Recent Houthi attacks on Saudi-linked vessels, including the August 24 strike on the tanker Amzan, combined with an expanded blockade declaration have elevated war-risk premiums and prompted carriers to treat Suez/Bab el-Mandeb routings as conditional. Weekly AIS-visible transits have stabilized near 223–269 (roughly 32–38 daily), below pre-crisis baselines, though container operators such as Maersk and MSC have increased Asia-Europe volumes through the strait to more than 30 percent. This tension between partial commercial recovery and persistent geopolitical friction—evident in shifting mixes toward ballast and sanctioned traffic—explains the tight market-implied odds between the 25–29 and 30–34 bins. Traders are weighing near-term attack frequency, premium levels, and any further carrier commitments against the risk of renewed deterrence that could push volumes toward the sub-25 range by end-September.
Experimental AI-generated summary referencing Polymarket data. This is not trading advice and plays no role in how this market resolves. · UpdatedAvg. # of ships transiting Bab el-Mandeb Strait end of September?
30-34 26.5%
25-29 26%
<25 19.4%
35-39 18%
<25
19%
25-29
26%
30-34
27%
35-39
18%
40+
12%
30-34 26.5%
25-29 26%
<25 19.4%
35-39 18%
<25
19%
25-29
26%
30-34
27%
35-39
18%
40+
12%
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 the 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.
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 26, 2026, 6:14 PM ET
Resolution Source
IMF PortWatchResolver
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 the 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.
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.
Resolution Source
IMF PortWatchResolver
0x69c47De9D...Recent Houthi attacks on Saudi-linked vessels, including the August 24 strike on the tanker Amzan, combined with an expanded blockade declaration have elevated war-risk premiums and prompted carriers to treat Suez/Bab el-Mandeb routings as conditional. Weekly AIS-visible transits have stabilized near 223–269 (roughly 32–38 daily), below pre-crisis baselines, though container operators such as Maersk and MSC have increased Asia-Europe volumes through the strait to more than 30 percent. This tension between partial commercial recovery and persistent geopolitical friction—evident in shifting mixes toward ballast and sanctioned traffic—explains the tight market-implied odds between the 25–29 and 30–34 bins. Traders are weighing near-term attack frequency, premium levels, and any further carrier commitments against the risk of renewed deterrence that could push volumes toward the sub-25 range by end-September.
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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