FX BANK FORECAST · SCORECARD
MUFG
Median absolute error in basis points across G10 · updated nightly
EUR/USD
| Horizon | Window | Median err (bps) | n |
|---|---|---|---|
| 12M | 90d | 783 | 5 |
| 12M | 180d | 783 | 5 |
| 12M | 365d | 783 | 5 |
| 3M | 90d | 261 | 5 |
| 3M | 180d | 261 | 5 |
| 3M | 365d | 261 | 5 |
| 6M | 90d | 522 | 5 |
| 6M | 180d | 522 | 5 |
| 6M | 365d | 522 | 5 |
JPY/USD
| Horizon | Window | Median err (bps) | n |
|---|---|---|---|
| 12M | 90d | 77 | 5 |
| 12M | 180d | 77 | 5 |
| 12M | 365d | 77 | 5 |
| 3M | 90d | 511 | 5 |
| 3M | 180d | 511 | 5 |
| 3M | 365d | 511 | 5 |
| 6M | 90d | 697 | 5 |
| 6M | 180d | 697 | 5 |
| 6M | 365d | 697 | 5 |
GBP/USD
| Horizon | Window | Median err (bps) | n |
|---|---|---|---|
| 12M | 90d | 370 | 5 |
| 12M | 180d | 370 | 5 |
| 12M | 365d | 370 | 5 |
| 3M | 90d | 0 | 5 |
| 3M | 180d | 0 | 5 |
| 3M | 365d | 0 | 5 |
| 6M | 90d | 222 | 5 |
| 6M | 180d | 222 | 5 |
| 6M | 365d | 222 | 5 |
CHF/USD
| Horizon | Window | Median err (bps) | n |
|---|---|---|---|
| 12M | 90d | 500 | 5 |
| 12M | 180d | 500 | 5 |
| 12M | 365d | 500 | 5 |
| 3M | 90d | 125 | 5 |
| 3M | 180d | 125 | 5 |
| 3M | 365d | 125 | 5 |
| 6M | 90d | 250 | 5 |
| 6M | 180d | 250 | 5 |
| 6M | 365d | 250 | 5 |
AUD/USD
| Horizon | Window | Median err (bps) | n |
|---|---|---|---|
| 12M | 90d | 278 | 5 |
| 12M | 180d | 278 | 5 |
| 12M | 365d | 278 | 5 |
| 3M | 90d | 833 | 5 |
| 3M | 180d | 833 | 5 |
| 3M | 365d | 833 | 5 |
| 6M | 90d | 556 | 5 |
| 6M | 180d | 556 | 5 |
| 6M | 365d | 556 | 5 |
CAD/USD
| Horizon | Window | Median err (bps) | n |
|---|---|---|---|
| 12M | 90d | 219 | 5 |
| 12M | 180d | 219 | 5 |
| 12M | 365d | 219 | 5 |
| 3M | 90d | 146 | 5 |
| 3M | 180d | 146 | 5 |
| 3M | 365d | 146 | 5 |
| 6M | 90d | 0 | 5 |
| 6M | 180d | 0 | 5 |
| 6M | 365d | 0 | 5 |
NZD/USD
| Horizon | Window | Median err (bps) | n |
|---|---|---|---|
| 12M | 90d | 169 | 5 |
| 12M | 180d | 169 | 5 |
| 12M | 365d | 169 | 5 |
| 3M | 90d | 339 | 5 |
| 3M | 180d | 339 | 5 |
| 3M | 365d | 339 | 5 |
| 6M | 90d | 169 | 5 |
| 6M | 180d | 169 | 5 |
| 6M | 365d | 169 | 5 |
NOK/USD
| Horizon | Window | Median err (bps) | n |
|---|---|---|---|
| 12M | 90d | 1090 | 5 |
| 12M | 180d | 1090 | 5 |
| 12M | 365d | 1090 | 5 |
| 3M | 90d | 521 | 5 |
| 3M | 180d | 521 | 5 |
| 3M | 365d | 521 | 5 |
| 6M | 90d | 806 | 5 |
| 6M | 180d | 806 | 5 |
| 6M | 365d | 806 | 5 |
SEK/USD
| Horizon | Window | Median err (bps) | n |
|---|---|---|---|
| 12M | 90d | 1168 | 5 |
| 12M | 180d | 1168 | 5 |
| 12M | 365d | 1168 | 5 |
| 3M | 90d | 609 | 5 |
| 3M | 180d | 609 | 5 |
| 3M | 365d | 609 | 5 |
| 6M | 90d | 863 | 5 |
| 6M | 180d | 863 | 5 |
| 6M | 365d | 863 | 5 |
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