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 | 3 |
| 12M | 180d | 435 | 3 |
| 12M | 365d | 435 | 3 |
| 3M | 90d | 261 | 3 |
| 3M | 180d | 261 | 3 |
| 3M | 365d | 261 | 3 |
| 6M | 90d | 435 | 3 |
| 6M | 180d | 435 | 3 |
| 6M | 365d | 435 | 3 |
JPY/USD
| Horizon | Window | Median err (bps) | n |
|---|---|---|---|
| 12M | 90d | 171 | 3 |
| 12M | 180d | 171 | 3 |
| 12M | 365d | 171 | 3 |
| 3M | 90d | 263 | 3 |
| 3M | 180d | 263 | 3 |
| 3M | 365d | 263 | 3 |
| 6M | 90d | 201 | 3 |
| 6M | 180d | 201 | 3 |
| 6M | 365d | 201 | 3 |
GBP/USD
| Horizon | Window | Median err (bps) | n |
|---|---|---|---|
| 12M | 90d | 74 | 3 |
| 12M | 180d | 74 | 3 |
| 12M | 365d | 74 | 3 |
| 3M | 90d | 148 | 3 |
| 3M | 180d | 148 | 3 |
| 3M | 365d | 148 | 3 |
| 6M | 90d | 444 | 3 |
| 6M | 180d | 444 | 3 |
| 6M | 365d | 444 | 3 |
CHF/USD
| Horizon | Window | Median err (bps) | n |
|---|---|---|---|
| 12M | 90d | 0 | 3 |
| 12M | 180d | 0 | 3 |
| 12M | 365d | 0 | 3 |
| 3M | 90d | 125 | 3 |
| 3M | 180d | 125 | 3 |
| 3M | 365d | 125 | 3 |
| 6M | 90d | 0 | 3 |
| 6M | 180d | 0 | 3 |
| 6M | 365d | 0 | 3 |
AUD/USD
| Horizon | Window | Median err (bps) | n |
|---|---|---|---|
| 12M | 90d | 556 | 3 |
| 12M | 180d | 556 | 3 |
| 12M | 365d | 556 | 3 |
| 3M | 90d | 694 | 3 |
| 3M | 180d | 694 | 3 |
| 3M | 365d | 694 | 3 |
| 6M | 90d | 556 | 3 |
| 6M | 180d | 556 | 3 |
| 6M | 365d | 556 | 3 |
CAD/USD
| Horizon | Window | Median err (bps) | n |
|---|---|---|---|
| 12M | 90d | 365 | 3 |
| 12M | 180d | 365 | 3 |
| 12M | 365d | 365 | 3 |
| 3M | 90d | 73 | 3 |
| 3M | 180d | 73 | 3 |
| 3M | 365d | 73 | 3 |
| 6M | 90d | 73 | 3 |
| 6M | 180d | 73 | 3 |
| 6M | 365d | 73 | 3 |
NZD/USD
| Horizon | Window | Median err (bps) | n |
|---|---|---|---|
| 12M | 90d | 0 | 3 |
| 12M | 180d | 0 | 3 |
| 12M | 365d | 0 | 3 |
| 3M | 90d | 169 | 3 |
| 3M | 180d | 169 | 3 |
| 3M | 365d | 169 | 3 |
| 6M | 90d | 0 | 3 |
| 6M | 180d | 0 | 3 |
| 6M | 365d | 0 | 3 |
NOK/USD
| Horizon | Window | Median err (bps) | n |
|---|---|---|---|
| 12M | 90d | 1071 | 3 |
| 12M | 180d | 1071 | 3 |
| 12M | 365d | 1071 | 3 |
| 3M | 90d | 844 | 3 |
| 3M | 180d | 844 | 3 |
| 3M | 365d | 844 | 3 |
| 6M | 90d | 1156 | 3 |
| 6M | 180d | 1156 | 3 |
| 6M | 365d | 1156 | 3 |
SEK/USD
| Horizon | Window | Median err (bps) | n |
|---|---|---|---|
| 12M | 90d | 1036 | 3 |
| 12M | 180d | 1036 | 3 |
| 12M | 365d | 1036 | 3 |
| 3M | 90d | 964 | 3 |
| 3M | 180d | 964 | 3 |
| 3M | 365d | 964 | 3 |
| 6M | 90d | 1198 | 3 |
| 6M | 180d | 1198 | 3 |
| 6M | 365d | 1198 | 3 |
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