CANADA FX DEBT-Canadian dollar weakens slightly, holds near 12-week high

Published 2016-03-02, 05:32 p/m
CANADA FX DEBT-Canadian dollar weakens slightly, holds near 12-week high
USD/CAD
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LCO
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CL
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CA2YT=RR
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CA10YT=RR
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(Adds quote, details on Australia and Beige Book, updates
prices)
* Canadian dollar ended at C$1.3427 or 74.48 U.S. cents
* Bond prices lower across steeper maturity curve

By Fergal Smith
TORONTO, March 2 (Reuters) - The Canadian dollar weakened
slightly against its U.S. counterpart on Wednesday, but losses
were pared as oil prices turned higher, and the currency held
near a 12-week high seen on Tuesday.
Oil prices CLc1 LCOc1 firmed as buyers banked on
production limit plans to counter record high U.S. crude
stockpiles, keeping alive hopes the market had bottomed from the
selloff that began nearly two years ago. O/R
Commodity currencies have benefited in the last few days
from the bounce in commodity prices as well as "data surprises,"
said Daniel Katzive, head of FX strategy North America at BNP
Paribas.
Australia's economy grew in the fourth quarter at the
fastest pace in almost two years, while Canada's gross domestic
product data on Tuesday reduced pressure on the Bank of Canada
to cut rates.
The implied probability of a rate cut this year has fallen
to less than 40 percent from around 80 percent last week when
Finance Minister Bill Morneau said the government will stick to
plans in the March 22 federal budget to stimulate the economy.
BOCWATCH
The market may be "more willing to price in the chance of a
rate cut" once the budget is out of the way, said Katzive.
The Canadian dollar CAD=D4 closed at C$1.3427 to the
greenback, or 74.48 U.S. cents, slightly weaker than Tuesday's
official close of C$1.3414, or 74.55 U.S. cents.
The currency's strongest level of the session was C$1.3406,
while its weakest was C$1.3499. On Tuesday, it touched its
strongest since Dec. 7 at C$1.3387.
Data released south of the border on Wednesday showed U.S.
private employers added more jobs than expected in February.
But the Federal Reserve said in its Beige Book that
economic conditions are mixed.
Canadian government bond prices were lower across the
maturity curve, with the two-year CA2YT=RR price down 1
Canadian cent to yield 0.537 percent and the benchmark 10-year
CA10YT=RR falling 14 Canadian cents to yield 1.251 percent.
The curve steepened further as longer-dated maturities
underperformed. The spread between the 2-year and 10-year yields
widened by 1 basis point to 71.4 basis points, its widest since
Feb. 8.
Canadian trade data for January is awaited on Friday.
ECONCA

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