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CANADA FX DEBT-C$ dips on tame inflation; speculators' bets swing bearish

Published 2017-03-24, 05:31 p/m
© Reuters.  CANADA FX DEBT-C$ dips on tame inflation; speculators' bets swing bearish
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(Adds analyst quotes and details on CFTC data and updates prices)

* Canadian dollar ends at C$1.3380, or 74.74 U.S. cents

* Bond prices higher across flatter yield curve

* 10-year yield touches a three-week low at 1.621 percent

By Fergal Smith

TORONTO, March 24 (Reuters) - The Canadian dollar weakened on Friday against its U.S. counterpart as tame domestic inflation dampened pressure on the Bank of Canada to turn more hawkish, while CFTC data showed a sharp swing by speculators to bearish bets against the loonie.

Canada's annual inflation rate dipped to 2.0 percent in February from 2.1 percent in January. Analysts in a Reuters poll had expected the rate to remain at 2.1 percent. new measures established by the Bank of Canada late last year showed core inflation below its target of 2 percent.

After recent robust domestic data, tame inflation "cools" market expectations for the central bank to move toward a more neutral stance, said Jimmy Jean, senior economist at Desjardins.

As recently as January, Bank of Canada Governor Stephen Poloz said an interest rate cut remained on the table. The central bank last cut in July 2015 to leave its policy rate at 0.50 percent.

Poloz is due to speak next week. He will be in "a more comfortable position" to argue that there is still a lot of excess capacity and the central bank is nowhere near hiking rates, Jean said.

Speculators turned the most bearish on the Canadian dollar since March 2016, data from the Commodity Futures Trading Commission and Reuters calculations showed. Canadian dollar positions swung sharply to net short 24,403 contracts as of March 21 from net long 21,458 contracts a week earlier.

The Canadian dollar CAD=D4 ended at C$1.3380 to the greenback, or 74.74 U.S. cents, weaker than Thursday's close of C$1.3351, or 74.90 U.S. cents.

The currency traded in a range of C$1.3348 to C$1.3385.

For the week the loonie fell 0.3 percent.

Prices of oil, one of Canada's major exports, were boosted by hopes that an OPEC output cut was beginning to balance a long oversupplied market. crude CLc1 prices settled 27 cents higher at $47.97 a barrel.

U.S. President Donald Trump's administration approved TransCanada Corp's TRP.TO Keystone XL pipeline, which would bring more than 800,000 barrels of heavy crude per day from Canada's oil sands to U.S. refineries and ports along the Gulf of Mexico. government bond prices were higher across a flatter yield curve, with the two-year CA2YT=RR up 4 Canadian cents to yield 0.751 percent and the 10-year CA10YT=RR rising 39 Canadian cents to yield 1.641 percent.

The 10-year yield touched its lowest intraday since Feb. 28 at 1.621 percent.

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