30-year U.S. Treasury Up or Down – 15 minutes
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30-year U.S. Treasury Up or Down – 15 minutes
K 0 contracts
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Current odds
Snapshot from
As of Oct 30, 2026, 12:00 PM UTC, the highest-priced outcome on Kalshi is Target yield: TBD at 50%.
Kalshi
- Target yield: TBD50%
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
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Reported volume · provider units
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Source snapshot: Oct 30, 2026, 12:00 PM UTC
About This Event
Oct 30 - 8:00AM EDT to 8:15AM EDT If the close yield (%) of the 1-minute Pyth candlestick for 30-year U.S. Treasury ending at 8:15 AM EDT on Oct 30, 2026 is at least the opening target yield, then the market resolves to Yes. The market resolves based on the closing yield of the one-minute Pyth candlestick for 30-year U.S. Treasury ending at 8:15 AM EDT on Oct 30, 2026. The 30-year U.S. Treasury refers to the US30Y, the current on-the-run benchmark of the 30-year U.S. Treasury Bond as identified on the Source Agency. Revisions to the Underlying made after Expiration will not be accounted for in determining the Expiration Value. The settlement value is rounded to the nearest 5 decimal places. Yields are expressed as annualized percentages. The opening target and settlement yield each use the closing yield of the one-minute Pyth candlestick immediately preceding their observation time. For a 4:45–5:00 PM EDT market, the opening target uses the candle timestamped 4:44 PM, ending at 4:45 PM; settlement uses the candle timestamped 4:59 PM, ending at 5:00 PM. Candlesticks are timestamped by their start time. If reliable Pyth data is unavailable, the contract’s no-data provisions apply.
Snapshot observed 2026-10-30T12:00:07.014Z. This analysis describes that snapshot and is not a live news update.
What the contract measures
This contract resolves Yes if the closing yield of the one-minute Pyth candlestick for the 30-year U.S. Treasury, ending at 8:15 AM EDT on October 30, 2026, is at least the opening target yield [1]. The source describes the underlying as "the current on-the-run benchmark of the 30-year U.S. Treasury Bond as identified on the Source Agency" [1]. The opening target uses the candle immediately preceding the 8:00 AM EDT observation time, and the settlement value is rounded to five decimal places [1]. If reliable Pyth data is unavailable, the contract's no-data provisions apply [1].
Reading the snapshot
The saved snapshot was observed at 12:00:07 UTC on October 30, 2026, and retrieved at 13:03:58 UTC the same day [1]. It contains one binary market, "30-year U.S. Treasury yield up in next 15 mins?", with Yes at 0.5 and No at 0.5 [1]. These are snapshot prices. They are not executable quotes or verified probabilities. The evidence includes no volume or trader counts, so it says nothing about liquidity or how many participants hold either view.
The sample is complete for this provider event: one market was saved and included, and the coverage record marks it as not partial [1]. Because there is only one contract, no ranking or cross-platform comparison applies. The sample also does not establish that the provider lists every possible outcome for this event, and nothing in the evidence suggests otherwise.
Timing differs across fields. The market record lists an end date of November 6, 2026, at 12:15 UTC, while the event and rules refer to the window ending at 8:15 AM EDT on October 30, which is 12:15 UTC that day [1]. The excerpt also states that the listed end time is "not supplied" [1]. The evidence does not explain this mismatch, so readers should use the settlement wording in the rules rather than the listed end date.
What remains uncertain
The evidence does not include a settlement value or a final resolution, so it cannot show how this contract settled. The snapshot predates the retrieval time by about an hour, and the retrieval time is after the 12:15 UTC window end, so the 0.5 prices should be read as a historical observation, not a current market. The evidence also does not explain any movement in price or the reason for the listed end date.
References
- Kalshi: 30-year U.S. Treasury Up or Down – 15 minutes. Provider data observed 2026-10-30T12:00:07.014Z.
AI-generated analysis based on market data. Not financial advice.
Saved Oct 30, 2026 UTCOverview
This is a short-horizon contract on the yield of the 30-year U.S. Treasury, listed on Kalshi under the title "30-year U.S. Treasury Up or Down – 15 minutes" [1]. The listed window runs from 8:00 AM to 8:15 AM Eastern Daylight Time on October 30, 2026 [1]. The contract asks whether the Treasury yield at the end of that window will be at least as high as an opening target yield set at the start of the window [1]. The rules define the benchmark as the current on-the-run 30-year Treasury bond identified on the source agency, and they say yields are expressed as annualized percentages [1]. Both the opening target and the settlement value are taken from one-minute candlestick closing yields published through Pyth, with each value drawn from the candle immediately before its observation time [1]. The settlement value is rounded to five decimal places, and revisions to the underlying data made after expiration are not counted [1]. The rules also say that if reliable Pyth data is unavailable, the contract's no-data provisions apply, but those provisions are not described in the supplied material [1]. The market snapshot was observed at 12:00 UTC on October 30, 2026 and retrieved shortly after [1]. At that observation, the Yes and No outcomes were each priced at 0.5 [1]. The provider's listed end date for the market is November 6, 2026 at 12:15 UTC, which does not match the October 30 settlement time written in the rules [1]. The rules' settlement description is the reference point for when the contract is decided.
Why It Matters
The contract measures whether the 30-year U.S. Treasury yield, as recorded in one-minute Pyth candlestick data, closes the 8:00 to 8:15 AM EDT window at or above the level set at the start [1]. It is a narrow question about short-term movement in a benchmark bond yield. Because the rules specify the exact candles used for both the target and the settlement, the outcome depends on those specific one-minute closing values rather than on a general reading of bond markets [1]. The price snapshot of 0.5 for each side at the observation time reflects the market's pricing at that moment only and is not a verified probability that the yield will rise [1]. The supplied material does not include volume or trading activity, so it cannot be used to judge how actively the contract traded [1].
Snapshot context
The latest published provider snapshot for this topic was observed on 2026-10-30 at 12:00 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 makes the contract resolve Yes?
The contract resolves Yes if the closing yield of the one-minute Pyth candlestick ending at 8:15 AM EDT on October 30, 2026 is at least the opening target yield [1].
Which data determines the opening target?
The opening target uses the closing yield of the one-minute Pyth candlestick immediately preceding its observation time. The rules illustrate this with a 4:45 to 5:00 PM market, where the target candle is timestamped by its start at 4:44 PM and ends at 4:45 PM [1].
What happens if Pyth data is unavailable?
The rules say the contract's no-data provisions apply, but the supplied material does not describe those provisions [1].
Does a price of 0.5 mean the outcome is 50 percent likely?
No. The snapshot shows Yes and No both priced at 0.5 at the observation time [1]. Prices are not verified probabilities and do not indicate executable quotes.
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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Market Insights
Price gaps of 2 pp+
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