TOTAL VOLUME:
$154.4b
24H VOL:
$245,801,863
24H TRANSACTIONS:
2,984,028,936
OPEN INTEREST:
$1,902,097,102
417,059
Markets across
40,178
events
MATCHED EVENTS:
4,415
PLATFORM COVERAGE:
5
Polymarket:
37%
VS.
Kalshi:
63%
Closed: Oct 30, 3:30 PM EST
Kalshi
This event tracks the performance of a key benchmark in short-term U.S. debt markets at a specific future date. It reflects expectations about interest rate movements influenced by economic policies and market conditions. Outcomes depend on whether the observed rate surpasses various predefined thresholds.
All markets resolve based on the par yield of the 2-Year U.S. Treasury as of October 30, 2026. Each market has a distinct threshold: if the yield exceeds a specific percentage (e.g., 4.75%, 4.77%, up to 5.03%), that market resolves to Yes; otherwise, it resolves to No. All markets share identical expiration rules: they close at the earlier of two times—either 7:00 PM Eastern Time on the first business day after the yield data is released for October 30, 2026, or one week after October 30, 2026. This structure creates a series of escalating yield thresholds, allowing participants to bet on different levels of potential rate movement.
Currently, prediction market odds reflect a collective forecast of where the 2026 US Treasury yield will land. It’s often insightful to compare this market’s implied probabilities to those offered by traditional financial analysts and economic polls. Do analysts anticipate a similar trajectory for interest rates, or are there significant discrepancies? Examining these differences can reveal whether the wisdom of the crowd, as expressed through this market, aligns with or diverges from expert opinions on macroeconomic conditions.
On Kalshi, this market is priced using a continuous double auction, meaning traders buy and sell contracts representing different yield ranges. The price of each contract reflects the market's assessment of the probability of that yield range being the correct outcome. On Kalshi, prices reflect that venue's order book, liquidity, and how traders price the outcome right now. As more traders participate and new information becomes available, these prices adjust, dynamically updating the implied probability distribution. This creates a forward-looking indicator of market expectations for US Treasury yields.
This market resolves around Oct 30, 2026, with the outcome confirmed once the 2-Year US Treasury yield on that date is verifiable from credible public reporting. The yield will be sourced from a widely recognized financial data provider, ensuring an objective and transparent determination of the result. Traders will then be able to claim their winnings or fulfill their obligations based on whether their predictions aligned with the actual yield reported on the resolution date.
Several key economic signals and events could significantly impact this market. Changes in inflation data, Federal Reserve policy announcements regarding interest rates, and unexpected shifts in economic growth forecasts are all likely to influence trader sentiment. Geopolitical events and major shifts in global financial conditions could also play a role. Monitoring these factors will be crucial for understanding the fluctuations in the 2026 US Treasury yield market as it approaches its resolution date.