| Outcome | Probability | Yes Bid | Yes Ask | 24h Change | Volume | |
|---|---|---|---|---|---|---|
| 4.24% to 4.26% | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| 4.18% to 4.2% | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| 4.15% to 4.17% | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| 4.42% to 4.44% | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| 4.36% to 4.38% | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| 4.33% to 4.35% | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| 4.12% to 4.14% | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| 4.48% or above | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| 4.09% to 4.11% | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| 4.08% or below | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| 4.45% to 4.47% | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| 4.39% to 4.41% | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| 4.21% to 4.23% | 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 → |
This market asks where the US Treasury 10-year yield will be on March 20, 2026; it matters because the 10-year is a central benchmark for borrowing costs, mortgage rates, and broad financial conditions. Traders use this market to express views on monetary policy, growth, inflation, and risk sentiment at that date.
The 10-year Treasury yield reflects the interaction of Fed policy expectations, inflation trends, fiscal financing needs, and global capital flows. Since yields move continuously in response to data, central bank guidance, and supply/demand dynamics, markets that target a specific calendar date capture expectations for that moment rather than a long-run forecast. Historical episodes of rapid yield moves followed major inflation surprises, central bank regime shifts, or large changes in Treasury issuance.
Prediction market prices represent the crowd’s consensus expectation of where the yield will be on the settlement date and update as new information arrives. Use them as a real-time sentiment and probability-implied signal, not as a guarantee of the final outcome.
The market resolves to the published 10-year Treasury yield at the time and source specified in the market’s official rules for March 20, 2026; participants should consult the event specification on the exchange for the exact reference and settlement time.
Resolution uses the specific timestamp defined in the market’s settlement rules (for example, a published daily close or a vendor quote); check the event page for the exact settlement timestamp that determines which intraday value is used.
Scheduled items that can move yields include US inflation releases, employment or GDP reports, Fed statements or scheduled speeches, and large Treasury auctions; any such items released on or shortly before March 20 can change market expectations for that date.
Increased supply or unexpected changes to issuance can put upward pressure on yields if demand is unchanged; conversely, strong auction demand or reduced issuance can support lower yields. Auction sizes and calendar changes are therefore relevant inputs for traders pricing this date.
Use this market as one real-time aggregation of expectations, and combine it with fundamental analysis (Fed guidance, macro data calendar, fiscal outlook), term-structure models, and liquidity/flow information to form a rounded view rather than relying on any single indicator.