2Y Treasury month-end yield consensus anchors at 4.10-4.15 percent

Name: 2Y Treasury month-end yield consensus anchors at 4.10-4.15 percent
Creator: ClearMarket
Published: 2026-06-29T08:27:25.000Z
License: https://creativecommons.org/licenses/by/4.0/

Kalshi ladder

record: CMSIG2026062907 | category: pre-event-pricing | target: CM-EVT-159R5BWD80 | published: 2026-06-29

4-bullet brief | narrative

Kalshi ladder prices 55% above 4.10% and only 13% above 4.15% for month-end 2Y Treasury yield, implying a modal range of 4.10-4.15%.
A firm dollar into the jobs week is consistent with rates markets pricing the 2Y yield near current levels rather than moving sharply in either direction.
The June Fed funds upper bound ladder (CM-EVT-PHWX2H6DM5) at 98% above 3.50% but only 18% above 3.75% anchors the short-rate context for the 2Y yield range.
Resolves at month-end close today, June 30; the NFP print due imminently is the primary catalyst that could shift the 2Y yield toward or away from the 4.15% tail.

atomic briefs | structured for retrieval

[01] news_event

significance

surfaced in the daily Exa news-cycle scan; mechanically matched to an active kalshi market

story: The dollar held firm ahead of a week featuring the June jobs report and other key US data, with currency markets on alert for potential volatility.exa_search → corpaycurrencyresearch.com · as_of 2026-06-30T10:54:27+00:00
publisher: corpaycurrencyresearch.com
published_at: 2026-06-29T08:27:25.000Z
source_url: https://corpaycurrencyresearch.com/dollar-holds-firm-ahead-of-potentially-dangerous-week/

[02] pm_response

interp: Kalshi ladder resolves at month-end; with NFP data landing today, the 55%/13% split at 4.10%/4.15% reflects genuine two-sided risk around the jobs print.llm_judge_cm_signal_v1

evaluation

News-cycle wires publish on coverage, not editorial selection — the day’s top stories matched to the prediction markets pricing them, so nothing is cherry-picked.

judge_engine: none — deterministic news-cycle scan
judge_verdict: auto_published
judge_confidence: n/a — no judge gate (deterministic publishing)
prompt_template: news_cycle_v1 github · auditable
match_method: entity_slug_match (mechanical)

citation graph

Every wire traces back to the ClearMarket event it is built on, and out to each venue’s own market page — so any figure here can be verified at its source.

internal

cm_event: /events/kxustm-26jun30/

external

venue_a: https://kalshi.com/markets/KXUSTM-26JUN30-T4.15

programmatic access · four surfaces, same payload

AI grounded search reads embedded JSON-LD in HTML. Developers query REST. Agentic AI clients (Claude Desktop, Cursor) call MCP tools. AI crawlers index via /llms.txt. Same canonical record at every surface.

HTML	browsers, AI grounded search, crawlers (contains embedded JSON-LD `@type: Dataset`)	`https://clearmarket.fyi/signals/2y-ust-month-end-yield-above-4-10-kalshi-55-above-4-15-13-2026-06-29/`
JSON	REST API for developers	`https://clearmarket.fyi/signals/2y-ust-month-end-yield-above-4-10-kalshi-55-above-4-15-13-2026-06-29.json`
MCP	agentic AI tool call (Claude Desktop, Cursor, Continue)	`clearmarket.get_signal("2y-ust-month-end-yield-above-4-10-kalshi-55-above-4-15-13-2026-06-29")`
AGENT	AI crawler discovery index	`/llms.txt`

