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CANADA FX DEBT-C$ strengthens as crude oil prices surge

Published 2016-02-12, 05:01 p/m
© Reuters.  CANADA FX DEBT-C$ strengthens as crude oil prices surge
USD/CAD
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CL
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CA2YT=RR
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CA10YT=RR
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DXY
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(Adds analyst comments, details on U.S. consumer sentiment,
Canadian home prices, updates prices)
* Canadian dollar ends at C$1.3861 or 72.14 U.S. cents
* Bond prices lower across a steeper maturity curve

By Fergal Smith
TORONTO, Feb 12 (Reuters) - The Canadian dollar rose against
its U.S. counterpart on Friday as a surge in oil prices
supported the risk-sensitive commodity currency, even as solid
U.S. retail sales data helped drive broader gains for the
greenback.
Relative calm returned to world markets after a week of
turmoil that triggered a dash to safe-haven assets and
currencies.
Feeding risk appetite, oil prices CLc1 surged as much as
12 percent on renewed talk of production cuts.
The rally in the Canadian dollar is "a function of what oil
prices have done today," said David Tulk, chief Canada macro
strategist at TD Securities, who views the rebound in oil as
position-driven.
U.S. consumer spending appeared to have regained its
momentum in January supporting the possibility of
Federal Reserve rate hikes this year and helping the U.S. dollar
.DXY advance against a basket of major currencies.

On the other hand, U.S. consumer sentiment dipped in
February. It suggests the full impact of stress on
economic activity might not yet have been seen, said Tulk.
The Canadian dollar CAD=D4 ended at C$1.3861 to the
greenback, or 72.14 U.S. cents, stronger than Thursday's
official close of C$1.3921, or 71.83 U.S. cents.
The currency's strongest level of the session was C$1.3815,
while its weakest was C$1.3965. For the week, it rose 0.3
percent.
Against the safe-haven Japanese yen, the Canadian dollar
firmed to 81.80 after having touched 79.27 yen on Thursday, its
lowest level since Jan. 20.
Bearish bets by speculators against the Canadian dollar were
trimmed slightly further after reaching five-month highs in
January.
Net short Canadian dollar positions decreased to 51,935
contracts in the week ended Feb. 9 from 52,420 in the prior
week, Commodity Futures Trading Commision data showed.
Canadian government bond prices were much lower across the
maturity curve in a shortened session ahead of Monday's Family
Day holiday. The two-year CA2YT=RR price fell 12 Canadian
cents to yield 0.438 percent and the benchmark 10-year
CA10YT=RR was down 105 Canadian cents to yield 1.135 percent.
On Thursday, the 10-year yield touched a record low of 0.921
percent on the flight to safety.
The curve steepened in sympathy with U.S. Treasuries. The
spread between the 2-year and 10-year yields widened 5.3 basis
points to 69.7 basis points as recent outperformance for
longer-dated maturities was pared.
Canadian home prices edged down in January for a second
month in a row, the Teranet-National Bank Composite House Price
Index showed.

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