Creation of Arbitrum Yield market

Author: Euler Labs
Date: 2025-08-27

Summary
The Euler Yield market on Arbitrum will establish capital-efficient stablecoin looping opportunities, aiming to service the ever-expanding market for delta-neutral yield. This market is crucial for Euler’s success in Arbitrum’s upcoming 80M ARB DeFi Renaissance Incentive Program (DRIP) which has stablecoin looping as a core focus.

Assets

  • USDC, USDT0

  • USDS, sUSDS, sUSDC

  • USDe, sUSDe

  • syrupUSDC,

  • USR, wstUSR, RLP

  • USDai, sUSDai

  • thBILL

  • Any associated Pendle PTs

Risk Management
Euler Arbitrum will be governed by Euler DAO and risk-managed by Gauntlet and Objective Labs. Euler Labs invites Gauntlet and Objective Labs to provide initial recommendations for risk parameters for the Euler Arbitrum market.

Copyright
Copyright and related rights waived via CC0.

2 Likes

[Objective Labs]: Initial Recommendations for Arbitrum Yield

Caps

Asset Supply cap (unit) Borrow cap (unit)
USDC 100,000,000 90,000,000
USDT 100,000,000 90,000,000
USDS 50,000,000 45,000,000
sUSDS 20,000,000 18,000,000
sUSDC 20,000,000 18,000,000
USDe 20,000,000 18,000,000
USR 20,000,000 18,000,000
USDai 10,000,000 9,000,000
thBILL 10,000,000 0
sUSDe 20,000,000 0
syrupUSDC 20,000,000 0
wstUSR 5,000,000 0
sUSDai 5,000,000 0
RLP 5,000,000 0
PT-USDai-20NOV2025 5,000,000 0
PT-sUSDai-20NOV2025 2,000,000 0

LLTVs

Collateral ↓ / Debt → USDC USDT USDS sUSDS sUSDC USDe USR USDai
USDC 0.00 0.96 0.95 0.94 0.94 0.93 0.92 0.92
USDT 0.96 0.00 0.95 0.94 0.94 0.93 0.92 0.92
USDS 0.95 0.95 0.00 0.96 0.96 0.93 0.92 0.92
sUSDS 0.94 0.94 0.96 0.00 0.96 0.92 0.91 0.91
sUSDC 0.94 0.94 0.96 0.96 0.00 0.92 0.91 0.91
USDe 0.93 0.93 0.93 0.92 0.92 0.00 0.88 0.88
USR 0.92 0.92 0.92 0.91 0.91 0.88 0.00 0.88
USDai 0.92 0.92 0.91 0.91 0.91 0.88 0.88 0.00
thBILL 0.92 0.92 0.91 0.91 0.91 0.88 0.88 0.88
sUSDe 0.92 0.92 0.91 0.91 0.91 0.95 0.88 0.88
syrupUSDC 0.92 0.92 0.91 0.91 0.91 0.88 0.88 0.88
wstUSR 0.91 0.91 0.90 0.90 0.90 0.87 0.87 0.87
sUSDai 0.91 0.91 0.90 0.90 0.90 0.87 0.87 0.95
RLP 0.88 0.88 0.87 0.87 0.87 0.85 0.90 0.88
PT-USDai-20NOV2025 0.85 0.85 0.84 0.84 0.84 0.83 0.80 0.93
PT-sUSDai-20NOV2025 0.82 0.82 0.81 0.81 0.81 0.80 0.77 0.92

IRMs

Asset Base Rate Kink (%) Rate @ Kink Rate @ 100% (Max)
USDC, USDT, USDS, USDe, USR, USDai 0% 90% 8% 25%
sUSDS, sUSDC 0% 90% 3.25% 25%

Oracles

Asset Oracle
USDC RedStone USDC/USD
USDT RedStone USDT/USD
USDS Chainlink USDS/USD
sUSDS Chainlink sUSDS/USDS * Chainlink USDC/USD
sUSDC ERC4626 sUSDS/USDS * Chainlink USDC/USD
USDe Chainlink USDe/USD
USR Chainlink USR/USD
USDai Fixed 1:1
thBILL RedStone thBILL/USDC * RedStone USDC/USD
sUSDe RedStone sUSDe/USDe * Chainlink USDe/USD
syrupUSDC Chainlink syrupUSDC/USDC * RedStone USDC/USD
wstUSR Pyth wstUSR/USR * Chainlink USR/USD
sUSDai ERC4626 * Fixed 1:1
RLP Pyth RLP/USD (Redemption Rate)
PT-USDai-20NOV2025 Pendle PT-USDai/USD
PT-sUSDai-20NOV2025 Pendle PT-sUSDai/USD

We recommend fundamental oracles for yield-bearing stablecoins and market oracles for borrowable stablecoins. We note several exceptions: USDai is fixed 1:1 due to low liquidity, volatility around peg, and the lack of a suitable oracle. Pyth is used for RLP and wstUSR due to the lack of push oracles on Arbitrum at this stage.

2 Likes

Gauntlet supports the creation of Arbitrum Yield market and is aligned with Objective Labs’ recommendation for Arbitrum Yield market