Will Andy Beshear be the nominee for the Vice Presidency for the Democratic party

The yield curve for this event family presents a flat structure across all 41 constituent markets, with every contract sharing an identical 809-day tenor to resolution. Within this single tenor bucket, YES probabilities display substantial dispersion, ranging from a floor of 1.0% across 26 markets to a peak of 10.0% for the GW contract. The median probability clusters around 1.0%-3.0%, with only a handful of contracts commanding elevated odds: GW at 10.0%, AOC at 8.0%, ESLO and PB each at 7.0%, and AB, MKEL, and WM at 6.0%. The cheapest YES probabilities are uniformly priced at 1.0% across the majority of markets, suggesting these represent tail-risk outcomes or low-conviction scenarios. Trading volume concentrates heavily in the higher-probability contracts, particularly WM ($3,742.63), AOC ($1,241.69), and JS ($700.72), indicating market participants actively differentiate between outcomes despite the uniform tenor. The flat curve structure—with all contracts at 809 days—prevents traditional yield-curve analysis regarding temporal expectations. However, the wide probability dispersion at a single tenor reveals that market participants view this event family as containing highly heterogeneous outcomes with dramatically different likelihoods. The concentration of volume and elevated probabilities in just a few contracts (GW, AOC, WM, ESLO, PB) suggests the market assigns meaningful probability mass to specific scenarios while treating most alternatives as remote possibilities. The prevalence of 1.0% floor pricing across two-thirds of markets indicates either genuine low-probability assessment or liquidity constraints preventing price discovery. Overall, the market appears to view the