How high will the 10Y US Treasury yield get by Oct 9, 2026: PBE moves “5.32% or above” down to 3% from 34%
New Treasury data reached the model between 19:54 UTC and 20:14 UTC on Oct 8. Same model version, later data cutoff: here is exactly which inputs changed.
Data illustration generated by PropBetEdge Predictions from this story’s evidence
5.32% or above · pbe-rates-path@1.0.0 · 19:54 UTC → 20:14 UTC
How high will the 10Y US Treasury yield get by Oct 9, 2026?
5.32% or above · WINDOW CLOSED · AWAITING SETTLEMENT
Quick read
- pbe-rates-path@1.0.0 moved “5.32% or above” from 34% to 3% (−31 pts).
- Later data cutoff: Oct 7 19:54Z → Oct 8 20:14Z; 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 7 19:54Z (data cutoff Oct 7 19:54Z) and the one at Oct 8 20:14Z (cutoff Oct 8 20:14Z), the same model version — pbe-rates-path@1.0.0 — moved “5.32% or above” from 34% to 3%. The model inputs that changed: Daily volatility (EWMA) from 4.9 bp to 4.9 bp; Latest official par yield from 5.28% to 5.22%; Business days left from 2 to 1.
| Input | Before | After | Primary |
|---|---|---|---|
| Daily volatility (EWMA) | 4.9 bp | 4.9 bp | yes |
| last_published_date | 2026-10-07 | 2026-10-08 | — |
| Latest official par yield | 5.28% | 5.22% | 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 3 19:30Z | PBE pbe-rates-path@1.0.0 | 54 |
| Oct 5 19:50Z | PBE pbe-rates-path@1.0.0 | 68 |
| Oct 6 19:54Z | PBE pbe-rates-path@1.0.0 | 37 |
| Oct 7 19:54Z | PBE pbe-rates-path@1.0.0 | 34 |
| Oct 8 20:14Z | PBE pbe-rates-path@1.0.0 | 3 |
A comparable market observation was not captured with both snapshots, so no market move is stated.
The two snapshots
| Earlier | Later | |
|---|---|---|
| Captured | Oct 7 19:54Z | Oct 8 20:14Z |
| Data cutoff | Oct 7 19:54Z | Oct 8 20:14Z |
| Guidance runs | — | — |
| PBE | 34% | 3% |
| 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
- c74b97a7-ae77-474f-bf7a-fa013fec0cda
- Compared with
- e273d717-2d97-4b31-93fa-f4e2206455df
- Captured
- Oct 8 20:14Z
- Data cutoff
- Oct 8 20:14Z
- 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 2026-10-02..2026-10-09; 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.