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Canadian dollar falls as inflation slows

Canadian inflation decelerated in May, and most underlying price indicators continued to soften, helping push the Bank of Canada back onto a data-dependent footing. Data released by Statistics Canada this morning showed the Consumer Price Index rising 3.4 percent on a year-over-year basis in May, down sharply from the 4,4 percent increase recorded in April, and perfectly in line with consensus expectations. On a month-over-month basis, the change climbed to 0.4 percent – again aligning with market forecasts.

Base-year effects saw gasoline prices fall -18.3 percent year-over-year, and the energy sub-index also dropped 12.4 percent. Food prices slowed their climb, up 9 percent month-over-month, with gains modestly decelerating from April’s 9.1-percent increase. Mortgage interest costs surged 29.9 percent from the prior year, making by far the largest contribution to the headline price gain – prompting the statistics agency to note that with mortgage interest costs excluded, headline prices rose just 2.5 percent in May, down from 3.7 percent in April.

Perhaps most critically, core inflation, computed as the average of the two price measures now preferred by the Bank of Canada (trim and median), increased just 3.85 percent over the same period last year, down from 4.25 percent in the prior month. Core measures strip out highly-volatile categories, and are often used to develop a better understanding of price pressures in the underlying economy.

This deceleration could exert some drag on the exchange rate as odds on a final rate hike at the Bank of Canada’s July meeting ratchet lower. We expect economic momentum to show renewed signs of slowing in coming weeks and months, and price growth should continue its deceleration, helping reduce the need for further monetary tightening.

Across the 49th, US durable goods orders and capital investment climbed more than expected last month, suggesting that falling consumer sentiment levels are not yet playing into broader consumption and investment patterns. Data from the Census Bureau indicated that new orders for manufactured goods meant to last more than three years increased $4.9 billion or 1.7 percent to $288.2 billion in May. Markets expected a -0.9 percent contraction.

Shipments increased $4.8 billion or 1.7 percent to $282.7 billion, and unfilled orders rose for the fifth month in six, up $10.6 billion or 0.8 percent to $522.9 billion. Inventories kept rising, up another 0.2 percent on the month. Core capital goods orders – a measure of non-defence capital goods excluding aircraft – rose 0.7 percent month-over-month. Economists polled by the major data providers had expected a 0.1 percent increase.

Risk appetite in financial markets looks relatively well-supported: equity futures are edging up, commodity prices are and the trade-weighted dollar is retreating. 

Still ahead today: The Conference Board’s Consumer Sentiment Index is seen rising to 104.0 in June, up from 102.3 in the prior months as signs of stability in the US economy helped brighten moods. Traders will also keep an eye on the proceedings at the European Central Bank’s conference in Sintra, Portugal, although an endlessly-repeated “higher for longer” message is most likely.

More talk than action
Easing Hopes Unwind Further, Putting Pressure on Currency Markets
Expectations matter
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Currencies Stall Ahead of Inflation Print
US inflation & the USD

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