Short Answer

The 10-year US Treasury yield is likely to close at 2.75% or above on December 31, 2027 (market 99.0%), an expectation consistent with expert forecasts that generally range between 3.97% and 5.75% for that period.

1. Market Behavior & Drivers

The market’s most significant volatility occurred over a two-day period in mid-October 2026. The largest price swing, a 70.0 percentage point drop on October 17, is linked in commentary to macroeconomic pressures. Reports from that day cite hotter-than-expected inflation data and rising oil prices as drivers increasing the probability of higher long-term yields.

A sharp reversal occurred the following day, October 18, driven by a "risk-off/AI-trade shock". This event triggered a 5.5% weekly decline in the Nasdaq 100, leading investors to unwind riskier positions and move capital into the relative safety of government bonds. The resulting flight to quality pushed 10-year Treasury yields down by 17 basis points.

Despite the short-term volatility, the market's price has trended upward to a high probability, currently 88.0%. This aligns with institutional forecasts that place the 10-year Treasury yield for year-end 2027 in a range of 3.3% to 5.0%. The market's high implied probability is consistent with this consensus, pricing in a low chance of the yield falling below the contract's apparent 1.99% threshold.

Since last update (~2d): Model probability for '7.5% or above' fell -49.3pp, market-led as its edge compressed.
The '6.75% or above' outcome saw its edge flip, with model rising +23.3pp market-led.
Overall headline model probability rose +23.5pp, reducing edge divergence by +12.5pp.
The 10Y yield is widely expected to exceed 2% by end-2027.
Expert forecasts generally cap the yield between 3.97% and 5.75%.
Market probabilities for the yield exceeding 5.74% appear overextended, per expert consensus.

Who Wins and Why

Outcome	Market	Model	Why
3.75% or above	88.0%	92.0%	Expert consensus for end-2027 generally falls below market-implied figures, which appear unusually elevated.
4% or above	86.0%	90.0%	Expert consensus for end-2027 generally falls below market-implied figures, which appear unusually elevated.
2.25% or above	23.0%	98.5%	Expert consensus for end-2027 generally falls below market-implied figures, which appear unusually elevated.
2.5% or above	91.0%	98.0%	Expert consensus for end-2027 generally falls below market-implied figures, which appear unusually elevated.
3.25% or above	93.0%	95.0%	Expert consensus for end-2027 generally falls below market-implied figures, which appear unusually elevated.

Current Context

Institutional forecasts for the 10-year Treasury yield by end-2027 vary. No reliable point forecast exists for the Dec. 31, 2027 close; institutional estimates generally span 3.3% to 5.0%. The Administration's FY2027 analytical projection gives a 3.3% terminal 10-year rate in 2030 ^[1]. The Congressional Budget Office (CBO) anticipates a gradual rise in the 10-year rate through 2027 ^[2]. Morgan Stanley's September 2026 probability-weighted forecast for end-2027 is 4.70% ^[3], while Wells Fargo's June 2026 year-end-2027 target range is 4.50%-5.00% ^[4]. Prediction market data, however, indicates significantly higher figures. A market snapshot showed a 6.24% threshold contract, and 4Search reported a 7.26% implied median with a 4.33%-7.46% middle-half range across 72.6K contracts ^[5]^[6]. These elevated figures require caution, potentially reflecting thin or delayed data, or extreme market repricing rather than consensus ^[5]^[6].

