FX BANK FORECAST · SCORECARD
Deutsche Bank
Median absolute error in basis points across G10 · updated nightly
EUR/USD
| Horizon | Window | Median err (bps) | n |
|---|---|---|---|
| 12M | 90d | 870 | 9 |
| 12M | 180d | 870 | 9 |
| 12M | 365d | 870 | 9 |
| 3M | 90d | 261 | 9 |
| 3M | 180d | 261 | 9 |
| 3M | 365d | 261 | 9 |
| 6M | 90d | 522 | 9 |
| 6M | 180d | 522 | 9 |
| 6M | 365d | 522 | 9 |
JPY/USD
| Horizon | Window | Median err (bps) | n |
|---|---|---|---|
| 12M | 90d | 697 | 9 |
| 12M | 180d | 697 | 9 |
| 12M | 365d | 697 | 9 |
| 3M | 90d | 511 | 9 |
| 3M | 180d | 511 | 9 |
| 3M | 365d | 511 | 9 |
| 6M | 90d | 759 | 9 |
| 6M | 180d | 759 | 9 |
| 6M | 365d | 759 | 9 |
GBP/USD
| Horizon | Window | Median err (bps) | n |
|---|---|---|---|
| 12M | 90d | 519 | 9 |
| 12M | 180d | 519 | 9 |
| 12M | 365d | 519 | 9 |
| 3M | 90d | 0 | 9 |
| 3M | 180d | 0 | 9 |
| 3M | 365d | 0 | 9 |
| 6M | 90d | 222 | 9 |
| 6M | 180d | 222 | 9 |
| 6M | 365d | 222 | 9 |
CHF/USD
| Horizon | Window | Median err (bps) | n |
|---|---|---|---|
| 12M | 90d | 625 | 9 |
| 12M | 180d | 625 | 9 |
| 12M | 365d | 625 | 9 |
| 3M | 90d | 125 | 9 |
| 3M | 180d | 125 | 9 |
| 3M | 365d | 125 | 9 |
| 6M | 90d | 375 | 9 |
| 6M | 180d | 375 | 9 |
| 6M | 365d | 375 | 9 |
AUD/USD
| Horizon | Window | Median err (bps) | n |
|---|---|---|---|
| 12M | 90d | 0 | 9 |
| 12M | 180d | 0 | 9 |
| 12M | 365d | 0 | 9 |
| 3M | 90d | 694 | 9 |
| 3M | 180d | 694 | 9 |
| 3M | 365d | 694 | 9 |
| 6M | 90d | 417 | 9 |
| 6M | 180d | 417 | 9 |
| 6M | 365d | 417 | 9 |
CAD/USD
| Horizon | Window | Median err (bps) | n |
|---|---|---|---|
| 12M | 90d | 365 | 9 |
| 12M | 180d | 365 | 9 |
| 12M | 365d | 365 | 9 |
| 3M | 90d | 73 | 9 |
| 3M | 180d | 73 | 9 |
| 3M | 365d | 73 | 9 |
| 6M | 90d | 146 | 9 |
| 6M | 180d | 146 | 9 |
| 6M | 365d | 146 | 9 |
NZD/USD
| Horizon | Window | Median err (bps) | n |
|---|---|---|---|
| 12M | 90d | 508 | 9 |
| 12M | 180d | 508 | 9 |
| 12M | 365d | 508 | 9 |
| 3M | 90d | 169 | 9 |
| 3M | 180d | 169 | 9 |
| 3M | 365d | 169 | 9 |
| 6M | 90d | 169 | 9 |
| 6M | 180d | 169 | 9 |
| 6M | 365d | 169 | 9 |
NOK/USD
| Horizon | Window | Median err (bps) | n |
|---|---|---|---|
| 12M | 90d | 1327 | 9 |
| 12M | 180d | 1327 | 9 |
| 12M | 365d | 1327 | 9 |
| 3M | 90d | 711 | 9 |
| 3M | 180d | 711 | 9 |
| 3M | 365d | 711 | 9 |
| 6M | 90d | 995 | 9 |
| 6M | 180d | 995 | 9 |
| 6M | 365d | 995 | 9 |
SEK/USD
| Horizon | Window | Median err (bps) | n |
|---|---|---|---|
| 12M | 90d | 1371 | 9 |
| 12M | 180d | 1371 | 9 |
| 12M | 365d | 1371 | 9 |
| 3M | 90d | 711 | 9 |
| 3M | 180d | 711 | 9 |
| 3M | 365d | 711 | 9 |
| 6M | 90d | 1015 | 9 |
| 6M | 180d | 1015 | 9 |
| 6M | 365d | 1015 | 9 |
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