TOTAL VOLUME:
$134.1b
24H VOL:
$113,466,932
24H TRANSACTIONS:
2,388,728,490
OPEN INTEREST:
$1,423,222,590
402,751
Markets across
30,217
events
MATCHED EVENTS:
2,632
PLATFORM COVERAGE:
5
Polymarket:
39%
VS.
Kalshi:
61%
Closed: Sep 18, 3:30 PM EST
Kalshi
This set of markets tracks potential movements in long-term U.S. government borrowing costs by focusing on the 30-year Treasury yield at a specific future date. Each market represents a different threshold level that the yield must surpass to be considered a significant move. The collective set allows participants to assess various degrees of change in long-term interest rate expectations.
All markets in this set resolve based on the par yield of the 30-year U.S. Treasury as of September 18, 2026. Each individual market has a specific threshold percentage that must be exceeded for a 'Yes' outcome. Thresholds range incrementally from 5.20% to 5.48%, with each market requiring the yield to be above its respective threshold. All markets share identical expiration mechanics: they close at the earlier of two times – either 7:00 PM Eastern Time on the first business day after the yield data release for September 18, 2026, or one week following that date. This structure creates a spectrum of outcomes allowing participants to bet on different magnitudes of potential yield movements while maintaining consistent timing rules across all related markets.
Currently, it’s difficult to directly compare the predictions in this market to those of traditional financial analysts. However, the wisdom of the crowd often provides a different perspective than individual expert opinions. If analyst forecasts consistently predict a certain range for the 30-year Treasury yield, and this market diverges significantly, it could indicate that traders believe other factors are at play, or that analysts are underestimating certain risks. Discrepancies between this market and analyst expectations can be a valuable signal for those following the bond market.
On Kalshi, this market is priced using a continuous double auction, meaning traders can buy and sell contracts representing their beliefs about the 30-year Treasury yield on September 18, 2026. The price of these contracts fluctuates based on supply and demand, reflecting the collective judgment of all participants. On Kalshi, prices reflect that venue's order book, liquidity, and how traders price the outcome right now. The closer the yield gets to a specific level, the more expensive contracts predicting that outcome become. This dynamic pricing mechanism allows for a real-time assessment of market expectations, providing a forward-looking indicator of interest rate movements.
This market resolves around Sep 18, 2026, with the outcome confirmed once the 30-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. The market will settle to the value of the 30-year Treasury yield at approximately 19:30 UTC on September 18, 2026. Traders will then be paid out based on whether their predictions aligned with the actual yield at the time of resolution, as determined by the verified data.
Several economic signals and events could significantly impact this market. Changes in inflation data, Federal Reserve monetary policy decisions, and overall economic growth expectations are all key drivers of Treasury yields. Unexpected geopolitical events or shifts in global risk sentiment could also cause fluctuations. Strong employment reports or signs of a recession could lead to substantial price movements in this market. Any news that alters the outlook for future interest rates is likely to influence trading activity and shift the predicted yield.