GPU Providers & Data Centers
Anchor your pricing strategy to market expectations. Benchmark rental rates against the term structure, identify contango or backwardation regimes, and structure long-term contracts with market-calibrated confidence.
Forward Curve
GPU Term Rental Implied Forward Rates
Time has a price. We publish it daily. GPU term rates, and the rental rates they imply for a future moment — forward rates. Out to 36 months, they become the term and forward curves.
TARGET SEGMENT USE CASES
Built for Every Side of the Compute Market
From pricing strategy to derivatives origination — forward-looking intelligence for operators, buyers, and financiers.
AI Companies & Compute Buyers
Time your procurement. Compare locked-in term rates against forward expectations to decide when to commit, when to wait, and when to negotiate. Validate every broker quote against the curve.
Financial Institutions & Risk
The no-arbitrage forward rate is your settlement reference. Price swaps, build structured products, underwrite GPU-collateralized loans, and design parametric insurance — all anchored to a published, methodology-backed forward curve.
METHODOLOGY & DATA SCHEMA
How the Term-Implied Forward Curve is built
Real Market Data Collection
We collect actual GPU rental transaction data and published rates across 95% of Neo-Cloud providers and 100% of major hyperscalers.
Term Structure Construction
Rental rates are organized by term length (1-month through 36-month) to build the term structure (the blue line).
No-Arbitrage Forward Derivation
The implied forward rate (orange line) is mathematically derived from the term structure using established no-arbitrage pricing methodology.
Daily Publication
Both curves are recalculated every business day and can be accessed via the Silicon Data portal.
FORWARD CURVE
Frequently Asked Questions (FAQ)
The Term Structure Rate (the blue line) represents the actual cost you would pay today to lock in a GPU rental for a specific duration (e.g., a 12-month contract). The Implied Forward Rate (the orange line) is a mathematical derivation that shows the market's expected spot rental price at a specific point in the future (e.g., what a 1-month rental will cost exactly 12 months from now).
No. The term structure is built from actual GPU rental transaction data and published rates collected daily across 95% of Neo-Cloud providers and 100% of major hyperscalers, then standardized per GPU-hour. The Implied Forward Rate is derived from that term structure using no-arbitrage pricing — it is a market-calibrated benchmark, not a single provider’s rate card.
The Forward Curve currently tracks the Nvidia H100, B200 and A100 markets, as these possess the trading volume and liquidity required for robust forward pricing. Forward indices for other GPU models will be published as those markets mature.
Yes. Unlike static pricing aggregators, the Silicon Data Forward Curve is built specifically for financial application. By utilizing standard no-arbitrage derivation and publishing daily, the curve serves as a reliable, methodology-backed reference rate for pricing and settling compute futures, swaps, options, and parametric insurance products.
Depending on your subscription tier, the Forward Curve data is accessible via direct REST API, the Silicon Data web portal, and directly through the Bloomberg Terminal (Ticker: SDH100RT).
Yes. Full historical data archives of the forward curve are available to users on our Enterprise Tier, enabling quant desks and researchers to backtest models and analyze historical contango/backwardation regimes.
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