| Outcome | Probability | Yes Bid | Yes Ask | 24h Change | Volume | |
|---|---|---|---|---|---|---|
| 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 → |
| Above 4.90% | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| Above 5.00% | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| Above 5.10% | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| Above 5.20% | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| Above 5.30% | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| Above 5.40% | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| Above 5.50% | 0% | 0¢ | 0¢ | — | $0 | Trade → |
This market asks which discrete bucket the U.S. 30‑year Treasury par yield will fall into at the end of Q1 2026; long-term Treasury yields are central to mortgage rates, corporate borrowing costs, and asset valuation, so outcomes matter for broad financial conditions.
The 30‑year par yield reflects expectations about future inflation, real interest rates, and the term premium; over time it has moved with central bank policy cycles, fiscal issuance and global demand for safe assets. Between now and the Q1 2026 settlement, the interaction of Federal Reserve policy guidance, incoming macro data, and Treasury supply plans will drive repositioning in long‑dated rates.
Market prices on this prediction market represent the crowd’s consensus on which yield bucket will be observed at settlement; they should be read as a dynamic signal of collective expectations rather than a fixed forecast.
The market’s contract specifications identify the precise settlement timestamp (for example the last calendar day of Q1 2026 or the last U.S. business day at a specified market close); consult the event’s contract rules on the Kalshi platform for the authoritative timestamp and time zone.
Par yield refers to the coupon rate that would price a newly issued 30‑year Treasury at par given prevailing spot rates; the event will use the par yield definition and the specific 30‑year on‑the‑run instrument or reference series named in the market’s contract.
The designated data source is specified in the event’s settlement details in the contract; commonly exchanges reference an established vendor or official Treasury publication—check the Kalshi event page or rulebook to see the named source for this market.
Key movers include FOMC meetings and guidance, monthly CPI and PCE inflation prints, monthly employment reports (payrolls and unemployment), quarterly GDP releases, and any unexpected fiscal announcements or large Treasury auction results.
Larger-than-expected Treasury issuance or fiscal deficits tend to increase supply pressure and can push long yields and the term premium higher, while reduced issuance or shifts in investor demand (e.g., strong foreign buying) can lower yields; the market will price those developments into expectations ahead of settlement.