TOTAL VOLUME:
$134.1b
24H VOL:
$133,388,117
24H TRANSACTIONS:
2,388,728,490
OPEN INTEREST:
$1,436,095,462
405,232
Markets across
30,526
events
MATCHED EVENTS:
2,693
PLATFORM COVERAGE:
5
Polymarket:
39%
VS.
Kalshi:
61%
Closed: Jun 26, 4:00 PM EST
Polymarket
This event group contains two distinct markets: one tracking whether the South Korea ETF (EWY) closes higher or lower on June 26, 2026 compared to the prior trading day, and another tracking whether the S&P 500 ETF (SPY) closes higher on June 26, 2026 compared to June 18, 2026. These are separate securities with different comparison baselines and resolution mechanics.
This market will resolve to "Up" if the Close price for South Korea ETF (EWY) on June 26, 2026 is higher than the Close price for South Korea ETF (EWY) on the most recent prior trading day. This market will resolve to "Down" if the Close price for South Korea ETF (EWY) on June 26, 2026 is lower than the Close price for South Korea ETF (EWY) on the most recent prior trading day. E.g., ordinarily, a market on Monday would refer to the previous Friday for its most recent closing price, unless that Friday were a market holiday, in which case it would refer to Thursday, or the next most recent trading day. If the two specified closing prices are exactly equal, this market will resolve 50-50. Closing prices will be used exactly as published by Pyth, without rounding. If South Korea ETF (EWY) does not trade at all during the regular session, the market will resolve 50-50. For a standard full trading session, the closing price refers to the Pyth "Close" value of the 1-minute candle corresponding to the final minute of regular trading hours on the primary exchange. If either of the relevant days has no valid Pyth Close value for the 1-minute candle corresponding to the end of regular trading hours on the primary exchange, the market will use the last valid Pyth price achieved during the regular trading hours of the primary exchange as the effective closing price. If no valid Pyth price exists for that trading day due to a system outage, data failure, or other technical disruption, the official closing price published by the primary exchange on which the listed security trades will be used to determine the closing price for that day. Only prices achieved during the regular trading hours of the primary exchange on which the listed security trades (typically 9:30 AM – 4:00 PM ET) will be considered. In the event of a stock split, reverse stock split, or similar corporate action affecting the listed security during the listed time frame, this market will resolve based on split-adjusted prices as displayed on Pyth. The resolution source for this market will be Pyth, specifically the "Close" values for the relevant 1-minute candle available at https://pythdata.app/explore/Equity.US.EWY%2FUSD. Historical 1-minute candles may be accessed by appending a Unix timestamp (seconds) to the Pyth chart URL using the "t=" parameter. Any timestamp within the listed market time frame may be used to view the relevant candle data (e.g., https://pythdata.app/explore/Equity.US.EWY%2FUSD?t=1773432000).
This market will resolve to "Up" if the Close price for S&P 500 ETF (Pyth SPY/USD) on June 26, 2026 is strictly higher than the Close price for S&P 500 ETF (Pyth SPY/USD) on June 18, 2026. Otherwise, this market will resolve to "Down". The Close price for S&P 500 ETF (Pyth SPY/USD) captured on June 18, 2026, was $747.20419. Resolution source: Pyth SPY/USD price feed. Other exchanges, spot markets, and oracles will not be used. For example, a weekly Friday market would ordinarily compare that Friday's Close price with the previous Friday's Close price, unless that previous Friday was a market holiday. In that case, it would compare against Thursday's Close price, or the next most recent trading day. If S&P 500 ETF (SPY) does not trade at all during the regular session on June 26, 2026, this market will resolve to "Down". For a standard full trading session, the Close price refers to the "Close" value of the 1-minute Pyth candle corresponding to the final minute of regular trading hours on the primary exchange. If either relevant trading day has no valid Pyth Close value for the 1-minute candle corresponding to the end of regular trading hours on the primary exchange, the last valid Pyth price during that day's regular trading hours will be used as the effective Close price. If no valid Pyth price exists for that trading day due to a system outage, data failure, or other technical disruption, the official closing price published by the primary exchange on which SPY is listed will be used to determine the Close price for that day. In the event of a stock split, reverse stock split, or similar corporate action affecting SPY during the relevant time frame, this market will resolve based on split-adjusted prices as displayed on Pyth.
Polymarket and Limitless can show different implied probabilities for the same outcome because of liquidity, fee structure, participant mix, and how each venue defines the contract. Each platform operates under distinct liquidity pools, user bases, and fee structures. Polymarket attracts high-volume crypto-native traders and offers deep order books on major events, while Limitless may draw a different demographic or operate with tighter spreads on niche positions. Arbitrage frictions, withdrawal delays, and platform-specific incentives can prevent prices from converging instantly. Additionally, differences in how each platform handles late-breaking news or technical outages may cause temporary pricing gaps, creating opportunities for cross-platform traders.
Key catalysts include Taiwan's economic data releases, semiconductor sector earnings, US–China trade developments, and currency fluctuations in the New Taiwan Dollar. Geopolitical tensions, Federal Reserve policy shifts, or global risk-off sentiment can trigger sharp repricing. Earnings announcements from major MSCI Taiwan constituents—such as TSMC or MediaTek—may also drive conviction shifts. Traders should monitor earnings calendars, central bank communications, and cross-strait news flow, as these often move emerging-markets ETFs faster than broader US equity indices.