Will the Bank of Mexico announce a decrease at the May meeting?

Prediction markets currently give a 14% probability that Will the Bank of Mexico announce a decrease at the May meeting?. This contract trades at 14¢ on Polymarket, closing May 7, 2026. The market is pricing only a 27% probability of a Bank of Mexico rate cut in May 2026, but the "Yes" position offers an extreme 5,023% implied yield, suggesting severe mispricing or heavy tail risk skew.

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14¢
Bid/Ask 13/15¢·Spread 2¢·Vol $1,298.532·OI $7,795.326·Closes May 7, 2026·15d remaining
0x5d5a4729071ff8d9d878210312f132d3691ce6fbbd2f01aebd4546b23e7b624c
7-day price435 snapshots · 68 regime
51¢14¢ current
Apr 89¢Apr 22

Analysis

6d ago

The market is pricing only a 27% probability of a Bank of Mexico rate cut in May 2026, but the "Yes" position offers an extreme 5,023% implied yield, suggesting severe mispricing or heavy tail risk skew. Price has surged 50% over seven days (18¢ to 27¢) on modest $2.9M daily volume, and with 21 days to resolution, the 3¢ spread and neutral regime (0.568) indicate genuine uncertainty despite the low headline probability. The 669% realized volatility and 0.58 vol ratio flag this as a highly unstable market where information arrival (0.5/h) could easily shift positioning before the May meeting.

Resolution rules

This market will resolve according to the change in the target for the overnight interbank interest rate as a result of the monetary policy decision of the Bank of Mexico's May 2026 meeting versus the level it was prior to this meeting. The resolution source for this market is information released by the Bank of Mexico after its policy meeting scheduled for May 7, 2026, as listed on the official Bank of Mexico calendar: https://www.banxico.org.mx/viewers2/JSP/calendarioDifusion_es.jsp This market may resolve as soon as the Bank of Mexico's statement for their May meeting with relevant data is issued. If no statement is released by the end date of the next scheduled meeting, this market will resolve to the "No change" bracket.

Indicators

IY (Yes) 15293.2%
IY (No) 405.3%
Adj IY 12016%
CRI 6
RV 1098%
VR 1.19
▶ Full indicator table (8)
IndicatorValue
IY (Yes)15293.2%
IY (No)405.3%
Adj IY12016%
CRI6
RV1098%
VR1.19
IAR1.2/h
LAS0.21

Regime

Label
neutral
Score
0.568
Spread
2¢
Computed
4/22/2026, 8:21:54 AM
Observability highEvent type data_release
Has orderbookIndicators computed 4/22/2026, 8:08:24 AM

Trade

View on polymarketsf trade 0x5d5a4729071ff8d9d878210312f132d3691ce6fbbd2f01aebd4546b23e7b624c yes 100

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