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CANADA FX DEBT-C$ ends higher after boost from retail data

Published 07/22/2009, 04:21 PM
Updated 07/22/2009, 04:24 PM

* C$ hits highest level since June 11

* BoC's Monetary Policy Report in focus

* Bond prices end lower across curve (Recasts)

By Frank Pingue

TORONTO, July 22 (Reuters) - Canada's currency ended higher against the U.S. dollar on Wednesday due to a combination of strong domestic retail sales data and the lingering effects of a more optimistic statement from the Bank of Canada.

The rally in the currency added to gains recorded early in Tuesday's session after the Bank of Canada left its key interest rate at 0.25 percent and backed off the hard tone it took toward a surge in the currency last month. [ID:N21196742]

"That removed a bit of the stigma that was overhanging the currency and made the downside in dollar/Canada a little bit more vulnerable ... so that's been one of the key factors over the last 24 hours or so," said George Davis, chief technical strategist at RBC Capital Markets.

"And the market right now is willing to take on incremental levels of risk because they have a more positive outlook for growth and so the resulting decrease in risk aversion has been a positive factor for the Canadian dollar."

Midway through the session the Canadian dollar rose as high as C$1.0950 to the U.S. dollar, or 91.32 U.S. cents, which was its highest level since June 11.

But it backed off that level and closed at C$1.0985 to the U.S. dollar, or 91.03 U.S. cents, up from C$1.1071 to the U.S. dollar, or 90.33 U.S. cents, at Tuesday's close.

The Canadian dollar also made gains versus many of the crosses, or overseas currencies, including the Australian dollar, British pound and euro.

Helping to improve investor sentiment early in the session was data that showed Canadian retail sales rose 1.2 percent in May from April, which topped expectations for an increase of 0.5 percent. [ID:nOTT001664]

The next key event for traders is the Bank of Canada's Monetary Policy Repot due on Thursday, when the market will look for further details on the bank's economic outlook.

On Tuesday, the central bank forecast that the Canadian economy will shrink by 2.3 percent in 2009, not the 3.0 percent it forecast in April; and will grow by 3.0 percent in 2010 rather than the 2.5 percent it had forecast earlier.

The Canadian dollar is up about 19 percent since it tumbled to a four-year low of C$1.3066 to the U.S. dollar, or 76.53 U.S. cents, in early March.

BONDS PRICES ALL LOWER

Canadian bond prices ended down across the curve, hurt by the better-than-expected retail sales data and by dealers who opted to book profits after gains recorded in Tuesday's session.

The drop in Canadian bond prices was also influenced by a selloff in the bigger U.S. Treasury market, which turned lower on profit-taking a day after U.S. Federal Reserve Chairman Ben Bernanke ignited a rally when he indicated the U.S. the economy was too weak to tighten monetary policy. [ID:nSP455272]

The two-year Canada bond ended down 3 Canadian cents at C$100.08 to yield 1.206 percent, while the 10-year bond slipped 25 Canadian cents to C$102.50 to yield 3.448 percent.

The 30-year bond dropped 90 Canadian cents to C$116.40 to yield 4.016 percent. The 30-year U.S. Treasury bond yielded 4.445 percent.

Canadian bonds outperformed their U.S. counterparts across most of the curve. The Canadian 30-year bond was about 43 basis points below the U.S. 30-year yield, compared with 42 basis points on Tuesday. (Editing by Peter Galloway)

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