Commerzbank

Median absolute error in basis points across G10 · updated nightly

EUR/USD

Horizon	Window	Median err (bps)	n
12M	90d	609	2
12M	180d	609	2
12M	365d	609	2
3M	90d	348	2
3M	180d	348	2
3M	365d	348	2
6M	90d	435	2
6M	180d	435	2
6M	365d	435	2

Horizon	Window	Median err (bps)	n
12M	90d	1194	2
12M	180d	1194	2
12M	365d	1194	2
3M	90d	759	2
3M	180d	759	2
3M	365d	759	2
6M	90d	1008	2
6M	180d	1008	2
6M	365d	1008	2

Horizon	Window	Median err (bps)	n
12M	90d	385	2
12M	180d	385	2
12M	365d	385	2
3M	90d	15	2
3M	180d	15	2
3M	365d	15	2
6M	90d	104	2
6M	180d	104	2
6M	365d	104	2

Horizon	Window	Median err (bps)	n
12M	90d	375	2
12M	180d	375	2
12M	365d	375	2
3M	90d	238	2
3M	180d	238	2
3M	365d	238	2
6M	90d	213	2
6M	180d	213	2
6M	365d	213	2

Horizon	Window	Median err (bps)	n
12M	90d	139	2
12M	180d	139	2
12M	365d	139	2
3M	90d	556	2
3M	180d	556	2
3M	365d	556	2
6M	90d	417	2
6M	180d	417	2
6M	365d	417	2

Horizon	Window	Median err (bps)	n
12M	90d	146	2
12M	180d	146	2
12M	365d	146	2
3M	90d	73	2
3M	180d	73	2
3M	365d	73	2
6M	90d	0	2
6M	180d	0	2
6M	365d	0	2

Horizon	Window	Median err (bps)	n
12M	90d	678	2
12M	180d	678	2
12M	365d	678	2
3M	90d	169	2
3M	180d	169	2
3M	365d	169	2
6M	90d	339	2
6M	180d	339	2
6M	365d	339	2

Horizon	Window	Median err (bps)	n
12M	90d	1147	2
12M	180d	1147	2
12M	365d	1147	2
3M	90d	844	2
3M	180d	844	2
3M	365d	844	2
6M	90d	919	2
6M	180d	919	2
6M	365d	919	2

Horizon	Window	Median err (bps)	n
12M	90d	1015	2
12M	180d	1015	2
12M	365d	1015	2
3M	90d	701	2
3M	180d	701	2
3M	365d	701	2
6M	90d	782	2
6M	180d	782	2
6M	365d	782	2

FX BANK FORECAST · COVERAGE

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