CANADA FX DEBT-C$ weakens as lower oil prices trigger position squaring

Published 2016-03-18, 04:57 p/m
© Reuters.  CANADA FX DEBT-C$ weakens as lower oil prices trigger position squaring
USD/CAD
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CL
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CA2YT=RR
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CA10YT=RR
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(Adds analyst quote, adds details on CFTC data, updates prices)
* Canadian dollar ended at C$1.3037, or 76.70 U.S. cents
* Currency touched strongest level since Oct. 19 at C$1.2924
* Bond prices mixed across maturity curve

By Fergal Smith
TORONTO, March 18 (Reuters) - The Canadian dollar weakened
against its U.S. counterpart on Friday as lower oil prices
weighed, but firm domestic retail sales data had helped push the
currency to a nearly five-month high earlier in the session.
The currency extended its rebound from a 12-year low in
January after strength in retail sales bolstered expectations
first-quarter growth will surpass the Bank of Canada's 1 percent
forecast.
But the rally ran out of steam as crude oil prices turned
lower.
"Let's attribute today's price action to position squaring
at the end of a fairly volatile week" said Jack Spitz, managing
director of foreign exchange at National Bank Financial.
U.S. crude CLc1 prices settled at $39.44 a barrel, down
1.9 percent.
Retail sales rose 2.1 percent in January, much better than
the 0.6 percent gain analysts had expected.
"The retail sales number was a barnburner," said Nick
Exarhos, economist at CIBC Capital Markets.
The implied probability of a Bank of Canada rate cut by
year-end dipped to 34 percent. It had been 85 percent just one
month ago.
The data vindicated the Bank of Canada's decision to keep
interest rates unchanged in January, said Andrew Kelvin, senior
rates strategist at TD Securities.
Speculators further cut bearish bets on the Canadian dollar
from extreme levels seen in January, Commodity Futures Trading
Commision (CFTC) data showed.
Net short Canadian dollar positions fell to 16,826 contracts
in the week ended March 15 from 25,781 in the prior week.

The Canadian dollar CAD=D4 ended at C$1.3037 to the
greenback, or 76.70 U.S. cents. That was weaker than Thursday's
close of C$1.2989, or 76.99 U.S. cents.
The currency's weakest level on Friday was C$1.3043, while
it touched its strongest level since Oct. 19 at C$1.2924.
Canada's consumer price inflation report, typically a major
driver for the market, was overshadowed by the retail sales
data.
The annual inflation rate slowed to 1.4 percent in February
as a drop in gasoline prices pulled inflation away from the
mid-point of the Bank of Canada's 2.0 percent target.

Canadian government bond prices were mixed across the
maturity curve, with the two-year CA2YT=RR price down 2
Canadian cents to yield 0.542 percent and the benchmark 10-year
CA10YT=RR flat to yield 1.289 percent.
The Canada-U.S. two-year bond spread was 3.8 basis points
less negative at -29.7 basis points, while the 10-year spread
was 2.5 basis points less negative at -58.8 basis points as
Canadian government bonds underperformed.

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