TOTAL VOLUME:
$66b
24H VOL:
$398,877,831
24H TRANSACTIONS:
647,445,881
OPEN INTEREST:
$1,477,629,845
622,934
Markets across
14,083
events
MATCHED EVENTS:
1,257
PLATFORM COVERAGE:
4
Polymarket:
49%
VS.
Kalshi:
51%
This event group tracks whether U.S. Gulf Coast Kerosene-Type Jet Fuel prices for the week ending June 12, 2026 will exceed specified thresholds. Both platforms reference the same official EIA weekly spot price data, with Limitless offering two binary markets at $3.90 and $3.40 thresholds, while Kalshi provides a ladder of eleven binary outcomes ranging from $2.90 to $3.90 per gallon.
Resolution is determined by the Kerosene-Type Jet Fuel Prices: U.S. Gulf Coast weekly average spot price for the week ending June 12, 2026, as reported by the FRED series WJFUELUSGULF. The data is published weekly on Wednesday and is not seasonally adjusted. Each outcome corresponds to a specific price threshold, with resolution to Yes occurring if the weekly average spot price exceeds the designated threshold in dollars per gallon. The applicable thresholds range from $2.90 to $3.90 per gallon, increasing in $0.10 increments. The official data source is the Federal Reserve Economic Data (FRED) series, which provides standardized, non-seasonally adjusted weekly pricing for this commodity.
This market will resolve to “Yes” if the weekly observation dated June 12, 2026 for “Kerosene-Type Jet Fuel Prices: U.S. Gulf Coast (dollars per gallon)” in the EIA weekly release currently scheduled for June 17, 2026 is strictly higher than the price specified in the title. Otherwise, this market will resolve to “No”. The resolution source for this market is the U.S. Energy Information Administration’s Petroleum & Other Liquids spot prices page, with period set to Weekly: https://www.eia.gov/dnav/pet/pet_pri_spt_s1_w.htm The price used for resolution will be the weekly observation dated June 12, 2026 shown on that page. Weekly observations are labeled by week ending Friday. According to EIA’s methodology notes, weekly prices are calculated from daily data as an unweighted average of the daily closing spot prices for the specified period. This market will resolve once the relevant weekly observation is published on the EIA source page. Price precision is determined by the number of decimal places in the source. If the EIA does not release the relevant weekly observation on the June 17, 2026 ET, this market may remain open up until June 23, 11:59 PM ET. If the information is not released by that time, this market will resolve according to the most recent prior weekly observation available on the source page.
Prediction markets like this one often diverge from traditional analyst forecasts because traders incorporate forward-looking sentiment and tail-risk pricing that surveys may miss. While energy analysts typically publish price ranges based on historical volatility and fundamental models, this market lets participants directly stake capital on outcomes, creating real-time probability estimates. The spread between bullish and bearish positions here can signal whether the market expects upside surprises or downside pressure relative to consensus—a dynamic that pure forecasts cannot capture.
Kalshi and Limitless can show different implied probabilities for the same outcome because of liquidity, fee structure, participant mix, and how each venue defines the contract. Each platform uses distinct contract designs and participant bases, which can lead to temporary price gaps. Kalshi may frame the outcome as a threshold relative to the next EIA release, while Limitless targets the specific weekly average for the June 12 settlement week. Differences in liquidity, trader demographics, and fee structures also influence odds. These gaps typically narrow as resolution approaches, but arbitrage opportunities can persist if one platform's participants have stronger conviction or better information access than the other.
This market resolves around Jun 24, 2026, with the outcome confirmed once the event is verifiable from credible public reporting. The winning position will be determined by the actual U.S. Gulf Coast kerosene-type jet fuel spot price for the week ending June 12, 2026, as reported in official energy data. Traders who correctly predicted whether prices would exceed or fall short of the market's threshold will receive their winnings based on the final verified figure.
Crude oil price swings, OPEC production announcements, and refinery maintenance schedules are primary drivers of jet fuel volatility. Geopolitical tensions affecting supply chains, unexpected demand shifts in commercial aviation, and weather events impacting Gulf Coast operations can all trigger sharp repricing. Weekly EIA inventory reports leading up to the June 12 settlement week will provide real-time data that traders use to adjust positions. Currency fluctuations and broader energy market sentiment also influence forward expectations for this specific settlement period.
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