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Event-contract market data · Economics · Treasury Yields & FX

Treasury Yields & FX Prediction Data — Kalshi

Tick-by-tick trades and L2 order-book depth for 6 Treasury Yields & FX series on Kalshi — Treasury 10Y daily and weekly yield, Treasury note yield on date, EUR/USD daily range, USD/JPY daily range, USD/BRL max. 1,019 series-days covering March 2026 – present; 7.3K trades · $73.8K turnover over the last 30 captured days. Every contract captured co-located with nanosecond venue and receive timestamps — sold as day bundles, €1 per day, bought as a guest with instant download.

Series
6
Venues
Kalshi
Coverage
March 2026 – present
Series-days
1,019
Trades (30d)
7,276
Turnover (30d)
$73.8K
Since 2026-08-09
21.0K trades · $101.3K
About this topic

Treasury Yields & FX on Kalshi

10-year Treasury yield daily and weekly ladders, yield-on-date contracts, EUR/USD and USD/JPY daily ranges, USD/BRL.

Every series below is archived at full feed resolution — each contract file carries every trade print (price, size, side) and Level-2 order-book updates in one normalized, zstd-compressed schema. A series-day bundle holds all contracts of the series for one UTC day.

Most active

Most traded Treasury Yields & FX series (last 30 days)

Ranked by USD turnover from our own daily statistics — the series a market maker or bot builder should start with.

#SeriesVenueTrades (30d)Turnover (30d)Days
1EUR/USD daily rangeKalshi3,702$37.6K28Buy days
2USD/JPY daily rangeKalshi3,120$27.5K28Buy days
3Treasury note yield on dateKalshi308$8.2K30Buy days
4USD/BRL maxKalshi146$444.6130Buy days

Trades and USD turnover summed over every contract of the series, from the recorded tick data; 30 days to 2026-09-22. Series without statistics in the window are omitted.

Month by month

Treasury Yields & FX — development since capture

21,047 trades and $101.3K of USD turnover across 4 series since 2026-08-09; busiest single series-day 2026-09-22 with $5.2K, biggest contract KXEURUSD-26SEP2210-B1.145 (2026-09-22, $3.2K).

MonthSeries activeDaysTradesTurnover (USD)Avg / dayContracts tradedL2 updatesvs previous month
Sep 2026 (month to date)4225,871$62.4K$2.8K6547.7M
Aug 202642315,176$38.9K$1.7K7674.9M

Treasury Yields & FX series — trades and USD turnover summed per calendar month (UTC) over every contract, from our own daily statistics of the recorded tick data. Days = captured UTC days; a partial month shows no month-over-month change. Contracts traded and L2 (order-book) updates exist for days captured with the extended statistics.

Weekly rhythm

Treasury Yields & FX — turnover by weekday

Tuesdays are the busiest day at about $4.0K of USD turnover, averaged over the captured days of the last 30.

Weekday (UTC)Avg turnover / dayUSDAvg tradesDays
Monday$2.5K296.45
Tuesday$4.0K3235
Wednesday$3.6K3554
Thursday$3.5K335.254
Friday$2.6K274.754
Saturday$211.1214.54
Sunday$497.5565.254

Treasury Yields & FX series — average USD turnover and trades per weekday over the captured days of the last 30, from our own daily statistics; weekdays without a captured day show —.

Rising

Rising Treasury Yields & FX series — 30 days vs the 30 before

#SeriesVenueTurnover (30d)Prior 30dGrowth (avg / day)Trades (30d)
1EUR/USD daily rangeKalshi$37.6K$13.7K+47.5 %3,702
2USD/JPY daily rangeKalshi$27.5K$12.4K+18.3 %3,120

Growth of average USD turnover per captured day, the 30 days to 2026-09-22 against the 30 days before; series need ≥ 10 captured days in both windows and ≥ $10K of turnover in the current one. From our own daily statistics.

Daily activity

Treasury Yields & FX prediction markets — trades and turnover per day

Every captured UTC day of the last 30, summed over the 6 Treasury Yields & FX series — how much these markets trade day by day, from our own tick capture.

