Morgan Stanley

Median absolute error in basis points across G10 · updated nightly

EUR/USD

Horizon	Window	Median err (bps)	n
12M	90d	87	8
12M	180d	87	8
12M	365d	87	8
3M	90d	435	8
3M	180d	435	8
3M	365d	435	8
6M	90d	696	8
6M	180d	696	8
6M	365d	696	8

Horizon	Window	Median err (bps)	n
12M	90d	1318	8
12M	180d	1318	8
12M	365d	1318	8
3M	90d	697	8
3M	180d	697	8
3M	365d	697	8
6M	90d	1008	8
6M	180d	1008	8
6M	365d	1008	8

Horizon	Window	Median err (bps)	n
12M	90d	889	8
12M	180d	889	8
12M	365d	889	8
3M	90d	222	8
3M	180d	222	8
3M	365d	222	8
6M	90d	1185	8
6M	180d	1185	8
6M	365d	1185	8

Horizon	Window	Median err (bps)	n
12M	90d	625	8
12M	180d	625	8
12M	365d	625	8
3M	90d	125	8
3M	180d	125	8
3M	365d	125	8
6M	90d	375	8
6M	180d	375	8
6M	365d	375	8

Horizon	Window	Median err (bps)	n
12M	90d	139	8
12M	180d	139	8
12M	365d	139	8
3M	90d	694	8
3M	180d	694	8
3M	365d	694	8
6M	90d	417	8
6M	180d	417	8
6M	365d	417	8

Horizon	Window	Median err (bps)	n
12M	90d	219	8
12M	180d	219	8
12M	365d	219	8
3M	90d	73	8
3M	180d	73	8
3M	365d	73	8
6M	90d	73	8
6M	180d	73	8
6M	365d	73	8

Horizon	Window	Median err (bps)	n
12M	90d	339	8
12M	180d	339	8
12M	365d	339	8
3M	90d	169	8
3M	180d	169	8
3M	365d	169	8
6M	90d	169	8
6M	180d	169	8
6M	365d	169	8

Horizon	Window	Median err (bps)	n
12M	90d	1090	8
12M	180d	1090	8
12M	365d	1090	8
3M	90d	616	8
3M	180d	616	8
3M	365d	616	8
6M	90d	900	8
6M	180d	900	8
6M	365d	900	8

Horizon	Window	Median err (bps)	n
12M	90d	1117	8
12M	180d	1117	8
12M	365d	1117	8
3M	90d	660	8
3M	180d	660	8
3M	365d	660	8
6M	90d	914	8
6M	180d	914	8
6M	365d	914	8

FX BANK FORECAST · COVERAGE

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