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CANADA FX DEBT-C$ slips as risk appetite wanes; bonds higher

Published 10/16/2009, 04:30 PM
Updated 10/16/2009, 04:33 PM
BAC
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* C$ finishes at 96.32 U.S. cents

* Canadian dollar up 0.6 percent for the week

* Inflation data expected to keep BoC steady on rates

* Bond prices higher (Updates to close, adds details, quotes)

By Jennifer Kwan

TORONTO, Oct 16 (Reuters) - Canada's dollar fell against the U.S. currency on Friday as investor thirst for risk waned and soft domestic inflation data underpinned expectations the Bank of Canada will keep rates steady through mid-2010.

North American equity markets, typically a barometer of risk, notched a lackluster performance on disappointing results from conglomerate General Electric and Bank of America Corp .

Data also showed Canadian consumer prices fell in September from a year earlier, thanks largely to tumbling gasoline prices. While there was other evidence of emerging inflation pressures, it was not expected to be of concern to the Bank of Canada. [ID:nN16340697]

The economic reading is expected to permit the central bank to hold interest rates steady next Tuesday and repeat its conditional pledge to leave them unchanged at 0.25 percent through mid-2010.

"Looking at those CPI figures and looking at the strength in the currency, it reinforces the view that the Bank of Canada will maintain an accommodative monetary policy stance longer than some other countries," said Andrew Pyle, wealth adviser at Scotia McLeod.

Most of Canada's primary dealers forecast on Friday the central bank is likely to stick to its pledge to keep its benchmark interest rate at its current near-zero level through the second quarter of next year. [ID:nTOR006836]

Market watchers expect the central bank to highlight the currency's spike of some 26 percent since hitting a four-year low in early March. This week, the Canadian dollar zoomed to a 14-month high.

"There's some concern the Bank of Canada may ramp up some of its jaw-boning of the Canadian dollar due to the threat of economic recovery. You might have some traders getting out of the currency on that basis," said Sal Guatieri, senior economist at BMO Capital Markets.

After the domestic inflation numbers, the Canadian unit dropped as low as C$1.0436 to the U.S. dollar, or 95.82 U.S. cents, compared with around C$1.0334 to the U.S. dollar, or 96.77 U.S. cents, just before the data.

The currency finished at C$1.0382 to the U.S. dollar, or 96.32 U.S. cents, down from C$1.0345 to the U.S. dollar, or 96.67 U.S. cents, at Thursday's close.

Early on Thursday, the currency rallied to C$1.0207 to the U.S. dollar, or 97.97 U.S. cents, its highest level since July 2008.

Friday's inflation data was partly to blame for the currency's move lower, but experts also pointed to firmness in the greenback.

The U.S. dollar recovered some of the week's losses on Friday as some corporate earnings fell short of expectations and consumer confidence data dimmed investor demand for higher-yielding, higher-risk currencies. [USD/]

BOND PRICES UP

Domestic bond prices climbed across the curve, following the big U.S. Treasury market where prices were up as weak stocks fueled safety bids. [US/]

The Canadian bond market was also influenced by the domestic inflation data, said Pyle.

"It's definitely a bond-friendly number whenever you get weak inflation numbers," he said.

"Inflation is an enemy of bonds. Any threat of higher inflation would tend to play out as a negative of bonds."

Also on Friday, the Bank of Canada announced details of its liquidity operations for the week of Oct. 19, as well as outlining the details for winding down two of its liquidity programs. [ID:nTOR006838]

Last month, the central bank said it would further scale back on providing extraordinary liquidity to money markets, the latest sign that confidence is returning as the global financial crisis eases.

The two-year bond climbed 16 Canadian cents to C$99.27 to yield 1.605 percent, while the 30-year bond rose 90 Canadian cents to C$117.40 to yield 3.958 percent.

The Canadian market mostly outperformed U.S. Treasury bonds. The two-year Canadian yield was about 65 basis points above its U.S. counterpart, compared with around 73 basis points on Thursday. (Editing by Rob Wilson)

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