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CANADA FX DEBT-C$ hits four-month high as oil rally offsets jobs loss

Published 2016-03-11, 04:24 p/m
© Reuters.  CANADA FX DEBT-C$ hits four-month high as oil rally offsets jobs loss
USD/CAD
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GS
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CL
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CA2YT=RR
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CA10YT=RR
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(Adds strategist comment, CFTC data, updates prices to close)
* Canadian dollar settles at C$1.3231, or 75.58 U.S. cents
* Currency touches its strongest since Nov. 6 at C$1.3168
* Bond prices lower across the maturity curve
* 10-year yield touches its highest since Jan. 8

By Alastair Sharp
TORONTO, March 11 (Reuters) - The Canadian dollar
strengthened against its U.S. counterpart on Friday, hitting a
four-month high as oil prices rose and broader risk appetite
improved, allowing the currency to brush off data showing a
second straight month of Canadian job losses.
"There's momentum with the Canadian dollar right now," said
Jack Spitz, managing director of foreign exchange at National
Bank Financial.
"It's being fed by higher energy prices, it's being fed by a
tacit acceptance by the Bank of Canada to the currency as
mentioned in the communique earlier this week, and by better
risk metrics."
The Canadian dollar CAD=D4 settled at C$1.3231 to the
greenback, or 75.58 U.S. cents, stronger than Thursday's
official close of C$1.3346, or 74.93 U.S. cents.
The currency's weakest level was C$1.3350, while it touched
its strongest since Nov. 6 at C$1.3168.
Oil prices rose after an optimistic report from the
International Energy Agency said crude may have reached its
bottom, although Goldman Sachs (NYSE:GS) said the 50 percent rally in
under two months was "premature". O/R
U.S. crude CLc1 settled up 1.7 percent at $38.50 a barrel.
The Bank of Canada appeared to shrug off a recent rebound in
the currency on Wednesday, saying the rise in the exchange rate
and oil prices are in line with what was assumed in January.

Meanwhile, speculators further pared bearish bets against
the Canadian dollar after reaching five-month highs in January.
Net short Canadian dollar positions decreased to 25,781
contracts in the week ended March 8 from 30,478 the prior week,
Commodity Futures Trading Commission data showed.
The Canadian economy unexpectedly shed 2,300 jobs last
month, data from Statistics Canada showed.
The drop in jobs is a reason for the Bank of Canada to
"remain cautious," according to Paul Ferley, assistant chief
economist at Royal Bank of Canada.
The implied probability of a rate cut by mid-year is 22
percent. It has sunk from around 60 percent a little more than
two weeks ago. BOCWATCH
In other domestic data, the ratio of household credit market
debt to income rose to a record 165.4 percent in the final
quarter of 2015, a third straight increase.
Canadian government bond prices were lower across the
maturity curve, with the two-year CA2YT=RR price down 4
Canadian cents to yield 0.586 percent and the benchmark 10-year
CA10YT=RR falling 55 Canadian cents to yield 1.361 percent.
The 10-year yield touched its highest since Jan. 8.

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