Short Answer

The 30-year U.S. Treasury yield is expected to be 2% or higher by December 31, 2027, as financial institutions and market indicators forecast yields in the 4.5% to 5.5% range, driven by persistent fiscal deficits and upward-trending long-term forward rates; the market prices this outcome at 99.0%.

1. Market Behavior & Drivers

The primary repricing in this market, a decline in probability from 96% to 64% between October 15 and October 23, 2026, does not correspond to any specific market event or economic data release in the provided materials. The sample data indicates this sharp downward move occurred on zero trading volume, which calls into question the conviction behind the repricing or may suggest a data reporting issue.

The market's current probability of 64% is consistent with pricing on other platforms for a long-term Treasury yield of at least 3.50% by year-end 2027. For comparison, a Kalshi contract for a yield of at least 3.50% shows an implied probability of 61%, while a similar market on Public implies 58%. This alignment suggests traders are pricing in a sustained higher-rate environment relative to the expectations held at the market's inception.

Since last update (~48h): For "4.75% or above," market probability surged +78.0pp, flipping the market-led edge.
"7.25% or above" market probability plunged -64.0pp, widening the market-led edge.
Headline market probability rose +2.0pp, flipping the model's edge from positive to negative.
30-year Treasury yields appear likely to exceed 4.75% by end-2027. Persistent fiscal deficits and rising long-term forward rates drive this expectation. * Nuveen's 30-year estimate and FRED data support yields near 5.60%.

Who Wins and Why

Outcome	Market	Model	Why
2.75% or above	70.0%	88.0%	Financial institutions forecast 30-year Treasury yields to be higher by 2027, driven by fiscal deficits and upward-trending forward rates.
2.5% or above	62.0%	89.0%	Financial institutions forecast 30-year Treasury yields to be higher by 2027, driven by fiscal deficits and upward-trending forward rates.
3.5% or above	47.0%	85.0%	Financial institutions forecast 30-year Treasury yields to be higher by 2027, driven by fiscal deficits and upward-trending forward rates.
2.25% or above	39.0%	90.0%	Financial institutions forecast 30-year Treasury yields to be higher by 2027, driven by fiscal deficits and upward-trending forward rates.
4.75% or above	90.0%	80.0%	Financial institutions forecast 30-year Treasury yields to be higher by 2027, driven by fiscal deficits and upward-trending forward rates.

Current Context

Prediction markets indicate varying probabilities for the 30-year Treasury yield by end-2027. Kalshi's indexed contract showed a 73% probability of at least 3.25% and 61% for at least 3.50% ^[1]^[2]^[3]^[4]. Public's contract assigned a 94% probability to a yield of at least 2.75% and 58% for at least 3.50% ^[5]. Quoted prices and probabilities are dynamic and can differ by venue and timestamp ^[1]^[5]^[2]^[3]^[4]. The contract resolves based on the U.S. Department of the Treasury's par yield for the 30-year U.S. Treasury on December 31, 2027, with resolution occurring after the official data release ^[5].

Analysts project the 30-year yield within a 4.65%-5.72% range for 2027. TD Economics, in an October 16, 2026 forecast, projects the 30-year government bond yield at 4.95% in Q1 2027, declining to 4.65% by end-Q4 2027 ^[6]. UBS raised its 30-year Treasury forecast to 4.9% by March 2027, citing persistent fiscal deficits, rising debt, Federal Reserve policy uncertainty, and corporate borrowing competition from AI investment ^[7]. The Financial Forecast Center's October 16, 2026 monthly model projected near-term rates of 5.72% in January 2027, 5.61% in February, 5.65% in March, 5.52% in April, and 5.44% in May, though this does not provide a full year-end estimate ^[8]. Nuveen material cited a 10-year Treasury forecast of 4.75% by end-2027 and displayed a 30-year estimate near 5.60%, but the forecast date and whether the 30-year figure is an end-2027 estimate are unclear ^[9].

