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Bonds tend to have some maturity period attached to them (unless it's a perpetual), but the coupon can be a function of all kinds of exotic stuff (like catastrophe bonds people mentioned). Specific examples like you posted probably don't exist because there's no natural market
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CME has US/EU short term weather futures and options on them. EEX Group has a mix of spot, futures and options products for energy, carbon, freight, metals and agricultural products.
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