AUD/CHF Gap +61.6 Updated 12 Sep, 03:15 UTC

AUD/CHF: the macro gap

On the Macro Currency Strength Meter, the Australian Dollar scores +20 and the Swiss Franc scores -42 — a gap of 62 points in favour of the Australian Dollar. The widest divergence is in interest rates, which favours the Australian Dollar. All else equal that gap is a fundamental tailwind for the Australian Dollar against the Swiss Franc — though markets may already have priced much of it in.

AUD/CHF STRENGTH GAP1Y · BASE MINUS QUOTE0+62+102+0+62 AND HOLDING
AUD minus CHF, composite macro score over the past year. Above zero, the AUD side carries the edge; below, the CHF.
Strength gap
+61.6
Stronger side
AUD
Edge is
Holding steady
Scores
+20 vs -42

Factor by factor

Positive is stronger relative to the other majors, not in absolute terms. The gap column is AUD minus CHF.

FactorAUDCHFGap
Interest Rates +65 -44 +109.6
Growth -37 -37.4
Positioning +23 -46 +68.2
Risk Mood +32 -32 +63.0
Commodities -10 -9.9
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