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RATES · FORECAST CHANGE

How high will the 5-year US Treasury yield get in Oct 2026: PBE moves “5.07% or above” up to 68% from 58%

New Treasury data reached the model between 20:14 UTC and 20:09 UTC on Oct 9. Same model version, later data cutoff: here is exactly which inputs changed.

Published Model data as of Oct 9 20:09ZBy the PropBetEdge Predictions Desk1 min read

Data illustration generated by PropBetEdge Predictions from this story’s evidence

58%68%

5.07% or above · pbe-rates-path@1.0.0 · 20:14 UTC → 20:09 UTC

Move+10 pts
Market at capture—
Inputs changed3primary
LIVE UPDATE · not part of the original story

How high will the 5-year US Treasury yield get in Oct 2026?

5.07% or above · WINDOW OPEN · OBSERVING

PBE68%0 pts since publication
KalshiNo two-sided quote
GapNo comparable quote

RESEARCH PBE Oct 9 20:09Z · market

Open the live forecast →

Quick read

  • pbe-rates-path@1.0.0 moved “5.07% or above” from 58% to 68% (+10 pts).
  • Later data cutoff: Oct 8 20:14Z → Oct 9 20:09Z; 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 8 20:14Z (data cutoff Oct 8 20:14Z) and the one at Oct 9 20:09Z (cutoff Oct 9 20:09Z), the same model version — pbe-rates-path@1.0.0 — moved “5.07% or above” from 58% to 68%. The model inputs that changed: Daily volatility (EWMA) from 5.3 bp to 5.2 bp; Latest official par yield from 4.99% to 5.02%; Business days left from 15 to 14.

EVIDENCEStored model inputs, before and afterFrom the immutable feature snapshots attached to each forecast
InputBeforeAfterPrimary
Daily volatility (EWMA)5.3 bp5.2 bpyes
last_published_date2026-10-082026-10-09—
Latest official par yield4.99%5.02%yes
Business days left1514yes
Units: as labeledAs of Oct 9 20:09ZSource: PBE feature snapshots

This page reports which stored inputs differ between two immutable forecasts. It does not claim why the underlying yields changed.

