AUD/NZD Gap +27.4 Updated 16 Aug, 20:20 UTC

AUD/NZD: the macro gap

On the Macro Currency Strength Meter, the Australian Dollar scores +24 and the New Zealand Dollar scores -4 — a gap of 27 points in favour of the Australian Dollar. The widest divergence is in positioning, 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+27+50-15+27 AND RISING
AUD minus NZD, composite macro score over the past year. Above zero, the AUD side carries the edge; below, the NZD.
Strength gap
+27.4
Stronger side
AUD
Edge is
Holding steady
Scores
+24 vs -4

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 +10 +55.1
Growth -32 -31.8
Positioning +55 -42 +96.9
Risk Mood +53 +53 +0.0
Commodities -59 -39 -19.5
Advertisement