| Outcome | Probability | Yes Bid | Yes Ask | 24h Change | Volume | |
|---|---|---|---|---|---|---|
| 3.78% or below | 2% | 0¢ | 2¢ | — | $810 | Trade → |
| 4.12% to 4.14% | 0% | 0¢ | 98¢ | — | $0 | Trade → |
| 4% to 4.02% | 0% | 0¢ | 94¢ | — | $0 | Trade → |
| 3.91% to 3.93% | 0% | 0¢ | 98¢ | — | $0 | Trade → |
| 3.79% to 3.81% | 0% | 0¢ | 2¢ | — | $0 | Trade → |
| 3.82% to 3.84% | 0% | 0¢ | 2¢ | — | $0 | Trade → |
| 3.88% to 3.9% | 0% | 0¢ | 20¢ | — | $0 | Trade → |
| 3.97% to 3.99% | 0% | 0¢ | 94¢ | — | $0 | Trade → |
| 4.09% to 4.11% | 0% | 0¢ | 94¢ | — | $0 | Trade → |
| 4.03% to 4.05% | 0% | 1¢ | 94¢ | — | $0 | Trade → |
| 4.18% or above | 0% | 0¢ | 40¢ | — | $0 | Trade → |
| 4.06% to 4.08% | 0% | 0¢ | 94¢ | — | $0 | Trade → |
| 3.94% to 3.96% | 0% | 0¢ | 94¢ | — | $0 | Trade → |
| 3.85% to 3.87% | 0% | 0¢ | 3¢ | — | $0 | Trade → |
| 4.15% to 4.17% | 0% | 0¢ | 65¢ | — | $0 | Trade → |
This market asks where the U.S. Treasury 10-year yield will be on March 3, 2026 — a key benchmark that influences mortgage rates, corporate borrowing costs, and broader financial conditions. Market expectations for that date matter because they reflect collective views about inflation, growth, and central bank policy going into early March 2026.
The 10-year Treasury yield is a widely watched reference rate tied to long-term interest-rate expectations, inflation compensation, and risk sentiment. Over time it moves with shifts in Fed policy expectations, macro releases (inflation and labor data), Treasury issuance, and global capital flows; outcomes for a specific date like March 3, 2026 will embed information released in the weeks and days beforehand. Kalshi’s market frames that single-day snapshot into discrete outcomes that traders can buy and sell ahead of the date.
Prediction market odds are a real-time aggregation of participant expectations about which yield-range outcome will be true on March 3, 2026; they update as new information arrives. Treat odds as a live indicator of market consensus and news-implied likelihoods, not as guarantees of the final printed yield.
The market will settle to the published 10-year Treasury yield value on March 3, 2026 according to Kalshi’s official resolution source and rules; consult the event page for the exact reference instrument and settlement method used.
The trading close and formal resolution timestamp are specified by Kalshi for this event (currently listed as TBD); check the event details on Kalshi to see the final close time and the timeline for settlement and payouts.
Key movers include any U.S. inflation releases (CPI/PCE) and employment reports published shortly before March 3, FOMC-related communications or speeches, Treasury auction results, and major geopolitical or macro surprises that shift risk sentiment.
Larger-than-expected Treasury supply or fiscal measures that increase borrowing needs can put upward pressure on yields if demand does not keep pace; conversely, strong auction demand or fiscal consolidation expectations can ease yield pressure. Traders will update positions to reflect these supply-and-demand shifts.
Rapid changes usually reflect new information (data, Fed comments, auctions, geopolitical news) or changes in liquidity and order flow; use those moves as signals about market sentiment but also consider market depth, news context, and whether moves are driven by temporary positioning versus fundamental news.