CANADA FX DEBT-C$ hits new 11-year low on oil slump, Fed outlook

Published 2015-12-07, 04:23 p/m
© Reuters.  CANADA FX DEBT-C$ hits new 11-year low on oil slump, Fed outlook
LCO
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CL
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CA2YT=RR
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CA10YT=RR
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(Adds analyst quotes, details; updates prices)
* Canadian dollar at C$1.3513 or 74.00 U.S. cents
* Bond prices higher across the maturity curve, led by long
end

By Fergal Smith
TORONTO, Dec 7 (Reuters) - The Canadian dollar fell to its
weakest in more than 11 years on Monday, pressured by a slump in
crude oil prices and the likely start of Federal Reserve
monetary policy tightening next week, while longer-dated
maturities led bond prices higher.
"The move lower in oil prices is weighing on the Canadian
dollar," said Andrew Kelvin, senior fixed-income strategist at
TD Securities.
Crude oil futures tumbled to their lowest in nearly seven
years on Monday after the Organization of the Petroleum
Exporting Countries failed to address a growing supply glut.

U.S. crude CLc1 prices settled at $37.65 a barrel, down
5.8 percent, while Brent crude LCOc1 lost 5.6 percent to
$40.70 a barrel. O/R
Disappointing Canadian employment and trade data on Friday
suggested the economy was off to a weak start in the final
quarter of 2015 after just recently emerging from a mild
recession.
"There's every reason to expect the Canadian dollar to
depreciate further versus the U.S. dollar ahead of what's widely
expected to be a rate hike in the U.S. next week," said Kelvin.
The Canadian dollar CAD=D4 ended the day trading at
C$1.3513 to the greenback, or 74.00 U.S. cents, much weaker than
Friday's close of C$1.3377, or 74.76 U.S. cents.
The currency's strongest level of the session was C$1.3363,
while it hit its weakest since mid-2004 at C$1.3524.
Canadian government bond prices rallied, unwinding the
selloff seen after last week's European Central Bank meeting,
according to Kelvin, while the selloff in crude oil weakened the
outlook for growth and inflation.
European Central Bank President Mario Draghi has brushed off
negative reaction to new stimulus measures, saying on Friday
that the ECB could deploy more stimulus if needed.
The two-year CA2YT=RR price rose 5.5 Canadian cents to
yield 0.601 percent and the benchmark 10-year CA10YT=RR was up
56 Canadian cents to yield 1.518 percent.
The curve flattened, as the spread between the 2-year and
10-year yields narrowed by 3.4 basis points to less than 92
basis points, indicating outperformance for longer-dated
maturities.
The Canada-U.S. two-year bond spread was 1.6 basis points
wider at -33.4 basis points, while the 10-year spread was 1.2
basis points wider at -70.7 basis points, as Canadian government
bonds outperformed.
Bank of Canada Governor Stephen Poloz will speak Tuesday on
"The Evolution of Unconventional Monetary Policy," six days
after the Bank of Canada held interest rates steady in its last
rate decision of the year.

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