UTC daySeries with statsContracts tradedTradesTurnoverBuy shareL2 updates
2026-09-22430356$7.3K85 %808.1K
2026-09-21434499$4.7K80 %623.6K
2026-09-20424170$1.7K32 %230.0K
2026-09-194814$403.57100 %999.9K
2026-09-18449403$4.1K80 %770.7K
2026-09-17440381$3.5K63 %880.3K
2026-09-16448598$4.8K70 %879.2K
2026-09-15446438$4.7K66 %578.9K
2026-09-14439374$3.6K85 %275.1K
2026-09-134918$25.0882 %48.0K
2026-09-12426$47.112 %14.2K
2026-09-11433229$2.6K89 %211.4K
2026-09-10444530$5.4K83 %252.1K
2026-09-09443282$5.1K95 %220.7K
2026-09-08438342$2.5K81 %115.3K
2026-09-0741842$152.7161 %58.5K
2026-09-06239$106.09100 %23.8K
2026-09-052513$177.8483 %16.7K
2026-09-04421266$1.8K83 %87.9K
2026-09-03436287$3.7K82 %185.4K
2026-09-02445355$2.8K85 %156.6K
2026-09-01439259$3.3K85 %251.2K
2026-08-31440301$1.7K85 %251.2K
2026-08-3041064$145.7788 %92.9K
2026-08-2941325$215.9693 %54.3K
2026-08-28445201$2.1K87 %110.0K
2026-08-27432143$1.4K93 %97.6K
2026-08-26430185$1.5K88 %110.9K
2026-08-25432220$2.2K83 %184.1K
2026-08-24434266$2.1K91 %173.6K

Per UTC day, summed over every Treasury Yields & FX series that has statistics for that day, from every trade print of every contract in our tick archive. Trades and USD turnover are exact; contracts traded, buy share and L2 (order-book) updates exist for days captured with the extended statistics — earlier days show —.

Biggest contracts

Most traded Treasury Yields & FX contracts on 2026-09-22

The single event contracts with the most USD turnover on the newest captured day — with open and close price and the outcome implied by the last print.

ContractSeriesVenueOpen → CloseImplied outcomeTradesTurnover
KXEURUSD-26SEP2210-B1.145EUR/USD daily rangeKalshi0.2300.990Yes56$3.2Kbuy file →
KXEURUSD-26SEP2210-B1.147EUR/USD daily rangeKalshi0.2700.010No69$2.0Kbuy file →
KXUSDJPY-26SEP2210-B157.375USD/JPY daily rangeKalshi0.1200.970Yes35$489.41buy file →
KXUSDJPY-26SEP2210-B157.125USD/JPY daily rangeKalshi0.1000.010No40$478.85buy file →
KXUSTYLD-26SEP30-T4.70Treasury note yield on dateKalshi0.4800.520open11$419.4buy file →
KXUSTYLD-26SEP30-T4.60Treasury note yield on dateKalshi0.7900.860open7$288.51buy file →
KXUSDJPY-26SEP2210-B156.875USD/JPY daily rangeKalshi0.2700.040open21$189.42buy file →
KXUSDJPY-26SEP2210-B157.875USD/JPY daily rangeKalshi0.0800.010No13$68.99buy file →
KXUSDJPY-26SEP2210-B157.625USD/JPY daily rangeKalshi0.2000.020No8$54.71buy file →
KXEURUSD-26SEP2210-B1.149EUR/USD daily rangeKalshi0.2100.010No9$54.44buy file →

Single contracts ranked by USD turnover on 2026-09-22 (UTC), from every trade print in our tick archive. Prices quote 0..1; the implied outcome reads the last print of the day (≥ 0.97 Yes/Up, ≤ 0.03 No/Down) — venues publish the official result. Each contract’s day file is sold individually, the whole series day as a bundle.

6 series · 783 MB

Kalshi Treasury Yields & FX series

Largest archive first. Each series page lists its exact coverage, day count and recent days; day bundles are bought in the shop calendar.

