Will the 30Y U.S. Treasury yield be above 4.94% on Jul 6, 2026
Leader sits at 86% across 4 bound outcomes, runner-up at 73%. This is a winner-take-all market — the headline is the leader’s price, not an arithmetic mean.
Leader probability
4.95% or above
Outcomes
4
winner-take-all
Runner-up
73¢
5% or above
Spread
13pp
contested
24h volume
$166
thin orderbook
Closes
Jul 10, 2026
1 days
Venue
Kalshi
4 bound
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 30Y U.S. Treasury yield be above
Will the 30Y U.S. Treasury yield be above 5.09% on Jul 10, 2026?: 5.1% or above
KXUST30A-26JUL10-T5.09
Will the 30Y U.S. Treasury yield be above 4.94% on Jul 10, 2026?: 4.95% or above
KXUST30A-26JUL10-T4.94
Will the 30Y U.S. Treasury yield be above 4.99% on Jul 10, 2026?: 5% or above
KXUST30A-26JUL10-T4.99
Will the 30Y U.S. Treasury yield be above 5.14% on Jul 10, 2026?: 5.15% or above
KXUST30A-26JUL10-T5.14
Analysis
This market estimates a 72% chance that the 30-year U.S. Treasury yield will exceed 4.79% by July 6, 2026—two days from now. The probability reflects expectations about near-term bond market movement driven by interest rate expectations and inflation data. With limited time to resolution, the outcome depends primarily on economic data releases, Federal Reserve communications, and global risk sentiment over the next 48 hours. The spread between contract prices (55¢ for 4.79% versus 19¢ for 5%+) suggests markets view yields staying in a relatively narrow band, with meaningful probability concentrated in the 4.79% to 4.99% range rather than extreme moves in either direction. Very little trading volume indicates low participation, which may limit confidence in these estimates.
- ›The 30Y yield closed near 4.79% on July 3-4, placing it at the threshold of the leading contract outcome
- ›Upcoming employment or inflation data between now and July 6 could shift Treasury yields by 10-20 basis points in either direction
- ›Federal Reserve speakers or economic commentary over the next 48 hours represents the primary catalyst for repricing long-duration bonds
- ›Contract pricing shows declining probability at higher yield thresholds (40¢ at 4.94%, 19¢ at 5.00%), indicating tail-risk hedging rather than conviction in major moves
- ›Near-zero 24-hour trading volume on all five contracts suggests limited market depth and potentially stale pricing
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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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