EUR/NZD Gap -34.1 Updated 12 Sep, 03:15 UTC

EUR/NZD: the macro gap

On the Macro Currency Strength Meter, the Euro scores -28 and the New Zealand Dollar scores +6 — a gap of 34 points in favour of the New Zealand Dollar. The widest divergence is in interest rates, which favours the New Zealand Dollar. All else equal that gap is a fundamental tailwind for the New Zealand Dollar against the Euro — though markets may already have priced much of it in.

EUR/NZD STRENGTH GAP1Y · BASE MINUS QUOTE0-34+17-45-34 AND FADING
EUR minus NZD, composite macro score over the past year. Above zero, the EUR side carries the edge; below, the NZD.
Strength gap
-34.1
Stronger side
NZD
Edge is
Holding steady
Scores
-28 vs +6

Factor by factor

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

FactorEURNZDGap
Interest Rates -58 +11 -69.2
Positioning -2 -26 +23.6
Risk Mood -0 +32 -31.5
Commodities +16 -16.0
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