ComputeFutures

Cash-settled, perpetual index futures on inference compute. Priced against the Qi energy index, contracted and settled in QUAI.

The instrument

Index-style, not commodity

A cash-settled index futures contract. The underlying is a standard unit of inference compute, valued by the energy required to produce it. Like an equity index future, no asset is ever delivered.

01 · Index-style

No hardware delivers

Just as E-mini S&P 500 futures do not deliver 500 stocks, a Compute Future does not deliver hardware. It settles cash against the Qi index — what the market says a unit of compute is worth in energy terms at expiry.

02 · Qi-indexed

Priced in the energy dollar

Qi is unencumbered by anything except the direct cost of electricity — no speculative premium, no scarcity premium. It is the cleanest available benchmark for pricing a compute unit against physical work.

03 · QUAI-settled

Contract logic on-chain

Margin and settlement flow through QUAI, the programmable token carrying the economic infrastructure. The convertible controller keeps Qi and QUAI equivalent, so energy-indexed prices resolve cleanly into settlement.

Index, not commodity
Commodity futures

Physical delivery

  • The long may take delivery of the underlying commodity at expiry
  • Price anchored to the cost of producing and transporting a physical good
  • Built for producers and consumers of tangible materials: oil, gas, grain
  • Delivery logistics and storage costs are baked into the contract structure
Compute futures

Access, not delivery

  • No hardware changes hands. You are not taking possession of a GPU
  • You reserve the right to run computation through hardware at a future date
  • Settlement is purely financial: cash against the Qi index price
  • Contract logic lives entirely on Quai Network in QUAI
Why perpetual

No expiry, no roll.

Compute demand is continuous rather than seasonal. A dated contract forces every hedger to roll quarterly, and every roll is a cost and a basis risk that has nothing to do with the underlying exposure.

A perpetual contract holds the position open indefinitely and uses a funding rate to keep the contract tethered to the index. Hedgers pay for the exposure they actually want, continuously, instead of paying a calendar tax four times a year.

Obsolescence

A contract that survives a hardware generation

When a new chip class arrives, the index re-specs the work definition rather than rolling the contract. The unit is delivered work per unit of energy, so a generational shift changes the efficiency of producing that unit — it does not change what the unit is.

Who needs it
Buy side

Inference operators

Anyone carrying compute as a variable cost. Cap your input price the way an airline caps fuel.

Sell side

Capacity owners

Data centres and miners with power contracts, monetizing forward capacity before it is consumed.

Treasury

Model developers

Hedging the cost of a training run scheduled months out, against a rate that is metered rather than quoted.

Markets

Basis traders

Expressing views on the energy cost of intelligence, and keeping the funding rate honest.