BenchmarkWETFED

W.E.T. Fed Path Index

methodology v2.0
+64.8bps▼ 2.0vs prior close

WET Close 2026-09-21 · settled 2026-09-21 21:06 UTC · 24 days of record

Chainverified · 45 rowsMethodv2.0RestatementsnoneConfirmedn/a · meeting stripVenuesCFTC-regulated only

The constant-horizon policy-rate expectation implied by Fed-meeting contracts, in basis points.

Negative = easing priced over the horizon. Positive = tightening. Zero = on hold.

What this print is and is not
  • The independent committee seat is currently vacant, so the administrator is the sole decision-maker on methodology changes. Stated here rather than omitted.

Governance status

as of the 2026-09-21 WET Close · settled 2026-09-21 21:06 UTC
Chain verified
Yes
45 rows recomputed at render, genesis → today
Quality state
Stale
5 scheduled closes did not land — the newest print is 2026-09-21 against a nightly settlement cadence, so serving this as current would carry a value forward across a gap · Q not computed — a meeting strip has no canonical mappings to score — Q is not defined here, not perfect · no directional alert may be generated from this state (§6.7)
Meetings
11
cycles on the ladder · minimum 2 to publish
Confirm state
n/a
a meeting strip has no canonical event mappings to confirm
Single-venue
not recorded
this construction does not record a per-venue count on its rows
Days of record
24
unattended daily settlement
Last reconstitution
n/a
constant-maturity construction — no basket, so nothing to reconstitute
Restatements
None
no published value has been corrected
Divisor
n/a
interpolated across meeting cycles

Why it moved

No attribution published. the meeting ladder on one of the two settlements is missing or is not a running sum of its per-meeting expectations, so the constant-maturity blend cannot be re-derived

How WETFED works

mirrors engine.constantMaturity() · methodology v2.0
What it measures

How much policy-rate change is priced in over a fixed forward horizon — in basis points, a real unit, not a 0–100 score.

How it is computed

E[Δrate] = Σ p̂ᵢ · bpsᵢ, p̂ᵢ = pᵢ / Σp → V(182d) = V_a·(1−t) + V_b·t

For each Fed meeting the venue lists a mutually exclusive, collectively exhaustive strip of outcomes. Their mids are normalised to sum to one — which removes the book’s overround — and weighted by the basis points each outcome implies. Meeting expectations chain into a cumulative path, and the headline is that path interpolated to a constant 182-day horizon: the CBOE VIX construction applied to event-contract cycles, which is why the series never expires and never gaps on a roll. It does not extrapolate past the furthest listed cycle; beyond the back of the curve it reports the back cycle’s value.

How to read it

Negative means easing is priced over the horizon, positive means tightening, zero means on hold. The meeting ladder below shows the shape of the path, not only its 182-day summary.

Scale: Easing priced → Tightening priced · published in basis points

The markets behind it

no constituent basket by construction

No executable basket exists for WETFED. WETFED has no constituent basket. It is a constant-maturity blend over the Fed meeting ladder — 11 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. The meeting ladder below is its real composition — that honest state is the answer, not a synthesised roster that would look right and be wrong.

Meeting ladder

the path behind the 182-day blend · basis points
Oct 202637d+37.3 cum
Dec 202679d+54.3 cum
Jan 2027128d+59.5 cum
Mar 2027177d+64.9 cum
Apr 2027219d+64.4 cum
Jun 2027261d+65.5 cum
Jul 2027310d+69.1 cum
Sep 2027359d+72.2 cum
Oct 2027401d+74.6 cum
Dec 2027443d+72.9 cum
Jan 2028492d+77.0 cum

Settlement provenance

what produced this exact print
engine wet-engine/v1
rubric gpr-adapted/v1
classifier severity-rules/v2
methodology v2.0
composition 4c4d530cdf570cf4
checksum 389b7c3fc8508387 ← a452769388865655

FNV-1a over slug|date|value(6dp)|divisor(9dp)|compositionDigest|previousChecksum. Recomputable from the published rows alone, in any language — which is what makes “verified” above a result rather than a claim.

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“As of the 2026-09-21 WET Close, the W.E.T. Fed Path Index (WETFED) prints +64.8bps, per World Event Trading.”

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A benchmark reading of prediction-market prices — not a W.E.T. forecast, not advice, and never a performance claim. W.E.T. is not an exchange and never handles orders. Data, not advice.