Canadian dollar retreats as data disappoints, markets calmed

16 Aug, 2015

The Canadian dollar slipped against the greenback on Friday, as calm returned to markets following a volatile trading week and investors digested US and Canadian data that underscored the divergence between the countries' central banks. In Canada, manufacturing sales jumped in 1.2 percent in June, the biggest gain since March, but figures still fell short of economists' elevated projections for a 2.1 percent rise.
"It's definitely indicative of weakness in the Canadian economy at the end of the day. The numbers are not blowing the doors off," said Karl Schamotta, director of FX risk and strategy at Cambridge Global Payments. "As we see an expansion in the demand in the US we should've seen a greater expansion in the manufacturing sector in Canada."
Markets were pricing in a higher probability of a 25 basis point interest rate cut in September following the news, though the probability remained on the lower end, just shy of 25 percent. South of the border, the US dollar edged higher against a basket of key counterparts following encouraging data on US producer prices and industrial output, which buoyed expectations the Federal Reserve could be hiking interest rates as early as next month.
Market participants had been jittery about the possibility that the falling yuan, following China's devaluation earlier this week, could derail the US central bank's policy plans. The Canadian dollar ended the session at C$1.3092 to the greenback, or 76.38 US cents, weaker than the Bank of Canada's official close of C$1.3064, or 76.55 US cents on Thursday.
"I think we're seeing a bit of a correction to the knee-jerk reaction that we had over the last few days," said Schamotta, who expects the loonie to trade between C$1.30 and C$1.35 over the next three months. The currency stayed within a relatively narrow trading range, between C$1.3017 and C$1.3096, on Friday. The price of crude, always a big driver for oil-exporting Canada, remained just shy of 6-1/2-year lows.
Canadian government bond prices were mostly higher across the maturity curve, with the two-year price up half a Canadian cents to yield 0.411 percent and the benchmark 10-year rising 9 Canadian cents to yield 1.390 percent. The Canada-US two-year bond spread widened to -31.5 basis points, while the 10-year spread widened to 80.8 basis points.

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