Will the 2Y U.S. Treasury yield be above 4.19% on Jul 6, 2026
Liquidity-weighted aggregate sits at 60% across 1 Kalshi contracts.
Implied probability
Kalshi
60%
1 contract
Polymarket
—
not bound
Cross-venue gap
—
single venue
24h move
—
no pin
24h volume
$4
1 contracts
Closes
Jul 10, 2026
1 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 the 2Y U.S. Treasury yield be above 3.94% on Jul 10, 2026
Will the 2Y U.S. Treasury yield be above 3.94% on Jul 10, 2026?: 3.95% or above
KXUST2A-26JUL10-T3.94
Analysis
This probability indicates a 64% chance the 2-year U.S. Treasury yield will exceed 4.19% by July 6, 2026. The current pricing reflects market expectations about Federal Reserve policy and inflation dynamics over the next two days. The primary drivers are recent economic data releases and Fed communications—stronger inflation readings or hawkish Fed signals would push yields higher, while softer economic data could lower them. The key catalyst is any scheduled economic announcements or Fed speakers between now and the July 6 close. With only two days until settlement, market pricing typically tightens substantially as concrete data emerges, leaving limited time for major directional shifts unless unexpected economic news surfaces.
- ›Current 2Y yield level and trajectory: the contract prices suggest the market is pricing the yield near or slightly below 4.19%, with the cheapest contract at 3¢ indicating extreme skepticism of an above-4.20% close
- ›Volatility concentration: the highest volume contract ($29 24h) targets only 4.14%, suggesting traders see the probability of yields remaining below 4.19% as substantial
- ›Two-day settlement window: with resolution in 48 hours, the market has minimal time to price in new information—only scheduled data releases or Fed communications would materially move the needle
- ›Fed communications risk: any unscheduled Fed speaker commentary or policy signals between July 4-6 could shift rate expectations
- ›Market consensus on monetary policy: the ladder of contracts (3.99% to 4.19%) maps incremental confidence levels, with declining prices at higher thresholds indicating diminishing conviction
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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 (60% 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.
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