In recent Bulgarian election polls, GERB-SDS typically holds a steady lead, whereas the likelihood o...

Moderate risk. The rules feature strict calculation logics for vote margins and specify edge cases (e.g., falling exactly on a boundary resolves to the higher bracket, and unlisted parties winning resolves to 'Other'). If the political party or coalition denoted by 'PB' dissolves or restructures before the election, it could lead to ambiguity and resolution disputes.

Current market prices imply a 'Yes' probability of around 38%-40% for every single option, summing up to nearly 280%, which is mathematically impossible and completely diverges from the fundamental reality where GERB-SDS leads the polls. This divergence is purely a pricing failure caused by an extreme lack of liquidity and market makers.

Current market pricing is heavily concentrated between 4.4% and 4.5%. As the April 3 NFP data releas...

The US unemployment rate is a critical input for the Federal Reserve's monetary policy. A significant deviation in the March unemployment rate from expectations (e.g., a sharp rise triggering recession fears, or an unexpected drop reinforcing sticky inflation) would directly impact interest rate cut expectations, causing volatility in US Treasury yields (US 10Y Yield) and the Dollar Index (DXY), which in turn drives repricing in risk assets like the S&P 500. Such macro data releases are typically significant tradable events.

March 27, 2026 - March 28, 2026, the price of 4.2% fluctuated wildly from 12.7c, dropping as low as 2.2c before rebounding to 11.85c. The reason is a correction in low unemployment expectations and intensified short-term speculation as the non-farm payrolls data release approaches. March 11, 2026 - March 14, 2026, the price of 4.6% crashed from 31.75c to 12.95c, and 4.2% collapsed from 12.5c to 1.45c, while 4.4% surged from 16.5c to 27c. The reason is a violent market correction of previous uncertainties, eliminating bets on extreme outcomes—both an 'unemployment spike' (4.6%) and a 'tightening reversal' (4.2%)—with consensus rapidly converging on the Fed-aligned 4.4%-4.5% range. February 6, 2026 - February 9, 2026, lower unemployment options (4.1%-4.2%) saw increased bidding following strong Jan data, but this trend has now been completely reversed.

Since the sum of the implied probabilities from current market prices far exceeds 100%, all options ...

The market's total implied probability (sum of Yes prices) is 201.5%, which is mathematically impossible as only one bracket can win. This indicates a severe market inefficiency and divergence from reality.

While the Feb 2026 report showed a surprise loss of jobs (driven by strikes and weather), consensus ...

Nonfarm Payrolls (NFP) is a core indicator influencing Fed interest rate expectations. Significant deviations from consensus can trigger repricing of recession or inflation risks, causing sharp volatility in Treasury yields (US 10Y Yield), which in turn drives major intraday swings in the Dollar Index (DXY), Gold, and Equities (S&P 500). This is a highly tradable macro event.

From 2026-03-27 to 2026-03-30, the price of the '0 – 50k' option dropped from 23.5c to 21.5c, '50k – 100k' dropped from 28c to 27c, and '100k+' rose from 18.5c to 24.5c, reflecting increased market optimism for stronger-than-expected jobs data. From 2026-03-24 to 2026-03-28, there were no significant price spikes (all options moved less than 10c). The market remains in consolidation lacking new catalysts.

The Yes price for '100k+' in the current prediction market is only 24.5c, implying a probability of less than 25%. However, mainstream economists generally expect a significant rebound in March nonfarm payrolls (typically well over 100k). This significant divergence may stem from prediction market participants over-extrapolating the previous negative growth data or a lack of sufficient liquidity to correct the mispricing.

With less than 3 days until expiration, there are no official announcements or credible financial me...

The rules allow for 'confidential submissions' to qualify if confirmed by SpaceX or a 'consensus of credible reporting'. This introduces ambiguity and potential dispute risk if rumors circulate near the deadline without immediate official confirmation.

Progress on a SpaceX IPO directly impacts market sentiment regarding Elon Musk's other assets, most notably Tesla (TSLA). A SpaceX public offering could trigger capital reallocation within Musk's business empire or boost valuations in the tech and space sectors. This carries a moderate price impact for TSLA and a minor sentiment-driven impact for the Nasdaq 100.

2026-03-30 to 2026-03-31, the price of the 'April 3' option fell from 49.5c to 35.5c. The reason is that as the deadline becomes extremely imminent with zero news, irrational speculative buying started to retreat, causing the price to revert towards fundamentals. 2026-03-28 to 2026-03-30, the price of the 'April 3' option surged from 21c to 49.5c. The reason is that as the deadline nears without any official news, market liquidity dried up, allowing small amounts of speculative buying to cause a massive price rebound. 2026-03-27 to 2026-03-28, the price of the 'April 3' option plunged from 75.5c to 21c, as the market rapidly downward-revised expectations of an IPO after a brief hype. 2026-03-25 to 2026-03-27, the Yes price for 'March 31' plummeted from 49.5c to 8.5c (and later 2.35c). This is primarily because as the earlier deadline approached without any news of an IPO filing, the market drastically lowered its expectations.

The market price (35.5c) implies a greater than one-third probability of SpaceX filing for an IPO within three days, completely contradicting the consensus of mainstream financial media and Elon Musk's own public statements. Mainstream opinion agrees that SpaceX will not go public in the short term; this divergence is purely caused by low liquidity and short-term speculation in the prediction market.