SeriesVenueIntervalDaysCoverageSizePrice/day
USD/JPY daily rangeKalshidaily199March 2026 – present304 MB€1Buy days
EUR/USD daily rangeKalshidaily199March 2026 – present262 MB€1Buy days
Treasury note yield on dateKalshievent202March 2026 – present106 MB€1Buy days
Treasury 10Y daily yieldKalshidaily113March 2026 – July 202642.1 MB€1Buy days
USD/BRL maxKalshiannual203March 2026 – present41.8 MB€1Buy days
Treasury 10Y weekly yieldKalshiweekly103March 2026 – June 202627.7 MB€1Buy days
Why CryptoStruct

Why buy Treasury Yields & FX prediction-market data here

Four things every page on this site is built on — and the reason the numbers above exist at all.

We record everything

The complete public feed of each venue as it was published: every Level-2 snapshot and update at the venue's full book depth, every trade with its aggressor side, every quote, funding, mark-price and liquidation event — for every instrument the venue lists, every UTC day since we added the venue. Nothing sampled, no top-N cut, no on-demand capture.

Institutional grade

Captured co-located at the venue with the exchange timestamp and our receive timestamp in integer nanoseconds, an event-id chain that makes any gap visible, and one normalized schema across 35+ venues — the same capture our own high-frequency trading engine and enterprise feeds run on.

€1 per instrument-day

Any instrument-day is €1, series-day bundles start at €1 — no subscription, no minimum order, no tiers to unlock. Credit packs lower the effective price and never expire, and every venue has free full-day samples to test against first.

Self-service for everyone

Pick the days in the Data Shop, pay by card as a guest and download immediately — no sales call, no enterprise contract, no KYC. Coding agents buy the same files through the MCP server, and the free Agent Skill teaches them the format.

FAQ

Treasury Yields & FX prediction-market data — FAQ

Does Kalshi have Treasury yield markets?

Yes — daily and weekly 10-year yield ladders and yield-on-date series, plus FX daily-range contracts on EUR/USD and USD/JPY and a USD/BRL maximum series.

How is yield and FX prediction-market data sold?

One purchase covers every contract of the series for one UTC day — every trade print and the complete Level-2 book per contract, captured co-located with nanosecond timestamps — €1 per series-day, bought as a guest with instant download.

How far back does the Treasury Yields & FX data go?

Coverage runs March 2026 – present — 1,019 series-days across 6 series on Kalshi. Each series page lists its exact span.

Can I get Treasury Yields & FX prediction-market data as CSV or Parquet?

Yes — trades export as gzipped CSV or Parquet at no extra cost, with integer microsecond UTC timestamps that load straight into pandas, polars or DuckDB. Kalshi records full order-book depth without a separate BBO stream, so book data ships in the native tick file — the free reader script converts it locally. See the formats overview.

How much does Treasury Yields & FX prediction-market data cost?

€1 per series-day bundle — every contract of the series for that UTC day — no subscription, no minimum order. Pick days in the shop calendar, pay as a guest, download immediately.

Do I need an account or a sales call?

No. Pick the Treasury Yields & FX series-days in the Data Shop, pay by card as a guest and download immediately — no subscription, no minimum order, no KYC, no enterprise contract, no sales call. Coding agents buy the same bundles through the MCP server.

How is the Treasury Yields & FX data captured?

Co-located at the venue, message by message: every Level-2 update and every trade print carries the exchange timestamp and our receive timestamp in integer nanoseconds, an event-id chain makes any gap visible, and one normalized schema across 35+ venues means a parser written for Binance reads these files unchanged. It is the same capture our own high-frequency trading engine runs on — nothing sampled, no top-N cut.

What was the busiest Treasury Yields & FX trading day?

2026-09-22 — $5.2K of USD turnover over 175 trades in a single series-day. Since our statistics began on 2026-08-09, 4 Treasury Yields & FX series recorded 21,047 trades and $101.3K in total; the biggest single contract was KXEURUSD-26SEP2210-B1.145 on 2026-09-22 at $3.2K. Tuesdays are the busiest weekday at about $4.0K per day.