| Outcome | Probability | Yes Bid | Yes Ask | 24h Change | Volume | |
|---|---|---|---|---|---|---|
| 54° to 55° | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| 48° to 49° | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| 52° to 53° | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| 56° or above | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| 50° to 51° | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| 47° or below | 0% | 0¢ | 0¢ | — | $0 | Trade → |
This market asks which temperature category will be the highest observed in Minneapolis on March 23, 2026; it matters for traders who want to hedge or speculate on short-term weather and for anyone tracking near-term climate variability in the region.
Minneapolis experiences large day-to-day variability in March as the region transitions from winter to spring, so a single calendar date can produce a wide range of possible highs depending on synoptic patterns. Markets like this typically draw on official meteorological observations reported by a designated observing station or national weather service report for settlement.
Market prices reflect collective expectations about which of the six mutually exclusive outcomes will occur but do not equal guaranteed forecasts; use them alongside model guidance and official observations to form an overall view.
Settlement will use the official observing station and reporting agency specified in the contract rules; check the market's rule text to see which station, reporting window (local calendar day), and data source (e.g., national weather service/NOAA) will be authoritative.
The market lists six mutually exclusive outcomes that partition possible temperatures (typically as ranges or discrete bins); the market page or contract specification lists the exact temperature thresholds that define each outcome and should be consulted before trading.
The market currently shows a close time as TBD, so final trading hours will be posted on the market page; markets often close before the observation date or shortly before official observation times—check the contract for the announced close time.
New model runs, updated satellite and surface observations, and shifting forecasts for the days leading up to March 23 will shift market expectations; large model consensus changes or high-impact weather signals (e.g., a late cold front or warm surge) typically move prices most.
The contract rules should specify how post-event revisions are handled; commonly markets settle to the final official record published by the designated agency after any quality-control adjustments, so review settlement procedures and any published correction windows.