Will begged be #1 on the Billboard Hot 100 during the week of Jul 4, 2026

The yield curve displays a steep upward slope across the two available tenor buckets, with the 4-day contracts (tau=4d) pricing YES probabilities at 1.0% for nearly all outcomes except one clear outlier, while the 11-day contracts (tau=11d) show modest repricing with most outcomes remaining at 1.0% but two notable exceptions. The cheapest YES probability across the entire curve sits at the shorter tenor, where 31 of 32 markets at tau=4d are priced at 1.0%. This represents the flattest segment of the curve, though the curve steepens dramatically when examining the two markets with elevated probabilities: IKN trades at 98.0% at 4 days and declines to 60.0% at 11 days, while STU moves from 1.0% at 4 days to 10.0% at 11 days, and CHO rises from 1.0% to 9.0% across the same span. The market's pricing structure suggests strong conviction that the event will resolve within the 4-day window, with IKN emerging as the heavily favored outcome at the near tenor. The steep downward repricing of IKN from 98.0% to 60.0% between day 4 and day 11 indicates that markets expect resolution to occur before day 11, with significant probability mass concentrated in the immediate 4-day period. The modest upward movement in STU and CHO at the longer tenor, combined with the persistence of 1.0% pricing for most alternatives, suggests the market views these as secondary scenarios that become slightly more plausible only if the primary outcome (IKN) fails to materialize by day