CANADA FX DEBT-C$ jumps as Fed opens door to more stimulus

Published 09/21/2010, 04:51 PM
Updated 09/21/2010, 05:00 PM

* C$ hits day's high and low after Fed statement

* Ends higher at 97.39 U.S. cents

* Bonds follow U.S. Treasuries higher (Updates to close)

By Ka Yan Ng

TORONTO, Sept 21 (Reuters) - The Canadian dollar hit its highest and lowest points of the session against the U.S. currency on Tuesday after the U.S. Federal Reserve said it stood ready to help the economy if needed.

The Fed, which made no shift in monetary policy at the end of its one-day meeting, as expected, said it was prepared to provide additional support to bolster a U.S. modest economic recovery. [ID:nN20109053]

The currency briefly dropped to C$1.0332 to the U.S. dollar, or 96.79 U.S. cents, then turned convincingly higher as investors exited the greenback, while U.S. stock indexes turned positive for a bit. Canada's dollar jumped as high as C$1.0217 to the U.S. dollar, or 97.88 U.S. cents.

It pared gains to end the session at C$1.0268 to the U.S. dollar, or 97.39 U.S. cents, up from Monday's close at C$1.0293, or 97.15 U.S. cents.

"The market is diversifying away from the U.S. dollar as far as a safety holding, and we saw immediate evidence of that with the way that the Dow shot up and interest for the other currencies took place," said said C.J. Gavsie, managing director of foreign exchange sales at BMO Capital Markets.

Gavsie said a close below C$1.0185 to the U.S. dollar could indicate a new opportunity for a run towards parity with the greenback, but "until we see that, we're not incredibly convinced that we're breaking out of the range just yet."

Earlier, data showed Canada's annual inflation rate slowed in August, suggesting the Bank of Canada may suspend its rate-hiking campaign.

The overall inflation rate eased to 1.7 percent last month from 1.8 percent in July. Analysts surveyed by Reuters had expected a slightly higher annual rate of 1.9 percent. The core rate was 1.6 percent in August, unchanged from July. [ID:nN21500487]

The tame inflation figures mean third-quarter inflation, calculated on a annual basis, would likely be slightly lower than the Bank of Canada's July forecast of 1.8 percent, analysts said.

This could give the central bank more reason to pause after raising its benchmark interest rate three times since the start of June. The overnight rate currently stands at 1 percent.

"We still think (the Bank of Canada is) going to pass in October and pass again in December. Realistically, it's not really an inflation story, it's more a growth story and a U.S. growth story as well," said Mark Chandler, head of Canadian fixed income and currency strategy at RBC Capital Markets.

Market pricing, as measured by a Reuters calculation of yield on overnight index swaps, remained steady and indicated about a 64 percent likelihood of no change in interest rates at the Bank of Canada's policy-decision date next month.

BONDS HIGHER

Government bonds were initially mixed after the Fed statement, but climbed across the curve to mirror gains in U.S. Treasuries as the U.S. central bank expressed somewhat greater concern about the sluggish pace of economic growth.

The Fed also opened the door wider to pumping more money into the economy as well as noting that it saw subdued inflation for "some time."

The two-year bond was up 10 Canadian cents to yield 1.460 percent, while the 10-year bond gained 35 Canadian cents to yield 2.903 percent. They put in a mixed performance against U.S. Treasuries, with the short-dated issues outperforming and mid- to long- maturities underperforming. (Reporting by Ka Yan Ng; editing by Rob Wilson)

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