Will SOFR hit __ in April?
Liquidity-weighted aggregate sits at 27% across 1 Kalshi contracts.
Implied probability
Kalshi
27%
1 contract
Polymarket
—
not bound
Cross-venue gap
—
single venue
24h move
—
no pin
24h volume
$3K
1 contracts
Closes
Jan 1, 2027
142 days
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.
Cluster 1
Will Karoline Leavitt leaves White House Press Secretary in before 2027
Analysis
This prediction reflects a 33% probability that SOFR (the Secured Overnight Financing Rate) will reach a specific threshold in April 2026. The forecast is based on expectations about Federal Reserve monetary policy and economic conditions over the coming months. SOFR could rise if inflation remains elevated, forcing the Fed to maintain higher rates longer than currently expected, or fall if the economy weakens and the Fed cuts rates. Conversely, a stronger economic backdrop or faster disinflation could push rates lower. The key uncertainty centers on the Fed's policy decisions in late 2025 and early 2026—particularly whether rate cuts continue as currently anticipated or pause due to inflation persistence. The December 2025 and March 2026 Fed meetings will provide critical signals about the rate environment heading into April.
- ›Current SOFR trading levels and Fed funds futures prices as of June 2026 versus the April target level
- ›Inflation data releases between now and April 2026, especially CPI and PCE readings that signal whether disinflation is on track
- ›Fed meeting outcomes and forward guidance in December 2025 and March 2026, which will shape rate expectations
- ›Market pricing divergence: Polymarket contracts average 33% vs. Kalshi's 31%, suggesting modest disagreement on probability despite small sample size
- ›Historical volatility of SOFR around Fed policy announcements and the gap between current market expectations and the April threshold being tested
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These markets stopped trading. Last odds and any captured outcome are shown above — full settlement detail lives at the venue.
Lateral coverage
Thin contract — here's where the deeper coverage is.
This page aggregates 1 contract (27% headline). At low contract count, the price reflects two participants’ opinions, not a market consensus. The links below are heavier related questions where the orderbook signal is real.
Thicker comparable contracts
In fed rate
Related reading
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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.
Last updated on this page: just now.