Citi

Median absolute error in basis points across G10 · updated nightly

EUR/USD

Horizon	Window	Median err (bps)	n
12M	90d	261	7
12M	180d	261	7
12M	365d	261	7
3M	90d	174	7
3M	180d	174	7
3M	365d	174	7
6M	90d	348	7
6M	180d	348	7
6M	365d	348	7

Horizon	Window	Median err (bps)	n
12M	90d	387	7
12M	180d	387	7
12M	365d	387	7
3M	90d	387	7
3M	180d	387	7
3M	365d	387	7
6M	90d	449	7
6M	180d	449	7
6M	365d	449	7

Horizon	Window	Median err (bps)	n
12M	90d	815	7
12M	180d	815	7
12M	365d	815	7
3M	90d	222	7
3M	180d	222	7
3M	365d	222	7
6M	90d	519	7
6M	180d	519	7
6M	365d	519	7

Horizon	Window	Median err (bps)	n
12M	90d	375	7
12M	180d	375	7
12M	365d	375	7
3M	90d	250	7
3M	180d	250	7
3M	365d	250	7
6M	90d	375	7
6M	180d	375	7
6M	365d	375	7

Horizon	Window	Median err (bps)	n
12M	90d	694	7
12M	180d	694	7
12M	365d	694	7
3M	90d	278	7
3M	180d	278	7
3M	365d	278	7
6M	90d	556	7
6M	180d	556	7
6M	365d	556	7

Horizon	Window	Median err (bps)	n
12M	90d	219	7
12M	180d	219	7
12M	365d	219	7
3M	90d	146	7
3M	180d	146	7
3M	365d	146	7
6M	90d	292	7
6M	180d	292	7
6M	365d	292	7

Horizon	Window	Median err (bps)	n
12M	90d	508	7
12M	180d	508	7
12M	365d	508	7
3M	90d	169	7
3M	180d	169	7
3M	365d	169	7
6M	90d	339	7
6M	180d	339	7
6M	365d	339	7

Horizon	Window	Median err (bps)	n
12M	90d	237	7
12M	180d	237	7
12M	365d	237	7
3M	90d	142	7
3M	180d	142	7
3M	365d	142	7
6M	90d	284	7
6M	180d	284	7
6M	365d	284	7

Horizon	Window	Median err (bps)	n
12M	90d	254	7
12M	180d	254	7
12M	365d	254	7
3M	90d	152	7
3M	180d	152	7
3M	365d	152	7
6M	90d	305	7
6M	180d	305	7
6M	365d	305	7

FX BANK FORECAST · COVERAGE

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