CANADA FX DEBT-C$ strengthens to 10-day high as risk tolerance rises

Published 2016-07-04, 04:35 p/m
© Reuters.  CANADA FX DEBT-C$ strengthens to 10-day high as risk tolerance rises
USD/CAD
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CL
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CA2YT=RR
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CA10YT=RR
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(Adds analyst quotes and details on domestic data; updates
prices)
* Canadian dollar ends at C$1.2856, or 77.78 U.S. cents
* Loonie touches its strongest since June 24 at C$1.2832
* Bond prices mixed across flatter maturity curve

By Fergal Smith
TORONTO, July 4 (Reuters) - The risk-sensitive Canadian
dollar strengthened to a 10-day high against its U.S.
counterpart on Monday as investors grew more comfortable with
Brexit, while soft domestic data was insufficient to raise
prospects of a Bank of Canada rate cut.
Gains for the loonie came as U.S. markets were closed for
the July 4 public holiday.
"The market still seems to be coming to terms with the idea
that the U.K. referendum is a U.K. or European event, rather
than a global event, and all things risky are going up as a
result," said Adam Cole, global head of FX strategy at RBC
Capital Markets.
Expectation that the U.S. Federal Reserve will hold off from
further rate hikes and that central banks in other parts of the
world will ease monetary policy has aided a quick recovery in
risk appetite, Cole said.
Domestic data continued to signal that Canada's economy is
struggling to gain momentum.
The RBC Canadian Manufacturing Purchasing Managers' index
(PMI) dipped to a seasonally adjusted 51.8 last month from 52.1
in May.
Canadian business sentiment remained subdued in the second
quarter, the Bank of Canada's quarterly Business Outlook Survey
showed.
However, the implied probability of a Bank of Canada rate
cut this year dipped to 25 percent from a one-third-chance a
week ago, overnight index swaps showed. BOCWATCH
The Canadian dollar CAD=D4 ended at C$1.2856 to the
greenback, or 77.78 U.S. cents, stronger than Thursday's
official close of C$1.2917, or 77.42 U.S. cents and Friday's
close of C$1.2911, according to Thomson Reuters data.
The currency's weakest level of the session was C$1.2923,
while it touched its strongest since June 24 at C$1.2832.
U.S. crude oil futures CLc1 fell 0.5 percent to $48.76
after comments by Saudi Energy Minister Khaled Al-Faleh that the
market was heading toward balance were offset by signs of
slowing demand in Asia. O/R
Speculators increased bullish bets on the loonie for the
first time in four weeks, Commodity Futures Trading Commission
data showed on Friday.
Canadian government bond prices were mixed across a flatter
maturity curve. The two-year CA2YT=RR price was flat to yield
0.517 percent and the benchmark 10-year CA10YT=RR climbed 15
Canadian cents to yield 1.044 percent.
The 10-year yield touched its lowest since Feb. 12 at 1.031
percent, while the 30-year yield hit set a record low at 1.668
percent.

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