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The yield curve displays a pronounced downward slope across both tenor buckets, with the near-term 287-day contracts consistently pricing higher YES probabilities than the longer-dated 599-day contracts. Within the 287-day bucket, probabilities range from 88% down to 1% across the strike spectrum, while the 599-day bucket spans 89% down to 2%. The cheapest YES probability appears in the longest-dated, highest-strike 599-day contract (KXMELIA-28JANITEMS-3700000000.0) at just 2%, though the near-term bucket reaches similarly depressed levels at 1% for its furthest out-of-money strike. The steepness of the curve is most pronounced at lower strike levels, where the probability differential between tenors is most acute. This downward-sloping structure suggests the market expects mean reversion or convergence toward lower outcome values as time extends. The relatively compressed probability differences between the two tenor buckets at high strike levels (94% near-term versus 89% long-term for the lowest strikes) indicate high confidence in baseline scenarios, while the more dramatic divergence at mid-to-high strikes reveals uncertainty about tail outcomes. The market is essentially pricing in that extreme high-strike scenarios become progressively less likely the further out the resolution date, implying either a belief in stabilization around lower levels or increased uncertainty that dampens tail probabilities over longer horizons. The zero trading volume across all markets indicates these are indicative prices in a currently illiquid market.