| Outcome | Probability | Yes Bid | Yes Ask | 24h Change | Volume | |
|---|---|---|---|---|---|---|
| Above 1.00% | 0% | 0¢ | 0¢ | — | $0 | Trade → |
This market asks how the yield difference between the US 10-year and 2-year Treasury will stand on Dec 31, 2026. The 10Y-2Y spread is closely watched as a gauge of the yield curve’s slope and broader economic sentiment.
The 10Y-2Y spread reflects expectations about growth, inflation, and Federal Reserve policy; it has moved substantially since the post-pandemic policy cycle began. Historically, changes in this spread have signaled shifts in recession risk, inflation outlooks, and monetary policy accommodation, though timing and causation vary.
Prediction market odds summarize collective expectations about the contractual outcome on the settlement date; they are a market-based snapshot that can change as new data and events arrive. Traders should interpret odds alongside fundamentals, policy announcements, and technical factors rather than as a single definitive forecast.
The contract references the numerical difference between the US Treasury 10-year yield and the 2-year yield on the specified settlement date; the exchange’s rulebook defines the precise data source and timing used for that measurement.
Settlement timing and the official data source are set by the exchange hosting this contract; consult the market’s official documentation or settlement rules for the exact timestamp and vendor used to record the yields.
Key movers include Federal Reserve rate decisions and forward guidance, monthly CPI and PCE inflation reports, quarterly GDP and employment data, and any surprise fiscal announcements or large Treasury issuance plans.
Past inversions have often preceded recessions but with variable lead times; they are informative signals but not deterministic predictors, so combine curve signals with current macro, policy, and market liquidity information when forming views.
Primary dealers, large asset managers, hedge funds, foreign central banks and sovereigns, and the US Treasury (through issuance) are principal influence sources, along with coordinated market positioning and retail or prediction-market participants.