| Outcome | Probability | Yes Bid | Yes Ask | 24h Change | Volume | |
|---|---|---|---|---|---|---|
| 78° to 79° | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| 80° to 81° | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| 75° or below | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| 76° to 77° | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| 82° to 83° | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| 84° or above | 0% | 0¢ | 0¢ | — | $0 | Trade → |
This market asks which recorded air temperature will be the highest in San Francisco on March 16, 2026; it matters to traders and weather analysts because single-day extremes can reflect short-term weather patterns and influence local decisions. Outcome resolution will be based on an official temperature observation source specified by the contract.
San Francisco's daily highs are strongly influenced by Pacific Ocean conditions and local microclimates; March is a transitional month when both cool marine air and occasional inland-warmed events can occur. Historical single-day highs vary across the city's stations, so the exact reporting site and observation practices matter for interpreting any result.
Market prices indicate the collective expectation of which outcome (temperature range or bin) will be observed by the settlement authority; they update as forecasters, models, and traders incorporate new information. Prices are not guarantees but reflect current beliefs about likely outcomes.
The contract’s settlement rules list the exact authoritative source and station used to determine the value; consult the event page or contract text for that specified station and data provider (commonly an NWS/NOAA observation site).
Trading close is marked on the event page (currently TBD); the final settled temperature will be taken from the official daily observation record for March 16, 2026 and published according to the contract’s settlement schedule once the issuing agency publishes the daily summary.
Outcomes correspond to the discrete temperature ranges or bins specified on the market page; read the outcome labels and boundaries on the event listing to see which temperatures fall into each outcome before trading.
The event’s contract includes contingency rules for missing or disputed data—typically referencing alternate validated sources, using nearby stations, or following the data provider’s official corrections procedure; check those settlement rules for exact handling.
Yes; model runs, updated forecasts, or sudden synoptic shifts (e.g., development of offshore winds or an approaching marine intrusion) can change trader expectations and thus market prices in the run-up to the date.