CANADA FX DEBT-C$ strengthens to set 12-week high on oil, domestic data

Published 2016-03-01, 10:31 a/m
CANADA FX DEBT-C$ strengthens to set 12-week high on oil, domestic data
USD/CAD
-
CL
-
CA2YT=RR
-
CA10YT=RR
-

* Canadian dollar at C$1.3477, or 74.20 U.S. cents
* Bond prices lower across the maturity curve

By Fergal Smith
TORONTO, March 1 (Reuters) - The Canadian dollar
strengthened against its U.S. counterpart on Tuesday, setting a
12-week high as oil prices rose and after Canada's economy grew
more than expected in the fourth quarter.
The Canadian economy slowed substantially in the quarter,
but the 0.8 percent annualized increase in gross domestic
product topped both economists' and policymakers' expectations
for zero growth.
The data added "a little bit of fuel" to the currency's
rally, said BMO Capital Markets Chief Economist Doug Porter.
A 0.2 percent gain for December GDP provided a positive
hand-off for the first quarter, Porter added in a research note.
Market expectations for a Bank of Canada rate cut continued
to fade. The implied probability of a July cut dipped to 28
percent from 33 percent from before the data. It was at 70
percent as recently as Feb. 19.
U.S. crude CLc1 prices were up 0.30 percent at $33.85 a
barrel after China's surprise monetary policy easing stoked
expectations for higher oil demand from the world's largest
commodities consumer and signs emerged that a global supply glut
was starting to deflate. O/R
At 10:00 a.m. EST (1500 GMT), the Canadian dollar CAD=D4
was trading at C$1.3477 to the greenback, or 74.20 U.S. cents,
stronger than Monday's official close of C$1.3531, or 73.90 U.S.
cents.
The currency touched its strongest level since Dec. 7 at
C$1.3456, while its weakest was C$1.3550.
Strengthening in U.S. stocks added to support for the
risk-sensitive commodity currency as weak economic data globally
raised hopes of a further easing of monetary policies.

Canadian government bond prices were lower across the
maturity curve, with the two-year CA2YT=RR price down 3
Canadian cents to yield 0.535 percent and the benchmark 10-year
CA10YT=RR falling 35 Canadian cents to yield 1.228 percent.
The spread between the 2-year and 10-year yields widened by
2.4 basis points to 69.3 basis points, indicating
underperformance for longer-dated maturities.
Canadian trade data for January is awaited on Friday.
ECONCA

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