| Outcome | Probability | Yes Bid | Yes Ask | 24h Change | Volume | |
|---|---|---|---|---|---|---|
| 4.24% to 4.26% | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| 4.36% to 4.38% | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| 4.21% to 4.23% | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| 4.45% to 4.47% | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| 4.48% or above | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| 4.12% to 4.14% | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| 4.3% to 4.32% | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| 4.18% to 4.2% | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| 4.08% or below | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| 4.15% to 4.17% | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| 4.33% to 4.35% | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| 4.42% to 4.44% | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| 4.27% to 4.29% | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| 4.39% to 4.41% | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| 4.09% to 4.11% | 0% | 0¢ | 0¢ | — | $0 | Trade → |
This market asks which yield range or level the U.S. Treasury 10-year note will register on March 16, 2026; outcomes capture different discrete yield bands for that specific date. It matters because the 10-year yield is a key benchmark influencing borrowing costs, mortgage rates, and financial market valuations.
The 10-year Treasury yield reflects investor expectations about growth, inflation, and Federal Reserve policy; it moves on macroeconomic data, central bank communications, and supply/demand in Treasury markets. This Kalshi market presents 15 discrete outcomes and a close time listed as TBD — consult the event page for the official settlement source and timing.
Prediction market odds express how traders collectively view the likelihood of each discrete yield outcome given available information; they update as new data arrives and participants revise expectations. Use odds as a real-time gauge of market consensus, not a definitive forecast.
Resolution timing and the authoritative settlement source are specified on the event page; common sources include U.S. Treasury publications or widely used market reference rates, so check the event rules for the exact publication time and data source that will be used.
Each outcome corresponds to a predefined yield range or specific level listed on the event page; the outcome that contains the officially reported yield value from the event's settlement source at the designated time is the winning outcome.
High-impact releases include inflation readings (CPI, PCE), the monthly employment report, and any Fed FOMC statements or minutes; these influence rate expectations and market positioning, often producing noticeable yield shifts.
Yes — Fed speeches, surprise policy moves, or changes in forward guidance can rapidly shift rate expectations and yields; material communications issued shortly before settlement can alter which outcome is most likely to win.
Large Treasury supply or weak auction demand tends to put upward pressure on yields, while risk-off events typically drive investors toward Treasuries, lowering yields; the net effect on this market depends on timing, scale, and whether the event changes long-term expectations or only short-term demand.