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CANADA FX DEBT-C$ weakens ahead of mid-week rate decision, hits fresh 12-yr low

Published 2016-01-18, 05:12 p/m
CANADA FX DEBT-C$ weakens ahead of mid-week rate decision, hits fresh 12-yr low
USD/CAD
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CL
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CA2YT=RR
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CA10YT=RR
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(Adds quotes, details on Canadian dollar bearish bets, updates
prices)
* Canadian dollar at C$1.4557 or 68.70 U.S. cents
* Currency hit a fresh 12-year low at C$1.4650
* Bond prices lower across the maturity curve

By Fergal Smith
TORONTO, Jan 18 (Reuters) - The Canadian dollar weakened
against its U.S. counterpart on Monday as crude oil prices
remained fragile and the market braced for a potential Bank of
Canada rate cut on Wednesday, but losses were pared after
hitting a fresh 12-year low overnight.
Oil prices slumped to a 2003 low below $28 per barrel as the
market anticipated a rise in Iranian exports after the lifting
of sanctions against Tehran over the weekend.
Prospects are not too bullish for the Canadian dollar,
according to Don Mikolich, executive director, foreign exchange
sales at CIBC Capital Markets. He highlighted record low
Canadian bond yields and depressed crude oil prices.
Prime Minister Justin Trudeau struck a more downbeat note
than typical on the battered currency as well as low oil prices,
saying they hurt large parts of the economy. The government has
promised to run budget deficits to boost the economy.

U.S. markets were closed for the Martin Luther King Jr. Day
holiday, making for a quieter than normal session.
The Canadian dollar CAD=D4 ended at C$1.4557 to the
greenback, or 68.70 U.S. cents, weaker than the Bank of Canada's
official close on Friday of C$1.4530, or 68.82 U.S. cents.
The currency's strongest level of the session was C$1.4487,
while it hit its weakest level since April 2003 at C$1.4650.

The implied probability of a Bank of Canada rate cut on
Wednesday was 64 percent, little changed from Friday. The market
has fully discounted a rate cut by April and it has implied a
one-third chance of an additional rate cut by the end of the
year.
"I don't know that a rate cut is going to be overly
stimulative," said Mikolich. Fiscal stimulus will have more
impact than monetary policy, he added.
Bearish bets on the Canadian dollar remained elevated, but
trimmed slightly in the week ended Jan. 12. Net short Canadian
dollar dipped to 59,214 contracts from 60,130 contracts in the
prior week, according to data from the Commodity Futures Trading
Commission released on Friday.
Canadian government bond prices were lower across the
maturity curve, with the two-year CA2YT=RR price down 5
Canadian cents to yield 0.312 percent and the benchmark 10-year
CA10YT=RR falling 11 Canadian cents to yield 1.163 percent. It
hit a record low on Friday at 1.143 percent.

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