US 10Y Treasury yield at 8:45am ET · PCE and GDP
K 0 contracts
1
51
US 10Y Treasury yield at 8:45am ET · PCE and GDP
K 0 contracts
1
51
Current odds
Snapshot from
As of Nov 13, 2026, 6:00 AM UTC, the highest-priced outcome on Kalshi is Above 5.10% at 49.5%.
Kalshi
- Above 5.10%49.5%
- Above 5.09%49.5%
- Above 5.08%49.5%
- Above 5.07%49.5%
- Above 5.06%49.5%
Yes prices. They are not order quotes; check each platform's rules, fees and live prices before trading.
AI Analysis
Trader mode: Market mechanics, assumptions and risks
K 0 contracts
Reported volume · provider units
51
Saved contracts
0
Same-question pairs
Source snapshot: Nov 13, 2026, 6:00 AM UTC
About This Event
Nov 25, 2026 at 8:45am ET If the Pyth security yield for the 10-Year U.S. Treasury Note is above X at Nov 25, 2026 at 8:45am ET, the market resolves to Yes. Settlement uses the closing Pyth yield of the one-minute candlestick immediately preceding the settlement time. For an 8:45am ET observation, use the 8:44am candle, covering 8:44:00am up to but excluding 8:45:00am ET. No averaging applies. The closing Pyth yield, expressed as a percentage, is rounded to five decimal places using round-half-up before comparison with the strike. Other sources and stale or carried-forward values cannot substitute. If reliable data is unavailable by expiration, or none is expected, settlement is at the Exchange-determined last fair price, unless a "No data" strike is listed. Corrections, expiration and Rule 7.1 review follow the full contract rules. Kalshi is not affiliated, associated, authorized, endorsed by, or in any way officially connected with the Pyth Data Association. All trademarks, logos, and brand names are the property of their respective owners. The economic event named in the title provides context. The published observation date and time govern; a delayed or rescheduled economic release does not automatically change that observation time.
Snapshot observed 2026-11-12T15:00:05.990Z. This analysis describes that snapshot and is not a live news update.
What the contract measures
The supplied Kalshi event asks whether the Pyth security yield for the 10-Year U.S. Treasury Note will be above a stated strike at 8:45am ET on January 28, 2027 [1]. Each strike is a separate contract. The rules say the settlement value is "the closing Pyth yield of the one-minute candlestick immediately preceding the settlement time," which for an 8:45am observation is the 8:44am candle [1]. The closing yield is rounded to five decimal places before comparison with the strike, and "No averaging applies" [1]. The rules also state that "Other sources and stale or carried-forward values cannot substitute" [1]. The economic release named in the title "provides context," and the published observation time governs even if the release is delayed [1].
Reading the snapshot
The provider observed this event at 2026-11-12T15:00:05.990Z, and the source was retrieved at 2026-11-12T15:37:34.412Z [1]. These are snapshot times, not the contract's settlement time, and the prices should not be read as current after that retrieval.
The sample includes 12 of 51 markets for this event, so it is a partial sample [1]. Markets were ordered by Yes price, highest first, so the included strikes are the highest-priced ones in the provider event, not the full range. Do not infer prices for omitted strikes.
Within the included strikes, Yes prices fall as the strike rises. The 4.60% strike shows Yes at 0.895 and the 4.70% strike shows Yes at 0.85 [1]. These are snapshot prices, not executable quotes or verified probabilities.
The included markets list an end date of 2027-02-04T15:00:00.000Z, but the source excerpt states "Listed end time: not supplied" [1]. Treat the listed end date as a provider field that does not match the excerpt, and rely on the observation time in the rules.
What remains uncertain
The evidence does not explain why prices sit where they do, and it does not show trading volume, liquidity, or the number of participants. Volume is not a measure of liquidity or trader count. Differences in strikes or prices are not an arbitrage opportunity without executable quotes.
The rules also provide fallback treatment: if reliable data is unavailable by expiration, settlement is at the Exchange-determined last fair price, unless a "No data" strike is listed [1]. The supplied evidence contains no other source for the Treasury yield, so it cannot confirm the underlying reading on the observation date.
