Retrieve the latest SOFR data from the NY Fed's official site, visit the Polymarket page for this event to analyze the Order Book (specifically key levels like 3.74% and 3.60%) and user discussions, and update the assessment of fair value and arbitrage risks for March rate volatility.

AI-powered analysis for: Retrieve the latest SOFR data from the NY Fed's official site, visit the Polymarket page for this event to analyze the Order Book (specifically key levels like 3.74% and 3.60%) and user discussions, and update the assessment of fair value and arbitrage risks for March rate volatility.. Get detailed insights and real-time data on PolyPredict AI.

Search for news or analysis regarding liquidity conditions in March 2026 (e.g., quarter-end window dressing, Treasury settlement days) to identify potential catalysts that could cause a spike in overnight repo rates on specific dates.

AI-powered analysis for: Search for news or analysis regarding liquidity conditions in March 2026 (e.g., quarter-end window dressing, Treasury settlement days) to identify potential catalysts that could cause a spike in overnight repo rates on specific dates.. Get detailed insights and real-time data on PolyPredict AI.

Based on the gap between current SOFR levels (e.g., around 3.65%) and the strike prices (e.g., ↑3.74% or ↓3.58%), calculate whether the time decay advantage of shorting volatility (Betting No) outweighs the risk-reward of a sudden liquidity crunch if the market remains stable until month-end.

AI-powered analysis for: Based on the gap between current SOFR levels (e.g., around 3.65%) and the strike prices (e.g., ↑3.74% or ↓3.58%), calculate whether the time decay advantage of shorting volatility (Betting No) outweighs the risk-reward of a sudden liquidity crunch if the market remains stable until month-end.. Get detailed insights and real-time data on PolyPredict AI.

Economy|$2,155 Vol|

12 days 4 hrs

Will SOFR hit __ in March? - AI Odds Analysis

All Outcomes

Market Price

AI Fair Value

Value Edge

↑3.80

YesNo

14.3¢

85.7¢

65¢

35¢

+50.7¢

0¢

↑3.72%

YesNo

50¢

92¢

8¢

+42¢

0¢

↓3.60%

YesNo

45.5¢

54.5¢

10¢

90¢

0¢

+35.5¢

↓3.62%

YesNo

50.5¢

49.5¢

15¢

85¢

0¢

+35.5¢

↑3.74%

YesNo

51¢

49¢

85¢

15¢

+34¢

0¢

↑3.76%

YesNo

50.5¢

49.5¢

78¢

22¢

+27.5¢

0¢

↑3.78%

YesNo

49¢

51¢

72¢

28¢

+23¢

0¢

↓3.58%

YesNo

1.35¢

98.65¢

5¢

95¢

+3.7¢

0¢

AI Insights:

03.04 21:01 Updated

Fair Value Reasoning:

Spot SOFR is 3.70%. Quarter-end (March 31) typically drives rates higher due to funding pressures. With the Fed expected to hold rates, downside risk is minimal. Upside options (↑) are undervalued; downside options (↓) are heavily overpriced.

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Divergence

Prediction market pricing implies a 45% chance of a rate cut or crash, whereas mainstream financial institutions and Fed guidance indicate a 94% probability of rates remaining unchanged.

Will SOFR hit __ in March? - AI Odds Analysis

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