Data snapshot Snapshot Nov 8, 2026

Fed Decision Odds Across Platforms: The Nov 8 Snapshot

Federal Reserve decisions are the anchor product of financial prediction markets, and the snapshot collected on Nov 8, 2026 shows why. The dataset holds 97 Fed decision markets across the platforms tracked here, from Kalshi and CME event contracts to Polymarket and ForecastEx. Each one prices the same basic question, what the Federal Open Market Committee does at a dated meeting, but the strike structures differ enough that reading two platforms side by side tells you more than reading either alone.

The table below ranks the Fed decision markets with the largest snapshot volume. Volume matters because a price set by a thin market is an opinion, while a price set by a heavily traded one is closer to a consensus. Kalshi dominates this corner of the dataset by count, which fits its role as the regulated US exchange where meeting by meeting contracts are the house specialty. CME event contracts add the institutional version of the same trade, tied to the FOMC announcement itself.

Read as implied probabilities, the Yes prices sketch the market's expected path for policy rates. Where platforms disagree on the same meeting, the gap usually traces back to wording: one contract asks about a cut of any size, another names a strike, and a third resolves on the target range after the meeting. The resolution source on each market page here states exactly what settles the contract, and it is worth reading before treating two prices as the same bet.

Coverage is part of the value. The Fed book in this dataset is not one exchange's opinion: Kalshi lists the meeting contracts in depth, CME frames them as event contracts on the announcement, ForecastEx carries its own set through Interactive Brokers, and Polymarket adds global flow on the headline questions. Robinhood's event contracts route many retail users into the same underlying markets. When five pipes carry the same question, a price has survived five different order books, and a disagreement between them is a signal worth a second look rather than a data error to be averaged away. That is the entire premise of tracking them in one table instead of bookmarking five sites.

A practical reading order helps. Start with the meeting date, then the strike or question wording, then the price, then the volume. Readers who start with the price anchor on a number whose meaning they have not yet checked. The tracker page enforces this order visually by grouping on the meeting and platform, and the market pages put the resolution source above the fold for the same reason. It takes an extra ten seconds per market and prevents the most expensive misunderstanding in this market, which is trading one contract while believing in another.

For a reader following along at home, the practical habit is to watch the meeting sequence rather than a single contract. Front meetings price the near term with tight spreads, while later meetings carry the market's view on the whole cycle. The full tracker on this site lists every Fed decision market in the snapshot by platform, and each one links out to the live market, where the current price replaces this dated one.

Snapshot data: prices and volume were collected from the platform on Nov 8, 2026. They are dated snapshots, not live quotes. Use the live market link for current prices.