How high will the 10Y US Treasury yield get by Oct 30, 2026: PBE moves “5.06% or above” down to 7% from 57%
New Treasury data reached the model between 20:08 UTC and 19:50 UTC on Oct 29. Same model version, later data cutoff: here is exactly which inputs changed.
Data illustration generated by PropBetEdge Predictions from this story’s evidence
5.06% or above · pbe-rates-path@1.0.0 · 20:08 UTC → 19:50 UTC
How high will the 10Y US Treasury yield get by Oct 30, 2026?
5.06% or above · WINDOW OPEN · OBSERVING
- UPDATE · Oct 29 19:54Z PBE 57% pbe-rates-path@1.0.0 · data cutoff Oct 28 23:59Z
- UPDATE · Oct 29 20:00Z PBE 7% pbe-rates-path@1.0.0 · data cutoff Oct 29 20:00Z
Quick read
- pbe-rates-path@1.0.0 moved “5.06% or above” from 57% to 7% (−50 pts).
- Later data cutoff: Oct 28 20:08Z → Oct 29 19:50Z; same model version, so the move reflects inputs, not a model change.
- Primary inputs changed: Daily volatility (EWMA), Latest official par yield, 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 Oct 28 20:08Z (data cutoff Oct 28 20:08Z) and the one at Oct 29 19:50Z (cutoff Oct 29 19:50Z), the same model version — pbe-rates-path@1.0.0 — moved “5.06% or above” from 57% to 7%. The model inputs that changed: Daily volatility (EWMA) from 5.4 bp to 5.4 bp; Latest official par yield from 5.05% to 4.98%; Business days left from 2 to 1.
| Input | Before | After | Primary |
|---|---|---|---|
| Daily volatility (EWMA) | 5.4 bp | 5.4 bp | yes |
| last_published_date | 2026-10-28 | 2026-10-29 | — |
| Latest official par yield | 5.05% | 4.98% | yes |
| Business days left | 2 | 1 | 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 % |
|---|---|---|
| Oct 23 23:06Z | PBE pbe-rates-path@1.0.0 | 46 |
| Oct 26 19:56Z | PBE pbe-rates-path@1.0.0 | 42 |
| Oct 26 19:58Z | PBE pbe-rates-path@1.0.0 | 46 |
| Oct 26 20:06Z | PBE pbe-rates-path@1.0.0 | 42 |
| Oct 26 20:10Z | PBE pbe-rates-path@1.0.0 | 46 |
| Oct 26 20:12Z | PBE pbe-rates-path@1.0.0 | 42 |
| Oct 27 19:56Z | PBE pbe-rates-path@1.0.0 | 29 |
| Oct 27 20:02Z | PBE pbe-rates-path@1.0.0 | 42 |
| Oct 27 20:04Z | PBE pbe-rates-path@1.0.0 | 29 |
| Oct 28 19:50Z | PBE pbe-rates-path@1.0.0 | 57 |
| Oct 28 19:52Z | PBE pbe-rates-path@1.0.0 | 29 |
| Oct 28 19:56Z | PBE pbe-rates-path@1.0.0 | 57 |
| Oct 28 19:58Z | PBE pbe-rates-path@1.0.0 | 29 |
| Oct 28 20:00Z | PBE pbe-rates-path@1.0.0 | 57 |
| Oct 28 20:02Z | PBE pbe-rates-path@1.0.0 | 29 |
| Oct 28 20:04Z | PBE pbe-rates-path@1.0.0 | 57 |
| Oct 28 20:06Z | PBE pbe-rates-path@1.0.0 | 29 |
| Oct 28 20:08Z | PBE pbe-rates-path@1.0.0 | 57 |
| Oct 29 04:34Z | Kalshi mid | 22 |
| Oct 29 04:42Z | Kalshi mid | 22 |
| Oct 29 05:08Z | Kalshi mid | 22 |
| Oct 29 05:18Z | Kalshi mid | 23 |
| Oct 29 05:26Z | Kalshi mid | 25 |
| Oct 29 06:16Z | Kalshi mid | 31 |
| Oct 29 10:08Z | Kalshi mid | 22 |
| Oct 29 10:28Z | Kalshi mid | 24 |
| Oct 29 11:08Z | Kalshi mid | 25 |
| Oct 29 19:50Z | PBE pbe-rates-path@1.0.0 | 7 |
A comparable market observation was not captured with both snapshots, so no market move is stated.
The two snapshots
| Earlier | Later | |
|---|---|---|
| Captured | Oct 28 20:08Z | Oct 29 19:50Z |
| Data cutoff | Oct 28 20:08Z | Oct 29 19:50Z |
| Guidance runs | — | — |
| PBE | 57% | 7% |
| 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
- 40e8d27b-5861-4210-a776-d874aec9fdcc
- Compared with
- 029843ba-c3f0-4460-b47e-eae8100a3a6e
- Captured
- Oct 29 19:50Z
- Data cutoff
- Oct 29 19:50Z
- 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 2026-10-23..2026-10-30; 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.