Experts foresee "higher-for-longer" yields driven by inflation and deficits. The dominant late-2026 expert theme points to "higher-for-longer" long-term yields. This view stems from persistent inflation risk, large deficits, heavy Treasury supply, and a rebuilt term premium, which together limit the potential for bond rallies ^[7]^[8]^[9]^[10]. Fiscal and term-premium risks are central to the 2027 outlook. CBO attributes gradually rising long rates partly to higher term premiums ^[2]. Bessemer Trust notes that deficits exceeding 4% of GDP and rising debt could further push term premiums higher, estimating a 3-4 basis-point increase in long-yields for each 1-percentage-point rise in debt-to-GDP ^[10]. Vontobel offers a differing view, expecting yields to decline over 9-12 months as inflation moderates and policy expectations stabilize ^[8]. Key macro catalysts for the Dec. 31, 2027 outcome include FOMC decisions, inflation and employment releases, Treasury refunding cycles, the 2026 U.S. midterm election, and the 2027 evolution of Fed leadership and policy ^[4]^[8]. Wells Fargo's base case places the federal funds rate at 3.50%-3.75% at year-end 2027 ^[4], while the September 2026 Fed median for end-2027 is 4.1% ^[8].

A practical scenario distribution offers three distinct end-2027 yield outcomes. An analyst synthesis of the cited ranges suggests a practical scenario distribution for the 10-year Treasury yield at year-end 2027 ^[3]^[4]^[2]^[8]^[10]. A "bull bonds" scenario, driven by weak growth or recession, projects yields of approximately 3.8%-4.3%. The central case, characterized by moderating inflation and persistent term premium, forecasts yields around 4.5%-4.9%. A "bear bonds" scenario, resulting from a fiscal or inflation shock, anticipates yields of 5.0% or higher. This distribution is an analytical synthesis, not a directly published consensus ^[3]^[4]^[2]^[8]^[10].

Sources (10)

2. Price Chart

Historical Price (Probability)

Outcome probability

Date

3. Significant Price Movements

Notable price changes detected in the chart, along with research into what caused each movement.

Outcome: 6.75% or above

📈 October 19, 2026: 75.0pp spike

Price increased from 22.0% to 97.0%

What happened: The provided web research does not identify a cause for a 75.0 percentage point spike in the prediction market price for "10Y US Treasury yield on Dec 31, 2027? - 6.75% or above" on October 19, 2026. The sources indicate the market probability for this outcome was approximately 52% as of that date, but do not describe any such spike in the prediction market itself ^[1]. Furthermore, the actual 10-year U.S. Treasury yield was reported to be down more than 1 basis point on October 19, 2026, trading at 5.079% ^[2]. Without evidence supporting the occurrence of the stated prediction market price spike, the role of social media as a primary driver or otherwise cannot be determined.

📉 October 18, 2026: 63.0pp drop

Price decreased from 85.0% to 22.0%

What happened: The primary driver of the 63.0 percentage point drop in the prediction market on October 18, 2026, was a "risk-off/AI-trade shock" ^[3]^[4]. This event caused the Nasdaq 100 to fall about 5.5% for the week, leading to a significant 17 basis point drop in 10-year Treasury yields as investors unwound crowded short positions and sought haven assets amid concerns over AI-company valuations and the broader economy ^[3]. This decline in yields reduced the perceived likelihood of the 10-year Treasury yield reaching 6.75% or above by December 31, 2027. Social media activity was irrelevant, as no posts from key figures or viral narratives contributing to this specific market movement were identified in the provided information.

Outcome: 7.5% or above

📈 October 17, 2026: 78.0pp spike

Price increased from 11.0% to 89.0%

What happened: The 78.0 percentage point spike on October 17, 2026, represented an increase in the prediction market's implied probability for the 10-year U.S. Treasury yield to reach 7.5% or above by December 31, 2027 ^[5]. The primary drivers were traditional market factors, including hotter inflation data, rising oil and broader inflation expectations, concerns over significant Treasury supply and deficits, and anticipation of further Federal Reserve tightening ^[6]. The provided sources do not indicate any social media activity from key figures or viral narratives that influenced this price movement. Therefore, social media appears to be irrelevant to this specific market spike.

