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FX BANK FORECAST · SCORECARD

Who’s been right on FX

Median absolute error in basis points for every sell-side forecaster, by G10 pair, scored against the Street’s average. Lower is better. Hover any cell for the directional hit rate and sample size. Updated nightly.

The Street598645668525996426781888884avg bps
FirmEUR/USDJPY/USDGBP/USDCHF/USDAUD/USDCAD/USDNZD/USDNOK/USDSEK/USDOverall bpsJ.P. Morgan43544638212362571536810744463Barclays522510763370781355536829776605Goldman Sachs870573382617937426714732671658Bank of America609637687617937426714878933715MUFG783701687617937496714829881738ING6093183823701406496107111221153770Morgan Stanley87108312217411094496893829828808Deutsche Bank8708928407411250638107110731090941

Methodology

Hit rate = fraction of forecasts whose predicted direction matches realized direction relative to spot at the time of forecast. Median absolute error in basis points. Read full methodology →

FX BANK FORECAST · COVERAGE

Institutional FX coverage in your inbox

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