Broader consensus points to structurally higher long-term borrowing costs. A Wall Street Journal economist survey indicated forecasters increasingly expect elevated long-term rates; related reporting put the 10-year yield at 4.78% by end-2027, driven by sticky inflation, stronger growth, federal debt, and AI-related capital demand ^[10]^[11]. A Reuters poll published October 7, 2026, found strategists still expected lower 10-year yields over the following year, but acknowledged repeated forecasting errors, persistent inflation, and wide forecast ranges, highlighting significant uncertainty in duration forecasts ^[12]. Financial institution forecasts generally cluster around 4.65%-5.60% for the 30-year yield at or near end-2027, with prediction-market threshold pricing showing higher variability but clear probability for yields above 3.5% ^[1]^[5]^[2]^[6]^[11]. A practical baseline estimate is approximately 4.8%-5.0%, accompanied by a wide uncertainty band ^[1]^[5]^[2]^[6]^[11]. Major interim drivers include Federal Reserve decisions, inflation and labor data, Treasury issuance and fiscal policy, economic growth, and private-sector and AI debt demand ^[6]^[11].

Sources (12)

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: 4% or above

📉 October 23, 2026: 60.0pp drop

Price decreased from 86.0% to 26.0%

What happened: The primary driver for the 60 percentage point drop was Meta's announcement on October 23, 2026, of a weaker-than-expected cash profile and increased capital expenditure outlook ^[1]. This news renewed fears about AI infrastructure spending requiring heavy debt issuance, initiating a technology stock selloff and a flight to safety in Treasuries ^[1]. Consequently, the 30-year Treasury yield fell over 14 basis points ^[2]. Social media activity was mostly noise or irrelevant, as no specific posts from influential figures or viral narratives were cited as directly causing the price movement.

Outcome: 4.75% or above

📈 October 22, 2026: 75.0pp spike

Price increased from 23.0% to 98.0%

What happened: The premise of a 75.0 percentage point spike in the "30Y US Treasury yield on Dec 31, 2027?" prediction market on October 22, 2026, is incorrect; actual 30-year Treasury yields declined by approximately 9.8–15.1 basis points that day, moving from 5.42% to 5.29% ^[3]^[4]^[5]^[6]^[7]. This decline was primarily driven by a risk-off flight to safety amidst a sharp technology/AI-stock selloff, concerns over AI capital expenditure sustainability, elevated oil prices, and European fiscal stress ^[3]^[5]^[6]^[7]. Investors bought Treasuries as a safe haven, pushing yields lower, with some commentary also attributing this to a re-pricing of AI capex as a credit risk rather than an inflation risk ^[4]. No social media activity from key figures was identified as a driver for either a spike or the actual decline ^[3]^[4]^[5]^[6]^[7].

Outcome: 7.25% or above

📈 October 21, 2026: 59.0pp spike

Price increased from 20.0% to 79.0%

What happened: The provided research does not identify a specific primary driver for the reported 59.0 percentage point spike in the prediction market price for the 30Y US Treasury yield outcome "7.25% or above" on October 21, 2026. While general market-wrap data noted some rising yields due to U.S.–Iran conflict concerns, the actual 30-year constant-maturity yield was 5.42% and unchanged from the prior session ^[8]. Significantly, the research explicitly states that "The Oct. 21 financials/rates catalyst was not a verified 59.0-percentage-point move in Treasury yields" ^[9], suggesting the prediction market movement lacks a direct, verifiable cause in the underlying asset or related traditional news. No relevant social media activity or significant market structure factors were identified, indicating social media was irrelevant.

