Will the yield of 10-year U.S. treasury notes be between 4.28 and 4.30 on May 7, 2026?
This contract is priced at 1¢ on Kalshi. Current book: 0¢ bid, 100¢ ask, 100¢ spread.
Implied probability
Event outcomes
1
Family volume
$15
Best sibling
—
Ticker
KXTNOTED-26MAY07-B4.29
Market snapshot
Will the yield of 10-year U.S. treasury notes be between 4.28 and 4.30 on May 7, 2026 in market context.
This page tracks the Kalshi contract for Will the yield of 10-year U.S. treasury notes be between 4.28 and 4.30 on May 7, 2026?. The displayed quote is 1¢ from the latest venue quote. The cached market record reports reported volume of $15. It is currently represented as a standalone prediction-market contract. The indicator bundle was refreshed May 9, 2026, 6:48 AM UTC.
Outcome
Will the yield of 10-year U.S. treasury notes be between 4.28 and 4.30 on May 7, 2026
Family rank
—
Venue
Kalshi
Current quote
1¢
Quote source
Latest venue quote
Timing
Past listed close May 7, 2026
Reported volume
$15
Family context
Standalone contract
Quote range
—
Family leader
—
Last updated
May 9, 2026, 6:48 AM UTC · 0m ago
Venue identifier: KXTNOTED-26MAY07-B4.29. Family volume: $15.
Price history
1¢ current
Orderbook snapshot
0 / 100¢
Contract terms
Resolution, venue, and identifiers.
Resolution rules
If the yield curve par rate for 10-year U.S. treasury notes is between 4.28-4.30 % on May 7, 2026, then the market resolves to Yes.
Venue
Kalshi
Closes
May 7, 2026
Identifier
KXTNOTED-26MAY07-B4.29
Event family
This market.
This view keeps the individual contract next to its sibling outcomes. For long-tail search traffic, this is the useful context: where the current price sits inside the event, how much volume exists around the family, and which outcomes have actual depth.
Total volume
$15
Outcomes
1
Highest price
Will the yield of 10-year U.S. treasury notes be between 4.28 and 4.30 on May 7, 2026 1¢
Current share
100%
Indicators
Yield, cliff risk, volatility, and regime.
Regime
taker
Score
0.636
Observability
direct
Event type
financial
Odds pages
Related prediction questions
Related readings
Matched from SimpleFunctions blog, opinions, technical guides, concepts, and learn pages.
Implied Yield vs Raw Probability: Why Bond-Adjacent Prediction Markets Need a Different Lens
Why fixed-income-adjacent prediction-market contracts need to be priced in implied yield, not raw probability, with two real Kalshi Fed-decision contracts as a case study.
Yield Curve (Prediction Markets)
A prediction-market yield curve plots implied yield against τ-days across all sibling contracts in an event family. Borrowed from bond desks, enabled by cycle clustering.
Kalshi vs Polymarket: A Developer's Comparison of APIs, Orderbooks, and Liquidity
Data-driven comparison of Kalshi and Polymarket APIs, orderbooks, rate limits, and liquidity. Code examples for building on both prediction markets.
Kalshi vs Polymarket: Which Prediction Market Should You Trade?
In-depth comparison of Kalshi and Polymarket for prediction market traders. Regulatory structure, liquidity, fees, API tooling, and cross-venue trading with SimpleFunctions.
Kalshi vs Polymarket: Mechanics, Fees, Regulation, Liquidity (2026)
Side-by-side comparison of Kalshi and Polymarket in 2026. Fee math, calibration data, withdrawal speed, and a decision tree for picking the right venue.
Liquidity Availability Is the Real Edge in Prediction Markets
Implied yield, cliff risk, and overround all describe what to trade. Liquidity Availability Score describes whether the orderbook can absorb the trade. Why LAS is the indicator that decides who actually books P&L.
SimpleFunctions context
Index, screen, query, and monitor.
Prediction Market Index
Market-wide volatility, geo risk, breadth, and activity around this contract.
Market Screener
Filter adjacent contracts by volume, expiry, IY, CRI, venue, and theme.
Event Probability API
Read 1% as a structured event probability object for agents and apps.
Realtime Data API
Prices, orderbooks, movement, heat, and liquidity indicators across venues.
World State API
Compact market-aware context packets for agent sessions and scheduled refresh.
Hedging Workflows
Map a thesis or exposure to candidate event markets and monitoring paths.