CANADA FX DEBT-C$ weakens as crude oil prices slide

Published 2015-12-30, 04:52 p/m
CANADA FX DEBT-C$ weakens as crude oil prices slide
LCO
-
CL
-
CA2YT=RR
-
CA10YT=RR
-

(New throughout, updates prices and market activity, adds
analyst comment)
* Canadian dollar at C$1.3885 or 72.02 U.S. cents
* Bond prices mixed across the maturity curve

By Fergal Smith
TORONTO, Dec 30 (Reuters) - The Canadian dollar weakened
against its U.S. counterpart on Wednesday, pressured by slumping
crude oil prices, although the currency maintained its recent
holding pattern ahead of the New Year's Day holiday on Friday.
"We are seeing the correlation with oil and the Canadian
dollar hold pretty tight," said Scott Smith, senior market
analyst at Cambridge Global Payments in Calgary.
Reduction in risk appetite added to pressure on commodity
currencies, including the Canadian dollar, according to Smith.
An unusual build in U.S. crude stockpiles and signs Saudi
Arabia will keep adding to the global supply glut pressured oil
prices. U.S. crude CLc1 fell 3.4 percent while Brent crude
LCOc1 lost 2.83 percent, moving toward 11-year lows. O/R
The Canadian dollar CAD=D4 ended at C$1.3885 to the
greenback, or 72.02 U.S. cents, weaker than Tuesday's close of
C$1.3823, or 72.34 U.S. cents.
The currency's strongest level of the session was C$1.3830,
while its weakest was C$1.3927. It hit its weakest level in more
than 11-years on Dec. 18 at C$1.4003.
Bank of Canada Governor Poloz will speak on Jan. 7 in
Ottawa, the last scheduled appearance by a Bank of Canada
policymaker before the release of the interest rate announcement
and Monetary Policy Report on Jan. 20.
There is potential for a "dovish slant" due to depressed
crude oil prices and the loss of momentum for growth, according
to Smith.
Canadian government bond prices were mixed across the
maturity curve, with the two-year CA2YT=RR price up 2 Canadian
cents to yield 0.489 percent and the benchmark 10-year
CA10YT=RR flat to yield 1.407 percent.
The curve steepened for as second straight day, as the
spread between the 2-year and 10-year yields widened 1.3 basis
points to 91.8 basis points, indicating underperformance for
longer-dated maturities.
The Canada-U.S. 10-year spread was little changed at -89.8
basis points, trading near a record wide gap.

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