FX BANK FORECAST · SCORECARD
J.P. Morgan
Median absolute error in basis points across G10 · updated nightly
EUR/USD
| Horizon | Window | Median err (bps) | n |
|---|---|---|---|
| 12M | 90d | 435 | 1 |
| 12M | 180d | 435 | 1 |
| 12M | 365d | 435 | 1 |
| 3M | 90d | 261 | 1 |
| 3M | 180d | 261 | 1 |
| 3M | 365d | 261 | 1 |
| 6M | 90d | 435 | 1 |
| 6M | 180d | 435 | 1 |
| 6M | 365d | 435 | 1 |
JPY/USD
| Horizon | Window | Median err (bps) | n |
|---|---|---|---|
| 12M | 90d | 446 | 1 |
| 12M | 180d | 446 | 1 |
| 12M | 365d | 446 | 1 |
| 3M | 90d | 0 | 1 |
| 3M | 180d | 0 | 1 |
| 3M | 365d | 0 | 1 |
| 6M | 90d | 64 | 1 |
| 6M | 180d | 64 | 1 |
| 6M | 365d | 64 | 1 |
GBP/USD
| Horizon | Window | Median err (bps) | n |
|---|---|---|---|
| 12M | 90d | 382 | 1 |
| 12M | 180d | 382 | 1 |
| 12M | 365d | 382 | 1 |
| 3M | 90d | 458 | 1 |
| 3M | 180d | 458 | 1 |
| 3M | 365d | 458 | 1 |
| 6M | 90d | 763 | 1 |
| 6M | 180d | 763 | 1 |
| 6M | 365d | 763 | 1 |
CHF/USD
| Horizon | Window | Median err (bps) | n |
|---|---|---|---|
| 12M | 90d | 123 | 1 |
| 12M | 180d | 123 | 1 |
| 12M | 365d | 123 | 1 |
| 3M | 90d | 0 | 1 |
| 3M | 180d | 0 | 1 |
| 3M | 365d | 0 | 1 |
| 6M | 90d | 123 | 1 |
| 6M | 180d | 123 | 1 |
| 6M | 365d | 123 | 1 |
AUD/USD
| Horizon | Window | Median err (bps) | n |
|---|---|---|---|
| 12M | 90d | 625 | 1 |
| 12M | 180d | 625 | 1 |
| 12M | 365d | 625 | 1 |
| 3M | 90d | 469 | 1 |
| 3M | 180d | 469 | 1 |
| 3M | 365d | 469 | 1 |
| 6M | 90d | 625 | 1 |
| 6M | 180d | 625 | 1 |
| 6M | 365d | 625 | 1 |
CAD/USD
| Horizon | Window | Median err (bps) | n |
|---|---|---|---|
| 12M | 90d | 71 | 1 |
| 12M | 180d | 71 | 1 |
| 12M | 365d | 71 | 1 |
| 3M | 90d | 213 | 1 |
| 3M | 180d | 213 | 1 |
| 3M | 365d | 213 | 1 |
| 6M | 90d | 213 | 1 |
| 6M | 180d | 213 | 1 |
| 6M | 365d | 213 | 1 |
NZD/USD
| Horizon | Window | Median err (bps) | n |
|---|---|---|---|
| 12M | 90d | 536 | 1 |
| 12M | 180d | 536 | 1 |
| 12M | 365d | 536 | 1 |
| 3M | 90d | 357 | 1 |
| 3M | 180d | 357 | 1 |
| 3M | 365d | 357 | 1 |
| 6M | 90d | 536 | 1 |
| 6M | 180d | 536 | 1 |
| 6M | 365d | 536 | 1 |
NOK/USD
| Horizon | Window | Median err (bps) | n |
|---|---|---|---|
| 12M | 90d | 810 | 1 |
| 12M | 180d | 810 | 1 |
| 12M | 365d | 810 | 1 |
| 3M | 90d | 576 | 1 |
| 3M | 180d | 576 | 1 |
| 3M | 365d | 576 | 1 |
| 6M | 90d | 898 | 1 |
| 6M | 180d | 898 | 1 |
| 6M | 365d | 898 | 1 |
SEK/USD
| Horizon | Window | Median err (bps) | n |
|---|---|---|---|
| 12M | 90d | 744 | 1 |
| 12M | 180d | 744 | 1 |
| 12M | 365d | 744 | 1 |
| 3M | 90d | 671 | 1 |
| 3M | 180d | 671 | 1 |
| 3M | 365d | 671 | 1 |
| 6M | 90d | 912 | 1 |
| 6M | 180d | 912 | 1 |
| 6M | 365d | 912 | 1 |
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