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CANADA FX DEBT-C$ strengthens to a 3-month high on oil rally, solid trade data

Published 2016-03-04, 05:03 p/m
© Reuters.  CANADA FX DEBT-C$ strengthens to a 3-month high on oil rally, solid trade data
USD/CAD
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CL
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CA2YT=RR
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CA10YT=RR
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(Adds analyst quote, details on speculators, updates prices)
* Canadian dollar ended at C$1.3324, or 75.05 U.S. cents
* Currency touches its strongest since Dec. 3 at C$1.3317
* Bond prices lower across a steeper maturity curve

By Fergal Smith
TORONTO, March 4 (Reuters) - The Canadian dollar
strengthened to a three-month high against its U.S. counterpart
on Friday as commodity markets rallied and solid trade data
lessened prospects of a Bank of Canada interest rate cut, while
a drop in U.S. wages dented the greenback.
Canadian exports rose for a third consecutive month, while
increased trade with the United States supported hopes for
reorientation of Canada's economy toward the non-resource
sector.
"This is the sort of data they (the Bank of Canada) want to
see," said Andrew Kelvin, senior rates strategist at TD
Securities.
The implied probability of a rate cut this year dipped
slightly from before the data to 41 percent. It has tumbled from
80 percent last week when Finance Minister Bill Morneau said the
government would stick to plans to stimulate the economy in a
March 22 federal budget. BOCWATCH
U.S. crude CLc1 prices settled nearly 4 percent higher at
$35.92 a barrel as this week's rally revived after a one-day
pause. O/R
The Canadian currency gyrated after U.S. data revealed a
surge in February payrolls, but a drop in wages that may leave
the Federal Reserve in no hurry to hike interest rates.

The Canadian dollar CAD=D4 ended at C$1.3324 to the
greenback, or 75.05 U.S. cents, stronger than Thursday's close
of C$1.3396, or 74.65 U.S. cents.
The currency's weakest level of the session was C$1.3472,
while it touched its strongest since Dec. 3 at C$1.3317.
Bearish bets by speculators against the Canadian dollar were
pared further after reaching five-month highs in January.
Net short Canadian dollar positions decreased to 30,478
contracts in the week ended March 1 from 36,940 the prior week,
Commodity Futures Trading Commission data showed.
Global market participants have been "wrong-footed" by the
currency's rally, said Brad Schruder, director of corporate
sales and structuring at BMO Capital Markets, but the currency
may have overshot and be near a top.
Canada posted a smaller-than-expected trade deficit in
January. Exports reaching a record C$46.0 billion, while export
volumes surged 3.6 percent.
Canadian government bond prices were lower across the
maturity curve, with the two-year CA2YT=RR price down 3
Canadian cents to yield 0.527 percent and the benchmark 10-year
CA10YT=RR falling 28 Canadian cents to yield 1.252 percent.
Recent steepening in the curve was extended as longer-dated
maturities underperformed. The spread between the 2-year and
10-year yields widened by 1.6 basis points to reach its widest
since Feb. 5 at 72.5 basis points.

(Editing by Bernadette Baum and James Dalgleish)

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