| Outcome | Probability | Yes Bid | Yes Ask | 24h Change | Volume | |
|---|---|---|---|---|---|---|
| 4.14% to 4.16% | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| 4.04% or below | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| 4.38% to 4.4% | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| 4.26% to 4.28% | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| 4.29% to 4.31% | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| 4.32% to 4.34% | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| 4.23% to 4.25% | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| 4.17% to 4.19% | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| 4.11% to 4.13% | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| 4.08% to 4.1% | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| 4.05% to 4.07% | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| 4.2% to 4.22% | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| 4.44% or above | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| 4.41% to 4.43% | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| 4.35% to 4.37% | 0% | 0¢ | 0¢ | — | $0 | Trade → |
This market asks which value range the U.S. Treasury 10-year yield will register on Mar 18, 2026, a key benchmark that influences mortgage rates, corporate borrowing costs, and broader financial conditions.
The 10-year Treasury yield reflects market expectations about inflation, economic growth, and Federal Reserve policy; it has historically reacted to major macroeconomic releases, monetary policy shifts, and geopolitical shocks. Movements in the 10-year feed into pricing across credit markets and are closely watched by investors, issuers, and policymakers.
Market odds aggregate participants’ views about which yield bucket will be the official reading on Mar 18, 2026 and update as new information arrives. These odds are tradable expressions of probability, not guarantees, so participants should monitor news and contract specifications.
Settlement is based on the contract’s published settlement rule for the 10-year Treasury yield on Mar 18, 2026; check the market’s contract specs to see the exact data source, the time of day used for measurement, and any rounding or bucket rules.
Each of the 15 outcomes typically corresponds to a specific yield level or range (mutually exclusive buckets) covering a span of possible 10-year yields; consult the market page for the precise boundaries of each outcome.
Key scheduled movers include Federal Reserve meetings and statements, major inflation releases (CPI/PCE), employment reports (payrolls, unemployment), GDP releases, and large Treasury auctions; each can materially shift yield expectations.
Historical episodes show that yields respond to shifts in real rates, inflation expectations, and risk premia; reviewing past reactions to comparable macro surprises and policy pivots can help contextualize current market moves but does not predict specific outcomes.
Major drivers include central-bank policy and communications, large institutional investors (pension funds, insurance companies), hedge funds and relative-value traders, foreign official and private buyers/sellers, and large-scale Treasury issuance by the government.