| Outcome | Probability | Yes Bid | Yes Ask | 24h Change | Volume | |
|---|---|---|---|---|---|---|
| Above 3.30% | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| Above 3.40% | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| Above 3.50% | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| Above 3.60% | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| Above 3.70% | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| Above 3.80% | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| Above 3.90% | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| Above 4.00% | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| Above 4.10% | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| Above 4.20% | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| Above 4.30% | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| Above 4.40% | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| Above 4.50% | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| Above 4.60% | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| Above 4.70% | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| Above 4.80% | 0% | 0¢ | 0¢ | — | $0 | Trade → |
This market asks where the U.S. Treasury 10-year par yield will settle at the end of Q1 2026. The 10-year yield is a central benchmark for borrowing costs and signals expectations about growth, inflation, and monetary policy.
The 10-year UST par yield reflects market-implied interest rates for a standard 10-year Treasury and moves with macro data, Federal Reserve policy, and supply/demand dynamics. Over past cycles it has responded strongly to Fed tightening/loosening, inflation surprise, and shifts in risk sentiment; Q1 2026 will incorporate the cumulative effect of late-2025 and early-2026 developments. Treasury issuance plans, global funding conditions, and major geopolitical events can also shift the yield profile heading into quarter-end.
Market prices on this platform represent traders' collective expectations about which yield range will prevail at the specified settlement time; they update as new data and events arrive. Treat prices as a real-time summary of beliefs and information rather than a fixed forecast.
The event refers to the par yield for the standard 10-year U.S. Treasury at the designated quarter-end observation. The market’s settlement rules on the event page specify the official data source and time used to determine the final outcome.
Settlement typically uses the official quote at the close on the last calendar day of Q1 (or the nearest prior business day if markets are closed), but you should check the market’s settlement specification for the precise timestamp and time zone used.
This market divides possible 10-year par yields into 16 predefined buckets or discrete values; the exact ranges or labels for each outcome are listed on the market page and are used to determine which outcome wins at settlement.
Key movers include FOMC statements and minutes, monthly CPI and PCE inflation releases, employment reports (especially nonfarm payrolls), GDP updates, and large Treasury auctions; any of these can materially change yield expectations before quarter-end.
Primary drivers include the Federal Reserve (through policy expectations), the U.S. Treasury (issuance), large institutional investors (pension funds, insurers, mutual funds), foreign official accounts, and active fixed-income traders whose buying or selling affects term premia and yield levels.