Kalshi lists 30 fifteen-minute series with 20 trading, and Bitcoin was 70% of the contracts traded across them over the last day of windows

Kalshi’s quarter-hour markets span 30 listed series, with 20 trading, while Bitcoin accounted for 70% of contracts traded across the last day of windows in the supplied Oct 17, 2026 snapshot. That concentration is the main development in the update, rather than a new platform announcement.

According to predictionmarketspicks.com, the 30-series total and 20 trading series were already recorded as of September 26, 2026. The supplied source excerpt does not independently show the 70% volume calculation, so that figure should be treated as a snapshot rather than evidence of a longer-term trend.

A broad roster, with some series still inactive

The trading lineup covers Bitcoin, Gold, Silver, WTI crude oil, Ethereum, XRP, Solana, Dogecoin, Hyperliquid (HYPE), Zcash, NEAR, BNB, Coin Race, Natural gas, Copper, Platinum, Palladium, EUR/USD, GBP/USD and USD/JPY, according to predictionmarketspicks.com. The outlet identifies six certified but untraded series: the S&P 500, Nasdaq 100 and 2-year, 5-year, 10-year and 30-year Treasury yields. It separately lists Cardano (KXADA15M), Bitcoin Cash (KXBCH15M), TON (KXTON15M) and Crypto comparison (KXCRYPTOCOMP15M) as having no trading history.

Each up-or-down window resolves YES when its closing value equals or exceeds the reference fixed at the opening; a tie therefore favors YES. A continuously operating series has 96 separate windows a day. According to predictionmarketspicks.com, crypto operates 24/7, while metals and currencies pause for the weekend at Friday 5 PM ET; oil and natural gas continue settling into Friday night.

Settlement and costs shape the comparison

The settlement benchmark varies by asset. According to predictionmarketspicks.com, crypto uses 60-second averages of CF Benchmarks real-time indexes; commodities use Pyth 1-minute candle closes; and currencies use Pyth’s published rate. The Treasury-yield contracts identify the US Department of the Treasury, while the S&P 500 and Nasdaq 100 contracts still show placeholder settlement-source text.

The outlet’s study of 2,764 Bitcoin windows from Aug. 29 to Sept. 27, 2026 found outcomes within one percentage point of prices in every 10-cent band: contracts around 46¢ won 45.8% of the time, and those around 92¢ won 91.4%. Exactly half of a separate total of 3,320 settled windows finished up. Trading costs remain distinct from that calibration: the reported taker-fee formula is 7% × price × (1 − price) per contract, or about 1.75¢ near 50¢ and roughly 3.5¢ for entry and exit before the spread.

What it means for prediction markets

• Activity is concentrated. Bitcoin’s reported 70% share indicates that a broad listing roster does not necessarily translate into evenly distributed trading.
• Certification is not trading activity. Series without traded windows should be distinguished from the 20-series active roster.
• Resolution rules matter. Different benchmarks, averaging periods and schedules limit direct comparisons across assets; exact ties resolve YES.
• Calibration is not profitability. The outlet’s historical Bitcoin results describe how prices matched outcomes, not returns after fees and spreads.