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 | 609 | 1 |
| 12M | 180d | 609 | 1 |
| 12M | 365d | 609 | 1 |
| 3M | 90d | 174 | 1 |
| 3M | 180d | 174 | 1 |
| 3M | 365d | 174 | 1 |
| 6M | 90d | 348 | 1 |
| 6M | 180d | 348 | 1 |
| 6M | 365d | 348 | 1 |
JPY/USD
| Horizon | Window | Median err (bps) | n |
|---|---|---|---|
| 12M | 90d | 637 | 1 |
| 12M | 180d | 637 | 1 |
| 12M | 365d | 637 | 1 |
| 3M | 90d | 191 | 1 |
| 3M | 180d | 191 | 1 |
| 3M | 365d | 191 | 1 |
| 6M | 90d | 382 | 1 |
| 6M | 180d | 382 | 1 |
| 6M | 365d | 382 | 1 |
GBP/USD
| Horizon | Window | Median err (bps) | n |
|---|---|---|---|
| 12M | 90d | 687 | 1 |
| 12M | 180d | 687 | 1 |
| 12M | 365d | 687 | 1 |
| 3M | 90d | 229 | 1 |
| 3M | 180d | 229 | 1 |
| 3M | 365d | 229 | 1 |
| 6M | 90d | 458 | 1 |
| 6M | 180d | 458 | 1 |
| 6M | 365d | 458 | 1 |
CHF/USD
| Horizon | Window | Median err (bps) | n |
|---|---|---|---|
| 12M | 90d | 617 | 1 |
| 12M | 180d | 617 | 1 |
| 12M | 365d | 617 | 1 |
| 3M | 90d | 123 | 1 |
| 3M | 180d | 123 | 1 |
| 3M | 365d | 123 | 1 |
| 6M | 90d | 370 | 1 |
| 6M | 180d | 370 | 1 |
| 6M | 365d | 370 | 1 |
AUD/USD
| Horizon | Window | Median err (bps) | n |
|---|---|---|---|
| 12M | 90d | 937 | 1 |
| 12M | 180d | 937 | 1 |
| 12M | 365d | 937 | 1 |
| 3M | 90d | 313 | 1 |
| 3M | 180d | 313 | 1 |
| 3M | 365d | 313 | 1 |
| 6M | 90d | 625 | 1 |
| 6M | 180d | 625 | 1 |
| 6M | 365d | 625 | 1 |
CAD/USD
| Horizon | Window | Median err (bps) | n |
|---|---|---|---|
| 12M | 90d | 426 | 1 |
| 12M | 180d | 426 | 1 |
| 12M | 365d | 426 | 1 |
| 3M | 90d | 142 | 1 |
| 3M | 180d | 142 | 1 |
| 3M | 365d | 142 | 1 |
| 6M | 90d | 284 | 1 |
| 6M | 180d | 284 | 1 |
| 6M | 365d | 284 | 1 |
NZD/USD
| Horizon | Window | Median err (bps) | n |
|---|---|---|---|
| 12M | 90d | 714 | 1 |
| 12M | 180d | 714 | 1 |
| 12M | 365d | 714 | 1 |
| 3M | 90d | 179 | 1 |
| 3M | 180d | 179 | 1 |
| 3M | 365d | 179 | 1 |
| 6M | 90d | 536 | 1 |
| 6M | 180d | 536 | 1 |
| 6M | 365d | 536 | 1 |
NOK/USD
| Horizon | Window | Median err (bps) | n |
|---|---|---|---|
| 12M | 90d | 878 | 1 |
| 12M | 180d | 878 | 1 |
| 12M | 365d | 878 | 1 |
| 3M | 90d | 293 | 1 |
| 3M | 180d | 293 | 1 |
| 3M | 365d | 293 | 1 |
| 6M | 90d | 537 | 1 |
| 6M | 180d | 537 | 1 |
| 6M | 365d | 537 | 1 |
SEK/USD
| Horizon | Window | Median err (bps) | n |
|---|---|---|---|
| 12M | 90d | 933 | 1 |
| 12M | 180d | 933 | 1 |
| 12M | 365d | 933 | 1 |
| 3M | 90d | 304 | 1 |
| 3M | 180d | 304 | 1 |
| 3M | 365d | 304 | 1 |
| 6M | 90d | 566 | 1 |
| 6M | 180d | 566 | 1 |
| 6M | 365d | 566 | 1 |
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