| Outcome | Probability | Yes Bid | Yes Ask | 24h Change | Volume | |
|---|---|---|---|---|---|---|
| 4.06% or below | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| 4.07% to 4.09% | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| 4.1% to 4.12% | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| 4.13% to 4.15% | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| 4.16% to 4.18% | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| 4.19% to 4.21% | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| 4.22% to 4.24% | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| 4.25% to 4.27% | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| 4.28% to 4.3% | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| 4.31% to 4.33% | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| 4.34% to 4.36% | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| 4.37% to 4.39% | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| 4.4% to 4.42% | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| 4.43% to 4.45% | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| 4.46% or above | 0% | 0¢ | 0¢ | — | $0 | Trade → |
This market asks where the US Treasury 10‑year yield will be on March 27, 2026, a key benchmark that affects mortgage rates, corporate borrowing costs, and asset valuations. Traders use this event to express views about interest‑rate expectations and macroeconomic risks on that specific date.
The 10‑year Treasury yield reflects a mix of inflation expectations, Federal Reserve policy, economic growth prospects, and global safe‑haven demand. Over time the yield has moved with cycles of central‑bank tightening and easing, major inflation surprises, and shifts in fiscal issuance; the period leading into March 27, 2026 will be influenced by the sequence of macro releases and policy communications between now and then. Prediction markets for a fixed calendar date let participants trade discrete possible yield levels, translating evolving information into market prices for each outcome.
Market odds on this event represent the collective market view about which yield interval is most likely to obtain on March 27, 2026 and will update as new data and news arrive. Treat those odds as a dynamic summary of expectations—not a guarantee—and check the event’s resolution rules for how the final yield is determined.
The market divides possible 10‑year yield values on March 27, 2026 into 15 mutually exclusive intervals; the winning outcome will be the interval that contains the official 10‑year Treasury closing yield for that calendar date as determined by the market’s published resolution source and time. Consult the event’s rules page for the exact source and settlement timestamp used for resolution.
Resolution typically uses the official end‑of‑day or specified timestamp yield for March 27, 2026, so intraday volatility only matters if it shifts the published closing yield; check the event’s settlement rules to confirm whether the closing yield or a specific minute is used for determination.
Key reports include monthly inflation data (CPI, PCE), the monthly employment report (nonfarm payrolls and unemployment), quarterly GDP releases, and FOMC statements/minutes; any surprise in these releases can meaningfully adjust expectations for policy and the term premium ahead of the March 27 date.
Fed rate decisions, shifts in the dot plot, forward guidance, and official speeches change expectations for the path of short‑term rates and the term premium; clearer or stricter guidance about future policy will typically move long yields by changing expected future short rates and risk premia, altering which yield interval is most plausible for the event date.
When many narrowly spaced outcomes exist, small changes in the 10‑year rate can flip which bucket pays out; adjacent outcomes represent nearby yield ranges, so a single data surprise or shift in liquidity can move market prices across buckets—review the bucket boundaries and consider that resolution depends on the published closing figure for March 27, 2026.