CANADA FX DEBT-C$ strengthens to 3-1/2 month high as oil rallies

Published 2016-03-07, 05:11 p/m
© Reuters. CANADA FX DEBT-C$ strengthens to 3-1/2 month high as oil rallies
USD/CAD
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CL
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CA2YT=RR
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CA10YT=RR
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(Adds dealer quotes, details on curve, updates prices)
* Canadian dollar ends at C$1.3276, or 75.32 U.S. cents
* Currency touched its strongest since Nov. 19 at C$1.3262
* Bond prices lower across the maturity curve

By Fergal Smith
TORONTO, March 7 (Reuters) - The Canadian dollar
strengthened to a 3-1/2 month high against its U.S. counterpart
on Monday as crude oil prices rallied, but dealers cautioned
that the currency's sharp rally may influence the Bank of
Canada's monetary policy decision on Wednesday.
The currency has rebounded roughly 10 percent since hitting
a 12-year low in January at C$1.4689.
"The speed of the Canadian dollar strengthening may be
short-term problematic," said Darcy Browne, a managing director
for foreign exchange sales at CIBC Capital Markets.
He expects the Bank of Canada to be dovish in response.
An excessively quick strengthening of the currency could
hinder a pick-up in exports that appears to be underway.

Data on Friday showed exports rose for a third consecutive
month.
That provided "more confidence that the rotation of growth
to exports from consumption and housing is taking root," BMO
Capital Markets said in a research note on Monday.
U.S. crude CLc1 prices settled at $37.90 a barrel, up 5.51
percent, after Ecuador said it was holding a meeting of Latin
American crude producers as OPEC sought a higher anchor price
for oil. O/R
The Canadian dollar CAD=D4 ended at C$1.3276 to the
greenback, or 75.32 U.S. cents, stronger than Friday's close of
C$1.3324, or 75.05 U.S. cents.
The currency's weakest level was C$1.3377, while it touched
its strongest since Nov. 19 at C$1.3262.
The Bank of Canada is expected to hold interest rates at
0.50 percent as it waits to see what impact the government's
expected spending measures will have on the economy. The
measures will be presented with the March 22 budget.
BOCWATCH
"The infrastructure spend has to be meaningful enough to
suggest we can sustain this level (for the Canadian dollar),"
said Browne.
The unwinding of bearish bets by speculators has added to
support for the currency.
Net short Canadian dollar positions decreased to 30,478
contracts in the week ended March 1 from 36,940 the prior week,
Commodity Futures Trading Commission data showed on Friday. It
reached a five-month high in January.
Canadian government bond prices were lower across the
maturity curve, with the two-year CA2YT=RR price down 2.5
Canadian cents to yield 0.537 percent and the benchmark 10-year
CA10YT=RR falling 24 Canadian cents to yield 1.277 percent.
The curve steepened as shorter-dated maturities
outperformed. The spread between the 2-year and 10-year yields
widened by 1.4 basis points to 74 basis points, its widest since
Feb. 5.

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