Outcome: 6.75% or above

📉 October 20, 2026: 78.0pp drop

Price decreased from 90.0% to 12.0%

What happened: The reported 78.0 percentage point drop for the "6.75% or above" outcome on October 20, 2026, is not reliably established, as prediction market data for this threshold showed significant inconsistencies and instability across different snapshots ^[10]^[11]. Furthermore, the available research did not identify any specific social media activity from key figures or viral narratives as a catalyst for such a movement ^[12]^[13]^[14]^[15]. If a significant drop in the probability of higher yields did occur, traditional financial news reported that risk-off demand due to equity/AI-credit concerns, falling oil prices, and Middle East monitoring led to lower Treasury yields overall on that date, which would reduce the likelihood of reaching 6.75% ^[12]^[13]^[14]^[15]. Therefore, social media was irrelevant to this unverified price movement, with broader market sentiment likely being the primary underlying factor for falling yield expectations.

Outcome: 3.25% or above

📈 October 19, 2026: 74.0pp spike

Price increased from 12.0% to 86.0%

What happened: The provided research does not substantiate a 74.0 percentage point spike in the prediction market price for the 30Y US Treasury yield to be "3.25% or above" on October 19, 2026 ^[16]. Instead, the 30-year Treasury yield on October 19, 2026, rose approximately 3.5 basis points (0.035 percentage points), attributed to concerns over inflation, geopolitical risks, and fiscal pressures, alongside a reversal of prior safe-haven bids in Treasuries ^[17]. There is no documentation of any social media activity, from key figures or otherwise, that could have caused or coincided with a movement of the magnitude described ^[16]. Therefore, social media was not a primary driver, as the asserted movement itself is not supported by the available information.

Sources (17)

4. Market Data

Contract Snapshot

This Kalshi prediction market resolves based on the 30-year US Treasury yield on December 31, 2027. For markets set at a specific threshold (e.g., '3% or above'), a 'YES' resolution occurs if the yield is at or above that threshold, while a 'NO' resolution occurs if it is below. The provided content does not specify any special settlement conditions.

Available Contracts

Market options and current pricing

Outcome bucket	Yes (price)	No (price)	Last trade probability
2% or above	$0.98	$0.08	99%
4.75% or above	$0.87	$0.77	90%
5.75% or above	$0.77	$1.00	79%
6.25% or above	$0.62	$0.90	79%
6.75% or above	$0.86	$0.94	75%
5% or above	$0.69	$0.85	74%
7.5% or above	$0.78	$0.81	74%
2.75% or above	$0.93	$0.47	70%
2.5% or above	$0.62	$0.50	62%
5.5% or above	$0.61	$0.68	55%
4.5% or above	$0.84	$0.92	53%
6% or above	$0.77	$0.92	53%
6.5% or above	$0.83	$0.95	52%
4.25% or above	$0.64	$0.70	50%
5.25% or above	$0.88	$1.00	49%
8% or above	$0.39	$0.94	48%
3.5% or above	$0.64	$0.53	47%
3.75% or above	$0.78	$0.54	46%
3.25% or above	$0.76	$0.60	42%
7.75% or above	$0.69	$0.88	42%
2.25% or above	$0.99	$0.61	39%
3% or above	$0.80	$0.43	39%
7% or above	$0.88	$0.95	36%
4% or above	$0.83	$0.89	26%
7.25% or above	$0.58	$0.68	23%

Market Discussion

Prediction market data as of October 23, 2026 indicates a 73% probability for the 30-year US Treasury yield to be 3.25% or above on December 31, 2027, and 61% for 3.50% or above ^[1], although market snapshots can differ materially across time and sources ^[2]. Separately, a Financial Forecast Center model updated October 16, 2026 projects monthly averages for early 2027 between 5.44% and 5.72% ^[3]. Broader financial commentary generally expects structurally higher long-term yields to persist, with some analysts forecasting 2027 yields from 4.9% to 5.85% ^[4].

Sources (4)

5. Trust Index

Order book is critically thin.

Primary risk· Trade quality

How it adds up

Integrity80% of score79Good

Trade quality20% of score18Avoid

Includes the cost to trade: a $100 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 might different outcomes of the 2024 and 2026 U.S. elections alter fiscal policy projections and Treasury issuance schedules through 2027?

