How low will the 7-year US Treasury yield get in Oct 2026: PBE moves “5.1% or below” up to 70% from 59%
New Treasury data reached the model between 19:50 UTC and 19:54 UTC on Oct 6. Same model version, later data cutoff: here is exactly which inputs changed.
Data illustration generated by PropBetEdge Predictions from this story’s evidence
5.1% or below · pbe-rates-path@1.0.0 · 19:50 UTC → 19:54 UTC
How low will the 7-year US Treasury yield get in Oct 2026?
5.1% or below · WINDOW OPEN · OBSERVING
- UPDATE · Oct 8 20:14Z PBE 83% pbe-rates-path@1.0.0 · data cutoff Oct 8 20:14Z
Quick read
- pbe-rates-path@1.0.0 moved “5.1% or below” from 59% to 70% (+11 pts).
- Later data cutoff: Oct 5 19:50Z → Oct 6 19:54Z; 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 5 19:50Z (data cutoff Oct 5 19:50Z) and the one at Oct 6 19:54Z (cutoff Oct 6 19:54Z), the same model version — pbe-rates-path@1.0.0 — moved “5.1% or below” from 59% to 70%. The model inputs that changed: Daily volatility (EWMA) from 5.3 bp to 5.3 bp; Latest official par yield from 5.19% to 5.15%; Business days left from 18 to 17.
| Input | Before | After | Primary |
|---|---|---|---|
| Daily volatility (EWMA) | 5.3 bp | 5.3 bp | yes |
| last_published_date | 2026-10-05 | 2026-10-06 | — |
| Latest official par yield | 5.19% | 5.15% | yes |
| Business days left | 18 | 17 | 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 | 66 |
| Oct 4 22:15Z | Kalshi mid | 80 |
| Oct 4 23:01Z | Kalshi mid | 80 |
| Oct 4 23:32Z | Kalshi mid | 80 |
| Oct 5 08:48Z | Kalshi mid | 79 |
| Oct 5 09:22Z | Kalshi mid | 79 |
| Oct 5 10:01Z | Kalshi mid | 79 |
| Oct 5 10:18Z | Kalshi mid | 78 |
| Oct 5 10:25Z | Kalshi mid | 78 |
| Oct 5 11:01Z | Kalshi mid | 79 |
| Oct 5 11:06Z | Kalshi mid | 78 |
| Oct 5 11:44Z | Kalshi mid | 79 |
| Oct 5 12:40Z | Kalshi mid | 79 |
| Oct 5 12:44Z | Kalshi mid | 78 |
| Oct 5 13:00Z | Kalshi mid | 78 |
| Oct 5 13:06Z | Kalshi mid | 76 |
| Oct 5 13:16Z | Kalshi mid | 77 |
| Oct 5 19:50Z | PBE pbe-rates-path@1.0.0 | 59 |
| Oct 6 01:16Z | Kalshi mid | 76 |
| Oct 6 01:18Z | Kalshi mid | 75 |
| Oct 6 19:54Z | PBE pbe-rates-path@1.0.0 | 70 |
A comparable market observation was not captured with both snapshots, so no market move is stated.
The two snapshots
| Earlier | Later | |
|---|---|---|
| Captured | Oct 5 19:50Z | Oct 6 19:54Z |
| Data cutoff | Oct 5 19:50Z | Oct 6 19:54Z |
| Guidance runs | — | — |
| PBE | 59% | 70% |
| 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
- 0d3b9bb1-1c68-4f35-8235-47fb700a671e
- Compared with
- c8624606-561a-4fce-9737-88ef0122be62
- Captured
- Oct 6 19:54Z
- Data cutoff
- Oct 6 19:54Z
- 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, 7-year tenor, first published value per business day
- Independent check
- FRED DGS7 (H.15 constant maturity, same Treasury curve)
- Measurement
- Daily par yield for the 7-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
- 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.