GBP/CHF Gap +24.0 Updated 12 Sep, 03:15 UTC

GBP/CHF: the macro gap

On the Macro Currency Strength Meter, the British Pound scores -18 and the Swiss Franc scores -42 — a gap of 24 points in favour of the British Pound. The widest divergence is in risk mood, which favours the British Pound. All else equal that gap is a fundamental tailwind for the British Pound against the Swiss Franc — though markets may already have priced much of it in.

GBP/CHF STRENGTH GAP1Y · BASE MINUS QUOTE0+24+49-6+24 AND FADING
GBP minus CHF, composite macro score over the past year. Above zero, the GBP side carries the edge; below, the CHF.
Strength gap
+24.0
Stronger side
GBP
Edge is
Narrowing
Scores
-18 vs -42

Factor by factor

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

FactorGBPCHFGap
Interest Rates -33 -44 +11.1
Positioning -12 -46 +33.1
Risk Mood +6 -32 +37.8
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