| Outcome | Probability | Yes Bid | Yes Ask | 24h Change | Volume | |
|---|---|---|---|---|---|---|
| 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 → |
| Above 4.60% | 0% | 0¢ | 0¢ | — | $0 | Trade → |
This market asks where the U.S. Treasury 5‑year par yield will stand at the end of Q1 2026; that yield is a central reference point for medium‑term interest rates and affects borrowing costs across financial markets.
The 5‑year point on the Treasury yield curve moves with Federal Reserve policy expectations, inflation readings, growth data, Treasury supply and global risk sentiment. Over recent cycles the 5‑year rate has reflected shifts in monetary policy guidance and changing inflation dynamics, so market participants track incoming macro data and Fed communication closely.
Prediction market prices represent the collective market view about which yield range is most likely at the specified settlement time; prices update as new information arrives and can be used as a continuously updated market-implied signal of expectations for the 5‑year par yield at the end of Q1 2026.
End of Q1 2026 generally refers to the last U.S. business day of the quarter (the calendar date that closes Q1); the event's official settlement time and any contingency rules are set by the exchange—check the event rules on Kalshi for the precise resolution timestamp and whether the last trading day is used if the calendar date is not a business day.
The 5‑year par yield is the coupon rate that would make a 5‑year Treasury trade at par given the prevailing yield curve; the exact data vendor or composite used to determine the published par yield for settlement should be specified in the event's resolution rules—if unspecified, consult Kalshi's event page or support for the official source.
Key movers include FOMC meetings and any Fed statements or minutes, monthly inflation measures (CPI, PCE), nonfarm payrolls and unemployment reports, GDP releases, and major Treasury auction announcements; each can shift expectations for policy and term premium ahead of quarter‑end.
A sudden rise in new issuance can add supply pressure and push medium‑term yields higher if demand does not absorb the supply; the ultimate effect depends on investor demand, dealer balance sheet capacity, and concurrent macro or policy developments.
Historical par yields and related curve data are available from Federal Reserve statistical releases (e.g., H.15), Treasury data vendors, and commercial market-data providers; for clarity on how prior quarter‑end values were measured for Kalshi events, consult Kalshi's archives or the event's documentation.