Live Federal Reserve odds across FOMC rate-decision, rate-path count, and Fed chair succession markets tracked across prediction markets.
Federal Reserve prediction markets trade across 99 active contracts as of June 5, 2026, spanning ten specific market sets anchored by the FOMC rate-decision board. Coverage runs from per-meeting rate-decision contracts, which carry the deepest volume, to full-year rate-change count markets and Fed chair succession contracts tied to the leadership transition. These markets resolve against the official FOMC statement released at the close of each scheduled meeting, the rate path set by the Summary of Economic Projections, and confirmed chair appointments. The eight-meeting FOMC calendar is the structural catalyst that reprices the entire board, with each scheduled decision and the dot-plot release driving the heaviest turnover. The live top-markets and movers widgets above show where each contract prices today.
The Federal Reserve board breaks into three durable market families. Rate-decision contracts dominate, with 76 active markets asking whether the FOMC holds, cuts, or hikes at a specific meeting and by how many basis points. These are the highest-volume Fed contracts on the board, repricing on every inflation print and labor report ahead of each decision. Year-stamped rate-change count markets aggregate the full-year path into a single number, asking how many cuts or hikes the Committee delivers across 2026 and 2027, a structurally different bet on the rate trajectory rather than any one meeting. The third family, Fed chair succession, covers who leads the central bank across the 2026, 2027, and 2029 horizons, resolving on confirmed appointments. Together these specifics give traders both per-meeting granularity and full-cycle exposure to the rate path. Reference the live board above for current pricing on each contract.
The FOMC meets eight times a year on a published schedule, and each meeting is a fixed catalyst with a known resolution date. Decision days drive the rate-decision contracts to settlement, while the quarterly meetings that include the Summary of Economic Projections and the dot plot carry extra weight because they reset the market's read on the full rate path. Between meetings, the contracts move on scheduled data releases: the monthly CPI report from the Bureau of Labor Statistics, the jobs report, and the PCE price index the Committee watches most closely. The rate-change count markets resolve at year end against the cumulative basis-point move, while Fed chair contracts resolve on the leadership transition timeline. Each scheduled FOMC date and data release is a forward catalyst with a real calendar anchor.
Fed market volume concentrates around scheduled events rather than continuous news flow. The largest repricings cluster in the days before each FOMC decision and on the morning of major inflation and employment releases, when the implied probability of a cut or hold swings on a single data point. The rate-decision specifics, the deepest set at 76 markets, absorb most of that catalyst-driven turnover, while the rate-change count and Fed chair contracts trade on slower-moving structural shifts in the policy outlook and the succession question. Prediction markets turn each of these into a binary, tradeable probability that updates in real time as the data lands. The live board above shows where the contracts sit today and which are moving most.
Coverage spans 99 active Federal Reserve contracts across ten specific sets as of June 5, 2026: per-meeting FOMC rate-decision markets (76 contracts), full-year rate-change count markets for 2026 and 2027, and Fed chair succession contracts across the 2026, 2027, and 2029 horizons.
The rate-decision specifics carry the deepest volume, with 76 active contracts asking whether the FOMC holds, cuts, or hikes at each scheduled meeting. These reprice on every inflation and labor release. See the live board above for current pricing.
Rate-decision contracts settle against the official FOMC statement at each meeting's close. Rate-change count markets resolve at year end against the cumulative basis-point move. Fed chair markets resolve on confirmed appointments.
As of June 5, 2026, the per-meeting FOMC rate-decision contracts are the highest-volume Federal Reserve set on the board, with the nearest-dated meeting decision carrying the most turnover. Check the live top-markets widget above for the current favorite and exact prices on each platform.
Rate-decision contracts often differ across platforms because of resolution wording and book depth, with one platform pricing the basis-point thresholds more granularly than another. The live board above shows current cross-platform spreads.