| Outcome | Probability | Yes Bid | Yes Ask | 24h Change | Volume | |
|---|---|---|---|---|---|---|
| 4.23% or below | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| 4.24% to 4.26% | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| 4.27% to 4.29% | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| 4.3% to 4.32% | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| 4.33% to 4.35% | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| 4.36% to 4.38% | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| 4.39% to 4.41% | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| 4.42% to 4.44% | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| 4.45% to 4.47% | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| 4.48% to 4.5% | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| 4.51% to 4.53% | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| 4.54% to 4.56% | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| 4.57% to 4.59% | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| 4.6% to 4.62% | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| 4.63% or above | 0% | 0¢ | 0¢ | — | $0 | Trade → |
This market asks what the U.S. Treasury 10-year yield will be on April 3, 2026; it matters because the 10-year is a benchmark for borrowing costs, mortgages, and risk pricing across financial markets.
The 10-year Treasury yield reflects how investors trade off inflation, growth, and Federal Reserve policy expectations; yields have moved with inflation surprises, Fed tightening/loosening cycles, and shifts in global safe‑haven demand. Leading into April 2026, participants will weigh recent CPI/PCE prints, labor market data, Fed communications, and Treasury supply dynamics when assessing where the yield may land on that specific date.
Prediction market odds express the collective market view about which yield range is most likely on April 3, 2026; interpret them as a snapshot of trader expectations and information rather than a precise forecast, and check the event page for the exact numerical buckets that correspond to each outcome.
The exchange specifies the official settlement source in the contract terms; consult the market's rules or the event page for the exact quoted source used to determine the Apr 3, 2026 yield.
The market close is listed as TBD on the event page; settlement will occur after April 3 once the official yield is published and the exchange applies its stated settlement procedure—check the event details for the exchange's settlement timeline.
Each outcome represents a predefined yield interval (a numerical bucket) shown on the event page; review the outcome labels on the market to see the exact yield range assigned to each of the 15 options.
Yes—Fed policy decisions or surprising Fed communications before or on early April can rapidly change expectations for future short rates and inflation, shifting demand for Treasuries and therefore the 10-year yield that will be observed on April 3.
Large or unexpected changes in Treasury issuance can depress prices (raise yields) if demand is insufficient, while strong auction demand can support yields; check the Treasury auction calendar and dealer demand trends for supply-side signals that could influence the yield on April 3.