| Outcome | Probability | Yes Bid | Yes Ask | 24h Change | Volume | |
|---|---|---|---|---|---|---|
| 17° to 18° | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| 15° to 16° | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| 21° to 22° | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| 23° or above | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| 14° or below | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| 19° to 20° | 0% | 0¢ | 0¢ | — | $0 | Trade → |
This market asks what the highest observed air temperature in Minneapolis will be on March 16, 2026. It matters because single-day temperature extremes reflect short-term weather dynamics and can influence local energy demand, travel, and public messaging.
Mid-March in Minneapolis is a transitional period when late-winter cold outbreaks can still occur alongside early-spring warm-ups; day-to-day swings are often large. Long-term warming trends have shifted seasonal baselines, but synoptic-scale patterns (cold continental air vs. Pacific/Atlantic-influenced warmth) remain the primary drivers of any specific day's maximum temperature.
Market prices on this event summarize traders' collective expectations about which outcome will occur; they are best used as a real-time indicator of consensus, not a deterministic forecast. Always cross-check with official meteorological observations and the event's settlement rules before relying on a market outcome.
Settlement will follow the market's specified source in the event rules; check the KALSHI event page for the named observation station and data provider. If no source is specified, markets typically rely on official NWS/NOAA observations from the designated Minneapolis area station (for example, the regional ASOS/COOP station).
The applicable time window (local calendar day, UTC-to-UTC, or a specific 24-hour observation period) is defined in the event's settlement rules; consult the event page for the precise start/end times and time zone that determine which measurements qualify.
Each outcome corresponds to a specific temperature value or range as shown on the market interface; open the market details to view the exact boundaries and confirm they are mutually exclusive and cover all possible observed values.
The event's settlement rules should describe contingencies for missing data (for example, using a nearby official station, a reanalysis product, or voiding/returning trades). Review the market's tiebreaker and missing-data provisions on KALSHI before trading.
Price movement typically reflects new weather model runs, observations (satellite, surface), and changes in forecast confidence; as the event date nears and models converge, prices often update to incorporate the latest synoptic evolution, but they remain an expression of market expectation, not a guaranteed outcome.