| Outcome | Probability | Yes Bid | Yes Ask | 24h Change | Volume | |
|---|---|---|---|---|---|---|
| 70° or below | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| 71° to 72° | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| 73° to 74° | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| 75° to 76° | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| 77° to 78° | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| 79° or above | 0% | 0¢ | 0¢ | — | $0 | Trade → |
This market asks what the highest air temperature recorded in San Francisco will be on March 29, 2026; it matters to traders, weather professionals, and anyone hedging or speculating on weather-linked risks. The outcome reflects a single-day meteorological extreme that can be influenced by both large-scale and local factors.
Late March is a transitional period for Northern California, when the region can still experience cool marine influences or occasional warm inland surges depending on large-scale patterns. In recent decades, background warming and greater variability in weather patterns have affected the distribution of daily highs, but any single-day result is primarily driven by synoptic-scale conditions and local coastal effects.
Market odds represent the collective, continuously updating view of participants about which temperature range is most likely to be observed on the settlement date. Interpret odds as a real-time indicator of market sentiment and available information, not as a permanent or definitive forecast.
Settlement will follow the reference observation specified in the market rules—check the contract's official settlement source (e.g., a named weather station or agency feed) to see which thermometer and dataset will be used.
This particular market lists the close time as TBD; the final outcome is determined after the official observation for March 29 is published by the contract's reference source, according to the platform's settlement schedule.
Historical March conditions provide context on typical variability and extremes—traders use climatology to set priors, but the actual result depends on short-term weather patterns in the days leading up to March 29, not just historical averages.
Participants commonly monitor global and regional models (e.g., ECMWF, GFS, high-resolution mesoscale models), surface and buoy observations, satellite imagery, and official NWS forecasts and advisories when forming expectations for that specific day.
Liquidity usually comes from a mix of retail traders, professional weather traders/hedgers, algorithmic traders that use model updates, and market makers; large model updates or new observations can prompt rapid re-pricing as these participants adjust positions.