SimpleFunctions
ClosedLast odds shown below are frozen at close (Jun 19, 2026). Future questions tracked on /odds.
Winner-take-all answer·3 source contracts·Polymarket 3·closed just now·Closes Sep 16, 2026 · 89d

Fed decisions (Jun-Sep)

Leader sits at 56% across 3 bound outcomes, runner-up at 40%. This is a winner-take-all market — the headline is the leader’s price, not an arithmetic mean.

Leader probability

56%

Pause–Pause–Pause

runner-up 40¢leader 56¢

Outcomes

3

winner-take-all

Runner-up

40¢

Other

Spread

16pp

contested

24h volume

$265

thin orderbook

Closes

Sep 16, 2026

89 days

Venue

Polymarket

3 bound

30-day trend

0%50%100%-30d-3w-2w-1wtodayPause–Pause–Pause: 57% (25 days, 23 points)Pause–Pause–Pause: 57% on 2026-06-18Other: 40% (25 days, 23 points)Other: 40% on 2026-06-18Pause–Pause–Cut: 18% (25 days, 25 points)Pause–Pause–Cut: 18% on 2026-06-18
Pause–Pause–Pause57¢Other40¢Pause–Pause–Cut18¢
Top 3 candidates by current price · 25d

Bracket family

How the bracket ladder is priced.

Each row is one outcome on the venue. Sorted by 24h volume — the heaviest book is at the top.

Analysis

This probability reflects the market's assessment that the Federal Reserve will hold interest rates steady at both the June and September 2026 meetings, with no rate cuts during this period. The 72% probability for the Pause–Pause–Pause scenario indicates traders view sustained higher rates as more likely than any cutting cycle. This outlook is primarily driven by inflation expectations and labor market conditions—if either deteriorates significantly, markets would shift toward pricing in rate cuts (currently at 14% for the Pause–Pause–Cut scenario). The June FOMC decision on June 18 will be the immediate catalyst, as it will provide clarity on the Fed's near-term stance and signal whether officials see sufficient progress on inflation to consider adjustments by September. Economic data releases between now and September, particularly inflation reports and employment figures, will determine whether this consensus holds or shifts toward earlier rate reductions.

  • The highest-priced contract at 83¢ reflects 83% confidence in no cuts through September, while competing scenarios (cuts in June, July, or August) total only 15¢, indicating strong market consensus for pause continuation
  • The June 18 FOMC meeting represents the immediate resolution point; any forward guidance suggesting rate cuts would likely trigger sharp repricing toward cut scenarios
  • Inflation data (CPI/PCE releases) and employment reports between now and September are the primary variables that could move the needle on whether the Fed maintains its current stance
  • Trading volume concentration ($9 24h vol on the Pause–Cut scenario versus $1 on the leading contract) suggests limited conviction on cut timing despite meaningful tail probabilities
  • The 14% runner-up probability for Pause–Pause–Cut indicates markets price meaningful risk of at least one cut by September if economic conditions soften

What moved the line

  • Jun 18Other25pp1540¢ · Polymarket
  • Jun 18Pause–Pause–Pause17pp7457¢ · Polymarket
  • Jun 16Pause–Pause–Pause7pp7178¢ · Polymarket
  • Jun 18Pause–Pause–Cut7pp1118¢ · Polymarket
  • Jun 15Pause–Pause–Pause5pp6671¢ · Polymarket

Recently closed in fed rate

These markets stopped trading. Last odds and any captured outcome are shown above — full settlement detail lives at the venue.

More like this

Other questions in fed rate.

How we compute these odds

SimpleFunctions aggregates live prediction-market contracts from Kalshi and Polymarket. Each slug groups contracts that resolve on the same underlying event, identified by venue event_id.

For binary slugs, the headline probability is the liquidity-weighted mid-price across all bound contracts. For multi-outcome slugs (e.g. elections with 3+ candidates), the headline is the leader’s price; we never arithmetically average disjoint outcomes — that would produce a number with no real-world meaning.

Snapshots refresh every 5 minutes during market hours; daily aggregates are computed at 04:00 UTC. The 30-day sparkline is drawn from per-ticker daily means stored in market_indicator_daily; 24h delta and movement events are derived from the same source.

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