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Canadian Inflation Eases, Pulling Loonie Lower

Headline Canadian inflation slowed sharply and a number of underlying price indicators continued to ease last month, effectively releasing pressure on the Bank of Canada to raise rates for a final time in this tightening cycle. Data released by Statistics Canada this morning showed the Consumer Price Index rising 5.2 percent on a year-over-year basis in February, falling well under the 5.9 percent increase recorded in January, and below consensus expectations for a 5.4 percent increase. On a month-over-month basis, the change slipped to 0.4 percent – missing a forecasted 0.5 percent increase.

Gasoline prices fell -4.7 percent year-over-year, driving the energy sub-index to a -0.6-percent decline – the first negative print since January last year. Food prices continued their climb, up 10.6 percent year-over-year, with a number of categories showing signs of acceleration amid rising input costs and unfavourable weather conditions.

Shelter costs decelerated for a third month, up 6.1 percent year-over-year, down from January’s 6.6-percent pace as rate hikes impacted the housing market. Mortgage interest costs surged 23.9 percent from the prior year, but the homeowners’ replacement cost index—a proxy for home prices—continued to lose momentum, up just 3.3 percent year-over-year.

Core inflation, computed as the average of the two price measures now preferred by the Bank of Canada (trim and median), increased 4.85 percent over the same period last year, down from 5.05 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.

The Bank of Canada is now firmly on hold, and today’s data should support expectations for a sustained period on the sidelines. With the Federal Reserve likely to deliver another quarter point hike—and signal additional moves—at tomorrow’s meeting, rate differentials look unlikely to deliver any respite to the loonie in the near term. The exchange rate is roughly 15 basis points weaker as we go to print.

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