FX BANK FORECAST · SCORECARD
Bank of America
Median absolute error in basis points across G10 · updated nightly
EUR/USD
| Horizon | Window | Median err (bps) | n |
|---|---|---|---|
| 12M | 90d | 522 | 8 |
| 12M | 180d | 522 | 8 |
| 12M | 365d | 522 | 8 |
| 3M | 90d | 174 | 8 |
| 3M | 180d | 174 | 8 |
| 3M | 365d | 174 | 8 |
| 6M | 90d | 348 | 8 |
| 6M | 180d | 348 | 8 |
| 6M | 365d | 348 | 8 |
JPY/USD
| Horizon | Window | Median err (bps) | n |
|---|---|---|---|
| 12M | 90d | 573 | 8 |
| 12M | 180d | 573 | 8 |
| 12M | 365d | 573 | 8 |
| 3M | 90d | 449 | 8 |
| 3M | 180d | 449 | 8 |
| 3M | 365d | 449 | 8 |
| 6M | 90d | 635 | 8 |
| 6M | 180d | 635 | 8 |
| 6M | 365d | 635 | 8 |
GBP/USD
| Horizon | Window | Median err (bps) | n |
|---|---|---|---|
| 12M | 90d | 481 | 8 |
| 12M | 180d | 481 | 8 |
| 12M | 365d | 481 | 8 |
| 3M | 90d | 74 | 8 |
| 3M | 180d | 74 | 8 |
| 3M | 365d | 74 | 8 |
| 6M | 90d | 148 | 8 |
| 6M | 180d | 148 | 8 |
| 6M | 365d | 148 | 8 |
CHF/USD
| Horizon | Window | Median err (bps) | n |
|---|---|---|---|
| 12M | 90d | 500 | 8 |
| 12M | 180d | 500 | 8 |
| 12M | 365d | 500 | 8 |
| 3M | 90d | 0 | 8 |
| 3M | 180d | 0 | 8 |
| 3M | 365d | 0 | 8 |
| 6M | 90d | 250 | 8 |
| 6M | 180d | 250 | 8 |
| 6M | 365d | 250 | 8 |
AUD/USD
| Horizon | Window | Median err (bps) | n |
|---|---|---|---|
| 12M | 90d | 139 | 8 |
| 12M | 180d | 139 | 8 |
| 12M | 365d | 139 | 8 |
| 3M | 90d | 1042 | 8 |
| 3M | 180d | 1042 | 8 |
| 3M | 365d | 1042 | 8 |
| 6M | 90d | 556 | 8 |
| 6M | 180d | 556 | 8 |
| 6M | 365d | 556 | 8 |
CAD/USD
| Horizon | Window | Median err (bps) | n |
|---|---|---|---|
| 12M | 90d | 146 | 8 |
| 12M | 180d | 146 | 8 |
| 12M | 365d | 146 | 8 |
| 3M | 90d | 146 | 8 |
| 3M | 180d | 146 | 8 |
| 3M | 365d | 146 | 8 |
| 6M | 90d | 0 | 8 |
| 6M | 180d | 0 | 8 |
| 6M | 365d | 0 | 8 |
NZD/USD
| Horizon | Window | Median err (bps) | n |
|---|---|---|---|
| 12M | 90d | 169 | 8 |
| 12M | 180d | 169 | 8 |
| 12M | 365d | 169 | 8 |
| 3M | 90d | 339 | 8 |
| 3M | 180d | 339 | 8 |
| 3M | 365d | 339 | 8 |
| 6M | 90d | 0 | 8 |
| 6M | 180d | 0 | 8 |
| 6M | 365d | 0 | 8 |
NOK/USD
| Horizon | Window | Median err (bps) | n |
|---|---|---|---|
| 12M | 90d | 1137 | 8 |
| 12M | 180d | 1137 | 8 |
| 12M | 365d | 1137 | 8 |
| 3M | 90d | 569 | 8 |
| 3M | 180d | 569 | 8 |
| 3M | 365d | 569 | 8 |
| 6M | 90d | 806 | 8 |
| 6M | 180d | 806 | 8 |
| 6M | 365d | 806 | 8 |
SEK/USD
| Horizon | Window | Median err (bps) | n |
|---|---|---|---|
| 12M | 90d | 1218 | 8 |
| 12M | 180d | 1218 | 8 |
| 12M | 365d | 1218 | 8 |
| 3M | 90d | 609 | 8 |
| 3M | 180d | 609 | 8 |
| 3M | 365d | 609 | 8 |
| 6M | 90d | 863 | 8 |
| 6M | 180d | 863 | 8 |
| 6M | 365d | 863 | 8 |
Analysts at Bank of America
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