| Outcome | Probability | Yes Bid | Yes Ask | 24h Change | Volume | |
|---|---|---|---|---|---|---|
| 64° to 65° | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| 62° to 63° | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| 60° to 61° | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| 66° or above | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| 57° or below | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| 58° to 59° | 0% | 0¢ | 0¢ | — | $0 | Trade → |
This market asks which temperature range will be the highest recorded in Washington, D.C. on March 25, 2026. It matters to weather-sensitive planners and traders because early‑spring temperatures can swing widely and affect energy demand, travel, and outdoor events.
Washington, D.C. experiences high variability in late March as winter air masses, spring warmth, and storm systems can all influence daily maxima. This market offers six discrete outcomes for the single calendar day of March 25, 2026, and the listed close time is TBD — settlement will follow the market's published observation source and rules. Historical highs and typical late‑March climatology provide context but day‑to‑day synoptic details drive the actual maximum.
Market prices reflect the collective view of which temperature bin is most likely given current forecasts, observations, and incoming weather model updates; they evolve as new information arrives. Use prices as a real‑time signal of forecast confidence rather than a definitive forecast.
The market will settle to the specific observation source named in its settlement rules; common choices are the National Weather Service observation at the official D.C. station (e.g., Reagan National, KDCA) or another designated station. Always check the event's published settlement source before trading.
Most weather markets use the local calendar day (00:00 to 23:59 local time) for the date in question. March 25, 2026 falls during U.S. daylight saving time, so the local window will be Eastern Daylight Time (EDT); confirm the market's rule text for the precise time window.
The six outcomes represent discrete temperature ranges (bins) that partition possible daily maximums; the exact degree boundaries for each outcome are listed on the market page. Review those bins before placing trades so you know which range corresponds to each outcome.
The market's settlement rules specify procedures for missing or questionable data, which may include using a backup station, applying quality‑controlled official corrections, or consulting a designated authoritative dataset. Refer to the event's rules for the contingency process.
Model shifts that change the timing of a front or the presence of a high‑pressure ridge, adjustments to ensemble spread indicating greater certainty in warm or cold advection, and updated cloud/precipitation probabilities for the daytime hours on March 25 will have the largest impact on market pricing.