| Outcome | Probability | Yes Bid | Yes Ask | 24h Change | Volume | |
|---|---|---|---|---|---|---|
| Above 3.00% | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| Above 3.10% | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| Above 3.20% | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| 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 → |
This market asks where the 2-year U.S. Treasury par yield will stand at the end of Q1 2026. The 2-year point is closely watched because it reflects short-term interest rate expectations and monetary policy outlook.
Short-term U.S. Treasury yields have been driven in recent years by the Federal Reserve’s policy path, inflation dynamics, and shifting growth expectations. The 2-year par yield is particularly sensitive to changes in Fed rate expectations and to incoming economic data that alter market views on the policy outlook.
Prediction market odds for this event express the market consensus about which discrete yield-range outcome will apply at settlement and update as new information arrives. Traders use those odds to express views, hedge exposure, or track how expectations change over time.
It refers to the par yield at the 2-year point on the U.S. Treasury par yield curve measured at the contract’s settlement time at the end of Q1 2026; the par yield is the coupon rate that would make a newly issued 2-year Treasury trade at par given the curve.
‘End of Q1 2026’ typically denotes the market reference at or immediately after the close of business on March 31, 2026; if that date falls on a weekend or holiday, the contract’s official rules will specify the alternate settlement timing, so check the event’s rulebook for the exact settlement timestamp.
The market is split into 16 discrete outcome buckets, each covering a different yield range; at settlement the published reference par yield is mapped to the bucket that contains that value and that bucket is declared the winning outcome.
Key movers include FOMC meetings and minutes, monthly CPI and PCE inflation reports, monthly employment reports, quarterly GDP releases, and high-profile Fed officials’ speeches—any of these can change expectations for near-term policy and therefore the 2-year yield.
Settlement will rely on the specific published par yield reference designated in the contract rules or rulebook (for example, a recognized market data provider or official curve publication); consult the event’s settlement specification for the exact data source and observation time.