| Outcome | Probability | Yes Bid | Yes Ask | 24h Change | Volume | |
|---|---|---|---|---|---|---|
| 42° or above | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| 41° or above | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| 43° or above | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| 45° or above | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| 46° or above | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| 44° or above | 0% | 0¢ | 0¢ | — | $0 | Trade → |
| 47° or above | 0% | 0¢ | 0¢ | — | $0 | Trade → |
This market asks what the air temperature in New York City will be at 10:00 AM EDT on March 25, 2026. It matters because short-term temperature outcomes reflect weather systems, forecasting skill, and can be useful for operational planning and hedging weather-sensitive exposures.
Late March in New York City sits in a transitional season where air masses from the continent and the Atlantic compete; some years are still dominated by winter air, others by early spring warmth. Forecasts for a specific hour combine large-scale pattern signals (fronts, ridges/troughs), mesoscale effects (coastal and urban influences), and model guidance; this market aggregates participants' views on how those factors will combine at the specified time and place. The market will resolve according to its published rules and the authoritative observation source specified by the exchange.
Market prices reflect the aggregated beliefs of participants about which temperature outcome will occur; higher prices indicate stronger market confidence in a particular outcome but should be interpreted alongside official forecasts and uncertainty. Because prices change continuously, use them as a real-time signal of collective expectations rather than a fixed probability snapshot.
The event is defined for 10:00 AM Eastern Daylight Time (EDT) on March 25, 2026; confirm the market rules for how the exchange interprets local time and any handling of daylight saving nuances.
Resolution typically relies on the authoritative weather observation source specified in the market rules (for example, a designated NOAA/NWS station or a specified airport/observation site); check the market's rulebook to see the exact station and measurement standard used.
The seven outcomes correspond to predefined temperature bins or ranges covering the plausible values at the observation time; each outcome represents the event that the observed temperature falls within its bin, so review the market listing for the exact bin boundaries before trading.
The exchange's settlement rules specify procedures for missing or revised data (common approaches include using the nearest reliable station, a reanalysis of nearby observations, or waiting for finalized quality-controlled observations); consult the market's resolution policy for details.
Use historical climatology to understand typical variability for that date and local seasonality, but combine it with current model forecasts and recent observational trends since climatology gives a baseline while short-term synoptic conditions drive the actual hourly temperature.