[Gauntlet] Recommendations: Ethereum Compound v3 USDC - Risk Parameter Changes (7/20/23)

Simple Summary

In response to recent growth in the Ethereum Compound v3 USDC comet, Gauntlet recommends the following risk parameter changes to allow further protocol usage and growth:

  • Increase WETH supply cap from 350k tokens (~$669M) to 500k tokens (~$956M)
  • Increase WBTC supply cap from 12k tokens (~$361M) to 18k tokens (~$542M)
  • Increase UNI supply cap from 2.3M tokens (~$13.6M) to 6M tokens (~$35.5M)
  • Increase LINK supply cap from 1.25M tokens (~$9.0M) to 4M tokens (~$28.9M)

These changes will:

  • Decrease WETH supply cap utilization from 60.7% to 42.5%
  • Decrease WBTC supply cap utilization from 77.2% to 51.4%
  • Decrease UNI supply cap utilization from 100% to 38.3%
  • Decrease LINK supply cap utilization from 92.0% to 28.7%

Analysis

WETH

The $669M supply cap for WETH has recently reached 60.7%, as seen in our dashboard.

Below are details of the top WETH suppliers:

Top 10 WETH suppliers and percentage of total WETH supplies:

Top 10 entire supply positions for top WETH suppliers:

Top 10 USDC borrow positions for top WETH suppliers:

Top 10 WETH suppliers and borrow usages:

Currently, $263M additional WETH can be supplied to the comet, greater than any current user’s WETH supply position. Given the demand for WETH supply and the high liquidity & low volatility of WETH/ETH, Gauntlet recommends increasing the WETH supply cap from 350k tokens (~$669M) to 500k tokens (~$956M). This change will decrease WETH supply cap utilization from 60.7% to 42.5%, resulting in $550M additional WETH able to be supplied, to allow further long-term protocol usage and growth.

WBTC

The $361M supply cap for WBTC has recently reached 77.2%, as seen in our dashboard.

Below are details of the top WBTC suppliers:

Top 10 WBTC suppliers and percentage of total WBTC supplies:

Top 10 entire supply positions for top WBTC suppliers:

Top 10 USDC borrow positions for top WBTC suppliers:

Top 10 WBTC suppliers and borrow usages:

Currently, $82M additional WBTC can be supplied to the comet, greater than any current user’s WBTC supply position. Given the demand for WBTC supply and the high liquidity & low volatility of BTC, Gauntlet recommends increasing the WBTC supply cap from 12k tokens (~$361M) to 18k tokens (~$542M). This change will decrease WBTC supply cap utilization from 77.2% to 51.4%, resulting in $263M additional WBTC able to be supplied, to allow further long-term protocol usage and growth.

UNI

The $13.6M supply cap for UNI has recently reached 100%, as seen in our dashboard.

Below are details of the top UNI suppliers:

Top 10 UNI suppliers and percentage of total UNI supplies:

Top 10 entire supply positions for top UNI suppliers:

Top 10 USDC borrow positions for top UNI suppliers:

Top 10 UNI suppliers and borrow usages:

Currently, $0M additional UNI can be supplied to the comet. Given the recent daily volume for UNI, Gauntlet recommends increasing the UNI supply cap from 2.3M tokens (~$13.6M) to 6M tokens (~$35.5M) This change will decrease UNI supply cap utilization from 100% to 38.3%, resulting in $21.9M additional UNI able to be supplied.

LINK

The $9.0M supply cap for LINK has recently reached 92%, as seen in our dashboard.

Top 10 LINK suppliers and percentage of total LINK supplies:

Top 10 entire supply positions for top LINK suppliers:

Top 10 USDC borrow positions for top LINK suppliers:

Top 10 LINK suppliers and borrow usages:

Currently, $0.7M additional LINK can be supplied to the comet. Given the recent daily volume for LINK, Gauntlet recommends increasing the LINK supply cap from 1.25M tokens (~$9.0M) to 4M tokens (~$28.9M). This change will decrease LINK supply cap utilization from 92.0% to 28.7%, resulting in $20.6M additional LINK able to be supplied.

Next Steps

  • Target on-chain vote 7/24/23
2 Likes

Great to see v3 growth happening.

Do you have any insight on what the max safe supplies of UNI/LINK are before we start running risks with on-chain liquidity in case of large liquidations (similar to the CRV situation on AAVE where there was(is?) risk that large loans could not be profitably liquidated)?

1 Like

We put up the on-chain proposal here. Voting begins in 1 day and lasts for 3 days.

Thanks for the question, @tempail . Our supply cap methodology incorporates daily volume across both centralized and decentralized exchanges. Therefore we assume that, even if there isn’t sufficient DEX liquidity to liquidate all the UNI suppliers, liquidators will at least be able to partially rely on CEX liquidity.

UNI’s lowest daily volume over the past two weeks is $77M, and we recommend a $35M supply cap. LINK’s lowest daily volume over the past two weeks is $78M, and we recommend a $31M supply cap. We note however that LINK ADV has been significantly greater than UNI ADV. Given current market conditions, $35M is near the max UNI supply cap we would recommend, and there is more room to increase the LINK supply cap if we observe increased utilization.

1 Like

The proposal has passed and been executed. We thank the community for their participation.

1 Like