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Business Overview

Jetty is a generalized on-chain swap protocol. Any floating data feed expressible as an accumulating index can be traded as a fixed-vs-floating swap. See the full set of use cases on the Mission page.

LP Utility and Revenue

LP capital backs markets and earns from three distinct sources:

  • Swap Fee (LP share): 75% of swap fees, pro rata by LP share ownership.
  • Open Interest Fee (LP share): 75% of the annual OI fee accrual (default 10 bps annualized on absolute notional).
  • Spread capture: PnL transfer between trader fixed rates and realized floating outcomes.

Strategic Positioning

  1. Hedge infrastructure for exchanges and brokers: Fixed-rate overlays for users with floating perp funding, borrow, or staking exposure.
  2. Rate-risk management for DeFi protocols: Hedge treasury liabilities, yield-linked obligations, or borrow costs programmatically.
  3. Settlement rail for structured products: Build fixed-income, volatility, or macro-linked products on top of on-chain swap markets.
  4. TradFi bridge for institutions and DAOs: Margin-based SOFR/OIS exposure without fiat custodians or 100% upfront capital.
  5. Volatility venue for options and derivatives desks: The first on-chain venue for variance swaps, VRP harvesting, and delta-neutral vol exposure.
  6. Real-world data markets: Weather, energy, inflation, and political metrics as tradeable continuous swaps, expanding beyond finance into insurance and commodities.

Addressable Market (Illustrative)

SegmentIndicative SizeExample Hedgeable Slice
Crypto derivatives flow~$5T monthly volume0.1% converted to hedge flow = ~$5B monthly notional turnover
Staking economy~$135B staked assets5% hedged = ~$6.7B notional
DeFi lending~$30B+ TVL10% hedged borrow exposure = ~$3B+ notional
TradFi rates (SOFR/OIS)~$500T+ notional outstandingEven marginal on-chain capture is massive
Volatility / exoticsNascentNo on-chain venue exists today

Growth Drivers

  1. Institutional participation: More basis and carry capital increases demand for hedge instruments.
  2. Compression of unhedged carry: As basis tightens, downside from rate spikes becomes less tolerable.
  3. Maturity of on-chain credit markets: Growth in borrow/lend activity increases demand for fixed-rate overlays.
  4. Expansion beyond crypto rates: SOFR, variance, and CPI markets open entirely new addressable segments with no on-chain competition.