Who’s been right on FX

Median absolute error in basis points for every sell-side forecaster, by G10 pair, scored against the Street’s average. Lower is better. Hover any cell for the directional hit rate and sample size. Updated nightly.

The Street272 191 324 170 449 177 312 370 385avg bps

FirmEUR/USD JPY/USD GBP/USD CHF/USD AUD/USD CAD/USD NZD/USD NOK/USD SEK/USDOverall bpsGoldman Sachs 261 127 153 123 313 142 179 244 252199Barclays 174 127 305 123 313 142 179 244 252206Bank of America 174 191 229 123 313 142 179 293 304216MUFG 261 255 305 247 313 142 179 244 304250Deutsche Bank 261 255 305 247 469 213 357 439 409328J.P. Morgan 261 0 458 0 469 213 357 576 671334Morgan Stanley 435 446 534 247 469 213 357 341 356378ING 348 127 305 247 937 213 714 576 535445

FX BANK FORECAST · COVERAGE

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Aggregated year-end forecasts, scenario shifts, and curated analyst notes from eight institutional desks. No promotion.