FX BANK FORECAST · SCORECARD
RBC Capital Markets
Median absolute error in basis points across G10 · updated nightly
EUR/USD
| Horizon | Window | Median err (bps) | n |
|---|---|---|---|
| 12M | 90d | 609 | 4 |
| 12M | 180d | 609 | 4 |
| 12M | 365d | 609 | 4 |
| 3M | 90d | 87 | 4 |
| 3M | 180d | 87 | 4 |
| 3M | 365d | 87 | 4 |
| 6M | 90d | 174 | 4 |
| 6M | 180d | 174 | 4 |
| 6M | 365d | 174 | 4 |
JPY/USD
| Horizon | Window | Median err (bps) | n |
|---|---|---|---|
| 12M | 90d | 883 | 4 |
| 12M | 180d | 883 | 4 |
| 12M | 365d | 883 | 4 |
| 3M | 90d | 325 | 4 |
| 3M | 180d | 325 | 4 |
| 3M | 365d | 325 | 4 |
| 6M | 90d | 511 | 4 |
| 6M | 180d | 511 | 4 |
| 6M | 365d | 511 | 4 |
GBP/USD
| Horizon | Window | Median err (bps) | n |
|---|---|---|---|
| 12M | 90d | 222 | 4 |
| 12M | 180d | 222 | 4 |
| 12M | 365d | 222 | 4 |
| 3M | 90d | 148 | 4 |
| 3M | 180d | 148 | 4 |
| 3M | 365d | 148 | 4 |
| 6M | 90d | 74 | 4 |
| 6M | 180d | 74 | 4 |
| 6M | 365d | 74 | 4 |
CHF/USD
| Horizon | Window | Median err (bps) | n |
|---|---|---|---|
| 12M | 90d | 125 | 4 |
| 12M | 180d | 125 | 4 |
| 12M | 365d | 125 | 4 |
| 3M | 90d | 125 | 4 |
| 3M | 180d | 125 | 4 |
| 3M | 365d | 125 | 4 |
| 6M | 90d | 125 | 4 |
| 6M | 180d | 125 | 4 |
| 6M | 365d | 125 | 4 |
AUD/USD
| Horizon | Window | Median err (bps) | n |
|---|---|---|---|
| 12M | 90d | 278 | 4 |
| 12M | 180d | 278 | 4 |
| 12M | 365d | 278 | 4 |
| 3M | 90d | 694 | 4 |
| 3M | 180d | 694 | 4 |
| 3M | 365d | 694 | 4 |
| 6M | 90d | 556 | 4 |
| 6M | 180d | 556 | 4 |
| 6M | 365d | 556 | 4 |
CAD/USD
| Horizon | Window | Median err (bps) | n |
|---|---|---|---|
| 12M | 90d | 219 | 4 |
| 12M | 180d | 219 | 4 |
| 12M | 365d | 219 | 4 |
| 3M | 90d | 73 | 4 |
| 3M | 180d | 73 | 4 |
| 3M | 365d | 73 | 4 |
| 6M | 90d | 0 | 4 |
| 6M | 180d | 0 | 4 |
| 6M | 365d | 0 | 4 |
NZD/USD
| Horizon | Window | Median err (bps) | n |
|---|---|---|---|
| 12M | 90d | 508 | 4 |
| 12M | 180d | 508 | 4 |
| 12M | 365d | 508 | 4 |
| 3M | 90d | 169 | 4 |
| 3M | 180d | 169 | 4 |
| 3M | 365d | 169 | 4 |
| 6M | 90d | 0 | 4 |
| 6M | 180d | 0 | 4 |
| 6M | 365d | 0 | 4 |
NOK/USD
| Horizon | Window | Median err (bps) | n |
|---|---|---|---|
| 12M | 90d | 730 | 4 |
| 12M | 180d | 730 | 4 |
| 12M | 365d | 730 | 4 |
| 3M | 90d | 313 | 4 |
| 3M | 180d | 313 | 4 |
| 3M | 365d | 313 | 4 |
| 6M | 90d | 436 | 4 |
| 6M | 180d | 436 | 4 |
| 6M | 365d | 436 | 4 |
SEK/USD
| Horizon | Window | Median err (bps) | n |
|---|---|---|---|
| 12M | 90d | 1036 | 4 |
| 12M | 180d | 1036 | 4 |
| 12M | 365d | 1036 | 4 |
| 3M | 90d | 548 | 4 |
| 3M | 180d | 548 | 4 |
| 3M | 365d | 548 | 4 |
| 6M | 90d | 711 | 4 |
| 6M | 180d | 711 | 4 |
| 6M | 365d | 711 | 4 |
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