Outcome: 7% or above

📈 October 16, 2026: 85.0pp spike

Price increased from 8.0% to 93.0%

What happened: The 85.0 percentage point spike in the prediction market price for the 10Y US Treasury yield being "7% or above" on December 31, 2027, on October 16, 2026, appears to be primarily driven by the prediction market's inherent volatility, thinness, and low-quality signal, rather than a clear fundamental catalyst ^[1]^[7]^[8]^[9]^[10]. On that date, the actual 10-year Treasury yield finished the week down about 16.5 basis points, indicating a market movement contrary to a heightened probability of a 7%+ yield ^[11]. Social media activity, such as The Kobeissi Letter's posts on X, largely amplified narratives of an equity selloff providing Treasury-yield relief, which would typically imply lower future yields ^[12]. Therefore, social media was mostly noise or irrelevant to this particular prediction market spike.

Outcome: 4.75% or above

📈 October 15, 2026: 31.0pp spike

Price increased from 14.0% to 45.0%

What happened: The primary driver of the 31.0 percentage point spike in the prediction market on October 15, 2026, was the release of hotter-than-expected September inflation data ^[13]^[14]. This traditional news immediately raised expectations for further Federal Reserve rate hikes, causing the 10-year US Treasury yield to spike to approximately 5.32%-5.328% ^[13]^[14], moving decisively above the 4.75% threshold. No social media activity was reported as influencing this movement [1-15]. Therefore, social media was irrelevant to this specific price spike.

Sources (14)

4. Market Data

Contract Snapshot

This market resolves to YES if the 10-year US Treasury yield is 6.25% or above on December 31, 2027. Conversely, it resolves to NO if the 10-year US Treasury yield is below 6.25% on that date. The key settlement date is December 31, 2027, with no other special settlement conditions explicitly stated in the provided content.

Available Contracts

Market options and current pricing

Outcome bucket	Yes (price)	No (price)	Last trade probability
2.75% or above	$1.00	$0.24	99%
6.75% or above	$1.00	$1.00	97%
3.5% or above	$1.00	$0.25	94%
3.25% or above	$1.00	$0.48	93%
2% or above	$0.98	$0.15	92%
2.5% or above	$0.99	$0.64	91%
4.25% or above	$0.92	$1.00	90%
3.75% or above	$0.99	$0.15	88%
3% or above	$0.99	$0.49	88%
4% or above	$1.00	$0.15	86%
5.25% or above	$0.87	$0.85	85%
7% or above	$0.78	$0.91	79%
7.25% or above	$0.79	$1.00	76%
4.75% or above	$0.85	$0.75	72%
5.75% or above	$0.78	$0.96	47%
5% or above	$0.90	$0.30	42%
4.5% or above	$0.89	$0.84	36%
6.25% or above	$0.49	$0.61	31%
2.25% or above	$0.96	$0.20	23%
8% or above	$0.22	$0.98	23%
7.5% or above	$0.75	$0.97	22%
6.5% or above	$0.99	$0.82	20%
5.5% or above	$0.88	$0.89	15%
6% or above	$0.83	$0.85	15%
7.75% or above	$0.29	$0.90	15%

Market Discussion

Prediction markets imply a median 10-year US Treasury yield of 7.26% by Dec. 31, 2027, with a middle-50% range of 4.33%–7.46%, based on an Oct. 19, 2026 snapshot of trader odds ^[1]. In contrast, traditional financial forecasts are considerably lower and more dispersed, with projections like Morgan Stanley's 4.70% for end-2027 ^[2], Wells Fargo's 5.25%–5.75% range for the same period ^[3], and a Reuters poll's 4.75% one-year forecast from October 2026 ^[4].

Sources (4)

5. Trust Index

Order book is critically thin.

Primary risk· Trade quality

How it adds up

Integrity80% of score78Good

Market integrity is low (67), but Integrity averages all three scores, so the other two pull it up. Only a critically low score would cap the total.

Trade quality20% of score21Avoid

Includes the cost to trade: a $1,000 order can't be filled here because the order book is too thin.

Trust score67Caution

Weighted blend with hard caps — a critically weak safety pillar, or a severe trading anomaly, caps the total regardless of the rest. Full methodology · About the Trust Index

Trust profile

Integrity4 screens run · 6 don't apply

6. How do Morgan Stanley's and Wells Fargo's year-end 2027 forecasts for the 10-year Treasury yield differ in their assumptions about inflation and Fed policy?

