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.
From standardized SKU to settlement feed.
Reference SKU
Each Rillor SKU (e.g. RIL-GX-B300-2T) is a standardized, OEM-agnostic spec the whole market quotes against.
Live contracts
Verified buyers and OEMs transact forward contracts against that SKU across delivery months.
30-day blend
A weighted blend of front-month and next-month prices yields one daily index value per SKU.
Published API
The index is exposed as a continuously updated feed: license it, settle on it, benchmark to 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.
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 compute index.
For exchanges, funds, and data platforms. Tell us what you are building and we will share the methodology and feed access details.