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

GBPNZD

WAIT
Price is mid-range.
Price
2.29067
-0.57% this week
Macro side
LONG
gap 1.389
1Y position
44.2%
2.240002.35455
10Y position
90.6%
NEUTRAL
The entry window stays open while price is below 2.28009. 2.31446 marks where the gap is considered priced in — a natural profit-taking area, not a forecast.
What would change this

Catalysts

The ranking recomputed assuming one central bank moves its rate path. Arithmetic on the inputs, not a forecast of how price reacts.

BoE · next decision 2026-09-17 (42d)

ScenarioNew gapSideEffect
Hikes 50bp2.022LONGSignal holds
Hikes 25bp1.755LONGSignal holds
Holds, tone unchanged1.389LONGSignal holds
Signals a cut1.056LONGSignal holds
Cuts 50bp0.851LONGSignal holds

RBNZ · next decision 2026-08-19 (13d)

ScenarioNew gapSideEffect
Hikes 50bp0.905LONGSignal holds
Hikes 25bp1.112LONGSignal holds
Holds, tone unchanged1.389LONGSignal holds
Signals a cut1.801LONGSignal holds
Cuts 50bp2.238LONGSignal holds
No single policy move in this range flips the direction or pushes the gap below threshold. This setup rests on more than one decision.

Concentration

2 entry-zone pairs share a currency with GBPNZD: GBPAUD, NZDJPY. Taking several of them is one position expressed multiple times, not diversification.
Size this position