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Yield Curve

Yield Curve (Layer 3)

Layer 3 is the intelligence layer. It sits on top of the futures market and turns thousands of individual locked-rate contracts into a single, continuous picture: a yield curve for AI compute — what the market believes inference will cost at every point in the future.

This is data nobody else has, because nobody else has the futures market underneath it. You own the curve because you built the market.

The intelligence layer

On Layer 2, every action a user takes produces a price point. Someone locks DeepSeek at $0.14/M until September. Someone else locks it at $0.16/M until December. Another at $0.19/M until March. Each contract is one coordinate.

Individually those are just trades. Plotted together — price per million tokens against time to expiry — they form a term structure: the same yield curve that defines every mature commodity and rates market, now for machine compute.

What the yield curve is

The yield curve maps the price of compute across a series of future expiry dates. On Auton, each model gets its own curve:

  • X-axis — time to expiry (1 week, 1 month, 3 months, 6 months, and beyond).
  • Y-axis — locked rate in $/M tokens implied by the futures at that expiry.
  • One curve per model — DeepSeek, Llama, Qwen, GPT, Gemini, Claude — so you can compare term structures across providers.
contangobackwardation$/M tokenstime to expiry →

How the curve forms

The curve is built directly from real market activity, not a model's list price:

  • Each open and settled futures contract contributes a (expiry, rate) point for its model.
  • Points are grouped by model and sorted along the expiry axis to form the term structure.
  • The front of the curve is anchored to the live spot rate (the blended price the gateway pays today), so the near end always reflects reality.
  • As more contracts open across more expiries, the curve gets denser and more accurate — it improves automatically with volume.

Reading the curve

The shape of the curve is itself the signal:

ShapeWhat it meansSignal
Contango (sloping up)Future compute is priced higher than todayMarket expects scarcity, demand growth, or a model launch
Backwardation (sloping down)Future compute is priced lower than todayMarket expects new supply / efficiency to drive prices down
Local spikeA bump around a specific expiryAn anticipated event — e.g. a major model drop that period

Architecture

The curve is a read-only data layer derived from Layer 2. Nothing new is traded here — it indexes the market that already exists and serves it back as financial-grade analytics:

Layer 2 · source
Futures market
Contracts opened & settled across expiries (1w · 1m · 3m · 6m) — each one a price point
On-chain settlement + locked rates
Indexer
Collect data points
Aggregates every contract into $/M rates tagged by model and expiry
Group by model, sort by expiry
Curve engine
Build the term structure
Assembles per-model curves and anchors the front to the live spot rate
Serve
Yield-curve API
Per-model curve endpoints
Time-series of expiry → rate, plus derived metrics (slope, contango/backwardation, spreads)
Terminal
Real-time curve dashboard
Clean financial charting — expiry on X, $/M on Y, one curve per model
Consumed by
Builders
Time when to lock futures
Traders
Spot curve arbitrage
Analysts
Read market direction

Who uses it

  • Builders — decide when to lock in futures. If the curve is in contango, lock now; if it's in backwardation, wait.
  • Traders — spot mispricings between expiries or between the curve and live spot, and express them with leveraged positions.
  • Analysts — track where the compute market is heading across models, the way rates desks read a yield curve.

Why it matters for $AUTO

This is the moment Auton stops looking like a crypto product and starts looking like a Bloomberg Terminal for machine resources. The yield curve is pure data infrastructure — and it is defensible precisely because it can only exist on top of a real futures market:

  • The curve is a data moat: no market underneath means no curve, and Auton owns the market.
  • More usage on Layer 2 → a richer curve → more builders, traders, and analysts → more usage. The intelligence layer compounds demand for the underlying market that drives $AUTO.
  • It positions $AUTO as the settlement and data layer of the machine-resource economy, not just another token.

Status

The yield curve is the planned Layer 3. The data that feeds it — locked rates, expiries, and on-chain settlements — is already being produced by the live Layer 2 futures market today. This page describes the design; the terminal dashboard is the next build, and it grows more valuable with every contract opened in the meantime.