Morgan Stanley 2027 10-year Treasury Yield Forecast	4.20% (year-end 2027) ^[1]
Wells Fargo 2027 10-year Treasury Yield Forecast (Revised)	5.25%-5.75% (year-end 2027) ^[2]
Core Difference in Forecast Drivers	Inflation and Federal Reserve policy assumptions ^[1]

Morgan Stanley and Wells Fargo diverge on 2027 10-year Treasury forecasts. Their year-end 2027 forecasts for the 10-year Treasury yield differ significantly, primarily driven by contrasting assumptions regarding future inflation and Federal Reserve policy ^[3]^[4]. Morgan Stanley projects a yield of 4.20%, while Wells Fargo's revised range is 5.25%-5.75% ^[3]^[4]. This fundamental distinction stems from Morgan Stanley's expectation of disinflation leading to eventual Fed easing, whereas Wells Fargo anticipates persistent higher inflation necessitating restrictive policy through 2027 ^[1].

Morgan Stanley forecasts lower yields based on benign disinflation and Fed cuts. Specifically, it predicts the 10-year Treasury yield to be around 4.20% at the end of 2027 ^[1]. This forecast relies on an assumption of benign disinflation, where inflation gradually moderates towards the target as pressures from tariffs, housing, and energy subside ^[1]. Under this scenario, Morgan Stanley expects the Federal Reserve to maintain its current stance through 2026, followed by two rate cuts in the first half of 2027 ^[1].

Wells Fargo revised forecasts upwards due to stickier inflation and structural factors. Initially, Wells Fargo projected a 10-year yield of 4.50%-5.00% for year-end 2027, with 2027 CPI inflation at 2.8% and a federal-funds rate of 3.50%-3.75%, expecting no Fed rate changes through 2027 as inflation remained above target but not critically high ^[5]. However, Wells Fargo subsequently adjusted its year-end 2027 targets upward to 5.25%-5.75% for the 10-year Treasury and 4.75%-5.00% for fed funds ^[2]. This revision was prompted by firmer, stickier inflation, an expected 2027 inflation assumption of approximately 3%, and the perceived need for a more decisive Fed response ^[2]^[6]. Wells Fargo also highlights structural term-premium factors, such as substantial Treasury supply, ongoing budget deficits, and reduced Fed balance-sheet support, which are anticipated to keep long yields elevated even as inflation moderates ^[1]^[7]^[5].

Sources (7)

7. What potential fiscal policy shifts following the 2026 midterm elections could most impact the CBO's projections for Treasury issuance in 2027?

FY2026 Deficit Projection	$1.9 trillion (CBO February 2026 baseline) ^[1]^[2]
FY2026-FY2035 Cumulative Deficits	$23.1 trillion ^[1]^[3]^[4]
Projected Debt Held by Public (2036)	120% of GDP ^[1]^[3]^[4]

Fiscal policy shifts following the 2026 midterm elections will significantly impact the Congressional Budget Office's (CBO) 2027 projections for Treasury issuance. These shifts primarily alter the federal deficit, which serves as the principal mechanical driver of Treasury net issuance ^[1]^[2]. The CBO's February 2026 baseline projected a $1.9 trillion deficit for Fiscal Year 2026, with cumulative deficits totaling $23.1 trillion from FY2026 through FY2035 ^[1]^[3]^[4]^[2]. This trajectory is anticipated to cause debt held by the public to rise from 99% of GDP at the end of 2025 to 120% by 2036 ^[1]^[3]^[4].

