| Outcome | Probability | Yes Bid | Yes Ask | 24h Change | Volume | |
|---|---|---|---|---|---|---|
| 52° or below | 85% | 83¢ | 84¢ | — | $5K | Trade → |
| 55° to 56° | 7% | 1¢ | 6¢ | — | $3K | Trade → |
| 53° to 54° | 17% | 14¢ | 21¢ | — | $3K | Trade → |
| 57° to 58° | 4% | 0¢ | 1¢ | — | $2K | Trade → |
| 59° to 60° | 3% | 0¢ | 1¢ | — | $2K | Trade → |
| 61° or above | 1% | 0¢ | 1¢ | — | $847 | Trade → |
This market asks which temperature bin will contain the highest air temperature recorded in Minneapolis on March 6, 2026. It matters because day-to-day temperatures in early March influence energy use, travel conditions, and local operational planning.
Early March is a highly variable time in Minneapolis climatology: the region can still experience winter cold outbreaks or early warm-ups driven by large-scale ridge/trough patterns. Short-term forecasts and surface conditions (snow cover, cloudiness) frequently swing expectations in the days and hours before the date. KALSHI’s market breaks the possible highest temperature into six mutually exclusive outcomes that compete as information and forecasts evolve.
Market prices summarize current trader consensus about which temperature outcome is most likely given available forecasts and uncertainty; prices update as new model runs, observations, and weather developments arrive.
Settlement follows the official measurement protocol and station specified in the event rules; typically that means the highest official observed temperature recorded at the designated Minneapolis station during the local calendar date of March 6. Check the event page for the exact station, observation interval, and timezone used for settlement.
The event page currently shows the close time as TBD. KALSHI markets normally publish a firm close time before it begins accepting trades; check the market page for updates and the published trading deadline.
There are six mutually exclusive temperature-range outcomes listed on the market page; each outcome corresponds to the highest observed temperature falling within that specific range. Refer to the event description for the exact bin boundaries.
The market will use the official settlement source named in its rules—often a National Weather Service station for the Minneapolis area or another specified observing site. If that station is unavailable, the market’s contingency rules will describe the alternate data source.
Short-term model runs (e.g., high-resolution mesoscale and ensemble forecasts), incoming surface and upper-air observations, and changes in expected frontal timing will shift trader expectations and thus market prices—sometimes rapidly in the 24–48 hours before the target date.