FSDH June Notes on Inflation and MPC Rate

Inflation rate rises to 12.6% in June 2020

  • Headline inflation rate rose to 12.56% in June 2020, a 15 basis points increase from 12.4% in May 2020.
  • Inflation rate in June is the highest since March 2018.
  • Increase in food prices remains a major driver of inflation in Nigeria.
  • Factors such as exchange rate depreciation, supply chain disruption and rising transport costs are responsible for the upward trend in inflation rate.
  • Real interest rate continues to expand as inflation trended upwards in June.
  • The gap between 1 year Treasury Bill rate and inflation rate expanded to -8.7 percentage point (pp) in June 2020, from -8.6 pp in May 2020.
  • For the first time since February 2018, inflation rate exceeded the MPR by 0.1pp in June 2020, resulting in a negative real  interest rate.
  • With inflation expected to rise further in coming months, we expect a further widening of the gap between inflation and the real interest rate, particularly in relation to the MPR.

MPC holds MPR at 12.5% amidst rising inflation and currency pressure

On July 20, the CBN Monetary Policy Committee (MPC) held its fourth meeting of 2020. At the meeting, the Committee took the following decision:

  • Retain the Monetary Policy Rate (MPR) at 12.5%;
  • Retain the asymmetric corridor of +200/-500 basis points around the MPR;
  • Retain the CRR at 27.5%; and
  • Retain the Liquidity Ratio at 30%.

This decision was based on the following considerations:

  • Need to observe the effects of the cut in MPR at the previous meeting.
  • Need to evaluate the effectiveness of fiscal and monetary response to revive the economy amidst the COVID-19 pandemic.
  • Need to strike a balance between output growth and price stability.
  • The gradual improvement in economic activities following the lockdown in April.
  • Heightened inflationary pressure arising from both monetary and structural factors.

Assessment of MPC Decision

  • While the decision to hold is expected given rising inflation, we also observe the weakened efficacy of the benchmark rate (MPR), especially given the huge disparity among interest rates- MPR, lending rates, T-bills rate, OMO, Bond yields among others.
  • Addressing this disparity remains crucial in ensuring, confidence, stability and attracting investments into different segments of the markets.
  • More recently, the Cash Reserve Ratio (CRR) appears to be a more useful tool for liquidity management. However, pursuing a high CRR coupled with the loan-to-deposit (LDR) policy, which compels banks to lend to businesses will tighten banking liquidity and could have implications on non-performing loans and overall growth.
  • We believe that this, coupled with rising inflation and pressure on external reserves will be major concerns for the MPC in coming months.

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