How high will the 10Y US Treasury yield get by Nov 6, 2026: PBE moves “4.96% or above” up to 62% from 44%
New Treasury data reached the model between 20:58 UTC and 20:48 UTC on Nov 3. Same model version, later data cutoff: here is exactly which inputs changed.
Data illustration generated by PropBetEdge Predictions from this story’s evidence
4.96% or above · pbe-rates-path@1.0.0 · 20:58 UTC → 20:48 UTC
How high will the 10Y US Treasury yield get by Nov 6, 2026?
4.96% or above · WINDOW OPEN · OBSERVING
- UPDATE · Nov 3 20:54Z PBE 44% pbe-rates-path@1.0.0 · data cutoff Nov 2 23:59Z
- UPDATE · Nov 3 20:56Z PBE 62% pbe-rates-path@1.0.0 · data cutoff Nov 3 20:56Z
- UPDATE · Nov 3 20:58Z PBE 44% pbe-rates-path@1.0.0 · data cutoff Nov 2 23:59Z
- UPDATE · Nov 3 21:00Z PBE 62% pbe-rates-path@1.0.0 · data cutoff Nov 3 21:00Z
- UPDATE · Nov 3 21:02Z PBE 44% pbe-rates-path@1.0.0 · data cutoff Nov 2 23:59Z
- UPDATE · Nov 3 21:04Z PBE 62% pbe-rates-path@1.0.0 · data cutoff Nov 3 21:04Z
- UPDATE · Nov 3 21:12Z PBE 44% pbe-rates-path@1.0.0 · data cutoff Nov 2 23:59Z
- UPDATE · Nov 3 21:14Z PBE 62% pbe-rates-path@1.0.0 · data cutoff Nov 3 21:14Z
Quick read
- pbe-rates-path@1.0.0 moved “4.96% or above” from 44% to 62% (+18 pts).
- Later data cutoff: Nov 2 20:58Z → Nov 3 20:48Z; same model version, so the move reflects inputs, not a model change.
- Primary inputs changed: Daily volatility (EWMA), Latest official par yield, Period high/low so far, Business days left.
- A comparable market observation was not captured with both snapshots, so no market move is stated.
What changed in the inputs
Between the snapshot captured at Nov 2 20:58Z (data cutoff Nov 2 20:58Z) and the one at Nov 3 20:48Z (cutoff Nov 3 20:48Z), the same model version — pbe-rates-path@1.0.0 — moved “4.96% or above” from 44% to 62%. The model inputs that changed: Daily volatility (EWMA) from 5.3 bp to 5.3 bp; Latest official par yield from 4.91% to 4.95%; Period high/low so far from 4.94% to 4.95%; Business days left from 4 to 3.
| Input | Before | After | Primary |
|---|---|---|---|
| Daily volatility (EWMA) | 5.3 bp | 5.3 bp | yes |
| last_published_date | 2026-11-02 | 2026-11-03 | — |
| Latest official par yield | 4.91% | 4.95% | yes |
| Period high/low so far | 4.94% | 4.95% | yes |
| Business days left | 4 | 3 | yes |
This page reports which stored inputs differ between two immutable forecasts. It does not claim why the underlying yields changed.
The forecast path
Data table
| Time (UTC) | Source | Value % |
|---|---|---|
| Nov 2 20:48Z | PBE pbe-rates-path@1.0.0 | 44 |
| Nov 2 20:50Z | PBE pbe-rates-path@1.0.0 | 66 |
| Nov 2 20:52Z | PBE pbe-rates-path@1.0.0 | 44 |
| Nov 2 20:56Z | PBE pbe-rates-path@1.0.0 | 66 |
| Nov 2 20:58Z | PBE pbe-rates-path@1.0.0 | 44 |
| Nov 3 20:48Z | PBE pbe-rates-path@1.0.0 | 62 |
| Oct 30 23:06Z | PBE pbe-rates-path@1.0.0 | 66 |
A comparable market observation was not captured with both snapshots, so no market move is stated.
The two snapshots
| Earlier | Later | |
|---|---|---|
| Captured | Nov 2 20:58Z | Nov 3 20:48Z |
| Data cutoff | Nov 2 20:58Z | Nov 3 20:48Z |
| Guidance runs | — | — |
| PBE | 44% | 62% |
| Market at capture | — | — |
Evidence & method
What this story is based on. Every value above was read from these immutable records.
- Model
- pbe-rates-path@1.0.0 · RESEARCH
- Snapshot
- 268404fa-0a49-4a62-bf20-312a4178f0b9
- Compared with
- 0f5c227b-d379-4856-b038-9fa43a9611d9
- Captured
- Nov 3 20:48Z
- Data cutoff
- Nov 3 20:48Z
- Source families
- U.S. Department of the Treasury · PBE calibration rates-path-v1 (standardized daily changes 1962-2017)
- Resolves on
- U.S. Department of the Treasury (Daily Treasury Par Yield Curve Rates) — Daily Treasury Par Yield Curve Rate, 10-year tenor, first published value per business day
- Independent check
- FRED DGS10 (H.15 constant maturity, same Treasury curve)
- Measurement
- Daily par yield for the 10-year tenor on each business day 2026-10-30..2026-11-06; intraday values not considered
- Rounding
- Yields as published (two decimals)
- Exceptions
- The market may expire early once the threshold is met · First published value per business day governs unless the Exchange finds a material error
- Random-walk drift assumption; no macro-release calendar effects yet
- Contracts already decided by the published path are not forecast
Rates · Treasury yield paths — inputs: Official Daily Treasury Par Yield Curve (settlement source); EWMA volatility x bootstrapped historical daily changes. This model on the research board →
Market prices are a benchmark only and never enter a PropBetEdge model. Research-stage probabilities; not advice.