The FED interest rates are defined in this market by the upper bound of the target federal funds range. The decisions on the target federal funds range are made by the Federal Open Market Committee (FOMC) meetings. This market will resolve to the amount of basis points the upper bound of the target federal funds rate is changed by versus the level it was prior to the Federal Reserve's September 2026 meeting. If the target federal funds rate is changed to a level not expressed in the displayed options, the change will be rounded up to the nearest 25 and will resolve to the relevant bracket. (e.g. if there's a cut/increase of 12.5 bps it will be considered to be 25 bps) The resolution source for this market is the FOMC’s statement after its meeting scheduled for September 15-16, 2026 according to the official calendar: https://www.federalreserve.gov/monetarypolicy/fomccalendars.htm. The level and change of the target federal funds rate is also published at the official website of the Federal Reserve at https://www.federalreserve.gov/monetarypolicy/openmarket.htm. This market may resolve as soon as the FOMC’s statement for their September meeting with relevant data is issued. If no statement is released by the end date of the next scheduled meeting, this market will resolve to the "No change" bracket.
Volume $38.4M · Closes Sep 16, 2026 · Last analyzed 9/16/2026, 10:18:31 AM · View source market
Committee range 64%–84% (uncertainty band, not a bet ticket)
Run Analyze to start an append-only history of Market vs Agents61 estimates.
Free: 1 template analyze. Paid desk: news layer + Pro Prediction Clerk.
What does the market think? What does Agents61 think? How large is the disagreement? Why — and what would make Agents61 wrong?
Probability range 64%–84% · Resolution risk Medium · Engine template
Agents61 74% vs market 87.5% (gap -13.5%) on “Will the Fed increase interest rates by 25 bps after the September 2026 meeting?”. Medium confidence; resolution risk Medium.
Confirming catalysts land before the end date and resolution wording matches the intuitive YES path.
Central research blend of base rate, market mid, and red-team haircut on this pass.
Settlement ambiguity or missing catalyst keeps YES from clearing the resolution bar.
Resolution draft on file: “The FED interest rates are defined in this market by the upper bound of the target federal funds range. The decisions on the target federal funds range are made by the Federal Open Market Committee (FOMC) meetings. This…” — score ambiguity before trusting any edge.
Narrative around “Will the Fed increase interest rates by 25 bps after the September 2026 meeting?” is active on public wires. Treat headlines as unverified until tied to a resolution criterion. Recent volume ($38.6M) suggests the story is priced, not ignored.
Market YES ≈ 87.5%. Volume $38.6M. Close window: Sep 16, 2026. No private dataset on this pass — numbers are market microstructure + public context only.
Class base rate for macro events is rarely equal to the live mid. Start near a conservative class prior (~32%), then update with market and domain evidence — do not anchor only on the tape.
Macro: path of policy, growth, and inflation prints matter more than vibes.
YES mid 87.5% with $38.6M notional. Crowded tape ≠ calibrated probability; thin books exaggerate gaps. Use mid as a prior, not a truth.
Blend base-rate prior with market likelihood. Posterior sketch ≈ 63% before red-team haircut.
Crowd is YES-heavy — ask what would have to be true for NO, and whether that path is underpriced.
Kill-shots: (1) resolution text does not match the intuitive question, (2) data used is stale vs end date, (3) narrative double-counts the same catalyst already in the mid.
Resolution draft on file: “The FED interest rates are defined in this market by the upper bound of the target federal funds range. The decisions on the target federal funds range are made by the Federal Open Market Committee (FOMC) meetings. This…” — score ambiguity before trusting any edge.
Model risk: template/LLM research can sound calibrated while missing a settlement edge case. Position risk is out of scope (no trading). Treat Probability Gap as a research prompt, not a bet size.
Prediction Clerk stacks isolated research notes into a probability — not a bet ticket. No wallet, no order routing.
Prediction Markets is odds research. The equity desk staffs legends on tickers the same way — isolated briefs, then a clerk.
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