GBP/NZD Gap -24.3 Updated 12 Sep, 03:15 UTC

GBP/NZD: the macro gap

On the Macro Currency Strength Meter, the British Pound scores -18 and the New Zealand Dollar scores +6 — a gap of 24 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 British Pound — though markets may already have priced much of it in.

GBP/NZD STRENGTH GAP1Y · BASE MINUS QUOTE0-24+20-35-24 AND FADING
GBP minus NZD, composite macro score over the past year. Above zero, the GBP side carries the edge; below, the NZD.
Strength gap
-24.3
Stronger side
NZD
Edge is
Widening
Scores
-18 vs +6

Factor by factor

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

FactorGBPNZDGap
Interest Rates -33 +11 -44.0
Positioning -12 -26 +13.3
Risk Mood +6 +32 -25.2
Commodities +16 -16.0
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