US Dollar Index (DXY) Up or Down on September 10?
The catch
Market resolves 50-50 if prices are exactly equal or if DXY doesn't trade.
“If the two specified reference prices are exactly equal, this market will resolve 50-50.” — market rules ↗
Pays out only if
The US Dollar Index (DXY) reference price on September 10, 2026 must be higher than the prior trading day's reference price.
“This market will resolve to "Up" if the reference price for the US Dollar Index (DXY) on September 10, 2026 is higher than the reference price for the US Dollar Index (DXY) on the most recent prior trading day.” — market rules ↗Decided at the event on September 10, 2026
“This market will resolve to "Up" if the reference price for the US Dollar Index (DXY) on September 10, 2026 is higher than the reference price for the US Dollar Index (DXY) on the most recent prior trading day.” — market rules ↗Counts as done when: Pyth Close value of 1-minute candle timestamped 4:59 PM ET on September 10, 2026
“For each trading day, the reference price refers to the Pyth "Close" value of the 1-minute candle timestamped 4:59 PM ET on that date.” — market rules ↗Decided by: Pyth, ICE Futures U.S.
“The resolution source for this market will be Pyth, specifically the "Close" values for the relevant 1-minute candles available at https://app.pyth.com/explore/FX.USDXY.” — market rules ↗
Does not count
If the two reference prices are exactly equal, the market does not resolve to Up or Down but 50-50.
“If the two specified reference prices are exactly equal, this market will resolve 50-50.” — market rules ↗If DXY does not trade at all during the relevant trading session, the market resolves 50-50.
“If the US Dollar Index (DXY) does not trade at all during the relevant trading session, this market will resolve 50-50.” — market rules ↗If September 10 is not a trading day under the applicable trading-hours schedule, the market resolves 50-50.
“If a listed date is not a trading day under the applicable trading-hours schedule as listed on Pyth, this market will resolve 50-50.” — market rules ↗- DXY closes higher on September 10 than on September 9, but September 9 was not a trading day so the comparison is to an earlier dateour reading
Watch out
HIGHA Yes here may pay less than a dollar
“If the two specified reference prices are exactly equal, this market will resolve 50-50.” — market rules ↗- WATCHSome obvious wins don't count
NOTEAn outside data source decides, with a named backup
“The resolution source for this market will be Pyth, specifically the "Close" values for the relevant 1-minute candles available at https://app.pyth.com/explore/FX.USDXY.” — market rules ↗
Read on 2026-09-10. Click a line for the sentence it rests on. Facts and gaps only — not a prediction.
The rules, in plain English
This market resolves to "Up" if the US Dollar Index (DXY) reference price on September 10, 2026 is higher than the reference price on the most recent prior trading day. This market resolves to "Down" if the September 10, 2026 reference price is lower than the most recent prior trading day's reference price. For each trading day, the reference price is the Pyth "Close" value of the 1-minute candle timestamped 4:59 PM ET on that date. For example, a market on Monday would normally compare to the previous Friday, unless Friday was not a trading day, in which case it would use the next most recent prior trading day. If the two reference prices are exactly equal, this market resolves 50-50. Reference prices are used exactly as published by Pyth, without rounding. If the US Dollar Index (DXY) does not trade at all during the relevant trading session, this market resolves 50-50. Trading days are determined according to the applicable trading-hours schedule as listed on Pyth. Under the standard schedule (America/New_York time zone), trading is open continuously from 5:00:00 PM ET Sunday through 5:00:00 PM ET Friday, with no daily settlement break, except where modified by holiday or special-session hours as listed on Pyth. If the listed date is not a trading day under the applicable trading-hours schedule as listed on Pyth, this market resolves 50-50. Under the standard New York 5:00 PM FX close convention, each trading day begins at 5:00 PM ET on the preceding calendar day and ends at 5:00 PM ET on that calendar day. If either of the relevant days has no valid Pyth "Close" value for the 1-minute candle timestamped 4:59 PM ET, the market will use the last valid Pyth price achieved prior to 4:59 PM ET during that trading day as the effective reference price. If no valid Pyth price exists for that trading day due to a system outage, data failure, or other technical disruption, the reference price for that day may be determined using the official settlement value for the spot U.S. Dollar Index for that trading day, as published by ICE Futures U.S. in its "Futures Daily Market Report for US Dollar Index" dated as of that trading day. This report can be accessed by selecting "End of Day Report" under the "Reports" tab of the product page at https://www.ice.com/products/194/US-Dollar-Index-Futures. The relevant value is the one shown in the "Settle Price" column for the row with Commodity Name "DX" and Contract Month "SPOT". If no such spot settlement value is published for that trading day, the "Settle Price" value shown in the same report for the most actively traded (by open interest) ICE U.S. Dollar Index futures contract month (ticker DX) may be used instead. Only prices achieved during the applicable trading session will be considered. In the event of an index methodology change, feed change, or similar structural modification affecting the market during the listed time frame, this market will resolve based on adjusted prices as displayed on Pyth. The resolution source for this market is Pyth, specifically the "Close" values for the relevant 1-minute candles available at https://app.pyth.com/explore/FX.USDXY. Historical 1-minute candles may be accessed by appending a Unix timestamp (seconds) to the Pyth chart URL using the "t=" parameter.
What the rules leave open
What happens if ICE Futures U.S. also fails to publish a settlement value when Pyth data is unavailable?
closest the rules come: “If no such spot settlement value is published for that trading day, the "Settle Price" value shown in the same report for the most actively traded (by open interest) ICE U.S. Dollar Index futures contract month (ticker DX) may be used instead.” — market rules ↗What happens if both Pyth and all ICE settlement values are unavailable for one or both of the relevant days?
closest the rules come: “If no such spot settlement value is published for that trading day, the "Settle Price" value shown in the same report for the most actively traded (by open interest) ICE U.S. Dollar Index futures contract month (ticker DX) may be used instead.” — market rules ↗