MacroParity
Currency valuation & position framework
UPDATED 06 AUG 2026
PRICES · YAHOO FINANCE, EOD
Policy

Central banks

The rate path input comes from here. Meetings are listed by proximity.
BankCurrencyStanceLast decisionVoteNextIn
RBAAUDNeutralHold 3.60-2026-08-115d
RBNZNZDHawkishHike to 2.50-2026-08-1913d
BoCCADNeutralHold 2.25-2026-09-0934d
ECBEURHawkishHike to 2.25-2026-09-1035d
FedUSDHawkishHold 3.50-3.759-32026-09-1641d
BoEGBPHawkishHold 3.756-32026-09-1742d
BoJJPYHawkishHold 1.008-12026-09-1843d
SNBCHFNeutralHold 0.00-2026-09-2449d

Notes

Why each rate path input is set where it is.

RBA · AUD

Hold 3.60 on 2026-07-07 · vote - · next 2026-08-11

Inflation at 3.7% sits above the target band but RBA remains cautious.

RBNZ · NZD

Hike to 2.50 on 2026-07-08 · vote - · next 2026-08-19

Raised 25bp in July. Swaps price another hike in September. Inflation 4.1% but largely fuel-driven.

BoC · CAD

Hold 2.25 on 2026-07-15 · vote - · next 2026-09-09

Held in July. Inflation at 2.8%.

ECB · EUR

Hike to 2.25 on 2026-06-17 · vote - · next 2026-09-10

Raised 25bp in June. Market prices one more hike by year-end.

Fed · USD

Hold 3.50-3.75 on 2026-07-29 · vote 9-3 · next 2026-09-16

Three members dissented for a hike. Warsh dropped forward guidance entirely.

BoE · GBP

Hold 3.75 on 2026-07-30 · vote 6-3 · next 2026-09-17

Greene, Mann and Pill voted for 4.00. Inflation fell to 2.6 but BoE expects it to rise. Cuts remain distant, a hike is a live risk.

BoJ · JPY

Hold 1.00 on 2026-07-31 · vote 8-1 · next 2026-09-18

Takata dissented for 1.25. Warned underlying inflation may exceed 2%. Reuters poll: 70% expect at least 1.50 by Q2 2027.

SNB · CHF

Hold 0.00 on 2026-06-18 · vote - · next 2026-09-24

Holding at zero. Inflation 0.5%, FX intervention remains an option.