~32–35% · $240K liquidity
Will the 10-year yield fall below 3.5% in 2026?
The bond-rally / flight-to-safety case
Macro Prediction Markets
Treasury Yields 2026 — Prediction Market Odds
Does the 10-year yield break 5% — or rally below 3.5%? Does the curve re-invert and warn of recession? Prediction markets price each rates outcome as a binary contract on Polymarket and Kalshi, distinct from the Fed’s policy-rate path. Mantis shows the sharpest cross-venue line in one search.
Top Treasury Yield Markets 2026
Live cross-venue odds for the 10-year yield and the 2s10s curve. Probability ranges reflect the cross-venue spread as of June 2026 — click any market for real-time quotes.
~27–30% · $260K liquidity
Will the 10-year yield exceed 5% in 2026?
The fiscal-stress / sticky-inflation case
~22–25% · $180K liquidity
Will the 2s10s curve re-invert in 2026?
A classic recession signal
What drives the 2026 yield odds
Inflation & the Fed
Sticky inflation pushes long yields up and cut odds down; a downside CPI surprise does the opposite. The yield markets and the Fed/inflation hubs move together — divergences are tradeable.
Fiscal supply
Heavy Treasury issuance and deficit concerns lift the term premium, supporting the "above 5%" market. Cross-reference the US debt hub for the supply side.
Growth & the curve
The 2s10s re-inversion market is a growth-fear gauge. When recession odds rise, the curve flattens or inverts — watch it with the recession hub.
Related Macro Hubs
Macro
Fed Rate Decisions 2026
The policy-rate path — the short end of the curve
Macro
US Recession 2026
Recession odds — closely tied to the yield curve
Macro
US Debt 2026
Deficits & issuance — the fiscal driver of long yields
FAQ
What do prediction markets say about Treasury yields in 2026?
As of mid-2026, prediction markets price the 10-year Treasury yield falling below 3.5% at roughly 32–35% on Polymarket and exceeding 5% near 27–30% — capturing both the bond-rally and fiscal-stress scenarios. A 2s10s curve re-inversion is priced around 22–25%. These move on inflation data, Fed guidance, and Treasury supply — Mantis shows the live cross-venue spread.
How are Treasury yield markets different from the Fed rate markets?
The Fed sets the short-term policy rate; the 10-year Treasury yield is set by the market and reflects growth, inflation, and term-premium expectations. They can move in opposite directions — the Fed can cut while long yields rise (a "bear steepener"). Watching the Treasury-yield hub alongside the Fed hub captures that distinction, which pure rate-cut markets miss.
Why does the 2s10s yield curve matter?
The 2-year/10-year spread is one of the most-watched recession indicators — sustained inversion has preceded most modern US recessions. A 2026 re-inversion market is a clean way to bet on renewed recession fears, and it pairs naturally with the recession and jobs hubs. Mantis lets you compare those odds side by side.
Where can I trade Treasury yield prediction markets?
Polymarket and Kalshi both list 10-year yield thresholds and yield-curve outcomes as binary contracts. Kalshi is CFTC-regulated and US-legal for these rates markets; Polymarket offers global access. Mantis queries both venues in real time and routes you to the best price with referral codes intact.