| Outcome | Probability | Yes Bid | Yes Ask | 24h Change | Volume | |
|---|---|---|---|---|---|---|
| 44° or below | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| 45° to 46° | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| 47° to 48° | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| 49° to 50° | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| 51° to 52° | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| 53° or above | 0% | 0¢ | 0¢ | — | $0 | Trade → |
This market asks which of several outcomes will correspond to the lowest observed air temperature in Washington, DC on April 19, 2026. It matters to traders and forecasters because it aggregates expectations about short‑term weather conditions in the DC area.
Mid‑April in the Washington, DC region sits in a transitional season: spring warming is underway but occasional late cold snaps remain possible. Daily low temperatures on a given date reflect the interaction of synoptic air masses, cloud cover, precipitation, and local surface effects rather than long‑term climate trends.
Market prices on this contract represent the crowd’s assessment of which outcome (one of the listed temperature bins or values) will match the official reported low for that date and location; prices update as new forecast information and observations arrive.
Settlement will use the official observation source and method specified in the market contract on KALSHI; typically that means the official National Weather Service (or designated) reporting station for the DC area as defined by the contract. Check the contract page for the precise station and measurement convention.
The listed close time is currently TBD. Final settlement normally occurs after the official daily summary from the contract’s data source is published; consult the market rules on KALSHI for the exact closing and settlement timeline.
Date assignment follows the data source’s reporting convention specified in the contract (usually local time with a midnight‑to‑midnight daily window). The market will settle according to that convention, so review the contract details for the precise rule.
Short‑range weather model runs, updated surface observations, forecast discussion changes about frontal timing, cloud/precipitation probability shifts, and any on‑the‑ground reports (e.g., sudden snow or frost potential) typically drive rapid price changes.
The six outcomes correspond to the specific temperature bins or values listed on the event page; the contract rules define how exact matches and boundary cases are handled (for example, whether bins are inclusive/exclusive at endpoints). Refer to the market's official specification on KALSHI for those definitions and tie‑resolution procedures.