 PM data: platform APIs (hourly refresh). News context: retrieved with source citations. Editorial judgment: LLM judge with prompt template versioned per wire type. Per-claim provenance inline above; full per-field provenance map at the JSON endpoint under field_provenance.
  raw JSON record · same payload returned by REST endpoint
 {
  "$schema": "https://clearmarket.fyi/schema/signal/v1.json",
  "provenance_version": "0.2.0",
  "record_id": "CMSIG2026062907",
  "published_at": "2026-06-29T08:27:25.000Z",
  "detection": "news_cycle",
  "category_tag": "PRE_EVENT_PRICING",
  "secondary_tags": [],
  "pre_news_classification": "pre_news",
  "target_event_id": "CM-EVT-159R5BWD80",
  "target_event_slug": "kxustm-26jun30",
  "event_question": "2Y US Treasury month-end yield",
  "bullets": [
    "Kalshi ladder prices 55% above 4.10% and only 13% above 4.15% for month-end 2Y Treasury yield, implying a modal range of 4.10-4.15%.",
    "A firm dollar into the jobs week is consistent with rates markets pricing the 2Y yield near current levels rather than moving sharply in either direction.",
    "The June Fed funds upper bound ladder (CM-EVT-PHWX2H6DM5) at 98% above 3.50% but only 18% above 3.75% anchors the short-rate context for the 2Y yield range.",
    "Resolves at month-end close today, June 30; the NFP print due imminently is the primary catalyst that could shift the 2Y yield toward or away from the 4.15% tail."
  ],
  "atomic_claims": [
    {
      "type": "news_event",
      "field_provenance": {
        "story": {
          "tier": "mediated",
          "method": "exa_search",
          "source": "corpaycurrencyresearch.com",
          "source_url": "https://corpaycurrencyresearch.com/dollar-holds-firm-ahead-of-potentially-dangerous-week/",
          "retrieved_at": "2026-06-30T10:54:27+00:00"
        }
      },
      "significance": {
        "threshold": 5,
        "threshold_unit": "rank",
        "passed": true,
        "reason": "surfaced in the daily Exa news-cycle scan; mechanically matched to an active kalshi market"
      },
      "story": "The dollar held firm ahead of a week featuring the June jobs report and other key US data, with currency markets on alert for potential volatility.",
      "publisher": "corpaycurrencyresearch.com",
      "published_at": "2026-06-29T08:27:25.000Z",
      "source_url": "https://corpaycurrencyresearch.com/dollar-holds-firm-ahead-of-potentially-dangerous-week/"
    },
    {
      "type": "pm_response",
      "field_provenance": {
        "notes": {
          "tier": "editorial",
          "method": "llm_judge_cm_signal_v1"
        }
      },
      "notes": "Kalshi ladder resolves at month-end; with NFP data landing today, the 55%/13% split at 4.10%/4.15% reflects genuine two-sided risk around the jobs print."
    }
  ],
  "evaluation": {
    "judge_engine": "none — deterministic news-cycle scan",
    "judge_verdict": "auto_published",
    "judge_confidence": null,
    "prompt_template": "news_cycle_v1"
  },
  "citations": {
    "internal": {
      "cm_event": "/events/kxustm-26jun30/",
      "related": []
    },
    "external": {
      "venue_a": "https://kalshi.com/markets/KXUSTM-26JUN30-T4.15",
      "venue_b": null,
      "benchmark": null
    }
  },
  "sources": [
    {
      "label": "corpaycurrencyresearch.com: Dollar holds firm ahead of potentially-dangerous week, Corpay Currenc",
      "url": "https://corpaycurrencyresearch.com/dollar-holds-firm-ahead-of-potentially-dangerous-week/",
      "published_at": "2026-06-29T08:27:25.000Z",
      "retrieved_at": "2026-06-30T10:54:27+00:00"
    }
  ],
  "field_provenance": {
    "pm_data": "kalshi_api",
    "news_context": "exa_search",
    "editorial_judgment": "cm_signal_llm_judge"
  }
}
 
   PROVENANCE PROTOCOL v0.2 · [direct] venue api · [mediated] grounded web fetch + source url · [derived] computed from listed inputs · [editorial] versioned llm judgment · full spec /schema/provenance/v1

record CMSIG2026062907 published 2026-06-29T08:27:25.000Z signature sha256-d2a2b9f8f98… ← underlying event all signals →