09.02.2006

All of the above data and graphs are accurate to the best of our knowledge.

Use it at your own risk - we bear no responsibility of any kind.

Policy Comments

Although the short term Interest Rate differential between the US Dollar and Canadian Dollar is benefiting the US Dollar at the moment, this is expected to change.  Starting with the month of December 2005, the interest rate differential is gradually eroding.  Of course, nothing is set in stone and each future day will provide more guidance on the matter.

Interest Rate Differentials:

Euro - Canadian Dollar

British Pound - Canadian Dollar

US Dollar - Euro

US Dollar - Pound

US Dollar - Japanese Yen

US Dollar - Swiss Franc

US Dollar - Australian Dollar

US Dollar - New Zealand Dollar

Euro - Pound

Euro - Japanese Yen

Euro - Australian Dollar

Euro - Swiss Franc

Euro - New Zealand Dollar

British Pound - Japanese Yen

British Pound - Australian Dollar

British Pound - Swiss Franc

British Pound - New Zealand Dollar

Japanese Yen - Australian Dollar

Japanese Yen - Canadian Dollar

Japanese Yen - New Zealand Dollar

Japanese Yen - Swiss Franc

Australian Dollar - Canadian Dollar

Australian Dollar - New Zealand Dollar

Australian Dollar -Swiss Franc

Canadian Dollar - New Zealand Dollar

Canadian Dollar -Swiss Franc

Swiss Franc - New Zealand Dollar

Projected Future Interest Rate Links:

Projected US (US Dollar Denominated) Interest Rates

Projected Euro-zone (Euro Denominated) Interest Rates

Projected United Kingdom/Great Britain (British Pound Denominated) Interest Rates

Projected Canadian (Canadian Dollar Denominated) Interest Rates

Projected Australian (Australian Dollar Denominated) Interest Rates

Projected New Zealand (New Zealand Dollar Denominated) Interest Rates

Projected Japanese (Japanese Yen Denominated) Interest Rates

Commitment of Traders Report Links:

Commitment of Traders Report: Currency Futures

Commitment of Traders Report: Interest Rate Futures