FX BANK FORECAST · SCORECARD
Société Générale
Median absolute error in basis points across G10 · updated nightly
EUR/USD
| Horizon | Window | Median err (bps) | n |
|---|---|---|---|
| 12M | 90d | 87 | 4 |
| 12M | 180d | 87 | 4 |
| 12M | 365d | 87 | 4 |
| 3M | 90d | 174 | 4 |
| 3M | 180d | 174 | 4 |
| 3M | 365d | 174 | 4 |
| 6M | 90d | 435 | 4 |
| 6M | 180d | 435 | 4 |
| 6M | 365d | 435 | 4 |
JPY/USD
| Horizon | Window | Median err (bps) | n |
|---|---|---|---|
| 12M | 90d | 697 | 4 |
| 12M | 180d | 697 | 4 |
| 12M | 365d | 697 | 4 |
| 3M | 90d | 201 | 4 |
| 3M | 180d | 201 | 4 |
| 3M | 365d | 201 | 4 |
| 6M | 90d | 387 | 4 |
| 6M | 180d | 387 | 4 |
| 6M | 365d | 387 | 4 |
GBP/USD
| Horizon | Window | Median err (bps) | n |
|---|---|---|---|
| 12M | 90d | 148 | 4 |
| 12M | 180d | 148 | 4 |
| 12M | 365d | 148 | 4 |
| 3M | 90d | 815 | 4 |
| 3M | 180d | 815 | 4 |
| 3M | 365d | 815 | 4 |
| 6M | 90d | 222 | 4 |
| 6M | 180d | 222 | 4 |
| 6M | 365d | 222 | 4 |
CHF/USD
| Horizon | Window | Median err (bps) | n |
|---|---|---|---|
| 12M | 90d | 0 | 4 |
| 12M | 180d | 0 | 4 |
| 12M | 365d | 0 | 4 |
| 3M | 90d | 125 | 4 |
| 3M | 180d | 125 | 4 |
| 3M | 365d | 125 | 4 |
| 6M | 90d | 375 | 4 |
| 6M | 180d | 375 | 4 |
| 6M | 365d | 375 | 4 |
AUD/USD
| Horizon | Window | Median err (bps) | n |
|---|---|---|---|
| 12M | 90d | 694 | 4 |
| 12M | 180d | 694 | 4 |
| 12M | 365d | 694 | 4 |
| 3M | 90d | 833 | 4 |
| 3M | 180d | 833 | 4 |
| 3M | 365d | 833 | 4 |
| 6M | 90d | 417 | 4 |
| 6M | 180d | 417 | 4 |
| 6M | 365d | 417 | 4 |
CAD/USD
| Horizon | Window | Median err (bps) | n |
|---|---|---|---|
| 12M | 90d | 73 | 4 |
| 12M | 180d | 73 | 4 |
| 12M | 365d | 73 | 4 |
| 3M | 90d | 146 | 4 |
| 3M | 180d | 146 | 4 |
| 3M | 365d | 146 | 4 |
| 6M | 90d | 73 | 4 |
| 6M | 180d | 73 | 4 |
| 6M | 365d | 73 | 4 |
NZD/USD
| Horizon | Window | Median err (bps) | n |
|---|---|---|---|
| 12M | 90d | 169 | 4 |
| 12M | 180d | 169 | 4 |
| 12M | 365d | 169 | 4 |
| 3M | 90d | 169 | 4 |
| 3M | 180d | 169 | 4 |
| 3M | 365d | 169 | 4 |
| 6M | 90d | 169 | 4 |
| 6M | 180d | 169 | 4 |
| 6M | 365d | 169 | 4 |
NOK/USD
| Horizon | Window | Median err (bps) | n |
|---|---|---|---|
| 12M | 90d | 427 | 4 |
| 12M | 180d | 427 | 4 |
| 12M | 365d | 427 | 4 |
| 3M | 90d | 332 | 4 |
| 3M | 180d | 332 | 4 |
| 3M | 365d | 332 | 4 |
| 6M | 90d | 711 | 4 |
| 6M | 180d | 711 | 4 |
| 6M | 365d | 711 | 4 |
SEK/USD
| Horizon | Window | Median err (bps) | n |
|---|---|---|---|
| 12M | 90d | 355 | 4 |
| 12M | 180d | 355 | 4 |
| 12M | 365d | 355 | 4 |
| 3M | 90d | 457 | 4 |
| 3M | 180d | 457 | 4 |
| 3M | 365d | 457 | 4 |
| 6M | 90d | 51 | 4 |
| 6M | 180d | 51 | 4 |
| 6M | 365d | 51 | 4 |
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