TheGiltBook
The Record · Weekly Global Market Report TheGiltBook.com
Issue 20  /  2026 Week ending 24 May 2026 Earl Grey  ·  DipPFS
Market Intelligence & Geopolitical Commentary
The Big Picture  ·  Macro & Policy Trends

The ceasefire, when it comes, will not reopen the Strait. That conclusion arrives not from a diplomatic readout but from a capital allocation decision. MSC — the world's largest container operator, 21.6% of global market share, two ships already seized by Iran — has stopped treating Hormuz as a viable route. It is investing in a permanent alternative: Suez to Saudi Red Sea ports, then overland by truck. Capital does not lie.

Higher insurance premiums, longer transit times, and permanently elevated logistics costs are being embedded into global supply chains — not as a temporary shock but as a structural reset. A peace agreement will not reverse this. To borrow from Churchill: the end of the beginning, not the beginning of the end. Trump's frustration is now structural rather than diplomatic. European operators control 44% of global container capacity; the largest American operator holds 0.2%. The companies making permanent capital decisions are not subject to executive orders.

The MOU — a framework for a negotiation, not a resolution. The 14-point memorandum now being finalised between Witkoff, Kushner, and Iranian officials through Pakistani mediation declares an end to hostilities and opens a 30–60 day window for detailed negotiations. During that window, the Strait reopens with no tolls, Iran clears its mines, and the US lifts its blockade and issues sanctions waivers permitting Iranian oil sales. In exchange, Iran commits to a moratorium on uranium enrichment and — the critical point still contested — the removal of its highly enriched uranium stockpile. Iran's public position is that nuclear issues are deferred to the negotiation window that follows signing. If that position holds in the final text, the MOU is structurally identical to the 2015 JCPOA: provisional relief, deferred verification, clock reset.

Trump has inverted the leverage structure that has governed US-Iran negotiations since 2003. Maximum pressure first, relief only on verified compliance — that sequencing has been reversed. Sanctions waivers and oil sales permission are being offered during the 60-day window in exchange for a moratorium and mine clearance, neither of which is irreversible. Iran can re-enrich. Iran can re-mine. The sanctions relief, once granted, is considerably harder to reimpose. The market will not make this distinction on the day of signing. It will price the headline. The rally, when it comes, is the exit — not the entry. The Record has held that position since Issue 18. The MOU confirms it.

United Kingdom

The government's position became visible this week in the gap between its rhetoric and its actions. A prime minister who spent a year accusing Nigel Farage of sympathy with Vladimir Putin has quietly lifted sanctions on Russian oil. A Treasury that condemned supermarket price discussions as Heathite overreach is now conducting them covertly. The policy reversals are the tell — the government knows what is coming.

The supply chain consequences are more granular than the headlines suggest. CO2 stocks are declining; contingency planning for food shortages is underway. The Food and Drink Federation's revised forecast puts food prices 50% above late 2021 levels by November. Forty-five per cent of globally traded urea — the critical input for nitrogen fertiliser — passes through Hormuz; the fertiliser shock feeds the food price shock with a one-season lag. The Extended Producer Responsibility levy compounds on top: a 20% packaging surcharge in 2026, rising to 60% in 2027 and 100% from 2028. A structural multiplier applied to an already deteriorating baseline.

The Makerfield by-election will in all probability determine the next Prime Minister. The government's own Cobra modelling described a June Strait closure as the reasonable worst-case scenario. We are there now. There is very little the government can do to ease the pain. There are many ways it could make it worse.

Stock Markets

The market is priced for a world that no longer exists. Jeremy Grantham — who exited the bubbles of 1999 and 2008 before they burst — describes the current market as a super-bubble: more expensive than 2000, approaching 1929. His railroad analogy is exact and unreassuring. Six lines were planned between Leeds and Manchester; one was needed. Everyone lost their money — including the first movers. Amazon fell 92% in the dotcom bust, then inherited the world. Nvidia may follow the same arc. The AI capital cycle argument stated in Issue 19 arrives at the same destination from a different direction.

The rotation signal has not yet fired. When Coca-Cola outperforms Nvidia, the music has stopped. Until then, it is still playing. The structural reason markets remain disconnected from fundamentals is not irrational exuberance — it is rational self-interest. As Grantham states with precision: investment banks cannot tell clients to sell. "Never has happened, never will happen. They can't do it for business reasons." The bull case is distributed. The bear case is held privately. This is not new. It is the business model.

