold first rises as a safe-haven asset, and then when central banks restart easing, silver, as a monetary asset, will quickly catch up.

Companies/Assets Involved

Asset/Indicator Role Key Data View
Silver Core analysis target Liquidity is 1/10 of gold; CFTC speculators dominate short-term pricing Bullish: Buying opportunity in coming months; monetary attributes will dominate
Gold Leading indicator for silver Safe-haven asset → monetary asset Bullish: Supported by macro risks; central banks will eventually restart easing
Industrial Metals (Copper, Aluminum, etc.) Comparison reference Ratio vs. silver is at a high level Bearish: Economic deterioration will suppress demand
S&P 500 Index Macro risk reference -13.86% from all-time high Implied risks are not fully priced
Federal Reserve Policy variable QT starts in May; Eurodollar futures have priced in a future policy pivot Hawkish in the short term, but a pivot to easing is inevitable in the long term

Investment Implications

  • Short-term (1-3 months): Silver prices may experience sharp volatility due to liquidity contraction and speculative behavior, but this represents a buying opportunity rather than a risk. Investors should use volatility to build positions.
  • Medium-term (6-12 months): When the Fed is eventually forced to pivot to easing (as Eurodollar futures have begun to price in), silver will significantly outperform industrial metals due to its monetary attributes. Gold will lead, and silver will follow.
  • Risk Warning: Be wary of a persistently strong US dollar, an escalation of Asian currency wars, and further disruptions to supply chains from China's COVID lockdowns, which could delay the start of silver's rally.