Cyber Monday Deal: Up to 60% off InvestingProCLAIM SALE

CANADA FX DEBT-C$ strengthens as yield gap narrows

Published 2017-03-13, 05:30 p/m
© Reuters.  CANADA FX DEBT-C$ strengthens as yield gap narrows
USD/CAD
-
CL
-
CA2YT=RR
-
CA10YT=RR
-

(Adds analyst quotes, details; updates prices)

* Canadian dollar ended at C$1.3444, or 74.38 U.S. cents

* Bond prices lower across a steeper yield curve

* 10-year yield touches its highest since June 2015

By Fergal Smith

TORONTO, March 13 (Reuters) - The Canadian dollar rose on Monday against its U.S. counterpart as a narrower gap between Canadian and U.S. yields offset lower prices for oil, one of Canada's major exports.

The gap between Canadian and U.S. 2-year yield narrowed by 1.5 basis points to a spread of -50.1 basis points. Earlier in March it had touched its widest gap since January 2016 at -55.2 basis points. The narrower gap reduces investor incentive to hold higher yielding U.S. dollars.

"A little bit of shrinking in the U.S. dollar's yield advantage and I would point that back to Friday's (Canadian) payrolls number," said Greg Anderson, global head of foreign exchange strategy at BMO Capital Markets.

The 15,300 increase in Canadian jobs in February easily topped economists' expectations and extended the labor market's recent strong run. on Friday also showed a robust pace of hiring by U.S. employers, supporting expectations for a Federal Reserve interest rate hike on Wednesday. is not like the Bank of Canada is going to tighten to follow the Fed, but if (Bank of Canada Governor Stephen) Poloz comes out and is dovish ... well nobody is going to believe the dovishness," Anderson said.

The chances of a Bank of Canada rate hike this year rose to more than 50 percent, data from the overnight index swaps market showed. It was less than 30 percent after the Bank of Canada left rates on hold at the start of the month and focused on the "significant uncertainties" facing the economy. BOCWATCH

U.S. crude CLc1 prices settled 9 cents lower at $48.40 a barrel after touching three-month lows, pressured by swelling U.S. supplies. Canadian dollar CAD=D4 ended at C$1.3444 to the greenback, or 74.38 U.S. cents, stronger than Friday's close of C$1.3463, or 74.28 U.S. cents.

The range for the currency was C$1.3431 to C$1.3473.

Speculators trimmed bullish bets on the Canadian dollar, data from the Commodity Futures Trading Commission and Reuters calculations showed on Friday. But net long positions in the loonie held near the highest since February 2013. investors are "vulnerable to repositioning over the next two weeks," said Anderson.

Canadian government bond prices were lower across the yield curve, with the two-year CA2YT=RR down 6 Canadian cents to yield 0.875 percent and the 10-year CA10YT=RR falling 49 Canadian cents to yield 1.871 percent.

The 10-year yield touched its highest since June 2015 at 1.876 percent.

Latest comments

Risk Disclosure: Trading in financial instruments and/or cryptocurrencies involves high risks including the risk of losing some, or all, of your investment amount, and may not be suitable for all investors. Prices of cryptocurrencies are extremely volatile and may be affected by external factors such as financial, regulatory or political events. Trading on margin increases the financial risks.
Before deciding to trade in financial instrument or cryptocurrencies you should be fully informed of the risks and costs associated with trading the financial markets, carefully consider your investment objectives, level of experience, and risk appetite, and seek professional advice where needed.
Fusion Media would like to remind you that the data contained in this website is not necessarily real-time nor accurate. The data and prices on the website are not necessarily provided by any market or exchange, but may be provided by market makers, and so prices may not be accurate and may differ from the actual price at any given market, meaning prices are indicative and not appropriate for trading purposes. Fusion Media and any provider of the data contained in this website will not accept liability for any loss or damage as a result of your trading, or your reliance on the information contained within this website.
It is prohibited to use, store, reproduce, display, modify, transmit or distribute the data contained in this website without the explicit prior written permission of Fusion Media and/or the data provider. All intellectual property rights are reserved by the providers and/or the exchange providing the data contained in this website.
Fusion Media may be compensated by the advertisers that appear on the website, based on your interaction with the advertisements or advertisers.
© 2007-2024 - Fusion Media Limited. All Rights Reserved.