How does UTP cable mitigate interference without shielding?
By cancellation (the two opposite-polarity wires in a pair are twisted so their magnetic fields cancel) and by varying the twist rate per pair so adjacent pairs don't pick up each other's signals.
UTP relies on two properties to limit crosstalk:
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Cancellation - Each wire in a pair uses opposite polarity (one negative, one positive). They are twisted together so the magnetic fields effectively cancel each other out and outside EMI/RFI.
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Variation in twists per foot - Each pair is twisted a different amount, which helps prevent crosstalk between the pairs within the cable.
Go deeper:
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Twisted pair — Wikipedia — the cancellation principle: twisting opposite-polarity wires so their fields and picked-up noise cancel.
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Crosstalk — Wikipedia — the inter-pair bleed that varying the twist rate is designed to suppress.