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CANADA FX DEBT-C$ recovers from four-week low, helped by month-end flows

Published 2017-09-28, 05:41 p/m
© Reuters.  CANADA FX DEBT-C$ recovers from four-week low, helped by month-end flows
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(Adds analyst comments, details throughout; updates prices)

* Canadian dollar at C$1.2428, or 80.46 U.S. cents

* Loonie touches its weakest since Aug. 31 at $1.2519

* Bond prices higher across much of a steeper yield curve

By Fergal Smith

TORONTO, Sept 28 (Reuters) - The Canadian dollar rose on Thursday against its U.S. counterpart, recovering from a four-week low, boosted by rebalancing of investors' portfolios near the end of the month.

The loonie had plunged the day before by the most since January after Bank of Canada Governor Stephen Poloz dampened expectations for further interest rate hikes this year. lot of clients were looking for a pullback in the Canadian dollar to initiate hedges," said Blake Jespersen, managing director, foreign exchange sales at BMO Capital Markets.

"Portfolio rebalancing at month-end" added to support for the currency, Jespersen said.

The loonie posted a more than 2-year high earlier in September after the Bank of Canada hiked rates for the second time in three months. The bank's policy rate sits at 1 percent.

At 5 p.m. EDT (2100 GMT), the Canadian dollar CAD=D4 was trading at C$1.2428 to the greenback, or 80.46 U.S. cents, up 0.4 percent.

The currency's strongest level of the session was C$1.2418, while it touched its weakest since Aug. 31 at C$1.2519.

The recovery for the loonie came even as oil gave up earlier gains. U.S. crude oil prices CLc1 settled 58 cents lower at $51.56 a barrel. is one of Canada's major exports.

The ongoing renegotiation of the North American Free Trade Agreement is a major source of economic uncertainty for Canada, which would face a shock if the pact were to be ripped up, Bank of Canada Governor Stephen Poloz said in a newspaper interview. average weekly earnings of nonfarm payroll employees rose at an annual rate of 1.8 percent in July, data from Statistics Canada showed.

Data on Friday is expected to show that the economy grew by 0.1 percent for the same month, which would be consistent with moderation in the pace of growth after it accelerated in the first half of the year. ECONCA

Canadian government bond prices were higher across much of a steeper yield curve, with the two-year CA2YT=RR price up 8 Canadian cents to yield 1.542 percent and the 10-year CA10YT=RR rising 4 Canadian cents to yield 2.13 percent.

The gap between Canada's two-year yield and its U.S. equivalent narrowed by 1.4 basis points to +8.7 basis points. Earlier this month the spread reached its widest since January 2015 at 24.8 basis points.

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