Canadian bond prices rally

11 May, 2008

The Canadian bond prices rose on Friday, ignoring the higher headline numbers in the economic data, as they were not seen altering the interest rate outlook. "You had a big move down in US yields this week that Canada really was somewhat insulated from, and I think it's just a bit of a catch up for that," said Mark Chandler, fixed income strategist at RBC Capital Markets.
The two-year bond was up 5 Canadian cents at C$102.02 to yield 2.731 percent. The 10-year rose 39 Canadian cents to C$103.16 to yield 3.587 percent. The yield spread between the two- and 10-year bonds was 85.6 basis points, down from 87.8 at the previous close.
The 30-year bond added 98 Canadian cents to C$115.53, for a yield of 4.082 percent. In the United States, the 30-year treasury yielded 4.527 percent. The three-month when-issued T-bill yielded 2.62 percent, up from 2.60 percent at the previous close.

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