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CANADA FX DEBT-C$ hits 2-month low as retail sales fall

Published 2018-02-22, 09:18 a/m
© Reuters.  CANADA FX DEBT-C$ hits 2-month low as retail sales fall
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CA10YT=RR
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* Canadian dollar at C$1.2721, or 78.61 U.S. cents

* Loonie touches its weakest since Dec. 22 at C$1.2760

* Bond prices rise across the yield curve

* 2-year spread touches its widest since June 12

By Fergal Smith

TORONTO, Feb 22 (Reuters) - The Canadian dollar weakened to a two-month low against its U.S. counterpart on Thursday after a surprise drop in domestic retail sales dented prospects for further Bank of Canada interest rate hikes over the coming months.

Canadian retail sales decreased by 0.8 percent in December from November as sales fell at general merchandise stores and electronics and appliance stores, Statistics Canada said. Analysts had forecast an increase of 0.2 percent. followed recent data that showed manufacturing sales and wholesale trade also dropped in December.

"All told, a reason to keep the C$ trading weak, with work still to be done in pricing out the spring tightening bias expected from the BoC," Nick Exarhos, an economist at CIBC Capital Markets, said in a research note.

Chances of another Bank of Canada interest rate hike in May fell to 77 percent from 86 percent before the retail sales report, data from the overnight index swaps market showed. BOCWATCH

The central bank raised interest rates in January for the third time since July. Its benchmark rate sits at 1.25 percent.

At 9:06 a.m. EST (1406 GMT), the Canadian dollar CAD=D4 was trading 0.1 percent lower at C$1.2721 to the greenback, or 78.61 U.S. cents.

The currency's strongest level of the session was C$1.2677, while it touched its weakest since Dec. 22 at C$1.2760.

The price of oil, one of Canada's major exports, was supported by a surprise decline in U.S. crude inventories. crude CLc1 prices were up 0.55 percent to $62.02 a barrel.

Canadian government bond prices were higher across the yield curve, with the two-year CA2YT=RR price up 12 Canadian cents to yield 1.787 percent and the 10-year CA10YT=RR rising 52 Canadian cents to yield 2.289 percent.

The gap between Canada's 2-year yield and its U.S. equivalent widened by 5.3 basis points to a spread of -47.5 basis points, its widest since June 12.

It follows the release on Wednesday of minutes of the latest Federal Reserve meeting, which affirmed expectations of further rate increases this year. inflation report for January is due on Friday.

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