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Gold prices on Friday braced for their biggest monthly fall since February, hovering around levels at over six-month lows on the prospects of higher-for-longer interest rates ahead of a widely watched US inflation print due later in the day.

Spot gold was up 0.1% at $1,866.19 per ounce by 0230 GMT, while US gold futures rose 0.3% to $1,883.30.

Bullion was set for a nearly 4% decline this month and its second consecutive quarterly drop, with both the dollar and 10-year Treasury yields headed for their best quarters in four.

The gold market has taken on board the Federal Reserve’s messaging around a longer plateau on interest rates, said Nicholas Frappell, global head of institutional markets at ABC Refinery.

“Definitely, the longer part is the most important element of higher-for-longer.”

Richmond Fed President Thomas Barkin said on Thursday it’s unclear whether more monetary policy changes will be needed in the coming months.

Higher rates raise the opportunity cost of holding bullion, which is priced in dollars and does not yield any interest.

Data on Thursday showed the US economy maintained a fairly solid pace of growth in the second quarter.

Markets positioned for the August personal consumption expenditures (PCE) price index, the Fed’s preferred inflation gauge due at 1230 GMT.

Gold would need to see a weaker dollar and bond yields to claw its way back above $1,900, which “could require a particularly weak set of inflation figures and for hawkish Fed bets to be scaled back,” said Matt Simpson, a senior analyst at City Index.

Gold hovers near six-month low as markets brace for US economic data

“But right now, that appears unlikely.” Spot silver firmed 1% to $22.83 per ounce, but was also set for its worst month in seven.

Platinum gained 1% to $913.43 and palladium added 0.7% to $1,280.62, both poised to squeeze out quarterly gains, if trend holds.

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