CANADA FX DEBT-C$ weakens, but losses pared as oil turns higher

Published 2016-03-21, 09:31 a/m
CANADA FX DEBT-C$ weakens, but losses pared as oil turns higher
USD/CAD
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CL
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CA2YT=RR
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CA10YT=RR
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* Canadian dollar at C$1.3050, or 76.63 U.S. cents
* Bond prices lower across steeper maturity curve

TORONTO, March 21 (Reuters) - The Canadian dollar weakened
against its U.S. counterpart on Monday, although losses were
pared after crude oil prices turned higher, while domestic
attention turned to Tuesday's federal budget.
The currency had touched a nearly five-month high on Friday
at C$1.2924 after strength in retail sales bolstered
expectations first-quarter growth will surpass the Bank of
Canada's 1 percent forecast.
However, it is overbought and "long overdue for
consolidation," according to a research note Monday morning from
Bipan Rai, executive director, macro strategy CIBC Capital
Markets.
Oil prices recovered from early losses as the market
digested news of a modest rise in U.S. drilling activity, though
uncertainty lingered over the outcome of a meeting of the
world's major exporters next month to discuss freezing output.

U.S. crude CLc1 prices were up 0.46 percent to $39.62 a
barrel.
The new Liberal government will introduce its first budget
on Tuesday and is expected to run a C$29 billion ($22 billion)
deficit in fiscal 2016-17, a Reuters poll last week showed, as
it borrows more to increase infrastructure spending in the hopes
of boosting growth.
At 9:19 a.m. EDT (1319 GMT), the Canadian dollar CAD=D4
was trading at C$1.3050 to the greenback, or 76.63 U.S. cents,
weaker than Friday's official close of C$1.3037, or 76.70 U.S.
cents.
The currency's strongest level of the session was C$1.2995,
while its weakest was C$1.3093.
Speculators further cut bearish bets on the Canadian dollar
from extreme levels seen in January, Commodity Futures Trading
Commision (CFTC) data showed on Friday.
Net short Canadian dollar positions fell to 16,826 contracts
in the week ended March 15 from 25,781 in the prior week. At the
end of January, net short exposure was the largest in five
months at 66,819 contracts.
Canadian government bond prices were lower across the
maturity curve in sympathy with U.S. Treasuries.
The two-year CA2YT=RR price fell 2.5 Canadian cents to
yield 0.554 percent and the benchmark 10-year CA10YT=RR was
down 25 Canadian cents to yield 1.311 percent.
The curve steepened, as the spread between the 2-year and
10-year yields widened by 1.5 basis points to 75.7 basis points,
indicating underperformance for longer-dated maturities.

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