References
- Kalshi: US 10Y Treasury yield at 8:45am ET · PCE and GDP. Provider data observed 2026-11-12T15:00:05.990Z.
AI-generated analysis based on market data. Not financial advice.
Saved Nov 12, 2026 UTCThis saved content is awaiting a background update. It may contain outdated claims; use the dated market data and provider rules for the latest available information.
Overview
This contract is a binary market on the yield of the 10-Year U.S. Treasury Note, as reported by the Pyth security yield, at a specific observation time on January 28, 2027. The market asks whether that yield will be above a stated strike at 8:45am ET on that date [1]. The contract is titled with the economic event it is tied to, PCE and GDP, but the title only provides context. The published observation date and time govern, and a delayed or rescheduled economic release does not automatically change the observation time [1]. Settlement is based on a specific data point rather than an average. The contract uses the closing Pyth yield of the one-minute candlestick immediately before the settlement time. For an 8:45am ET observation, that is the 8:44am candle, which covers 8:44:00am up to but excluding 8:45:00am ET [1]. No averaging applies. The closing yield, expressed as a percentage, is rounded to five decimal places using round-half-up before it is compared with the strike [1]. Other sources cannot substitute for the Pyth value, and stale or carried-forward values are not accepted [1]. If reliable data is unavailable by expiration, or none is expected, the contract settles at the Exchange-determined last fair price, unless a "No data" strike is listed [1]. Corrections, expiration and review under the exchange's Rule 7.1 follow the full contract rules, which are not reproduced in the material available here [1]. The event page states that Kalshi is not affiliated, associated, authorized, endorsed by, or otherwise officially connected with the Pyth Data Association [1]. The saved event contains 51 markets with different strikes, but only 12 are included in this sample, so the sample is partial. The included strikes in this record run from 4.98% to 5.09% [1]. The sample reflects only those markets saved for this event and does not represent the full set of strikes, and it should not be read as a ranking of likely outcomes.
Why It Matters
The contract measures whether the Pyth-reported yield on the 10-Year U.S. Treasury Note will be above a chosen strike at one specific minute on January 28, 2027 [1]. Because the outcome depends on a single one-minute candle, a narrow strike band around the reported yield can resolve on small changes in the observed value. The contract also specifies how the value is rounded and what happens when data is missing, so the rules determine the result as much as the market view does [1]. The economic release named in the title is context for the observation time, not a separate settlement input [1].
Snapshot context
The latest published provider snapshot for this topic was observed on 2026-11-10 at 03:00 UTC. It contains listings from Kalshi. Market descriptions and listed closing times define the contracts; they do not establish that the real-world outcome has occurred. This article does not include a separately verified news update. [1]
Frequently Asked Questions
What does a Yes outcome mean on this contract?
The market resolves to Yes if the Pyth security yield for the 10-Year U.S. Treasury Note is above the strike at the observation time of January 28, 2027 at 8:45am ET [1].
Which data point is used for settlement?
Settlement uses the closing Pyth yield of the one-minute candlestick immediately preceding the settlement time. For an 8:45am ET observation, that is the 8:44am candle, with no averaging, and the value is rounded to five decimal places [1].
Can another data source be used if the Pyth value is missing?
No. The contract states that other sources and stale or carried-forward values cannot substitute [1]. If reliable data is unavailable by expiration, settlement is at the Exchange-determined last fair price unless a "No data" strike is listed [1].
Does a delayed economic release change the observation time?
Not automatically. The published observation date and time govern, and a delayed or rescheduled economic release does not automatically change that observation time [1].
Is Kalshi affiliated with the Pyth Data Association?
The event page states that Kalshi is not affiliated, associated, authorized, endorsed by, or in any way officially connected with the Pyth Data Association [1].
AI-written background. References identify the evidence used; Wikipedia links under Learn More are additional reading. Prices and provider rules are dated snapshots. This is not financial advice.
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Price gaps of 2 pp+
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Same-question pairs
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No outcomes on this page have been reviewed as the same question on both platforms yet.
Price differences do not establish arbitrage. Check each pair's review, current order prices, fees and settlement rules.
