Official temperature observations from Spain’s AEMET meteorological service recorded a daily maximum of 35°C in Madrid on September 25, locking in near-certain market pricing at that exact threshold. Late-summer atmospheric conditions, including a persistent high-pressure ridge and minimal cloud cover, supported peak readings consistent with seasonal norms rather than extreme heat. Model runs from the prior week converged on this value with low uncertainty, and no revisions to station data have emerged. Only an undetected sensor error or redefinition of the reporting window could alter the outcome at this stage.