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Canadian Dollar Ekes Out Gain vs. USD, but "Short Squeeze Risks May Be Building"

Published 2023-09-25, 05:46 p/m
© Reuters.
USD/CAD
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By Ketki Saxena

Investing.com The Canadian dollar rose against its U.S. counterpart on Monday, amongst the top-performing G10 currencies today, as the US dollar dominated.

The U.S. dollar extended its recent gains against a basket of major currencies. the 10-year yield moved above 4% for the first time since 2007, as investors bet that the Federal Reserve will stay hawkish well into next year.

However, the Canadian dollar continued to be supported against the greenback as markets bet on equal hawkishness from the Bank of Canada, a stance supported by last week's hotter-than-expected domestic inflation and hawkish minutes from the BoC.

"The Fed and the Bank of Canada are presently the most hawkish central banks in the G10," said Tony Valente, senior FX dealer at AscendantFX.

Money markets now see an approximately 50% chance of another BoC rate hike on Oct. 23, and have fully priced in another move by March.

Despite the tailwinds for the loonie - including BoC hawkishness and expectations of firm crude prices on supply constraints from OPEC+ and Russia, analysts at Scotiabank (TSX:BNS) note that "Short-squeeze risks might be building for the CAD."

Scotiabank analysts note, that "Friday’s IMM data reflected another jump in net short CAD activity in the week through last Tuesday, taking broader market positioning against the CAD back to near the extremes seen earlier this year."

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