Inside the Numbers: Volume 2
November 28, 2005 by Trader Rich
This information may be known off the top of one’s head if you are a professional trader but not to me:
Currency pair with greatest interest rate differential: NZD/JPY (7.0%)
Currency pair with smallest interest rate differential: GBP/USD (0.5%)
Interest rate differentials:
| Currency Pair | Interest Rate Differential |
| EUR/USD | -2.0% |
| GBP/USD | +.5% |
| USD/JPY | +4.0% |
| USD/CHF | +3.25% |
| USD/CAD | +1.0% |
| AUD/USD | +1.5% |
| EUR/GBP | -2.5% |
| EUR/CHF | +1.25% |
| NZD/USD | +3.0% |
| EUR/JPY | +2.0% |
| GBP/JPY | +2.0% |
| CHF/JPY | +.75% |
| GBP/CHF | +3.75% |
| EUR/AUD | -3.50% |
| EUR/CAD | -1.0% |
| AUD/CAD | +2.5% |
| AUD/JPY | +5.5% |
| CAD/JPY | +3.0% |
| NZD/JPY | +7.0% |
| GBP/AUD | -1.0% |
| AUD/NZD | -1.5% |
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