FY 2026 Deficit Projection	$1.9 trillion (CBO) ^[1]^[2]^[3]
Debt Held by Public (FYE 2026)	101% of GDP (CBO) ^[1]^[2]^[3]
FY 2027 Net Marketable Borrowing	~$2.105 trillion (Primary-dealer median estimates) ^[4]^[5]^[6]

The 2026 elections significantly shape future fiscal policy and Treasury borrowing. The impact of the 2024 U.S. election on fiscal policy and Treasury issuance through 2027 is largely incorporated into the 2025 reconciliation-law/current-policy baseline by October 2026 ^[7]^[8]. In contrast, the 2026 U.S. elections are poised to primarily influence legislative risk for fiscal years 2027 and 2028, potentially altering future fiscal policy and Treasury borrowing schedules ^[7]^[8]. Baseline projections for the period around the 2026 midterms anticipate substantial and growing deficits. The Congressional Budget Office (CBO) projected a $1.9 trillion deficit for fiscal year 2026, with debt held by the public reaching 101% of GDP by the end of 2026 ^[1]^[2]^[3]. As of July 2026, primary-dealer median estimates established the pre-election issuance baselines, indicating an approximate $2.008 trillion deficit for fiscal year 2027 and around $2.105 trillion in privately held net marketable borrowing ^[4]^[5]^[6].

Election outcomes dictate fiscal policy changes and borrowing implications through Congress's capacity to adjust tax policy, defense spending, tariffs, and discretionary spending ^[9]^[10]^[11]^[12]. Wells Fargo's analysis suggests that unified Republican control would present the greatest upside risk to borrowing, primarily driven by potential new tax cuts or increased defense spending ^[10]. A divided government, conversely, would likely restrict new legislative initiatives but allow large structural borrowing to persist. Should Democrats control Congress with a Republican president, gridlock could emerge, leading to associated funding or debt-limit risks ^[10]. Across all scenarios, analysts generally anticipate deficits and Treasury borrowing to remain substantial, as reforms to Social Security, Medicare, and interest costs prove challenging ^[9]^[10]^[11]^[12]. The transmission from election results to yields is asymmetric; deficit-financed tax cuts, tariffs, or defense spending would elevate expected borrowing and the term premium, thereby increasing long-end yields and likely shifting issuance towards larger coupon auctions ^[1]^[2]^[10]^[11]. While debt-limit or shutdown brinkmanship can temporarily disrupt bill issuance and cash balances, these events typically do not alter the underlying deficit ^[1]^[2]^[10]^[11].

Sources (12)

7. What core economic assumptions underpin the 2027 30-year Treasury yield forecasts from major institutions like UBS and TD Economics?

TD Q1 2027 30-year Yield	4.60% (April 2026 baseline) ^[1]
TD End-2027 30-year Yield	4.65% (September 2026 baseline) ^[2]
10-year Yield Rise Attribution	Over 70% from real-rate and real-term-premium components ^[3]^[4]

TD Economics' 2027 forecasts anticipate gradual disinflation and Federal Reserve easing. The April 2026 baseline from TD Economics projected the 30-year Treasury yield at 4.60% by the first quarter of 2027, predicated on the Federal Reserve funds target falling to 3.25% ^[1]. A subsequent September 2026 baseline revised the forecast for the end-2027 U.S. 30-year Treasury yield to 4.65% ^[2]. TD's analysis indicates that these projections are highly sensitive to the inflation outlook and the Federal Reserve's policy trajectory, suggesting that persistent factors such as a prolonged oil-supply disruption could maintain elevated core inflation and compel the Federal Reserve to hold rates higher for longer, consequently affecting long-term yields ^[1]. The provided research does not include a 2027 year-end 30-year forecast or its underlying assumptions for UBS ^[5].

