| Outcome | Probability | Yes Bid | Yes Ask | 24h Change | Volume | |
|---|---|---|---|---|---|---|
| 160.750 or above | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| 159.500 to 159.749 | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| 160.000 to 160.249 | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| 158.000 to 158.249 | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| 157.500 to 157.749 | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| 160.500 to 160.749 | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| 157.750 to 157.999 | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| 158.750 to 158.999 | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| 159.750 to 159.999 | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| 158.500 to 158.749 | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| 160.250 to 160.499 | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| 157.499 or below | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| 159.250 to 159.499 | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| 159.000 to 159.249 | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| 158.250 to 158.499 | 0% | 0¢ | 0¢ | — | $0 | Trade → |
This market asks what the USD/JPY spot rate will be at a specific timestamp: 10:00 AM Eastern Daylight Time on March 18, 2026. It matters because that snapshot can reflect immediate responses to policy, data, or intervention and is useful for traders and analysts measuring short‑term FX risk.
USD/JPY is a major FX pair driven by differences in monetary policy, interest rate expectations, and global risk sentiment. Historically the yen has behaved as a safe‑haven currency and Japan has occasionally intervened to influence the exchange rate; those structural features mean this pair often reacts sharply to policy communications and large flows. The snapshot format captures a single moment, so short‑term events around the timestamp can dominate the result.
Market prices on this contract represent the consensus expectation for the USD/JPY level at that exact timestamp and update as new information arrives; they are not guarantees but a live aggregation of traders' views and bets. Use them as a real‑time indicator of market-implied outcomes, while remembering that the snapshot will reflect one moment and could differ from intraday averages or end‑of‑day rates.
Settlement follows the exchange's published event rules: the official winning outcome will be based on the named reference or aggregated market feed specified on the event page or in the rulebook. Check the event settlement details for the precise source and any tie‑break procedures.
The exchange’s contingency provisions apply. Typical approaches include using the nearest available quote within a defined window, averaging quotes around the timestamp, or using an alternative specified feed; the event's settlement rules describe the exact fallback method.
Yes. Unscheduled interventions or surprise policy moves can produce large, rapid shifts in USD/JPY and the snapshot will capture the rate at the timestamp regardless of the cause. Such actions are among the most direct drivers of snapshot outcomes.
Scheduled releases can increase volatility and liquidity around the timestamp; if a release occurs immediately before or at 10:00 AM EDT, price may gap or spike and that level will be reflected in the snapshot. Traders should note expected release times and potential for rapid moves.
Narrow buckets give finer resolution but are more exposed to minute‑by‑minute volatility and single‑tick moves at the snapshot; wider buckets are less sensitive to small intraday noise but provide coarser predictions. Select based on your view of expected volatility around the timestamp and proximity to known market events.