CANADA FX DEBT-C$ rises to nearly 4-month high on oil rally, BofC decision

Published 2016-03-09, 12:02 p/m
© Reuters.  CANADA FX DEBT-C$ rises to nearly 4-month high on oil rally, BofC decision
USD/CAD
-
CL
-
CA2YT=RR
-
CA10YT=RR
-

(Adds analyst quote, Bank of Canada policy decision, updates
prices)
* Canadian dollar at C$1.3237, or 75.55 U.S. cents
* Currency touches its strongest since Nov. 12 at C$1.3230
* Bond prices lower across the maturity curve

By Fergal Smith
TORONTO, March 9 (Reuters) - The Canadian dollar
strengthened against its U.S. counterpart on Wednesday, marking
a nearly four-month high as oil prices rallied and the Bank of
Canada refrained from action to erode the currency's recent
sharp gains,
The central bank held its policy interest rate steady at
0.50 percent on Wednesday, citing lower market volatility and
stronger non-energy exports as it waits to assess the impact of
government stimulus due to be unveiled in the upcoming budget.

"There was some fear that the Bank might address some of the
strength in the currency, but they ducked that pretty
effectively," said David Tulk, chief Canada macro strategist at
TD Securities.
The currency has rebounded 11 percent since hitting a
12-year low on Jan. 20 at C$1.4689.
Too sharp a rally in the currency could hinder a pick-up in
exports that appears to be underway.
The implied probability of a rate cut this year dropped to
less than 29 percent from 43 percent before the decision,
according to the overnight interest rate futures market
BOCWATCH . It was 80 percent a little over two weeks ago.
U.S. crude CLc1 prices were up 4.49 percent to $38.14 a
barrel after a huge draw in U.S. gasoline inventories last week
convinced the market that energy demand was improving. O/R
At 11:41 a.m. EST (1641 GMT), the Canadian dollar CAD=D4
was trading at C$1.3237 to the greenback, or 75.55 U.S. cents,
much stronger than Tuesday's close of C$1.3416, or 74.54 U.S.
The currency's weakest level was C$1.3447, while it touched
its strongest since Nov. 12 at C$1.3230.
Canadian government bond prices were lower across the
maturity curve, with the two-year CA2YT=RR price down 6.5
Canadian cents to yield 0.527 percent and the benchmark 10-year
CA10YT=RR falling 66 Canadian cents to yield 1.253 percent.
The Canada-U.S. two-year bond spread was 1.7 basis points
higher at -36.7 basis points, while the 10-year spread was 4
basis points higher at -61.2 basis points as Canadian
government bonds underperformed.

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