Polymarket’s odds that Citigroup’s Q2 provision for credit losses will exceed $2.5 billion surged 25.0 percentage points over the past 24 hours, climbing from 54.5% to 79.5%. This sizable repricing reflects a notable shift in market sentiment about the bank’s expected credit losses.
Whale activity aligned with this price movement, as 35 unique whales collectively net bought $925 worth of YES contracts within the same period. Despite equal whale buy and sell volumes of $4K each, the net flow favored the YES side, confirming the market’s upward revision of this outcome’s likelihood.
The total 24-hour volume for this market reached $5K, contributing to a lifetime volume of $19K across 92 unique traders. Notably, the Polymarket Breaking YES price at 79.5% differs from Polydata’s on-chain mid-price of 88.0%, indicating some divergence between exchange pricing and on-chain valuations.
The combined effect of a sharp 25.0 pp price increase and whale net inflows suggests growing conviction in the market that Citigroup’s Q2 credit loss provision will surpass $2.5 billion. The alignment between large trader flows and price action underscores the significance of this shift in odds.
| Market | Will Citigroup (C) Q2 provision for credit losses be above $2.5B? |
|---|---|
| Market ID | 2375005 |
| 24h price change | +25.0 pp |
| YES now (PM Breaking) | 79.5% |
| YES ~24h ago (est.) | 54.5% |
| YES (Polydata overview) | 88.0% |
| Whale net flow (24h) | $925 |
| Whale buy / sell (24h) | $4K / $4K |
| Unique whales (24h) | 35 |
| Volume 24h (PM) | $5K |
| 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.