Over 0.5 1H goals scored

The prediction market yield curve displays a notably flat structure across all tenor buckets, with YES probabilities for the first tranche (the most likely outcome) clustering tightly between 58% and 77% across the 15-to-19 day window. The 15-day tenor markets show the cheapest YES probability at 66% (NEDMAR) and 70% (CIVNOR), while the 19-day tenor reaches 74% (ARGCPV), suggesting minimal steepening. The second tranche probabilities similarly compress between 21% and 44%, the third tranche between 5% and 18%, and the fourth tranche between 1% and 5%. This flatness persists despite the four-day spread in time-to-resolution, indicating that market participants assign remarkably consistent conditional probabilities across the event family regardless of tenor. The flat curve structure reveals that the market views the underlying event as having a stable, near-term probability distribution that does not materially shift with additional time. The consistent 66-77% pricing for first-tranche outcomes across all tenors suggests the market expects resolution to occur within this near-term window with high confidence, rather than pricing in meaningful tail risk or delayed outcomes. The absence of a pronounced steepening pattern—where longer-dated contracts typically command higher probabilities—indicates minimal uncertainty about timing; the market is not hedging against the possibility that the event gets pushed further into the future. Instead, the data reflects a market consensus that the event's resolution is imminent and probabilistically stable, with little differentiation between 15 and 19 days.