CANADA FX DEBT-C$ tumbles as rate cut bets rise after domestic data

Published 2016-09-23, 09:44 a/m
© Reuters.  CANADA FX DEBT-C$ tumbles as rate cut bets rise after domestic data
USD/CAD
-
CL
-
CA2YT=RR
-
CA10YT=RR
-

* Canadian dollar at C$1.3142, or 76.09 U.S. cents

* Bond prices higher across the yield curve

TORONTO, Sept 23 (Reuters) - The Canadian dollar tumbled against its U.S. counterpart on Friday as a investors raised bets on a Bank of Canada rate cut after weaker-than-expected domestic inflation and retail sales data.

Canada's annual inflation rate in August fell to a 10-month low of 1.1 percent, well below the 1.4 percent analysts had forecast, while the core inflation rate fell to 1.8 percent from 2.1 percent, also lower than expected. Bank of Canada's concerns about downside risks to inflation seem to be materializing," said Derek Holt, head of capital markets economics at Scotiabank.

"The market will interpret this as keeping a greater risk of a cut than a hike alive over the course of the next year," Holt added.

The implied probability of a Bank of Canada rate cut by mid-2017 jumped from less than 20 percent before the data to 35 percent, overnight index swaps data showed. BOCWATCH

In other domestic data, retail trade unexpectedly fell 0.1 percent in July from June as gas station sales dropped for the first time in four months. Sales were more robust in volume terms, rising 0.3 percent. 9:26 a.m. EDT (1326 GMT), the Canadian dollar CAD=D4 was trading at C$1.3142 to the greenback, or 76.09 U.S. cents, weaker than Thursday's close of C$1.3062, or 76.56 U.S. cents.

The currency's strongest level of the session was C$1.3030, while its weakest was C$1.3157.

Oil seesawed after sources told Reuters that Saudi Arabia could reduce its crude production should regional foe Iran cap its own output this year. O/R U.S. crude CLc1 prices were down 0.89 percent to $45.91 a barrel.

Oil is one of Canada's major exports.

Canadian government bond prices were higher across the yield curve, with the two-year CA2YT=RR price up 5 Canadian cents to yield 0.544 percent and the benchmark 10-year CA10YT=RR rising 30 Canadian cents to yield 1.069 percent.

The 10-year yield fell 2.1 basis points further below its U.S. counterpart, leaving the spread at -55.2 basis points, as Canadian government bonds outperformed.

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.
© 2007-2025 - Fusion Media Limited. All Rights Reserved.