FX BANK FORECAST · SCORECARD
Deutsche Bank
Median absolute error in basis points across G10 · updated nightly
EUR/USD
| Horizon | Window | Median err (bps) | n |
|---|---|---|---|
| 12M | 90d | 870 | 1 |
| 12M | 180d | 870 | 1 |
| 12M | 365d | 870 | 1 |
| 3M | 90d | 261 | 1 |
| 3M | 180d | 261 | 1 |
| 3M | 365d | 261 | 1 |
| 6M | 90d | 522 | 1 |
| 6M | 180d | 522 | 1 |
| 6M | 365d | 522 | 1 |
JPY/USD
| Horizon | Window | Median err (bps) | n |
|---|---|---|---|
| 12M | 90d | 892 | 1 |
| 12M | 180d | 892 | 1 |
| 12M | 365d | 892 | 1 |
| 3M | 90d | 255 | 1 |
| 3M | 180d | 255 | 1 |
| 3M | 365d | 255 | 1 |
| 6M | 90d | 510 | 1 |
| 6M | 180d | 510 | 1 |
| 6M | 365d | 510 | 1 |
GBP/USD
| Horizon | Window | Median err (bps) | n |
|---|---|---|---|
| 12M | 90d | 840 | 1 |
| 12M | 180d | 840 | 1 |
| 12M | 365d | 840 | 1 |
| 3M | 90d | 305 | 1 |
| 3M | 180d | 305 | 1 |
| 3M | 365d | 305 | 1 |
| 6M | 90d | 534 | 1 |
| 6M | 180d | 534 | 1 |
| 6M | 365d | 534 | 1 |
CHF/USD
| Horizon | Window | Median err (bps) | n |
|---|---|---|---|
| 12M | 90d | 741 | 1 |
| 12M | 180d | 741 | 1 |
| 12M | 365d | 741 | 1 |
| 3M | 90d | 247 | 1 |
| 3M | 180d | 247 | 1 |
| 3M | 365d | 247 | 1 |
| 6M | 90d | 494 | 1 |
| 6M | 180d | 494 | 1 |
| 6M | 365d | 494 | 1 |
AUD/USD
| Horizon | Window | Median err (bps) | n |
|---|---|---|---|
| 12M | 90d | 1250 | 1 |
| 12M | 180d | 1250 | 1 |
| 12M | 365d | 1250 | 1 |
| 3M | 90d | 469 | 1 |
| 3M | 180d | 469 | 1 |
| 3M | 365d | 469 | 1 |
| 6M | 90d | 781 | 1 |
| 6M | 180d | 781 | 1 |
| 6M | 365d | 781 | 1 |
CAD/USD
| Horizon | Window | Median err (bps) | n |
|---|---|---|---|
| 12M | 90d | 638 | 1 |
| 12M | 180d | 638 | 1 |
| 12M | 365d | 638 | 1 |
| 3M | 90d | 213 | 1 |
| 3M | 180d | 213 | 1 |
| 3M | 365d | 213 | 1 |
| 6M | 90d | 426 | 1 |
| 6M | 180d | 426 | 1 |
| 6M | 365d | 426 | 1 |
NZD/USD
| Horizon | Window | Median err (bps) | n |
|---|---|---|---|
| 12M | 90d | 1071 | 1 |
| 12M | 180d | 1071 | 1 |
| 12M | 365d | 1071 | 1 |
| 3M | 90d | 357 | 1 |
| 3M | 180d | 357 | 1 |
| 3M | 365d | 357 | 1 |
| 6M | 90d | 714 | 1 |
| 6M | 180d | 714 | 1 |
| 6M | 365d | 714 | 1 |
NOK/USD
| Horizon | Window | Median err (bps) | n |
|---|---|---|---|
| 12M | 90d | 1073 | 1 |
| 12M | 180d | 1073 | 1 |
| 12M | 365d | 1073 | 1 |
| 3M | 90d | 439 | 1 |
| 3M | 180d | 439 | 1 |
| 3M | 365d | 439 | 1 |
| 6M | 90d | 732 | 1 |
| 6M | 180d | 732 | 1 |
| 6M | 365d | 732 | 1 |
SEK/USD
| Horizon | Window | Median err (bps) | n |
|---|---|---|---|
| 12M | 90d | 1090 | 1 |
| 12M | 180d | 1090 | 1 |
| 12M | 365d | 1090 | 1 |
| 3M | 90d | 409 | 1 |
| 3M | 180d | 409 | 1 |
| 3M | 365d | 409 | 1 |
| 6M | 90d | 723 | 1 |
| 6M | 180d | 723 | 1 |
| 6M | 365d | 723 | 1 |
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