NZD/CAD Gap +11.8 Updated 16 Aug, 20:20 UTC

NZD/CAD: the macro gap

On the Macro Currency Strength Meter, the New Zealand Dollar scores -4 and the Canadian Dollar scores -16 — a gap of 12 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 Canadian Dollar — though markets may already have priced much of it in.

NZD/CAD STRENGTH GAP1Y · BASE MINUS QUOTE0+12+31-14+12 AND HOLDING
NZD minus CAD, composite macro score over the past year. Above zero, the NZD side carries the edge; below, the CAD.
Strength gap
+11.8
Stronger side
NZD
Edge is
Holding steady
Scores
-4 vs -16

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 +10 -25 +35.5
Growth -5 +4.9
Positioning -42 -26 -15.4
Risk Mood +53 +32 +21.2
Commodities -39 -44 +5.3
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