Compute Swaps
A financial swap referencing published GPU-hour price indices.
How the Swap Works
What we're solving.
CTOs and CFOs committing to a multi-quarter AI product roadmap need a predictable compute cost line. A GPU cloud financing new CAPEX needs visibility on forward revenue. Neither wants to be locked into a specific vendor, a specific region, or a specific physical workload profile. A traditional reserved-instance contract forces that lock-in. A purely on-demand approach accepts full price volatility.
How it works.
A financial swap referencing published GPU-hour price indices. The buyer pays a fixed rate; the seller pays the floating index. Settlement is monthly and purely financial - no physical delivery, no vendor lock-in, no dependency on cloud uptime or usage verification.
Qualifies as a cash-flow hedge under standard accounting. Fits inside the risk and treasury policies that enterprises already operate.
Built for these counterparties.
- Enterprises and AI SaaS businesses hedging multi-quarter compute budgets
- GPU clouds hedging forward revenue or laying off spot-price exposure on reserved books
- Traders taking directional or relative-value exposure to GPU pricing
- Lenders hedging the cash-flow sensitivity of GPU-backed portfolios
Talk to us about your structure.
Contact us to discuss your needs and available contract structures.