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The Canadian bond prices pushed higher on Friday, following the lead of the larger US debt market, as the upwards US jobs revisions reaffirmed the view that US interest rates will not be cut for the foreseeable future. Canada's bond market often follows the US market, particularly when there is a dearth of domestic economic news, as there was on Friday.
Domestic bond prices have fluctuated over the past couple of weeks, as the market has concluded the Bank of Canada will leave rates steady for the next several months, and possibly for the rest of the year. This is in contrast to expectations last year that the central bank would soon cut rates. Next week, the domestic data calendar will pick up, with business purchasing, housing starts, and employment data for January.
The two-year bond inched ahead 2 Canadians cent to C$100.23 to yield 4.118 percent, while the 10-year bond rose 13 Canadian cents to C$98.61 to yield 4.182 percent. The yield spread between the two-year and 10-year bond moved to 6.4 basis points from 6.9 at the previous close. The 30-year bond climbed 26 Canadian cents to C$124.14 to yield 4.222 percent. In the United States, the 30-year treasury yielded 4.926 percent.
The three-month when-issued T-bill yielded 4.17 percent, down from 4.18 percent at the previous close. The Canadian dollar fell to fresh 14-1/2 month lows against the US currency on Friday, falling initially on US jobs data and extending its decline despite recovering oil prices. The Canadian dollar finished at C$1.1855 to the US dollar, or 84.35 US cents, down from C$1.1788, or 84.83 US cents, at Thursday's close.
Crude oil prices hit their highest levels in a month, but traders did not take it as a cue to buy the commodity-linked currency, instead focusing on other factors such as US jobs strength and base metals prices that have weakened in recent weeks.

Copyright Reuters, 2007

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