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The yield curve presents a flat structure across all 76 constituent markets, with every contract sharing an identical 104-day tenor to resolution. Within this single tenor bucket, probabilities display extreme heterogeneity, ranging from 2.0% (BEN, BIL, CUA, GRI, JOH, MOR, POL, RIH) to 98.0% (QUA), with a median probability around 20-25%. The cheapest YES probabilities cluster at the 2.0% level across eight markets, while the most expensive contract (QUA at 98.0%) and the second-highest (MIL at 90.0%) suggest the market perceives dramatically different likelihoods for distinct outcomes within the same event family. Trading volume concentrates on a handful of contracts—OFF ($438), KEN ($202.25), BEN ($205), and FRA ($95.65)—indicating selective market interest rather than broad participation. The flat tenor structure combined with wide probability dispersion reveals that the market is not expressing uncertainty about *when* the event occurs, but rather *which specific outcome* within the event family will materialize. The 104-day timeframe appears fixed across all markets, suggesting a predetermined resolution window. The market's current view is that multiple mutually exclusive outcomes are possible within this window, with some outcomes (QUA, MIL, ESD at 71%, POS at 63%, LAN at 58%) perceived as substantially more likely than others (the eight 2.0% contracts). This structure indicates the market is pricing a binary or categorical event with known timing but uncertain resolution, rather than expressing probabilistic views about event timing itself.