I argue that prediction is not primarily a technological means for knowing future outcomes, but a social model for extracting and concentrating discretionary power. Prediction is a ‘relational grammar’ that governs this allocation of discretion: the everyday ability to define one's situation. This extractive dynamic extends a long historical pattern, in which new methods for producing knowledge entail a redistribution of decision-making power. I focus on two contemporary domains: (1) crime and policing are emblematic of how predictive systems are extractive by design, with pre-existing interests governing what is measured and what persistently goes unmeasured. (2) The prediction of productivity demonstrates the long tradition of extracting discretion as a means to extract labour power. Time after time, making human behaviour more predictable for the client of prediction (the manager, the police officer) often means making life and work more unpredictable for the target of prediction (the employee, the urban citizen).