Self-adjustable interval prediction securities (SIPS) are newly proposed prediction securities that are suitable for market-based demand forecasting. The whole feasible region of the demand quantity to be estimated is divided into a fixed number of mutually exclusive and collectively exhaustive prediction intervals. Subsequently, a set of winner-take-all-type securities are issued that correspond to these intervals. Each portion of the securities wins a unitary payoff only if the actual sales volume falls in the corresponding interval. The contracts are called SIPS because the borders between the intervals are dynamically and adaptively self-adjusted to maintain the informativeness of the output forecast distribution. This paper first designs a prediction market system using SIPS equipped with a central market maker and then confirms how the system operates through agent-based simulation.