FX BANK FORECAST · SCORECARD
Morgan Stanley
Median absolute error in basis points across G10 · updated nightly
EUR/USD
| Horizon | Window | Median err (bps) | n |
|---|---|---|---|
| 12M | 90d | 87 | 1 |
| 12M | 180d | 87 | 1 |
| 12M | 365d | 87 | 1 |
| 3M | 90d | 435 | 1 |
| 3M | 180d | 435 | 1 |
| 3M | 365d | 435 | 1 |
| 6M | 90d | 696 | 1 |
| 6M | 180d | 696 | 1 |
| 6M | 365d | 696 | 1 |
JPY/USD
| Horizon | Window | Median err (bps) | n |
|---|---|---|---|
| 12M | 90d | 1083 | 1 |
| 12M | 180d | 1083 | 1 |
| 12M | 365d | 1083 | 1 |
| 3M | 90d | 446 | 1 |
| 3M | 180d | 446 | 1 |
| 3M | 365d | 446 | 1 |
| 6M | 90d | 764 | 1 |
| 6M | 180d | 764 | 1 |
| 6M | 365d | 764 | 1 |
GBP/USD
| Horizon | Window | Median err (bps) | n |
|---|---|---|---|
| 12M | 90d | 1221 | 1 |
| 12M | 180d | 1221 | 1 |
| 12M | 365d | 1221 | 1 |
| 3M | 90d | 534 | 1 |
| 3M | 180d | 534 | 1 |
| 3M | 365d | 534 | 1 |
| 6M | 90d | 840 | 1 |
| 6M | 180d | 840 | 1 |
| 6M | 365d | 840 | 1 |
CHF/USD
| Horizon | Window | Median err (bps) | n |
|---|---|---|---|
| 12M | 90d | 741 | 1 |
| 12M | 180d | 741 | 1 |
| 12M | 365d | 741 | 1 |
| 3M | 90d | 247 | 1 |
| 3M | 180d | 247 | 1 |
| 3M | 365d | 247 | 1 |
| 6M | 90d | 494 | 1 |
| 6M | 180d | 494 | 1 |
| 6M | 365d | 494 | 1 |
AUD/USD
| Horizon | Window | Median err (bps) | n |
|---|---|---|---|
| 12M | 90d | 1094 | 1 |
| 12M | 180d | 1094 | 1 |
| 12M | 365d | 1094 | 1 |
| 3M | 90d | 469 | 1 |
| 3M | 180d | 469 | 1 |
| 3M | 365d | 469 | 1 |
| 6M | 90d | 781 | 1 |
| 6M | 180d | 781 | 1 |
| 6M | 365d | 781 | 1 |
CAD/USD
| Horizon | Window | Median err (bps) | n |
|---|---|---|---|
| 12M | 90d | 496 | 1 |
| 12M | 180d | 496 | 1 |
| 12M | 365d | 496 | 1 |
| 3M | 90d | 213 | 1 |
| 3M | 180d | 213 | 1 |
| 3M | 365d | 213 | 1 |
| 6M | 90d | 355 | 1 |
| 6M | 180d | 355 | 1 |
| 6M | 365d | 355 | 1 |
NZD/USD
| Horizon | Window | Median err (bps) | n |
|---|---|---|---|
| 12M | 90d | 893 | 1 |
| 12M | 180d | 893 | 1 |
| 12M | 365d | 893 | 1 |
| 3M | 90d | 357 | 1 |
| 3M | 180d | 357 | 1 |
| 3M | 365d | 357 | 1 |
| 6M | 90d | 714 | 1 |
| 6M | 180d | 714 | 1 |
| 6M | 365d | 714 | 1 |
NOK/USD
| Horizon | Window | Median err (bps) | n |
|---|---|---|---|
| 12M | 90d | 829 | 1 |
| 12M | 180d | 829 | 1 |
| 12M | 365d | 829 | 1 |
| 3M | 90d | 341 | 1 |
| 3M | 180d | 341 | 1 |
| 3M | 365d | 341 | 1 |
| 6M | 90d | 634 | 1 |
| 6M | 180d | 634 | 1 |
| 6M | 365d | 634 | 1 |
SEK/USD
| Horizon | Window | Median err (bps) | n |
|---|---|---|---|
| 12M | 90d | 828 | 1 |
| 12M | 180d | 828 | 1 |
| 12M | 365d | 828 | 1 |
| 3M | 90d | 356 | 1 |
| 3M | 180d | 356 | 1 |
| 3M | 365d | 356 | 1 |
| 6M | 90d | 618 | 1 |
| 6M | 180d | 618 | 1 |
| 6M | 365d | 618 | 1 |
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