AUD/NZD Gap +13.3 Updated 12 Sep, 03:15 UTC

AUD/NZD: the macro gap

On the Macro Currency Strength Meter, the Australian Dollar scores +20 and the New Zealand Dollar scores +6 — a gap of 13 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 New Zealand Dollar — though markets may already have priced much of it in.

AUD/NZD STRENGTH GAP1Y · BASE MINUS QUOTE0+13+50-15+13 AND FADING
AUD minus NZD, composite macro score over the past year. Above zero, the AUD side carries the edge; below, the NZD.
Strength gap
+13.3
Stronger side
AUD
Edge is
Narrowing
Scores
+20 vs +6

Factor by factor

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

FactorAUDNZDGap
Interest Rates +65 +11 +54.5
Growth -37 -37.4
Positioning +23 -26 +48.4
Risk Mood +32 +32 +0.0
Commodities -10 +16 -25.9
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