Recent Houthi threats and attacks on Saudi-linked vessels, including the July 20 blockade declaration and subsequent strikes on tankers, have sustained elevated war-risk premiums and prompted selective diversions or dark transits, keeping Bab el-Mandeb volumes subdued near recent weekly totals of 223–269 ships. Trader consensus centers on 210–229 transits (47.5% implied probability) as the most likely outcome for the week of August 31, reflecting partial container recovery via Suez alongside persistent tanker caution. The 230+ band (27%) prices limited upside from any near-term de-escalation, while lower buckets capture downside from further disruptions. Market-implied odds aggregate capital at risk on these chokepoint dynamics ahead of potential FOMC-related risk sentiment shifts.
Experimental AI-generated summary referencing Polymarket data. This is not trading advice and plays no role in how this market resolves. · UpdatedHow many ships transit Bab el-Mandeb Strait week of August 31?
210-229 47%
230+ 27%
170-189 26%
190-209 25%
<170
25%
170-189
26%
190-209
25%
210-229
47%
230+
27%
210-229 47%
230+ 27%
170-189 26%
190-209 25%
<170
25%
170-189
26%
190-209
25%
210-229
47%
230+
27%
Transit calls include container, dry bulk, roll-on/roll-off, general cargo, and tanker ships. Ships not reported by IMF Portwatch will not be considered.
This market will resolve as soon as all relevant data has been published. If the relevant data is not published within 14 calendar days of the specified date, this market will resolve based on the most recent data published up to that point.
In case of obvious data integrity issues (i.e., erroneous data), the market may remain open until the end of the third calendar day (ET) after the date on which such data is first released to allow for corrections. Data integrity issues refer only to clerical or other similar errors in the underlying data, and do not include cases where IMF Portwatch differs from alternative sources.
Only revisions to previously published data points made before all relevant data has been published will be considered.
The resolution source for this market will be IMF PortWatch, specifically the “Arrivals of Ships” data published for the Bab el-Mandeb Strait at https://portwatch.imf.org/pages/6b1814d64903461b98144a6cc25eb79c.
Market Opened: Aug 28, 2026, 6:08 PM ET
Resolver
0x69c47De9D...Transit calls include container, dry bulk, roll-on/roll-off, general cargo, and tanker ships. Ships not reported by IMF Portwatch will not be considered.
This market will resolve as soon as all relevant data has been published. If the relevant data is not published within 14 calendar days of the specified date, this market will resolve based on the most recent data published up to that point.
In case of obvious data integrity issues (i.e., erroneous data), the market may remain open until the end of the third calendar day (ET) after the date on which such data is first released to allow for corrections. Data integrity issues refer only to clerical or other similar errors in the underlying data, and do not include cases where IMF Portwatch differs from alternative sources.
Only revisions to previously published data points made before all relevant data has been published will be considered.
The resolution source for this market will be IMF PortWatch, specifically the “Arrivals of Ships” data published for the Bab el-Mandeb Strait at https://portwatch.imf.org/pages/6b1814d64903461b98144a6cc25eb79c.
Resolver
0x69c47De9D...Recent Houthi threats and attacks on Saudi-linked vessels, including the July 20 blockade declaration and subsequent strikes on tankers, have sustained elevated war-risk premiums and prompted selective diversions or dark transits, keeping Bab el-Mandeb volumes subdued near recent weekly totals of 223–269 ships. Trader consensus centers on 210–229 transits (47.5% implied probability) as the most likely outcome for the week of August 31, reflecting partial container recovery via Suez alongside persistent tanker caution. The 230+ band (27%) prices limited upside from any near-term de-escalation, while lower buckets capture downside from further disruptions. Market-implied odds aggregate capital at risk on these chokepoint dynamics ahead of potential FOMC-related risk sentiment shifts.
Experimental AI-generated summary referencing Polymarket data. This is not trading advice and plays no role in how this market resolves. · Updated

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