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CANADA FX DEBT-C$ hits 3-month low on dovish Bank of Canada

Published 2017-10-25, 10:58 a/m
© Reuters.  CANADA FX DEBT-C$ hits 3-month low on dovish Bank of Canada
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* Canadian dollar at C$1.2774, or 78.28 U.S. cents

* Loonie touches its weakest since July 12 at C$1.2782

* Bond prices rise across much of a steeper yield curve

* Canadian yields fall further below U.S. yields

By Fergal Smith

TORONTO, Oct 25 (Reuters) - The Canadian dollar slumped to a more than three-month low against its U.S. counterpart on Wednesday, after a cautious Bank of Canada dampened expectations for another interest rate hike this year.

The central bank held its policy rate steady at 1 percent, as expected, saying that while less stimulus will be required over time, it will be cautious as it considers future moves given the risks and uncertainties facing the economy. the kind of language they used ... it makes you question whether they will be ready to move in December," said Jimmy Jean, senior economist at Desjardins Capital Markets.

Chances of another hike by the end of the year fell to less than 30 percent from 37 percent before the rate decision, the overnight index swaps market showed. BOCWATCH

The central bank had hiked in July and September, the first rate increases in nearly seven years, after rapid acceleration in Canada's economy in the first half of the year. But growth is expected to slow over the coming months.

At 10:44 a.m. ET (1444 GMT), the Canadian dollar CAD=D4 was trading at C$1.2774 to the greenback, or 78.28 U.S. cents, down 0.8 percent.

The currency's strongest level of the session was C$1.2630, while it touched its weakest since July 12 at C$1.2782.

Bank of Canada Governor Stephen Poloz and Senior Deputy Governor Carolyn Wilkins will hold a press conference at 11:15 a.m. ET (1515 GMT).

The price of oil, one of Canada's major exports, pulled back from near a four-week high. It had gained ground on Tuesday after top exporter Saudi Arabia said it was determined to end a crude glut that has been weighing on the market for three years. crude CLc1 prices were down 0.36 percent to $52.28 a barrel.

Canadian government bond prices were higher across much of a steeper yield curve. The two-year CA2YT=RR price rose 4 Canadian cents to yield 1.474 percent and the 10-year CA10YT=RR edged 2 Canadian cents higher to yield 2.063 percent.

Canada's 2-year yield fell 4.9 basis points further below its U.S. equivalent to a spread of -13.2 basis points, after U.S. data pointing to strong business spending helped underpin U.S. Treasury yields.

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