EUR/NZD Gap -33.0 Updated 16 Aug, 20:20 UTC

EUR/NZD: the macro gap

On the Macro Currency Strength Meter, the Euro scores -37 and the New Zealand Dollar scores -4 — a gap of 33 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 QUOTE0-33+17-45-33 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
-33.0
Stronger side
NZD
Edge is
Holding steady
Scores
-37 vs -4

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 -51 +10 -61.5
Positioning -43 -42 -1.8
Risk Mood -0 +53 -52.9
Commodities -39 +39.1
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