This market will resolve to "Up" if the reference price for the US Dollar Index (DXY) on November 2, 2026 is higher than the reference price for the US Dollar Index (DXY) on the most recent prior trading day.

This market will resolve to "Down" if the reference price for the US Dollar Index (DXY) on November 2, 2026 is lower than the reference price for the US Dollar Index (DXY) on the most recent prior trading day.

For each trading day, the reference price refers to the Pyth "Close" value of the 1-minute candle timestamped 4:59 PM ET (closing at 5:00 PM ET) on that date.

E.g., ordinarily, a market on Monday would refer to the previous Friday for its most recent reference price, unless Friday were not a trading day under the applicable trading-hours schedule, in which case it would refer to the next most recent prior trading day.

If the two specified reference prices are exactly equal, this market will resolve 50-50. Reference prices will be 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 will resolve 50-50.

Trading days will be determined according to the applicable trading-hours schedule as listed on Pyth. Under the standard schedule (time zone America/New_York), 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 a listed date is not a trading day under the applicable trading-hours schedule as listed on Pyth, this market will resolve 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 (closing at 5:00 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 may 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 will be 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.