From NOAA:

"AT 110 PM THE MERCER COUNTY SHERIFF DEPARTMENT REPORTED A FUNNEL
CLOUD NORTH OF ROCKFORD IN MERCER COUNTY...OHIO. ANOTHER FUNNEL CLOUD
WAS SIGHTED WEST OF URBANA IN CHAMPAIGN COUNTY....OHIO.

CONDITIONS WILL REMAIN FAVORABLE FOR COLD AIR FUNNELS THIS
AFTERNOON AS AN UPPER LEVEL LOW MOVES SLOWLY EAST ALONG THE OHIO
RIVER. NEAR THE CENTER OF THE LOW...COLD AIR ALOFT WILL ALLOW FOR
AN UNSTABLE ATMOSPHERE...AND THE POSSIBILITY OF ADDITIONAL FUNNEL
CLOUDS. THE MOST LIKELY AREA FOR COLD AIR FUNNELS THIS
AFTERNOON WILL BE ACROSS MUCH OF NORTHERN KENTUCKY...SOUTHEAST
INDIANA...AND SOUTHERN AND CENTRAL OHIO

COLD AIR FUNNELS ARE NOT TYPICALLY ASSOCIATED WITH THUNDERSTORMS.
THEY USUALLY FORM WITHIN SHOWERS IN THE VICINITY OF COLD AIR
ALOFT. THESE FUNNELS RARELY TOUCH THE GROUND. HOWEVER...IF A
FUNNEL DOES REACH THE SURFACE...IT CAN PRODUCE DAMAGE SIMILAR TO A
WEAK TORNADO."