FX BANK FORECAST · SCORECARD
Scotiabank
Median absolute error in basis points across G10 · updated nightly
EUR/USD
| Horizon | Window | Median err (bps) | n |
|---|---|---|---|
| 12M | 90d | 609 | 5 |
| 12M | 180d | 609 | 5 |
| 12M | 365d | 609 | 5 |
| 3M | 90d | 204 | 5 |
| 3M | 180d | 204 | 5 |
| 3M | 365d | 204 | 5 |
| 6M | 90d | 252 | 5 |
| 6M | 180d | 252 | 5 |
| 6M | 365d | 252 | 5 |
JPY/USD
| Horizon | Window | Median err (bps) | n |
|---|---|---|---|
| 12M | 90d | 1318 | 4 |
| 12M | 180d | 1318 | 4 |
| 12M | 365d | 1318 | 4 |
| 3M | 90d | 423 | 4 |
| 3M | 180d | 423 | 4 |
| 3M | 365d | 423 | 4 |
| 6M | 90d | 721 | 4 |
| 6M | 180d | 721 | 4 |
| 6M | 365d | 721 | 4 |
GBP/USD
| Horizon | Window | Median err (bps) | n |
|---|---|---|---|
| 12M | 90d | 148 | 5 |
| 12M | 180d | 148 | 5 |
| 12M | 365d | 148 | 5 |
| 3M | 90d | 79 | 5 |
| 3M | 180d | 79 | 5 |
| 3M | 365d | 79 | 5 |
| 6M | 90d | 176 | 5 |
| 6M | 180d | 176 | 5 |
| 6M | 365d | 176 | 5 |
AUD/USD
| Horizon | Window | Median err (bps) | n |
|---|---|---|---|
| 12M | 90d | 417 | 5 |
| 12M | 180d | 417 | 5 |
| 12M | 365d | 417 | 5 |
| 3M | 90d | 95 | 5 |
| 3M | 180d | 95 | 5 |
| 3M | 365d | 95 | 5 |
| 6M | 90d | 202 | 5 |
| 6M | 180d | 202 | 5 |
| 6M | 365d | 202 | 5 |
CAD/USD
| Horizon | Window | Median err (bps) | n |
|---|---|---|---|
| 12M | 90d | 146 | 6 |
| 12M | 180d | 146 | 6 |
| 12M | 365d | 146 | 6 |
| 3M | 90d | 82 | 6 |
| 3M | 180d | 82 | 6 |
| 3M | 365d | 82 | 6 |
| 6M | 90d | 104 | 6 |
| 6M | 180d | 104 | 6 |
| 6M | 365d | 104 | 6 |
FX BANK FORECAST · COVERAGE
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