The forecast path

PROBABILITY HISTORY“5.07% or above”: pbe-rates-path@1.0.0 snapshots vs the marketSame model version only; the dashed line is the stored Kalshi mid
0%25%50%75%100%Oct 3 19:30ZOct 6 19:49ZOct 9 20:09Z58%68%PBE pbe-rates-path@1.0.0 snapshots 84% · Oct 3 19:30ZPBE pbe-rates-path@1.0.0 snapshots 85% · Oct 5 19:50ZPBE pbe-rates-path@1.0.0 snapshots 73% · Oct 6 19:54ZPBE pbe-rates-path@1.0.0 snapshots 73% · Oct 7 19:54ZPBE pbe-rates-path@1.0.0 snapshots 58% · Oct 8 20:14ZPBE pbe-rates-path@1.0.0 snapshots 68% · Oct 9 20:09Z
Kalshi mid (stored observations)PBE pbe-rates-path@1.0.0 snapshots
Units: % probabilityAs of Oct 9 20:09ZSource: PBE forecast archive; Kalshi
Data table
Time (UTC)SourceValue %
Oct 3 19:30ZPBE pbe-rates-path@1.0.084
Oct 3 22:00ZKalshi mid94
Oct 4 00:15ZKalshi mid94
Oct 4 00:45ZKalshi mid95
Oct 4 01:00ZKalshi mid93
Oct 4 01:15ZKalshi mid94
Oct 4 02:00ZKalshi mid94
Oct 4 02:15ZKalshi mid93
Oct 4 02:30ZKalshi mid94
Oct 4 03:15ZKalshi mid93
Oct 4 22:15ZKalshi mid80
Oct 4 23:32ZKalshi mid78
Oct 4 23:34ZKalshi mid79
Oct 5 00:00ZKalshi mid79
Oct 5 00:04ZKalshi mid78
Oct 5 01:02ZKalshi mid78
Oct 5 01:12ZKalshi mid79
Oct 5 01:54ZKalshi mid79
Oct 5 02:00ZKalshi mid79
Oct 5 02:06ZKalshi mid77
Oct 5 02:10ZKalshi mid78
Oct 5 02:56ZKalshi mid78
Oct 5 03:00ZKalshi mid78
Oct 5 04:00ZKalshi mid78
Oct 5 04:40ZKalshi mid79
Oct 5 05:00ZKalshi mid79
Oct 5 05:08ZKalshi mid78
Oct 5 06:00ZKalshi mid78
Oct 5 07:00ZKalshi mid78
Oct 5 08:00ZKalshi mid78
Oct 5 08:34ZKalshi mid79
Oct 5 08:46ZKalshi mid79
Oct 5 09:02ZKalshi mid78
Oct 5 09:14ZKalshi mid79
Oct 5 09:18ZKalshi mid78
Oct 5 11:28ZKalshi mid78
Oct 5 19:50ZPBE pbe-rates-path@1.0.085
Oct 6 09:12ZKalshi mid77
Oct 6 09:14ZKalshi mid77
Oct 6 09:18ZKalshi mid76
Oct 6 10:01ZKalshi mid76
Oct 6 11:12ZKalshi mid76
Oct 6 11:32ZKalshi mid75
Oct 6 11:48ZKalshi mid74
Oct 6 12:00ZKalshi mid74
Oct 6 12:14ZKalshi mid75
Oct 6 12:30ZKalshi mid76
Oct 6 13:16ZKalshi mid77
Oct 6 13:22ZKalshi mid77
Oct 6 14:16ZKalshi mid78
Oct 6 14:44ZKalshi mid77
Oct 6 14:46ZKalshi mid77
Oct 6 14:50ZKalshi mid77
Oct 6 14:52ZKalshi mid76
Oct 6 15:04ZKalshi mid75
Oct 6 15:42ZKalshi mid76
Oct 6 16:00ZKalshi mid75
Oct 6 16:08ZKalshi mid76
Oct 6 16:12ZKalshi mid77
Oct 6 17:50ZKalshi mid77
Oct 6 19:10ZKalshi mid75
Oct 6 19:14ZKalshi mid76
Oct 6 19:54ZPBE pbe-rates-path@1.0.073
Oct 6 20:04ZKalshi mid77
Oct 6 20:06ZKalshi mid77
Oct 6 20:08ZKalshi mid76
Oct 6 20:38ZKalshi mid76
Oct 6 23:04ZKalshi mid76
Oct 7 17:14ZKalshi mid72
Oct 7 17:18ZKalshi mid73
Oct 7 19:54ZPBE pbe-rates-path@1.0.073
Oct 8 20:14ZPBE pbe-rates-path@1.0.058
Oct 9 20:09ZPBE pbe-rates-path@1.0.068

A comparable market observation was not captured with both snapshots, so no market move is stated.

The two snapshots

EarlierLater
CapturedOct 8 20:14ZOct 9 20:09Z
Data cutoffOct 8 20:14ZOct 9 20:09Z
Guidance runs——
PBE58%68%
Market at capture——

Evidence & method

What this story is based on. Every value above was read from these immutable records.

5.07% or above
Model
pbe-rates-path@1.0.0 · RESEARCH
Snapshot
164ed139-d2d3-4ac4-abee-d5ea20d99583
Compared with
b33238a6-cbc2-4e61-a2dd-9856e7b9b680
Captured
Oct 9 20:09Z
Data cutoff
Oct 9 20:09Z
Source families
U.S. Department of the Treasury · PBE calibration rates-path-v1 (standardized daily changes 1962-2017)
RESOLUTION RULE
Resolves on
U.S. Department of the Treasury (Daily Treasury Par Yield Curve Rates) — Daily Treasury Par Yield Curve Rate, 5-year tenor, first published value per business day
Independent check
FRED DGS5 (H.15 constant maturity, same Treasury curve)
Measurement
Daily par yield for the 5-year tenor on each business day 2026-10-01..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
If the daily published par yield for the 5-year U.S. Treasury is above 5.06% on any business day between Oct 1, 2026 and Oct 30, 2026, then the market resolves to Yes.
MODEL LIMITATIONS
  • 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.