FX BANK FORECAST · SCORECARD
Nomura
Median absolute error in basis points across G10 · updated nightly
EUR/USD
| Horizon | Window | Median err (bps) | n |
|---|---|---|---|
| 12M | 90d | 435 | 2 |
| 12M | 180d | 435 | 2 |
| 12M | 365d | 435 | 2 |
| 3M | 90d | 174 | 2 |
| 3M | 180d | 174 | 2 |
| 3M | 365d | 174 | 2 |
| 6M | 90d | 261 | 2 |
| 6M | 180d | 261 | 2 |
| 6M | 365d | 261 | 2 |
JPY/USD
| Horizon | Window | Median err (bps) | n |
|---|---|---|---|
| 12M | 90d | 1318 | 2 |
| 12M | 180d | 1318 | 2 |
| 12M | 365d | 1318 | 2 |
| 3M | 90d | 387 | 2 |
| 3M | 180d | 387 | 2 |
| 3M | 365d | 387 | 2 |
| 6M | 90d | 697 | 2 |
| 6M | 180d | 697 | 2 |
| 6M | 365d | 697 | 2 |
GBP/USD
| Horizon | Window | Median err (bps) | n |
|---|---|---|---|
| 12M | 90d | 444 | 2 |
| 12M | 180d | 444 | 2 |
| 12M | 365d | 444 | 2 |
| 3M | 90d | 222 | 2 |
| 3M | 180d | 222 | 2 |
| 3M | 365d | 222 | 2 |
| 6M | 90d | 296 | 2 |
| 6M | 180d | 296 | 2 |
| 6M | 365d | 296 | 2 |
CHF/USD
| Horizon | Window | Median err (bps) | n |
|---|---|---|---|
| 12M | 90d | 250 | 2 |
| 12M | 180d | 250 | 2 |
| 12M | 365d | 250 | 2 |
| 3M | 90d | 125 | 2 |
| 3M | 180d | 125 | 2 |
| 3M | 365d | 125 | 2 |
| 6M | 90d | 0 | 2 |
| 6M | 180d | 0 | 2 |
| 6M | 365d | 0 | 2 |
AUD/USD
| Horizon | Window | Median err (bps) | n |
|---|---|---|---|
| 12M | 90d | 0 | 2 |
| 12M | 180d | 0 | 2 |
| 12M | 365d | 0 | 2 |
| 3M | 90d | 556 | 2 |
| 3M | 180d | 556 | 2 |
| 3M | 365d | 556 | 2 |
| 6M | 90d | 278 | 2 |
| 6M | 180d | 278 | 2 |
| 6M | 365d | 278 | 2 |
CAD/USD
| Horizon | Window | Median err (bps) | n |
|---|---|---|---|
| 12M | 90d | 219 | 2 |
| 12M | 180d | 219 | 2 |
| 12M | 365d | 219 | 2 |
| 3M | 90d | 219 | 2 |
| 3M | 180d | 219 | 2 |
| 3M | 365d | 219 | 2 |
| 6M | 90d | 73 | 2 |
| 6M | 180d | 73 | 2 |
| 6M | 365d | 73 | 2 |
NZD/USD
| Horizon | Window | Median err (bps) | n |
|---|---|---|---|
| 12M | 90d | 508 | 2 |
| 12M | 180d | 508 | 2 |
| 12M | 365d | 508 | 2 |
| 3M | 90d | 0 | 2 |
| 3M | 180d | 0 | 2 |
| 3M | 365d | 0 | 2 |
| 6M | 90d | 169 | 2 |
| 6M | 180d | 169 | 2 |
| 6M | 365d | 169 | 2 |
NOK/USD
| Horizon | Window | Median err (bps) | n |
|---|---|---|---|
| 12M | 90d | 900 | 2 |
| 12M | 180d | 900 | 2 |
| 12M | 365d | 900 | 2 |
| 3M | 90d | 427 | 2 |
| 3M | 180d | 427 | 2 |
| 3M | 365d | 427 | 2 |
| 6M | 90d | 569 | 2 |
| 6M | 180d | 569 | 2 |
| 6M | 365d | 569 | 2 |
SEK/USD
| Horizon | Window | Median err (bps) | n |
|---|---|---|---|
| 12M | 90d | 1269 | 2 |
| 12M | 180d | 1269 | 2 |
| 12M | 365d | 1269 | 2 |
| 3M | 90d | 660 | 2 |
| 3M | 180d | 660 | 2 |
| 3M | 365d | 660 | 2 |
| 6M | 90d | 863 | 2 |
| 6M | 180d | 863 | 2 |
| 6M | 365d | 863 | 2 |
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