Updated
Updated · CNBC · Sep 22
Kalshi Seeks CFTC Approval for Leveraged Event Contracts as Institutions Push for Margin Access
Updated
Updated · CNBC · Sep 22

Kalshi Seeks CFTC Approval for Leveraged Event Contracts as Institutions Push for Margin Access

3 articles · Updated · CNBC · Sep 22

Summary

  • Kalshi on Tuesday asked the CFTC to let its clearing arm offer leverage on event contracts, a shift from the fully collateralized structure now used on regulated U.S. prediction exchanges.
  • Margin trading is a key demand from institutional firms entering prediction markets because it mirrors stock and futures trading and makes longer-dated contracts more capital-efficient.
  • Kalshi said any marginable contracts would be limited to self-clearing members that meet capital requirements, with collateral demands rising as contracts approach expiration.
  • The company said it would not offer margin on sports, culture or “mention” markets, even as prediction-market volumes have surged over the past year largely on retail sports trading.
  • The filing adds to a broader race to institutionalize the sector; Bloomberg reported in July that rival Polymarket was also pursuing U.S. licenses that could support margin trading.

Insights

Could Wall Street's entry into prediction markets trigger a new wave of untraceable insider trading?
Will institutional leverage destroy the wisdom of the crowds that made prediction markets popular initially?
How will regulators prevent catastrophic defaults if a highly leveraged event suddenly flips right before expiration?