The probability that Citigroup’s Q2 provision for credit losses will exceed $2.5 billion surged sharply by 17.5 percentage points over the past 24 hours, rising from 68.5% to 86.0% on Polymarket. This move reflects growing market conviction around elevated credit loss reserves for the quarter.
Whale activity tracked closely with the price shift, contributing a net $1K into YES contracts during the same period. Their buy volume of $5K slightly outpaced $4K in sell volume, signaling support for the upward repricing. In total, 37 unique whales participated in trading, underlining broad engagement among large bettors.
Overall market volume on Polymarket for this question reached $6K in the last day, part of a lifetime volume tally of $19K across 92 unique traders. The alignment between whale flow and the price increase suggests that major players are reinforcing the rising odds rather than opposing them.
This combined surge in price and whale demand points to a consensus shift toward expecting Citigroup to report credit loss provisions above $2.5 billion for Q2, tightening the market’s outlook and setting a higher benchmark for upcoming earnings disclosures.
| Market | Will Citigroup (C) Q2 provision for credit losses be above $2.5B? |
|---|---|
| Market ID | 2375005 |
| 24h price change | +17.5 pp |
| YES now (PM Breaking) | 86.0% |
| YES ~24h ago (est.) | 68.5% |
| YES (Polydata overview) | 86.5% |
| Whale net flow (24h) | $1K |
| Whale buy / sell (24h) | $5K / $4K |
| Unique whales (24h) | 37 |
| Volume 24h (PM) | $6K |
| Unique traders (Polydata) | 92 |
Source: Polydata API v3 · /whales/flow + Polymarket Breaking · snapshot 2026-07-10. Data: Polydata API v3. On-chain figures are public. Realized PnL is computed over resolved markets only and excludes open positions, so it is conservative versus the Polymarket UI. This is not investment advice.