FX BANK FORECAST · SCORECARD
Rabobank
Median absolute error in basis points across G10 · updated nightly
EUR/USD
| Horizon | Window | Median err (bps) | n |
|---|---|---|---|
| 12M | 90d | 87 | 7 |
| 12M | 180d | 87 | 7 |
| 12M | 365d | 87 | 7 |
| 3M | 90d | 225 | 7 |
| 3M | 180d | 225 | 7 |
| 3M | 365d | 225 | 7 |
| 6M | 90d | 295 | 7 |
| 6M | 180d | 295 | 7 |
| 6M | 365d | 295 | 7 |
JPY/USD
| Horizon | Window | Median err (bps) | n |
|---|---|---|---|
| 12M | 90d | 573 | 8 |
| 12M | 180d | 573 | 8 |
| 12M | 365d | 573 | 8 |
| 3M | 90d | 191 | 8 |
| 3M | 180d | 191 | 8 |
| 3M | 365d | 191 | 8 |
| 6M | 90d | 256 | 8 |
| 6M | 180d | 256 | 8 |
| 6M | 365d | 256 | 8 |
GBP/USD
| Horizon | Window | Median err (bps) | n |
|---|---|---|---|
| 12M | 90d | 222 | 6 |
| 12M | 180d | 222 | 6 |
| 12M | 365d | 222 | 6 |
| 3M | 90d | 69 | 6 |
| 3M | 180d | 69 | 6 |
| 3M | 365d | 69 | 6 |
| 6M | 90d | 120 | 6 |
| 6M | 180d | 120 | 6 |
| 6M | 365d | 120 | 6 |
CHF/USD
| Horizon | Window | Median err (bps) | n |
|---|---|---|---|
| 12M | 90d | 625 | 7 |
| 12M | 180d | 625 | 7 |
| 12M | 365d | 625 | 7 |
| 3M | 90d | 333 | 7 |
| 3M | 180d | 333 | 7 |
| 3M | 365d | 333 | 7 |
| 6M | 90d | 431 | 7 |
| 6M | 180d | 431 | 7 |
| 6M | 365d | 431 | 7 |
AUD/USD
| Horizon | Window | Median err (bps) | n |
|---|---|---|---|
| 12M | 90d | 0 | 3 |
| 12M | 180d | 0 | 3 |
| 12M | 365d | 0 | 3 |
| 3M | 90d | 146 | 3 |
| 3M | 180d | 146 | 3 |
| 3M | 365d | 146 | 3 |
| 6M | 90d | 97 | 3 |
| 6M | 180d | 97 | 3 |
| 6M | 365d | 97 | 3 |
CAD/USD
| Horizon | Window | Median err (bps) | n |
|---|---|---|---|
| 12M | 90d | 73 | 7 |
| 12M | 180d | 73 | 7 |
| 12M | 365d | 73 | 7 |
| 3M | 90d | 119 | 7 |
| 3M | 180d | 119 | 7 |
| 3M | 365d | 119 | 7 |
| 6M | 90d | 177 | 7 |
| 6M | 180d | 177 | 7 |
| 6M | 365d | 177 | 7 |
FX BANK FORECAST · COVERAGE
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Aggregated year-end forecasts, scenario shifts, and curated analyst notes from eight institutional desks. No promotion.