NZD/CAD Gap +10.7 Updated 12 Sep, 03:15 UTC

NZD/CAD: the macro gap

On the Macro Currency Strength Meter, the New Zealand Dollar scores +6 and the Canadian Dollar scores -4 — a gap of 11 points in favour of the New Zealand Dollar. The widest divergence is in positioning, which favours the Canadian Dollar. All else equal that gap is a fundamental tailwind for the New Zealand Dollar against the Canadian Dollar — though markets may already have priced much of it in.

NZD/CAD STRENGTH GAP1Y · BASE MINUS QUOTE0+11+31-14+11 AND RISING
NZD minus CAD, composite macro score over the past year. Above zero, the NZD side carries the edge; below, the CAD.
Strength gap
+10.7
Stronger side
NZD
Edge is
Holding steady
Scores
+6 vs -4

Factor by factor

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

FactorNZDCADGap
Interest Rates +11 -24 +35.0
Growth -28 +27.8
Positioning -26 +30 -55.6
Risk Mood +32 +19 +12.6
Commodities +16 -1 +17.1
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