Broader structural factors are expected to sustain elevated long-term Treasury yields. These include persistent fiscal deficits and an increasing supply of Treasury bonds, which are anticipated to increase the term premium ^[6]^[7]. Other elements that could push term premia upward involve sticky or uncertain inflation, reduced confidence in aggressive balance-sheet support from central banks, higher global bond yields, and the risk of oil-price inflation ^[6]^[7]. Recent evidence suggests that over 70% of the rise in 10-year yields is attributable to real-rate and real-term-premium components, while some models link half of a yield shock to higher long-run inflation expectations ^[3]^[4]. Furthermore, new economic factors such as significant AI investment and resilient consumer spending may elevate estimates of the neutral real interest rate. AI-related corporate borrowing could also compete with Treasury issuance for capital, with both mechanisms supporting a structurally higher long-end yield compared to the pre-pandemic regime ^[8]^[4].

Sources (8)

8. How do the 2027 30-year yield probabilities from Kalshi and Public's prediction markets compare to the range of forecasts from the Wall Street Journal economist survey?

Kalshi 30Y Yield at or above 3.25% (Oct 23, 2026)	73% ^[1]^[2]
Kalshi 30Y Yield at or above 3.50% (Oct 23, 2026)	61% ^[1]^[2]
Public 30Y Yield at or above 4.5% (Dec 31, 2027)	43% ^[3]^[4]^[5]

A direct comparison of forecasts proved challenging due to data limitations. An apples-to-apples comparison of 2027 30-year yield probabilities from Kalshi and Public's prediction markets to Wall Street Journal economist survey forecasts could not be fully verified from the available results ^[6]^[7]^[3]^[4]^[5]. The Wall Street Journal material provided only qualitative "higher-for-longer" commentary and a partial statement about yields exceeding 5% through June 2027, rather than the requested numerical forecast range for year-end 2027 ^[6]^[7]. Although a source including Wall Street Journal Economic Forecasting Survey data was identified, it did not provide usable numerical 2027 30-year Treasury-yield values ^[8].

Prediction markets offered varying probabilities for the 2027 30-year yield. As of October 23, 2026, Kalshi's market for the 30-year U.S. Treasury yield on December 31, 2027, showed a 73% probability for a yield at or above 3.25%, 61% at or above 3.50%, and 42% at or above 3.75% ^[1]^[2]. The market's reference level was approximately 3.5% ^[1]^[2]. Separately, Kalshi's interest-rate category page listed the 2027 30-year market at 64% for 5.5% or above and 57% for 3.75% or above, indicating rapid changes in displayed probabilities across snapshots ^[9]. Public's search-result snippets for the 30-year U.S. Treasury yield on December 31, 2027, showed a 43% probability for 4.5% or above, but these snippets did not expose corresponding probabilities for 5.0% or above or a complete probability ladder ^[3]^[4]^[5].

Sources (9)

9. According to FRED data, what has been the trend in the 10-year Treasury yield 20 years forward (10y20y), and what does it imply for long-term rate expectations into 2027?

THREEFF10 (Oct 16, 2026)	5.7694% ^[1]^[2]
THREEFF10 (Oct 16, 2025)	5.1608% ^[2]
30-year yield >= 3.50% (Dec 31, 2027)	approx 61% probability ^[3]^[4]

Long-term forward rates show a significant upward repricing. The fitted instantaneous forward rate 10 years hence (THREEFF10), a model-based distant-horizon rate derived from Treasury yields, registered 5.7694% on October 16, 2026 ^[1]^[2]. This represents a substantial year-over-year upward repricing compared to its value of 5.1608% on October 16, 2025 ^[2]. This elevated and upward-sloping long-run signal indicates that markets are pricing in persistently higher nominal rates, which could reflect term premium, inflation-risk compensation, or fiscal/supply risk, rather than merely a temporary policy-rate episode ^[2]^[5].

