How many dissent at the July Fed meeting?

According to the latest prediction market data for the query “How many dissent at the July Fed meeting?”, traders have formed a strong consensus.

Currently, 0 is dominating the market with an overwhelming 28.5% chance of winning. 1 follows in second place at 26.5%, while 2 sits in third with 26.5%. The betting volume for this specific market has already reached $46.6K, reflecting intense industry interest.

To better assess where each potential outcome stands, the market can be segmented into three distinct trading tiers based on implied probability and contract pricing:

🥇 Tier 1: The Dominant Leader

• 0 (28.5%): Currently commanding the highest probability, 0 is heavily favored by the order book. Traders looking to back this outcome face a “Buy Yes” contract price of 28¢, signaling a high degree of market conviction. This contract alone has generated $36.4K in volume.

🥈 Tier 2: The Primary Challengers

• 1 (26.5%): Positioned as the most viable alternative, 1 maintains a 26.5% chance of resolving true. Its “Buy Yes” shares currently trade at 27¢.
• 2 (26.5%): Sitting in third place with a 26.5% probability, the market shows measured skepticism toward 2, treating it as an outside wildcard unless momentum shifts.

🥉 Tier 3: The Long-Tail Options (Combining for ~18.5%)

Beyond the top three choices, a wide field of macro variables and long-shot outcomes are being tracked. While their individual probabilities hover low, they represent crucial hedges for speculative traders:

• Alternative Options: This includes 3 (13%), and 4+ (4.3%).
• Speculative Volume: Despite low statistical likelihood, certain long-tail contracts like 3 are still attracting notable interest.

The July Federal Open Market Committee (FOMC) meeting is scheduled for July 28-29, 2026. The policy decision will be announced at 2:00 PM Eastern Time on July 29, followed by the Fed Chair’s press conference at around 2:30 PM ET.

This market will resolve according to the number of dissenting votes recorded at the July Federal Open Market Committee monetary policy meeting, specifically those dissenting on the Fed Funds Rate decision.

The resolution source for this market is the FOMC’s statement after its meeting scheduled for July 28-29, 2026, according to the official calendar: https://www.federalreserve.gov/monetarypolicy/fomccalendars.htm.

This market may resolve as soon as the FOMC’s statement for their July meeting with relevant data is issued; however, a consensus of credible reporting will also be used.

While human consensus and speculative volume shape the broader prediction market, our quantitative algorithms offer a data-driven counter-perspective. By analyzing fundamental signals, underlying trends and historical distributions, our AI Valuation model calculates an independent “Fair Value” probability for each outcome.

Comparing this Fair Value against the current Trade Value uncovers major disparities — known as the Expected Value (EV) Gap. Contracts with a positive EV Gap represent statistically underpriced outcomes, whereas a negative EV Gap flags a potential market overreaction.

Top AI Alpha & Mispriced Arbitrage Opportunities

Based on the latest data model run, several key contracts stand out with significant deviations:

• The Most Overvalued Outcome 3 currently trades at 13%, but our AI places its Fair Value at just 8.8%. This creates a large negative EV Gap of -4.3%, suggesting the crowd may be overhyping this outcome and driving the premium too high.
• The Best Value Play (Highest EV) Our model identifies 0 as the premium value opportunity on the board. While the market only assigns it a 28.5% trading probability, our AI’s Fair Value assessment sits at 31.3% — yielding an impressive +2.8% EV Gap.