Budget and debt-limit negotiations pose the most significant post-election fiscal risk. These discussions could extend into 2027, particularly as the current continuing resolution is set to expire on December 11, 2026 ^[5]^[6]^[7]. The current fiscal starting point is notably weak, with the CBO's projected FY2026 deficit at $1.9 trillion, and net interest costs exceeding $1 trillion, meaning even modest policy changes can be amplified by higher interest expenses ^[1]^[3]^[4]^[8]. A divided government or narrow majorities could result in spending compromises rather than fiscal consolidation, affecting areas such as defense appropriations, mandatory programs, ACA subsidies, clean-energy incentives, and tariff policy ^[5]^[6]^[8]. Delayed spending restraint or new outlays would increase the 2027 deficit and subsequent Treasury borrowing, whereas genuine entitlement reform or discretionary caps would reduce it ^[5]^[6]^[8]. Such legislative details emerging post-election could materially revise the 2027 borrowing baseline, especially since the CBO's planned December 2026 report, 'Options for Reducing the Deficit: 2027 to 2036', did not yet list publication as of October 14, 2026 ^[9].

Sources (9)

8. What evidence from Federal Reserve models and analysts like Bessemer Trust supports the thesis of a persistently elevated term premium through 2027?

Kim-Wright 10-year Term Premium	1.085% (October 2, 2026) ^[1]^[2]
New York Fed ACM 10-year Term Premium	0.914% (October 2, 2026) ^[1]^[2]
Kalshi 2027 Rate Threshold 5.75%	47% probability (December 31, 2027) ^[3]

Federal Reserve models indicate a significantly elevated term premium. Federal Reserve-linked models and analysts, including Bessemer Trust, present evidence supporting a persistently elevated term premium through 2027. The 10-year term premium notably rose in 2026, with the Kim-Wright estimate increasing to 1.085% and the New York Fed ACM estimate reaching 0.914% by October 2, 2026, both marking multi-year highs ^[1]^[2]. The October 2026 FOMC minutes suggested that higher Treasury yields reflected a higher expected policy path, strong economic data, geopolitical uncertainty, and competition for capital from private AI-infrastructure debt issuance, all factors consistent with a higher term premium ^[1]^[4]^[5].

Bessemer Trust identifies several mechanisms maintaining the elevated term premium. Bessemer Trust identifies several mechanisms that could maintain an elevated term premium through 2027. These mechanisms include heavy corporate and Treasury debt issuance, concerns about fiscal trajectory, reduced Federal Reserve balance-sheet support, softer foreign official demand, and a more price-sensitive marginal buyer base ^[4]^[5]. The NIESR also reported the premium reached approximately 100 basis points in 2026, indicating that structural fiscal factors are likely to limit substantial medium-term declines ^[6]^[7]. Furthermore, prediction market data from Kalshi shows significant probabilities (47% and 31% respectively) for rates of 5.75% or above and 6.25% or above by December 31, 2027, although these are market prices and not a consensus ^[3].

Challenges to the thesis attribute the rise to real rates. However, analyses from Franklin Templeton and BlackRock challenge this thesis, attributing the 2026 rise primarily to real rates, rather than a substantial increase in the term premium itself ^[8]^[9]. Franklin Templeton, for instance, noted only a 17-basis-point term-premium increase since late February ^[8]. Consequently, the evidence supports an elevated floor and upside risk for the term premium, rather than certainty of continued sharp increases ^[8]^[9].

Sources (9)

9. What key metrics from the US Treasury's 10-year note auction results in 2027 can be used to gauge foreign and domestic demand?

2027 Borrowing Capacity	$860 billion (projected in 2026) ^[1]
Foreign-held Federal Debt	$9.2 trillion (31% of publicly held, end-2025) ^[2]
Core Demand Metrics	3 (bid-to-cover ratio, auction tail/stop-through, bidder allocations) ^[3]^[4]^[5]

Assessing demand for US Treasury 10-year notes uses specific metrics. For 2027 US Treasury 10-year note auctions, key indicators include the bid-to-cover ratio, auction tail or stop-through, and the allocations to indirect, direct, and primary dealer bidders ^[3]^[4]^[5]. These metrics are vital for understanding how well the supply is absorbed and potential pressure on the term premium, both of which influence the year-end yield outcome ^[6]^[7]^[8].

