CANADA FX DEBT-C$ strengthens to a 5-month high on dovish Fed

Published 2016-03-30, 05:30 p/m
CANADA FX DEBT-C$ strengthens to a 5-month high on dovish Fed
USD/CAD
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CL
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CA2YT=RR
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CA10YT=RR
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USDIDX
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(Adds analyst quote, details on Bank of Canada official's
speech, finance minister's comments, updates prices)
* Canadian dollar at C$1.2965, or 77.13 U.S. cents
* Loonie touched its strongest since Oct. 19 at C$1.2913
* Bond prices lower across the maturity curve

By Fergal Smith
TORONTO, March 30 (Reuters) - The Canadian dollar
strengthened to a five-month high against its U.S. counterpart
on Wednesday as investors rowed back expectations for interest
rate hikes by the Federal Reserve.
The currency has rallied 13 percent since hitting a 12-year
low in January at C$1.4689, helped by recovery in crude oil
prices, stabilization in financial markets and reduced
expectations for Bank of Canada rate cuts.
"Recent strength is a result of participants reassessing the
outlook for (U.S.) central bank policy," said Lennon Sweeting,
North American FX dealer at OFX.
The U.S. dollar .DXY weakened against a basket of major
currencies after Federal Reserve Chair Janet Yellen said on
Tuesday the U.S. central bank should proceed "cautiously" with
rate hikes.
Canada will take more than two years to fully adjust to the
drop in oil prices, Bank of Canada Deputy Governor Lynn
Patterson said, signaling no quick end to a shock that has
roiled the economy.
But the implied probability of a Bank of Canada rate cut
this year has dropped to 30 percent from more than 50 percent at
the start of the month. BOCWATCH
Oil prices erased most of the day's gains after U.S.
government data showed crude inventories at all-time peaks again
despite strong refinery runs. O/R
U.S. crude CLc1 prices were up 0.05 percent to $38.3 a
barrel.
The Canadian dollar CAD=D4 ended at C$1.2965 to the
greenback, or 77.13 U.S. cents, stronger than Tuesday's close of
C$1.3065, or 76.54 U.S. cents.
The currency's weakest level of the session was C$1.3079,
while it touched its strongest since Oct. 19 at C$1.2913.
Canadian Finance Minister Bill Morneau said it may take more
time for the country's economy to reap the benefits from a
weaker Canadian dollar as domestic manufacturers adjust to its
impact.
Canadian government bond prices were lower across the
maturity curve, with the two-year CA2YT=RR price down 4
Canadian cents to yield 0.533 percent and the benchmark 10-year
CA10YT=RR falling 46 Canadian cents to yield 1.229 percent.
On Tuesday, the 10-year yield hit a three-week low at 1.177
percent.
The Canada-U.S. two-year bond spread was 5.5 basis points
narrower at -22.8 basis points, while the 10-year spread was 3.5
basis points less negative at -59.8 basis points as Canadian
government bonds underperformed.
January gross domestic product data is awaited on Thursday.
Analysts expect 0.3 percent growth for the month, which would
reinforce expectations that first-quarter growth will exceed the
Bank of Canada's forecast of 1 percent. ECONCA

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