Higher long-term rates suggest a structurally higher long-rate baseline. This evidence points to a structurally higher long-rate baseline, making a 30-year yield materially above 3% by year-end 2027 a plausible scenario ^[1]^[2]^[3]^[4]. This directionally aligns with current prediction market expectations, which show approximately 73% probability for a 30-year yield at or above 3.25% by December 31, 2027, and 61% probability for it to be at or above 3.50% ^[3]^[4]. It is important to note, however, that THREEFF10 is an instantaneous forward rate 10 years hence and should not be directly translated as a one-for-one forecast of the 30-year par yield on December 31, 2027 ^[1]^[2]^[3]^[4].

Sources (5)

10. What specific inflation and employment data between 2025 and 2027 would signal a structural shift in the Federal Reserve's long-term neutral rate forecast?

Fed's Longer-Run Rate Forecast (Sept 2026)	3.2% (as of September 16, 2026 SEP) ^[1]^[2]^[3]
Core PCE for Higher Neutral Rate Signal	Around or above 2.5%-3.0% through 2027 ^[1]^[4]^[5]
Unemployment for Lower Neutral Rate Signal	Rising toward 4.8%-5.0% or more ^[1]^[4]^[5]^[6]

A structural shift requires joint inflation and employment deviation. A structural shift in the Federal Reserve's long-term neutral rate forecast between 2025 and 2027 would be indicated by either persistently high inflation with resilient employment or disinflation coupled with labor-market deterioration ^[1]^[4]^[5]^[6]. Such shifts gain credibility when inflation and employment jointly deviate from the Fed's baseline expectations, and the longer-run federal funds rate median in the Summary of Economic Projections (SEP) reflects these changes ^[1]^[2]^[4]^[5].

Higher neutral rate signals involve persistent inflation and strong employment. The strongest signal for a higher neutral rate would be core Personal Consumption Expenditures (PCE) remaining around or above 2.5%-3.0% through 2027, with headline PCE failing to converge toward 2% after temporary shocks subside ^[1]^[4]^[5]. This scenario would also involve unemployment roughly 4.0%-4.3% without a significant rise, and continued above-trend economic growth. These conditions would necessitate repeated upward revisions to the longer-run federal funds rate dot, particularly above 3.25%-3.5% ^[1]^[4]^[5]. As of the September 16, 2026 SEP, the Fed's median longer-run nominal federal funds rate forecast was 3.2% ^[1]^[2]^[3].

Lower neutral rate signals stem from disinflation and labor market weakness. Conversely, a lower neutral rate would be strongly signaled by core PCE near 2% or lower on a sustained basis, combined with a deteriorating labor market ^[1]^[4]^[5]^[6]. This includes unemployment rising toward 4.8%-5.0% or more, weak payroll growth or declining employment, and below-trend Gross Domestic Product. Such conditions would prompt repeated downward revisions of the longer-run federal funds rate dot toward 2.5%-2.75% ^[1]^[4]^[5]^[6]. For practical monitoring during 2025-2027, analysts focus on three consecutive quarters of core-PCE persistence or convergence, six-to-twelve-month employment trends, and the direction of successive March/June/September/December SEP longer-run-rate medians ^[1]^[2]^[4]^[5].

Sources (6)

11. What Could Change the Odds

Key Catalysts

The Federal Reserve's policy path, inflation and labor data, Treasury issuance and fiscal/debt-ceiling developments, geopolitical energy shocks, and the 2026 midterm-election outcome represent important catalysts ^[1]^[2]. BBVA reports markets pricing three to four additional hikes by September 2027 ^[1]. PGIM highlights a likely mid-2027 debt-ceiling standoff ^[2].

A broader bullish-yield and bearish-bond case is driven by persistent inflation, additional Fed tightening, resilient growth, large fiscal deficits, heavy Treasury supply, and a higher term premium ^[3]^[4]^[5]. Under scenarios of a bear-steepener or term-premium shock, the 30-year yield could range from roughly 5.85% to 6.40% ^[3]^[4]^[5]. TD Economics' September 2026 end-of-period forecast places the 30-year Treasury yield at 4.95% in Q1 2027, 4.80% in Q2, 4.75% in Q3, and 4.65% in Q4, implying approximately 4.65% on Dec. 31, 2027 ^[6]^[7].

