KALSHI LIVESTREAM

September Fed Rate Decision Probability & Transmission Analyzer

Source: @DeItaone (*TRADERS ADD TO BETS ON FED RATE INCREASE IN SEPTEMBER)
Hawkish Repricing Shock FOMC: Sep 2026 Target Band: 5.25% - 5.50%
FOMC Outcome Probability Distribution
Market-implied probabilities for the September 2026 rate decision
1.0%
46.0%
45.0%
8.0%
Normalization: Probabilities dynamically scale to total 100.0%. Total Sum: 100.0%
Implied Rate & Macro Transmission
Real-time yields, dollar index repricing, and duration drift
Total Hike Probability 53.0% Hold (46.0%) vs Hike (53.0% total)
Implied Rate Delta +18.25 bps Expected funds rate shift
2Y Treasury Yield Shift +14.6 bps Yield: 4.526% (Base: 4.380%)
Macro Regime Hawkish Repricing Shock Policy uncertainty index elevated
Action Target Delta Probability Expected Bps
Cross-Asset Repricing Sensitivities
Estimated market reaction across rates, FX, and repo spreads
US 10-Year Treasury Yield Term premium pass-through factor (0.42x beta)
+7.7 bps
US Dollar Index (DXY) Impact Short-term interest rate differential carry elasticity
+0.64%
30-Year Fixed Mortgage Spread MBS duration extension and hedging friction
+11.9 bps
SOFR / Repo Liquidity Stress Overnight lending friction & collateral tightening
Moderate (+4.2 bps)
Model Assumptions & Kalshi Contract Context
Methodology for fed funds implied futures and yield duration
Tape Grounding: Based on breaking flow reported by @DeItaone regarding Kalshi September meeting markets (kxfeddecision-26sep). When trader volume suddenly flows into the +25 bps and +50 bps hike contracts, fixed income markets experience a front-end curve steepening or inversion wave depending on term premia.
  • Expected Rate Delta: $\sum (P_i \times \Delta_i)$ where $\Delta \in \{-25, 0, +25, +50\}$.
  • 2Y Treasury Beta: Front-end Treasury yields exhibit an empirical 0.80 transmission multiplier to 1-meeting surprise fed funds shifts.
  • Normalization Guard: Manual probability slider adjustments auto-rebalance remaining outcomes to guarantee an exact 100% total probability envelope.

Stored probability transmission arithmetic

Read the explanation

Stored scenario probabilities one cut, forty-six hold, forty-five quarter-point hike and eight half-point hike sum one hundred. Source combines both hike branches to fifty-three percent versus forty-six hold. Bars share ten pixels per percentage point. These are entered scenario weights, not verified current market odds. Source expected rate change multiplies normalized cut probability by minus twenty-five basis points, hold by zero, quarter hike by twenty-five and half hike by fifty. Hike contributions eleven point two five and four sum fifteen point two five, then cut contribution minus point two five gives fifteen. Bars compare positive hike terms at thirty-five pixels per basis point. Expected value is not the most likely realized decision. Source fifteen-basis-point expected policy change multiplies assigned two-year sensitivity point eight to twelve basis points and ten-year point four two to six point three. Bars compare modeled yield shifts at thirty-five pixels per basis point. These coefficients are simplified assumptions and do not predict actual Treasury moves. Complete original raw JSON/reset/native resize/first-footer proof preserves the analyzer.

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