| Outcome | Probability | Yes Bid | Yes Ask | 24h Change | Volume | |
|---|---|---|---|---|---|---|
| 66° or below | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| 67° to 68° | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| 69° to 70° | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| 71° to 72° | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| 73° to 74° | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| 75° or above | 0% | 0¢ | 0¢ | — | $0 | Trade → |
This market asks which temperature category will be the highest temperature recorded in San Francisco on March 28, 2026. It matters to traders and weather-interested participants because daily extreme temperatures are driven by predictable meteorology and local effects, creating opportunities to trade based on forecasts and observations.
Late March in San Francisco is a transitional spring period when the marine layer, Pacific sea surface temperatures, and large-scale pressure patterns interact to produce a mix of cool, cloudy days and occasional warm inland-influenced days. Historical variability is driven by whether coastal onshore flow and low clouds persist or whether offshore/downslope conditions and high pressure allow warmer inland air to mix into the city.
Market odds reflect collective information about expected meteorology and observation definitions; they are best interpreted as the market's aggregated view of which outcome the available forecasts and local observations make most likely, not as fixed certainty.
The market settles to the specific official source named in the contract's settlement rules; that is typically an NWS-designated station or official airport observation. Check the contract page for the exact station and dataset used for settlement.
Most weather contracts use the local calendar day for the specified location—00:00 to 23:59:59 local time—so for San Francisco that will be the Pacific local time in effect on March 28, 2026. Confirm the contract’s stated time standard and time zone on the event page.
Each of the six outcomes corresponds to a predefined temperature category or discrete value interval listed on the market page; review the event description to see the exact bins or outcome labels before trading.
As the date approaches, high-resolution models, satellite imagery, and surface observations refine forecasts of marine layer persistence, cloud cover, and wind direction—these updates typically drive the largest shifts in market sentiment in the last 1–3 days before the event.
Settlement timing follows the contract rules and usually occurs after the official daily summary from the named observing agency is published; the event page or contract text will specify the settlement source and when the final value will be posted.