I use IB, and look like this future is the cheapest one even it is not active at all? http://www.cmegroup.com/trading/fx/g10/australian-dollar-new-zealand-dollar_performance_bonds.html
Trade cash FX for this pair on IB. Easy, liquid. Done it many times and will do again in the pair falls to parity or close.
I need leveraging , do you trade fx in ib with leveraging? Look like cme future is cheaper without margin cost, higher leveraging, have solid data to backtest