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Canadian Dollar Sinks to Six Month Low as Bond Sell Off Continues

Published 2023-10-03, 04:59 p/m
© Reuters.
USD/CAD
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By Ketki Saxena

Investing.com -- The Canadian dollar weakened to a six-month low against its US counterpart today, as the greenback rallied against a basket of major currencies on hawkish comments from Fed policymakers that rates will need to stay restrictive for "some time". 

The comments reinforce data from the Federal Reserve's Summary of Projections, which projects that interest rates will remain at or above current levels throughout 2024 and into 2025. 

Meanwhile, US treasury yields continue to rise, printing a fresh 16-year high - raising the risk of an accelerating sell off in equities and risk assets like the Canadian dollar. 

Analysts at MUFG note, "If US 10-year yields continue to drift higher the risk of an equity market correction will increase – if a correction unfolds, the risk of a spike in USD/CAD is high."

However, the Bank of Canada could serve to limit losses on the Canadian currency, MUFG analysts note.

"If the Fed hikes before year-end, the BoC could be in a position to limit the scale of increase in USD/CAD."

Canadian yields also continue to march ahead, with the benchmark Canadian 10-year bond yield also hitting a 16-year high, and expectations for a further rate hike from the Bank of Canada remain high. 

Money markets are pricing in a 64% chance that the BoC will hike rates at least once more this year. 

On a technical level for the pair, analysts at FX Street note, "A continued run up the charts will see the USD/CAD set for a challenge of 1.3860, a region that the pair hasn’t seen since March."

"Hourly candles have the USD/CAD drifting steadily higher as short interest fails to push the pair back into the 34-hour Exponential Moving Average (EMA). Bullish momentum appears to be running out of steam, and the Relative Strength Index (RSI) is drifting out of overbought territory."

"Sellers will want to build up enough momentum to send the pair back down to 1.3560 near the 100-hour SMA, while bidders will be looking to mark a new high for the day beyond 1.3736."

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