Inflation or Depression  ·  The Question Markets Are Not Pricing

The Hormuz closure forces a binary that equity markets are refusing to confront. The inflationary path is visible and dateable: oil above $100, food prices 50% above 2021 levels by November, central banks unable to cut into a supply shock. The 1970s stagflation template — the one nobody wants to invoke — is the relevant historical reference.

The deflationary path follows from the inflationary one. Sustained high prices destroy demand, tip the global economy into recession, and collapse the AI investment boom as boards confront the returns question. The 1929 template is Grantham's explicit reference. It is not rhetorical.

The dangerous sequence is both, in order: inflation first, then depression. The 1970s into the early 1980s is the precedent — sustained stagflation followed by a brutal contraction. The difference in 2026 is that fiscal headroom across the G7 is materially worse than 1979. The tools that worked then are not available now. The equity market is priced for neither outcome. The CAPE ratio at 39.8 and the Buffett Indicator at 217% of GDP are not buffers. They are the measure of how far the market has to fall.

Volatility & Market Signals
VIX  ·  CBOE Volatility Index
19.90 — tight range, Friday close
Neutral
MACD  ·  Moving Average Convergence
Moving into bullish configuration
Bullish
Etymology & Context
Volatility — from Latin volatilis, meaning "flying" or "fleeting." A market debating inflation or depression, with oil above $100 and equities near all-time highs, is not a market in equilibrium. It is a market deferring a question it cannot answer without losing money in the process.
Commodities & Bonds
Commodities
Gold4,509Range trading through the week; MACD turning bullish
Copper13,629Range trading, positive direction — demand outlook uncertain
WTI96.60Back below $100 — Hormuz premium; hope of resolution persists
Brent101.16Brent-WTI spread reflects routing and quality premium
Carbon76.80MACD neutral — correlated to gas; watching energy settlement
Government Bonds
UST 10Y4.55%2Y at 4.12% — yield a touch lower; oil and fiscal pressure remain; no Fed cut in sight
UK Gilts4.91%Buyers returned — political and oil pressure vs investors' perception of value
Bund 10Y3.03%Retreat from highs — defence fiscal expansion; supply pressure
JGB 10Y2.75%Continuing to rise — BoJ normalisation; carry trade under pressure
Market Opportunities & Fears
The Fears
The soft landing is a category error. Simultaneous pricing of Hormuz resolution, AI earnings growth, and stable rates represents three mutually inconsistent assumptions held in the same portfolio. Q2 earnings — beginning in July — is the first moment all three are tested against reported numbers. The adjustment, when it comes, will not be orderly.
Food prices 50% above 2021 levels by November is not a tail risk. It is the central case, documented by the government's own modelling and the Food and Drink Federation's revised forecasts. The Bank of England cannot cut into a supply shock. Gilt yields have further to rise before the turn. The EPR levy ensures the structural pressure continues regardless of what happens in the Strait.
The depression scenario is the unpriced tail. If demand destruction follows the inflation shock — as it did in 1974 and 1980 — the equity repricing is not a quarterly correction. Grantham's 1929 analogy, applied to a CAPE of 39.8 and a Buffett Indicator of 217%, suggests the drawdown is measured in years. The final signal — rotation from tech into blue-chips — has not yet fired. When it does, it will not wait for confirmation.
The Opportunities
Gilts at 4.91% — the arithmetic continues to improve. For a UK investor in the higher-rate bracket, a 10-year Gilt at current yield levels has rarely been available outside periods of acute crisis. Whether the eventual catalyst is an oil price fall or a growth scare, the direction of yields on a 12–18 month view is lower. The sequence and timing are matters for each investor and their adviser. The yield level is a matter of arithmetic. It is worth noting that the long dated TG61 has rallied in price 1% since last Friday, 22.43% to 23.64% — an early indication that the yield level is attracting buyers, and that the thesis is not merely theoretical.
The scenario matrix is clarifying. In the inflationary scenario, real assets outperform financial ones. In the deflationary scenario, duration outperforms equities. The asset class that underperforms in both scenarios is overvalued equities with deteriorating earnings support. History is consistent on this point. The current configuration offers that consistency in unusually clear form.