Macro, economic, and fundamental event contracts — not sports, not politics. Last verified: 2026-04-18.
If you're a retail options trader or finance-literate investor looking for event contracts on Fed decisions, CPI, jobs, GDP, yields, equity indices, or crypto-price thresholds — here is which platform lists what.
Settles from: FOMC rate decision announcement (official Fed release)
Contract shape: Binary: will the Fed cut / hold / hike at the next FOMC meeting?
Density is highest on Kalshi (direct exchange + multi-meeting ladder). Webull and Robinhood surface Fed contracts via Kalshi. Polymarket lists the headline contracts but on a shallower ladder. ForecastEx lists Fed contracts on its own DCM.
Settles from: BLS monthly CPI release (official BLS data)
Contract shape: Threshold: will CPI year-over-year exceed X% in [month]?
Kalshi runs month-by-month ladders with multiple strikes. Polymarket lists headline CPI but with thinner ladders. ForecastEx has CPI contracts on its own DCM.
Settles from: BLS monthly Employment Situation release
Contract shape: Threshold: will nonfarm payrolls exceed / fall below X in [month]? Will unemployment rate be above/below X%?
Kalshi has the densest ladder, including weekly jobless-claims contracts. Polymarket has headline NFP contracts. ForecastEx has unemployment contracts.
Settles from: BEA GDP release (official BEA data)
Contract shape: Threshold: will US real GDP annualized growth exceed X% in [quarter]?
Quarterly cadence. Kalshi lists advance / second / third estimate cycles.
Settles from: Official index close (S&P, NASDAQ)
Contract shape: Threshold: will S&P 500 close above/below X on [date]? Hourly variants on Webull.
Kalshi lists end-of-day and multi-day strikes. Webull runs hourly S&P 500 and NASDAQ contracts (Kalshi-powered). No Polymarket presence in equity-index event contracts.
Settles from: Official US Treasury yield close
Contract shape: Threshold: will the 10-year Treasury yield close above/below X% on [date]?
ForecastEx has dedicated yield contracts. Kalshi lists occasional strike contracts. Polymarket does not currently list this category.
Settles from: Platform-specified index (typically CME BRR for BTC; platform-native index on Polymarket)
Contract shape: Threshold: will BTC / ETH close above/below X on [date]? Hourly variants on Webull.
Polymarket runs dense BTC/ETH price-threshold contracts on its own chain. Kalshi has BTC/ETH contracts. Webull runs hourly BTC/ETH (Kalshi-powered).
Settles from: Official futures settlement or platform-specified index
Contract shape: Threshold: will WTI crude close above/below $X on [date]?
Commodity-price event contracts are thinner than macro-release contracts on both platforms.
Settles from: NBER Business Cycle Dating Committee announcement
Contract shape: Binary: will the US enter a recession (NBER-declared) by [quarter / year]?
Long-horizon contracts. Settlement source is NBER, which means resolution can lag the business-cycle turn by months.
Settles from: Official earnings-call transcript
Contract shape: Binary: will [word/phrase] be said during [company]'s earnings call?
Kalshi-only category at time of last-verified. See our dedicated Earnings Mentions explainer for contract mechanics and a worked example.
Learn more →Regulatory: CFTC-regulated DCM + DCO
Footprint: Deepest macro / BLS / Fed contract ladder on the US landscape. Earnings mentions are Kalshi-only. Multi-strike ladders per release.
Strength: Density, strike granularity, regulatory clarity.
Tradeoff: Limits / size tiers vary by contract.
Platform guide →Regulatory: QCX LLC d/b/a Polymarket US (CFTC-licensed)
Footprint: Strong crypto-price thresholds, headline macro release contracts, deeper GDP and recession ladders. Less strike density on CPI / NFP than Kalshi.
Strength: On-chain transparency, crypto-price depth.
Tradeoff: Thinner macro strike ladders, no equity-index contracts at this snapshot.
Platform guide →Regulatory: CFTC-regulated DCM + DCO (ForecastEx)
Footprint: Finance-native interface; macro-release and yield contracts; integrates into TWS workflows.
Strength: Integration with broker account, Treasury-yield contracts.
Tradeoff: Thinner contract breadth vs Kalshi.
Platform guide →Regulatory: Via Kalshi (CFTC-regulated)
Footprint: Hourly contracts on S&P 500, NASDAQ, BTC, ETH plus Fed events — all Kalshi-powered.
Strength: Hourly intraday granularity, integration with existing Webull account.
Tradeoff: Curated subset of Kalshi catalog, not full breadth.
Platform guide →Regulatory: Via Kalshi (CFTC-regulated)
Footprint: Fed, CPI, jobs, and major macro headlines surface in Robinhood prediction-market tab. Wrapper interface over Kalshi order book.
Strength: Integration with existing Robinhood account.
Tradeoff: Wrapper-interface legibility issues users have reported on payout-math surfacing; see our Robinhood PnL explainer.
Platform guide →| Platform | Regulatory Basis | Finance-First Footprint | Strength | Tradeoff | Guide |
|---|---|---|---|---|---|
| Kalshi | CFTC-regulated DCM + DCO | Deepest macro / BLS / Fed contract ladder on the US landscape. Earnings mentions are Kalshi-only. Multi-strike ladders per release. | Density, strike granularity, regulatory clarity. | Limits / size tiers vary by contract. | → |
| Polymarket | QCX LLC d/b/a Polymarket US (CFTC-licensed) | Strong crypto-price thresholds, headline macro release contracts, deeper GDP and recession ladders. Less strike density on CPI / NFP than Kalshi. | On-chain transparency, crypto-price depth. | Thinner macro strike ladders, no equity-index contracts at this snapshot. | → |
| Interactive Brokers | CFTC-regulated DCM + DCO (ForecastEx) | Finance-native interface; macro-release and yield contracts; integrates into TWS workflows. | Integration with broker account, Treasury-yield contracts. | Thinner contract breadth vs Kalshi. | → |
| Webull | Via Kalshi (CFTC-regulated) | Hourly contracts on S&P 500, NASDAQ, BTC, ETH plus Fed events — all Kalshi-powered. | Hourly intraday granularity, integration with existing Webull account. | Curated subset of Kalshi catalog, not full breadth. | → |
| Robinhood | Via Kalshi (CFTC-regulated) | Fed, CPI, jobs, and major macro headlines surface in Robinhood prediction-market tab. Wrapper interface over Kalshi order book. | Integration with existing Robinhood account. | Wrapper-interface legibility issues users have reported on payout-math surfacing; see our Robinhood PnL explainer. | → |
Finance-first prediction markets are event contracts that settle on macro, economic, fundamental, or financial-market outcomes — explicitly excluding sports, politics, entertainment, and pop-culture. Categories are grouped by the underlying settlement source (Fed release, BLS release, market close, platform-native index). Platform coverage reflects what each exchange actively lists as of the lastVerified date, sourced from the platform's own market catalog. Live pricing is intentionally not rendered on this page — follow the platform link to see current contracts.
Last verified: 2026-04-18
Every settlement source cites the issuing agency (Federal Reserve, BLS, BEA, or the platform itself); every platform listing links to that platform's own catalog. No live pricing is rendered on this page — follow the platform link for current contracts.
