Canadian bonds sag

27 May, 2007

The most Canadian bond prices eased on Friday ahead of next week's Bank of Canada decision, with some pressure brought on by higher stock prices. The bond market has been in general retreat over the past 2-1/2 months, as expectations have shifted toward interest-rate increases.
The two-year bond rose 1 Canadian cent at C$98.72 to yield 4.416 percent, while the 10-year bond fell 10 Canadian cents to C$96.90 to yield 4.422 percent. The yield spread between the two-year and 10-year bond was -0.6 basis points, against -1.2 basis point at the previous close.
The 30-year bond declined 20 Canadian cents to C$121.20 to yield 4.377 percent. In the United States, the 30-year treasury yielded 5.005 percent. The three-month when-issued T-bill yielded 4.20 percent, up from 4.19 percent at the previous close. The Canadian dollar charged higher on Friday, buoyed by stronger oil prices and a weaker US currency.
The currency set a new 29-1/2 year high for the fifth time in the past six sessions, charging as high as C$1.0776, or 92.80 US cents, after a report on Friday showed US existing home sales fell 2.6 percent in April to their lowest level since June 2003. The Canadian dollar finished at C$1.0794 to the US dollar, or 92.64 US cents, up from C$1.0847 to the US dollar, or 92.19 US cents, at Thursday's close.
The currency started the session stronger, as US crude oil futures rose more than $1 a barrel, while gold prices also inched higher. Canada's currency often rises in line with the two commodities as the country exports both.

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