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Canada bond yields seen rising in year ahead-poll

Published 11/23/2010, 08:16 AM
Updated 11/23/2010, 08:20 AM

* Two-year yield seen rising to 2.6 pct in 12 months

* 10-year yield forecast at 3.6 pct in a year

* Most consensus forecasts higher than Sept poll

By Jeffrey Hodgson and Claire Sibonney

TORONTO, Nov 23 (Reuters) - Canadian T-bill and bond yields are expected to climb in the coming year and consensus forecasts are mostly higher than they were two months ago, a Reuters poll showed on Tuesday.

The move reflects an improved outlook for the Canadian economy, which has been boosted by rising commodity prices and aggressive action by the U.S. Federal Reserve to jump-start growth there, analysts said.

"You've had the Fed saying they'll do whatever is required. That's chopped off a bit of the distribution for forecasts away from the worst possible scenarios for growth," said Mark Chandler, head of Canadian fixed income and currency strategy at RBC Capital Markets in Toronto.

"That affects (Canada) certainly because of the potential for U.S. domestic demand growing."

Chandler noted that an improving growth outlook for many emerging countries has also helped boost commodity prices. Canada is a major commodity exporter.

The poll of 15 strategists comes after the U.S. Federal Reserve this month launched a fresh effort to support a struggling U.S. economy, committing to buy $600 billion in government bonds with newly created money.

The Reuters poll found the median forecast for the rate-sensitive two-year bond yield, currently around 1.61 percent, trading a percentage point higher a year from now, at 2.6 percent. In September, the 12-month forecast was 2.25 percent.

The two-year yield is seen trading around where it is now in three months and at 1.85 percent in six months.

The 10-year bond yield, at 3.08 percent, is expected to climb to 3.20 percent in six months and 3.59 percent a year from now. In September, the consensus was 3.18 percent and 3.48 percent respectively.

In terms of domestic rate policy, many believe any further Bank of Canada rate hikes may have been pushed further into 2011 as a result of the Fed's decision.

Central bank Governor Mark Carney warned in recent months that while Canada sets its own monetary policy, there are limits to how much it can diverge from the United States.

"We have a better sense of how the Fed will position themselves. They will carry out purchases through the first half of the year. As a result, we've pushed back our Bank of Canada hikes to start in July of 2011," said David Tulk, senior macro strategist at TD Securities.

"We're still keeping (the 2011) year-end overnight rate at 2 percent, so what we've basically done is just consolidate all the hikes into the second half of the year."

The Bank of Canada has hiked rates three times this year, bringing its key policy rate to 1 percent. Most of Canada's primary securities dealers forecast last month that the Bank of Canada will keep interest rates unchanged until sometime after the first quarter of 2011.

The latest Reuters poll predicted three-month T-bill yields, now at 0.97 percent, will rise to 1.1 percent in six months and 2 percent in 12 months. (Polling by Bangalore Polling Unit) (Editing by Susan Fenton)

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