Will the 1st half score be Draw 0-0

The yield curve displays a notably flat structure across the two tenor buckets, with all markets clustering at either 15 or 16 days to resolution. Within this compressed timeframe, the curve shows minimal term differentiation, with the 15-day bucket (NEDMAR, CIVNOR) and 16-day bucket (FRASWE, MEXECU) exhibiting similar probability distributions. The cheapest YES probabilities across both tenors are concentrated in the tail outcomes, where markets price numerous contracts at 1.0% to 2.0%, particularly in higher-numbered outcome brackets (MAR2, MAR3, NOR2, NOR3, SWE2, ECU2, ECU3). The most liquid and highest-probability contracts cluster around 14.0% to 33.0%, with NEDMAR0 at 33.0% representing the single highest conviction outcome in the dataset. The flatness of this curve, combined with the concentration of probability mass in lower-numbered outcomes and the rapid decay into tail probabilities, suggests the market expects resolution to occur imminently within the 15-16 day window with high confidence in specific near-term scenarios. The absence of any meaningful term premium or steepening pattern indicates minimal uncertainty about timing—the market is not pricing in material probability of delayed resolution. Instead, the structure reflects a binary view where certain discrete outcomes (particularly NEDMAR0, CIVNOR0, and MEXECU0) command the bulk of conviction, while alternative scenarios are treated as increasingly unlikely tail risks. This suggests participants view the event outcome as largely determined or highly constrained by current conditions.