Rabobank

Median absolute error in basis points across G10 · updated nightly

EUR/USD

Horizon	Window	Median err (bps)	n
12M	90d	36	10
12M	180d	36	10
12M	365d	36	10
3M	90d	352	10
3M	180d	352	10
3M	365d	352	10
6M	90d	405	10
6M	180d	405	10
6M	365d	405	10

Horizon	Window	Median err (bps)	n
12M	90d	454	11
12M	180d	454	11
12M	365d	454	11
3M	90d	66	11
3M	180d	66	11
3M	365d	66	11
6M	90d	133	11
6M	180d	133	11
6M	365d	133	11

Horizon	Window	Median err (bps)	n
12M	90d	120	9
12M	180d	120	9
12M	365d	120	9
3M	90d	35	9
3M	180d	35	9
3M	365d	35	9
6M	90d	16	9
6M	180d	16	9
6M	365d	16	9

Horizon	Window	Median err (bps)	n
12M	90d	741	10
12M	180d	741	10
12M	365d	741	10
3M	90d	453	10
3M	180d	453	10
3M	365d	453	10
6M	90d	549	10
6M	180d	549	10
6M	365d	549	10

Horizon	Window	Median err (bps)	n
12M	90d	13	6
12M	180d	13	6
12M	365d	13	6
3M	90d	134	6
3M	180d	134	6
3M	365d	134	6
6M	90d	85	6
6M	180d	85	6
6M	365d	85	6

Horizon	Window	Median err (bps)	n
12M	90d	295	10
12M	180d	295	10
12M	365d	295	10
3M	90d	107	10
3M	180d	107	10
3M	365d	107	10
6M	90d	51	10
6M	180d	51	10
6M	365d	51	10

FX BANK FORECAST · COVERAGE

Aggregated year-end forecasts, scenario shifts, and curated analyst notes from 37 institutional desks. No promotion.