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FOR MARKETS · INDEX & SETTLEMENT

The reference price
for AI compute.

A daily forward index per standardized Rillor SKU, computed from live contracts. License it to settle futures, benchmark exposure, or hedge forward obligations.

RILLOR B300 INDEXRIL-GX-B300-2T
$589,400+1.42%
30-day rolling blend · updated 17:00 UTC
GET /v1/forward/curve/RIL-GX-B300-2T
HOW THE INDEX IS BUILT

From standardized SKU to settlement feed.

01

Reference SKU

Each Rillor SKU (e.g. RIL-GX-B300-2T) is a standardized, OEM-agnostic spec the whole market quotes against.

02

Live contracts

Verified buyers and OEMs transact forward contracts against that SKU across delivery months.

03

30-day blend

A weighted blend of front-month and next-month prices yields one daily index value per SKU.

04

Published API

The index is exposed as a continuously updated feed: license it, settle on it, benchmark to it.

WHO LICENSES IT

Built for the capital side of compute.

Exchanges & venues

List cash-settled futures and perps referencing the index.

target venues: Hyperliquid, Lighter, Variational, CME

Funds & trading desks

Benchmark exposure, run basis trades, hedge a book.

Research & government

A transparent forward price signal for capacity planning.

Neutral by design. Rillor is the reference layer, not a venue, so listing the index never means competing with us.
SAMPLE FEED

One endpoint per SKU.

GET /v1/forward/curve/RIL-GX-B300-2T

{
  "sku": "RIL-GX-B300-2T",
  "asof": "2026-05-26T17:00:00Z",
  "blend_30d_usd_per_unit": 589400,
  "front_month": { "month": "2026-12", "price": 590000 },
  "next_month":  { "month": "2027-01", "price": 605000 },
  "weight_front": 0.50,
  "weight_next":  0.50,
  "constituent_trades": 18,
  "constituent_notional_usd": 10620000
}
BUILD ON THE INDEX

Build on the compute index.

For exchanges, funds, and data platforms. Tell us what you are building and we will share the methodology and feed access details.

Request data access →Partner inquiry