W.E.T. Fed Path Index
v2.0The constant-horizon policy-rate expectation implied by Fed-meeting contracts, in basis points.
WET Close 2026-08-12 · 7 days settled
Benchmark status, logic & track record →Published methodology v2.0 →Governance & restatement policy →Settlement history (JSON) →
indicative · not a settlement value · the WET Close is the official number
No intraday snapshot is published for this basket, so the level above is the last official close and is not refreshing. It is not re-marked between publications.
Basket performance
hypothetical · mid marks · before fees, spread and slippage- Level
- 21.9
- Basis
- constant maturity
- Since inception
- −3.2bps
- 1 day
- +0.5bps
- Constituents
- 0
- Marked
- —
- Settled
- 0
- Single venue
- 0
- Provisional
- 0
- Inception
- 2026-08-06
- Weighting
- none
- Marks
- Consolidated mid
- Days tracked
- 7
Expected policy-rate change in basis points, interpolated to a constant 182-day horizon across the meeting ladder. A constant-maturity construction has no basket and therefore no divisor and no inception base.
No basket and therefore no weights — the ladder is interpolated, not weighted.
WETFED has no constituent basket. It is a constant-maturity blend over the Fed meeting ladder — 12 meetings interpolated to a fixed 182-day horizon — so there are no contracts to hold, no weights to publish and nothing to link. The ladder itself is published in place of holdings.
Live level: WETFED has no constituent basket. It is a constant-maturity blend over the Fed meeting ladder — 12 meetings interpolated to a fixed 182-day horizon — so there are no contracts to hold, no weights to publish and nothing to link. The ladder itself is published in place of holdings.
A benchmark reading of prediction-market prices. The holdings below are the composition the published close was computed over, priced at the mid, before fees, spread and slippage. W.E.T. is not an exchange and never handles orders — every holding links to the venue that lists it. The index is not directly investable. Data, not advice.
Composition · 12 meetings
a constant-maturity blend — the meeting ladder is the compositionWETFED has no constituent basket. It is a constant-maturity blend over the Fed meeting ladder — 12 meetings interpolated to a fixed 182-day horizon — so there are no contracts to hold, no weights to publish and nothing to link. The ladder itself is published in place of holdings.
Meeting ladder · published in place of holdings
- Sep 202635d+7.8bps+7.8bps
- Oct 202677d+5.3bps+13.1bps
- Dec 2026119d+6.3bps+19.4bps
- Jan 2027168d+2.7bps+22.1bps
- Mar 2027217d−0.7bps+21.4bps
- Apr 2027259d−0.4bps+21.0bps
- Jun 2027301d−0.3bps+20.7bps
- Jul 2027350d+0.6bps+21.3bps
- Sep 2027399d+1.9bps+23.2bps
- Oct 2027441d−2.1bps+21.1bps
- Dec 2027483d−0.2bps+20.9bps
- Jan 2028532d+4.3bps+25.2bps
days to resolution · expected change at that meeting · cumulative
A governed benchmark reading of prediction-market prices — free to quote with attribution and the “as of” date. Not a W.E.T. forecast, not advice, and never a performance claim. Any basket shown above is hypothetical, marked at mid, before fees, spread and slippage.