In development

Thorpe Futures

Benchmark-backed compute futures for buyers and sellers with recurring GPU cost exposure. Settlement against published Thorpe indices. Cash-settled, monthly tenors.

Contract universe (proposed)

Initial cohort instruments

SymbolUnderlyingContract sizeTickSettlementStatus
THORPE-H100-1X-Q3H100 SXM Mid · 1×1 GPU·hr$0.0001Cash · monthlyProposed
THORPE-H100-8X-Q3H100 SXM Mid · 8×8 GPU·hr$0.0010Cash · monthlyProposed
THORPE-H200-1X-Q3H200 SXM Mid · 1×1 GPU·hr$0.0001Cash · monthlyProposed
THORPE-A100-1X-Q3A100·80G Mid · 1×1 GPU·hr$0.0001Cash · monthlyProposed
THORPE-A100-8X-Q3A100·80G Mid · 8×8 GPU·hr$0.0010Cash · monthlyProposed
THORPE-L40S-1X-Q3L40S Mid · 1×1 GPU·hr$0.0001Cash · monthlyProposed
Proposed · Subject to change as cohort onboarding finalizes
Why Thorpe Futures

Hedge, transfer risk, settle to a published index

Hedging
Lock GPU spend ahead of training cycles

Buyers fix a forward price for compute and settle against the published Thorpe index. No physical delivery; cash settlement only.

Risk transfer
Sellers monetize idle inventory

Providers and operators with surplus capacity can take the other side and earn the basis between their cost curve and the index.

Settlement
Index-settled, monthly tenors

Each contract settles to the arithmetic mean of the published 4-hour Thorpe index over the final 5 settlement days of the contract month.

Founding cohort

Recurring GPU spend over $250k/mo?

Founding participants help shape contract terms, settlement assumptions, and onboarding workflows. Join the waitlist to follow development.