Institutional access to prediction markets is starting to look much more like traditional market infrastructure. Prime brokers are beginning to connect Wall Street-style execution, clearing, and reporting systems to retail-style event markets, turning what was once a niche trading workflow into something far more operationally familiar for professional users.
That shift is arriving after an exceptional increase in activity. Monthly prediction-market trading volume expanded by roughly 130 times, rising from under $100 million in early 2024 to more than $13 billion by the end of 2025, making smoother institutional access less of a convenience and more of a commercial necessity.
Prime brokers are turning event contracts into tradable institutional products
Integrated prime-broker access replaces manual workarounds with cleaner routing, easier reconciliation, and stronger visibility into positions across portfolios. Instead of relying on fragmented exchange accounts and disconnected settlement steps, firms can begin to handle event contracts inside the same infrastructure used for more conventional assets.
Clear Street and Marex Group are among the firms preparing to bring that model into the market. Their role is to fold prediction-market exposure into a more traditional broker workflow that covers execution, clearing, and portfolio integration in a single operating chain. Clear Street is expected to carry out its first trade as part of this effort, while wider product rollouts are being built to connect event contracts to existing reporting frameworks.
The operational appeal is not difficult to see. Institutional orders can move through broker-managed infrastructure rather than through manual exchange accounts, reducing counterparty touchpoints and lowering the friction that comes with bespoke onboarding and spreadsheet-based reconciliation. At the same time, traditional clearing disciplines can be applied to event-contract exposure, helping firms manage collateral and counterparty risk with tools they already understand.
That structure also has a direct user-experience effect for desks that want access without added operational clutter. By reducing wallet-compatibility issues, signature friction, and disconnected transaction states, brokered access can make prediction-market participation feel closer to a standard institutional trading workflow.
Regulation is likely to shape the product as much as technology
The next phase will not be defined by infrastructure alone. As brokers package prediction-market access, including through possible ETF-like wrappers, product design will increasingly be shaped by market-integrity rules and event-eligibility limits. That means access may become easier in one sense, while compliance checks become more visible and more demanding in another.
That tension became clearer on March 12, 2026, when the Prediction Markets Security and Integrity Act of 2026 was introduced. The proposed legislation targets insider trading, manipulation, and the listing of especially vulnerable event contracts, while also seeking to restrict certain categories from operator catalogs. For brokers and product teams, that creates pressure to tighten controls around event selection, counterparty monitoring, and permission transparency.
The result is likely to be a more controlled but also more usable market structure. Prediction-market signals will become easier to reach inside existing institutional workflows, but compliance and risk teams will push for stronger pre-trade checks, clearer transaction-state reporting, and more explicit permission scopes. That combination will define how the user experience evolves as prediction markets move deeper into professional finance.