Conversely, a bullish-bond and lower-yield scenario rests on disinflation during 2027, fading tariff and energy effects, slower growth, and eventual Fed easing ^[8]^[9]^[10]. Guggenheim expects 2027 core PCE at 2.5%, while Morningstar expects two Fed cuts in 2027 ^[8]^[9]^[10]. As of October 23, 2026, the Dec. 31, 2027 prediction market implies a high probability that the 30-year Treasury par yield will remain above 3.25% (Kalshi 73%) and above 3.50% (61%) ^[11]^[12]^[13].

Key Dates & Catalysts

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

Sources (13)

12. Keep Exploring

IPO Tracker Companies preparing to go public, with the market's view on timing. More Interest Rates markets See more interest rates setups in the same theme. Browse all Financials markets Keep exploring adjacent financials markets. Track this in the app Open the live app flow and keep following this market in real time.

13. Related News

+75.0pp Published: October 23, 2026

Last updated: October 23, 2026, 12:32 UTC

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-78.0pp Published: October 21, 2026

Last updated: October 23, 2026, 12:32 UTC

Bond Market Reprices Fed Path, Slashing Odds of Extreme 2027 Yields

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30Y 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: 4% or above

📉 October 23, 2026: 60.0pp drop

Outcome: 4.75% or above

📈 October 22, 2026: 75.0pp spike

Outcome: 7.25% or above

📈 October 21, 2026: 59.0pp spike

Outcome: 6.75% or above

📉 October 20, 2026: 78.0pp drop

Outcome: 3.25% or above

📈 October 19, 2026: 74.0pp spike

4. Market Data

Contract Snapshot

Available Contracts

Market options and current pricing

Market Discussion

5. Trust Index

6. How might different outcomes of the 2024 and 2026 U.S. elections alter fiscal policy projections and Treasury issuance schedules through 2027?

7. What core economic assumptions underpin the 2027 30-year Treasury yield forecasts from major institutions like UBS and TD Economics?

8. How do the 2027 30-year yield probabilities from Kalshi and Public's prediction markets compare to the range of forecasts from the Wall Street Journal economist survey?

9. According to FRED data, what has been the trend in the 10-year Treasury yield 20 years forward (10y20y), and what does it imply for long-term rate expectations into 2027?

10. What specific inflation and employment data between 2025 and 2027 would signal a structural shift in the Federal Reserve's long-term neutral rate forecast?

11. What Could Change the Odds

Key Catalysts

Key Dates & Catalysts

13. Related News

Higher-for-Longer Fears Drive Up Bets on 2027 Treasury Yields

Bond Market Reprices Fed Path, Slashing Odds of Extreme 2027 Yields

Prediction Markets

Public Markets

Developers

Company

Short Answer

Who Wins and Why

Current Context

Historical Price (Probability)

Outcome: 4% or above

📉 October 23, 2026: 60.0pp drop

Outcome: 4.75% or above

📈 October 22, 2026: 75.0pp spike

Outcome: 7.25% or above

📈 October 21, 2026: 59.0pp spike

Outcome: 6.75% or above

📉 October 20, 2026: 78.0pp drop

Outcome: 3.25% or above

📈 October 19, 2026: 74.0pp spike

Contract Snapshot

Available Contracts

Market options and current pricing

Market Discussion

Key Catalysts

Key Dates & Catalysts

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How high will the 10-year US Treasury yield get by Oct 30, 2026?

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How high will the 30-year US Treasury yield get by Oct 30, 2026?

Higher-for-Longer Fears Drive Up Bets on 2027 Treasury Yields

Bond Market Reprices Fed Path, Slashing Odds of Extreme 2027 Yields

Prediction Markets

Public Markets

Developers

Company