CANADA FX DEBT-C$ dips as investors weigh bullish bets data

Published 2018-02-12, 04:54 p/m
© Reuters.  CANADA FX DEBT-C$ dips as investors weigh bullish bets data
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* Canadian dollar at C$1.2601, or 79.36 U.S. cents

* Bond prices rise across the yield curve

* Canada-U.S. 10-year spread reaches widest since Dec. 19

By Fergal Smith

TORONTO, Feb 12 (Reuters) - The Canadian dollar slipped on Monday against its U.S. counterpart, lagging the performance of many other major currencies as investors weighed data showing an increase in bullish bets on the currency.

At 4 p.m. EST (2100 GMT), the Canadian dollar CAD=D4 was trading 0.2 percent lower at C$1.2601 to the greenback, or 79.36 U.S. cents.

The currency traded in a range of C$1.2556 to C$1.2623. On Friday, it touched a six-week low at C$1.2690 after domestic data showed the biggest decline in jobs since January 2009.

Also on Friday, data from the U.S. Commodity Futures Trading Commission and Reuters calculations showed that speculators raised bullish bets on the Canadian dollar for the fifth straight week. As of Feb. 6, net long positions had risen to 40,164 contracts from 33,465 a week earlier. would have thought that with a market that was long CAD, that maybe that (positioning) would have been trimmed," said Greg Anderson, global head of foreign exchange strategy at BMO Capital Markets in New York. "Maybe coming into trading today that had the market spooked and it decided to sell CAD against everything."

Investors that have made bullish bets on a currency could be vulnerable to losses if other investors that are long choose to cut or exit their positions.

The U.S. dollar .DXY fell against a basket of major currencies, including the euro, as U.S. stocks recouped some losses from the dramatic sell-off that saw the S&P 500's sharpest decline in more than two years. currencies, such as the Canadian dollar tend to underperform when stocks fall. The loonie retreated 1.2 percent last week.

The price of oil, one of Canada's major exports, recovered some of last week's steep losses. U.S. crude CLc1 prices settled 0.2 percent higher at $59.29 a barrel. government bond prices were higher across the yield curve, with the two-year CA2YT=RR up 1 Canadian cent to yield 1.783 percent and the benchmark 10-year CA10YT=RR rising 11 Canadian cents to yield 2.338 percent.

The gap between Canada's 10-year yield and its U.S. equivalent widened by 3.7 basis points to a spread of -51.6 basis points, its widest since Dec. 19.

The Canadian Real Estate Association will release its monthly home sales report on Thursday. Canada's manufacturing sales report for December is due on Friday.

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