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CANADA FX DEBT-C$ strengthens as oil prices rally, risk appetite firms

Published 2016-02-22, 09:30 a/m
© Reuters.  CANADA FX DEBT-C$ strengthens as oil prices rally, risk appetite firms
USD/CAD
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CL
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CA2YT=RR
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CA10YT=RR
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DXY
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* Canadian dollar at C$1.3711 or 72.93 U.S. cents
* Bond prices mixed across the maturity curve

TORONTO, Feb 22 (Reuters) - The Canadian dollar rose against
its U.S. counterpart on Monday as crude oil prices rallied and
risk appetite firmed, while domestic attention turned to an
economic update from Finance Minister Bill Morneau.
The currency strengthened even as the greenback gained
ground against a broad basket of major currencies. .DXY
Oil prices rose after the world's oil consumer body said it
expected U.S. shale production to fall this year and next,
potentially reducing the glut in supplies.
U.S. crude CLc1 prices were up 5.26 percent to $31.20 a
barrel.
Global stock market gains added to support for
the risk-sensitive commodity currency.
The implied probability of a rate cut by the end of 2016
dipped to 78 percent from 87 percent on Friday. BOCWATCH
Morneau, due to speak at 10:30 EST (1530 GMT), is expected
to give a clearer picture of the federal budget due out next
month. The deficit is expected to be larger than the C$10
billion promised by the Liberals during last year's election
campaign as the oil shock hampers growth.
At 9:14 a.m. EST (1414 GMT), the Canadian dollar CAD=D4
was trading at C$1.3711 to the greenback, or 72.93 U.S. cents,
stronger than Friday's official close of C$1.3769, or 72.63 U.S.
cents.
The currency's strongest level of the session was C$1.3689,
while its weakest level was C$1.3793.
Bearish bets by speculators against the Canadian dollar were
pared further after reaching five-month highs in January.
Net short Canadian dollar positions decreased to 45,085
contracts in the week ended Feb. 16 from 51,935 in the prior
week, Commodity Futures Trading Commission data showed on
Friday.
Canadian government bond prices were mixed across the
maturity curve, with the two-year CA2YT=RR price down 2
Canadian cents to yield 0.458 percent and the benchmark 10-year
CA10YT=RR rising 3 Canadian cents to yield 1.116 percent.
The Canada-U.S. 10-year spread was 1 basis point lower at
-63.84 basis points as Treasuries slightly underperformed.

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