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Data as of .

How a prediction market ETF pays

An event contract is a derivative that settles at exactly $1.00 if a stated event happens and $0.00 if it does not, so its price between those two sits where the market puts the chance of the event. A fund holding one side of a resolved question is therefore holding something that ends at one of two numbers, and the filings warn that it may lose substantially all of its value. Two things differ between these issuers: whether a fund tracks one event or a portfolio of them, and how much each states about how it holds them.

How a prediction market ETF pays, as of Sep 25, 2026. Source: ETFIQ.
IssuerWhat the fund holdsFunds filedWhere the contracts tradeHolds them throughStates near-total loss
Bitwiseone event per fund12CFTC-regulated designated contract marketCayman Islandsyes
Direxiona portfolio of contracts4designated contract marketCayman Islandsnot stated
GraniteSharesone event per fund6CFTC-regulated designated contract marketCayman Islandsyes
Roundhillone event per fund6CFTC-regulated designated contract marketCayman Islandsyes

Read from these filings

Every name, date and figure on this page is read from the registration statements above. Where a filing leaves a value blank, this page says so rather than showing a placeholder. None of these funds trades, so there are no prices, fees or returns here.

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Where these figures came from

ETFIQ links to the documents behind every figure. It is not affiliated with any issuer, and a link is not an endorsement.

ETFIQ is an independent publisher and makes no recommendations; every figure is calculated from published data. Standards and sources

Cite this page. ETFIQ, How a prediction market ETF pays, data as of Sep 25, 2026. https://etfiq.com/prediction-markets/how-a-binary-fund-pays/ Free to use with attribution; the underlying files are at Open data.

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ETFIQ, How a prediction market ETF pays, data as of Sep 25, 2026. https://etfiq.com/prediction-markets/how-a-binary-fund-pays/
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