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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