Bid-to-cover ratio and auction tail reveal demand strength. The bid-to-cover ratio is a primary demand metric, calculated by dividing total competitive tenders by the accepted competitive amount; a higher ratio generally signifies stronger demand and should be evaluated against recent 10-year auction performance ^[3]^[4]. The auction tail, or stop-through, offers a more nuanced demand signal, derived from the high auction yield minus the pre-auction when-issued yield. A positive tail suggests weaker demand, whereas a negative stop-through indicates stronger demand achieved through pricing concession ^[3]^[4].

Bidder allocations provide insights into foreign and domestic demand. Analysis of these allocations shows that indirect-bidder take-up serves as a proxy for foreign and broader institutional demand, while direct-bidder take-up often represents domestic institutional demand ^[4]^[3]. It is important to note that the indirect category may encompass both foreign and domestic investors ^[4]^[3]. Primary-dealer allotment indicates residual or intermediary demand; a lower dealer share suggests stronger end-investor absorption, whereas a higher share might point to weaker end-user demand ^[4]^[3]. These allocation trends are particularly relevant considering the projected $860 billion of 2027 coupon borrowing capacity in 2026 and foreign investors' holding approximately $9.2 trillion, or 31%, of publicly held federal debt at the end of 2025 ^[1]^[2].

Sources (8)

10. What specific thresholds in 2027 CPI and unemployment data from the BLS would likely cause the FOMC to deviate from its projected federal funds rate path?

2027 Median Federal-Funds Rate	4.1% (September 15 –16, 2026 SEP) ^[1]^[2]
Q4 2027 Unemployment Projection	4.1% (September 15 –16, 2026 SEP) ^[1]^[2]
Q4 2027 Headline PCE Inflation Projection	2.3% (September 15 –16, 2026 SEP) ^[1]^[2]

Significant deviations in inflation or unemployment could alter the FOMC's rate path. The Federal Open Market Committee's projected 2027 federal funds rate path would likely deviate if core Consumer Price Index (CPI) significantly exceeds a 2.5%–2.6% Personal Consumption Expenditures (PCE)-consistent baseline by 0.3–0.5 percentage points for several months ^[1]^[2]. An alternative trigger would be if unemployment consistently rises above approximately 4.5% ^[1]^[2]. It is important to note that these are analytical trigger bands, not official FOMC thresholds, as the Committee evaluates numerous factors, and CPI must be translated into PCE inflation, which serves as the relevant policy benchmark ^[1]^[2]^[3].

The FOMC's 2026 SEP provides a baseline for 2027 economic indicators. The Summary of Economic Projections (SEP) from September 15–16, 2026, anticipates a 2027 median federal funds rate of 4.1%, with Q4 2027 unemployment at 4.1% and Q4 2027 headline PCE inflation at 2.3% ^[1]^[2]. The Committee’s monetary policy decisions are not based on rigid CPI or unemployment-rate triggers. Instead, they result from a comprehensive evaluation of its dual mandate, the persistence of economic trends, expectations, labor-market balance, financial conditions, and potential risks ^[1]^[2]^[3].

Policy deviations would respond to specific inflation or labor market trends. An upside inflation deviation, such as core CPI running 0.3–0.5 percentage points above the 2.5%–2.6% PCE-consistent baseline, would likely lead to delayed interest rate cuts or a higher funds-rate path, particularly if 2027 PCE exceeds the SEP's 2.5% upper bound ^[1]^[2]. Conversely, a downside labor deviation, like unemployment persistently above 4.5% or rapidly rising by 0.5 percentage points from the 4.1% baseline, would likely prompt faster easing ^[1]^[2]. The strongest argument for a restrictive deviation involves simultaneous labor-market resilience (unemployment near or below 4.0%) and persistent inflation above target, while an accommodative deviation is most likely with unemployment above 4.5% and inflation falling towards or below 2% ^[1]^[2]^[4]. The final scheduled 2027 BLS observations available by year-end are November CPI and November employment data ^[5]^[6].

