Building on Canton

Capacity
Derivatives

OTC forwards, swaps, and structured products for the GPU compute market. Bringing transparent price discovery and hedging to AI infrastructure.

$200B+
GPU compute market with triple-digit growth
Volatile
40% H100 rental price swing in five months
Fragmented
Marketplace for institutional hedging
The Problem

A $200B+ market with no institutional-grade financial infrastructure

GPU compute is the most important commodity of the AI era. Nascent index and OTC infrastructure is emerging, but no integrated offering yet combines a credible benchmark, a trading venue, and institutional-grade settlement.

Volatile
40% Price Increase

H100 one-year rental prices rose 40% in five months, from $1.70/hr to $2.35/hr. Enterprise buyers had no institutional venue to hedge this exposure.

Fragmented
Nascent Infrastructure

Three competing indices, very few transactions, and no integrated offering for index access, a trading venue, and settlement.

In Demand
Capacity Sold Out

On-demand GPU capacity sold out across all types. Blackwell generation fully booked through late 2026. Marginal compute almost unobtainable.

The Solution

OTC derivatives for GPU compute

Cash-settled forwards and swaps referencing published GPU benchmark indices, with settlement on the Canton Network. Voice-brokered initially, following the same model that launched every major commodity derivatives market.

Fixed-for-Floating Swaps

Buyer pays a fixed GPU-hour rate; seller pays the floating index rate. The buyer's effective cost is locked in. The standard entry point in commodity OTC markets.

Forward Contracts

Agreement to buy or sell GPU capacity at a fixed price on a future date. Cash-settled against the published benchmark index at the contract expiry date.

Asian-Style Monthly

Settlement on the arithmetic average of daily index values over the contract period, matching how compute is consumed as a continuous flow.

Market Development Sequence
Phase 1
Index
Partner with existing GPU benchmark providers
Phase 2
OTC Forwards & Swaps
Voice-brokered, settled on Canton Network
Phase 3
Exchange Futures
Standardised contracts, CFTC/FCA regulated
Phase 4
Options & Structured
Capacity swaps, range accruals, price floors
Why Canton

The only settlement infrastructure built for institutional derivatives

OTC derivatives require trade-level privacy, atomic settlement, and programmable financial contract lifecycle management. Public blockchains cannot deliver this. Centralised exchanges lack programmability. Canton provides both.

Trade-Level Privacy

No institutional participant will trade on a platform where positions, counterparties and trade sizes are publicly visible. Canton's permissioned architecture ensures trade-level privacy by design, a regulatory and competitive requirement for derivatives markets.

Daml Smart Contracts

Daml models the complete lifecycle of financial contracts: creation, novation, exercise, settlement, margining. It achieves the precision of ISDA documentation in executable code, purpose-built for financial instruments on distributed infrastructure.

Atomic Settlement

All legs of a transaction succeed or fail together, eliminating settlement risk entirely. As the market matures toward complex structured products (options, capacity swaps, multi-leg instruments), atomic settlement becomes essential infrastructure.

Institutional Consortium

Goldman Sachs, BNP Paribas, Deloitte and Microsoft are already Canton participants. Their technology, legal and compliance teams have assessed the infrastructure, so a new Canton-based product can be approved without starting the process from zero.