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Government Bond Yields

As we approach the end of day on Thursday, here’s where things stand: 

Term

Rate on Jan 18th

Rate 1 week ago

Rate 4 weeks ago

2 years

4.06%

3.82%

3.80%

5 years

3.54%

3.31%

3.23%

10 years

3.48%

3.24%

3.12%

Yields are generally higher following the CPI data earlier this week. 

Inflation

Annual inflation rose to 3.4% in December compared to 3.1% in November.  The headline number was in line with expectations.  Part of the year-over-year increase compared to November can be attributed to a sharp decline in gasoline prices in December of last year which made for a tough comparison.

The BoC’s preferred measures of core CPI were both higher than the headline number.  CPI-trim rose two ticks to 3.7% while CPI-median was 3.6%. 

The housing market continues to be an important contributor to inflation.  Rents were +7.7% y/y and mortgage interest costs were +28.6% y/y.  It’s tough to get inflation lower when everyone is paying more for housing. 

How ever we are seeing signs of a softening in discretionary spending This is consistent with the message in the BoC business outlook survey released on Monday.  Roughly two-thirds of consumers say they were reducing spending or planning to do so because of the expectations for interest rates and inflation.

The bottom line is that the headline number wasn’t shocking but there is sufficient stickiness to make the Bank’s job challenging.  The Bank of Canada is likely to remain cautious. 

The BoC meets on Wednesday next week.  As of Thursday evening, the probability of a 25bp cut is just 13%.  The probability for the March 6th meeting is now at 15%, down from 35% 1 week ago.

Housing market activity

Falling fixed mortgage rates contributed to an 8.7% increase in existing home sales in December compared to the prior month.  Impressive considering that December is traditionally the slowest month of the year.  Sales in December were also 9.0% higher than the same month last year, but sales in 2023 as a whole were down 11% from 2022.  In fact, existing home sales in 2023 reached their lowest level in 15 years.

Nowhere to go but up!

Canadian Mortgage Bonds

 In the Fall Economic the government announced its intention to purchase Canada Mortgage Bonds in 2024.  New details reveal that the government, through the Bank of Canada as its fiscal agent, will purchase up to $30 billion of the maximum $60 billion of CMB issued in 2024. The original idea was that the CMB program would be completely absorbed by the bank.  This should be better outcome for the housing market 

Non-Prime lenders… non-prime lenders are reacting to proposed changes to maximum interest rates.  New federal restrictions would cap maximum interest charges at 35% compared to the current cap of 47%.  

The intention, of course, is to make borrowing more accessible to the most economically vulnerable but members of the Canadian Lenders Association contend that under the new cap, lending for the affected borrowers may be withdrawn entirely...

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