Sources (6)

11. What Could Change the Odds

Key Catalysts

The key stated catalysts for Treasury-yield prediction markets include scheduled Fed decisions, CPI/PCE and other inflation data, energy prices and Middle East conflict, Treasury long-end supply and auction demand, and shifts in the expected Fed path ^[1]. The relevant 2027 monitoring calendar should extend this logic to every scheduled FOMC meeting, monthly CPI/PCE and employment releases, and Treasury refunding announcements and major 10-year/30-year auctions, with exact dates confirmed from official calendars ^[1].

A selloff or bearish-yield scenario is supported by persistent inflation, renewed Fed tightening, higher energy prices or geopolitical escalation, larger-than-expected Treasury issuance, weak auction demand, term-premium expansion, or fiscal and inflation concerns ^[2]^[3]^[4].

Conversely, a bullish-price or lower-yield scenario is supported by disinflation, economic slowdown or recession, Fed easing, lower oil prices, stronger auction demand, and reduced geopolitical risk ^[2]^[3]^[4].

Key Dates & Catalysts

Strike Date: December 31, 2027
Expiration: January 02, 2028
Closes: December 31, 2027

Sources (4)

12. Keep Exploring

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13. Related News

-63.0pp Published: October 19, 2026

Last updated: October 19, 2026, 12:32 UTC

Expert Forecasts Push Down Bets on High 2027 Treasury Yields

A cluster of institutional forecasts projecting lower long-term interest rates appears to have triggered a significant dovish repricing in markets betting on the 10-year U.S. Treasury yield for year-e...

10Y US Treasury yield on Dec 31, 2027?

Short Answer

1. Market Behavior & Drivers

Who Wins and Why

Current Context

2. Price Chart

Historical Price (Probability)

3. Significant Price Movements

Outcome: 6.75% or above

📈 October 19, 2026: 75.0pp spike

📉 October 18, 2026: 63.0pp drop

Outcome: 7.5% or above

📈 October 17, 2026: 78.0pp spike

Outcome: 7% or above

📈 October 16, 2026: 85.0pp spike

Outcome: 4.75% or above

📈 October 15, 2026: 31.0pp spike

4. Market Data

Contract Snapshot

Available Contracts

Market options and current pricing

Market Discussion

5. Trust Index

6. How do Morgan Stanley's and Wells Fargo's year-end 2027 forecasts for the 10-year Treasury yield differ in their assumptions about inflation and Fed policy?

7. What potential fiscal policy shifts following the 2026 midterm elections could most impact the CBO's projections for Treasury issuance in 2027?

8. What evidence from Federal Reserve models and analysts like Bessemer Trust supports the thesis of a persistently elevated term premium through 2027?

9. What key metrics from the US Treasury's 10-year note auction results in 2027 can be used to gauge foreign and domestic demand?

10. What specific thresholds in 2027 CPI and unemployment data from the BLS would likely cause the FOMC to deviate from its projected federal funds rate path?

11. What Could Change the Odds

Key Catalysts

Key Dates & Catalysts

13. Related News

Expert Forecasts Push Down Bets on High 2027 Treasury Yields

Prediction Markets

Public Markets

Developers

Company

Short Answer

Who Wins and Why

Current Context

Historical Price (Probability)

Outcome: 6.75% or above

📈 October 19, 2026: 75.0pp spike

📉 October 18, 2026: 63.0pp drop

Outcome: 7.5% or above

📈 October 17, 2026: 78.0pp spike

Outcome: 7% or above

📈 October 16, 2026: 85.0pp spike

Outcome: 4.75% or above

📈 October 15, 2026: 31.0pp spike

Contract Snapshot

Available Contracts

Market options and current pricing

Market Discussion

Key Catalysts

Key Dates & Catalysts

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Expert Forecasts Push Down Bets on High 2027 Treasury Yields

Prediction Markets

Public Markets

Developers

Company