Integrate mEDGE and mMEV on Euler Yield Market

Summary

This proposal seeks approval to list mEDGE and mMEV as a collateral on Euler Yield market on Ethereum. This addition will provide users with access to an innovative, yield-bearing strategy, enhancing the diversity and utility of the Euler Yield market on Ethereum.

Motivation

About mEDGE and mMEV

Both tokens are designed to track delta-neutral DeFi crypto yields, aiming to maintain a balanced exposure to the market while generating returns. This strategy seeks to adapt to various market conditions by leveraging opportunities with optimized risk-reward profiles.

Why mEDGE and mMEV on Euler Yield?

  • Institutional-Grade Strategy: Provides Euler users with access to a professionally managed, appealing delta-neutral strategy.
  • Enhanced Liquidity: Increases the utility and adoption of stable assets and other tokens within the Euler Yield market.
  • Composability: Integrates seamlessly into Euler’s DeFi ecosystem, offering users new opportunities for collateralized borrowing and lending.

Risk parameters

Loan-to-values (LTVs)

  • LTV for borrowing stablecoin assets with mEDGE or mMEV: 0.90
  • LTV for borrowing ETH-denominated assets with mEDGE or mMEV: 0.80
  • LTV for borrowing BTC-denominated assets with mEDGE or mMEV: 0.80

Supply & borrow caps

Given those parameters are correlated with the liquidity profile of the assets, here is a summary of mEDGE and mMEV’s liquidity:

Acquiring mEDGE or mMEV

They can be atomically minted seamlessly with no minimums when acquired with stablecoins like USDC, USDT or DAI.

Daily atomic limits are evolving alongside the TVL and are set at 10m per day.

Asynchronous minting is also available, processed as soon as possible, and may take up to 2 days.

Redeeming mEDGE or mMEV

They can be atomically redeemed for USDC seamlessly with no minimums.

Atomic redemptions occur through their respective redemption vault. The smart contract endpoint provides investors access to two atomic liquidity sources:

  1. Direct redemption using USDC set aside within the mEDGE and mMEV redemption vault.
  2. Redemption via liquidity providers: Midas partners with providers who maintain on-chain token reserves fulfilling atomic redemptions.

Asynchronous redemption is also available and usually takes about 2 days.

As of February 13, 2025, the instant redemption capacity stands at 940k USDC for each token

Midas aims to maintain instant liquidity at 10% of a token TVL, with a 48-hour replenishment capability (see the “redemption capacity over time” section).


Permissionless liquidation

mEDGE and mMEV function as a permissionless token that can be liquidated seamlessly, ensuring smooth operations and eliminating bad debt risk. This frictionless redemption process makes those tokems particularly attractive for lending protocols.

Oracle

The token prices update weekly. The portfolio appraisal is performed between Midas and the risk manager (respectively Edge Capital and MEV Capital). Price updates are propagated on-chain weekly, with the objective to increase the frequency over time. This approach guarantees that mEDGE and mMEV prices are accurately reflecting the portfolio.

The portfolio is transparently shared at midas.app.

Caps Suggestions

Based on the existing liquidity profile, we suggest an initial supply cap of 5,000,000 mEDGE and 5,000,000 mMEV.

Governance

Given Euler’s move to an optimistic governance framework, no formal on or off-chain voting is required for this proposal to pass. However, we encourage the Euler DAO and community members to provide feedback, share suggestions, and voice their opinions on this initiative. Community input will, as always, be crucial to ensuring that the Euler Yield market on Ethereum remains relevant, competitive, and risk-managed.

Implementation

Unless any concerns are raised or the DAO would like more time for consideration of this proposal, the mEDGE and mMEV tokens on Euler Yield will be implemented by the Euler Foundation.

Gauntlet - Parameter Recommendations for mEDGE and mMEV on Euler Yield (2025-02-26)

In light of the proposal by @midas, Gauntlet recommends the following risk parameters to the protocol:

Cap Recommendations

Gauntlet will recommend these assets are not initially borrowable. These assets are both less than two months old and presently have limited DeFi and DEX integration.

  • mEDGE
    • Set Supply Cap to 3,000,000
    • Set Borrow Cap to 0
  • mMEV
    • Set Supply Cap to 3,000,000
    • Set Borrow Cap to 0

Present TVL of mEDGE and mMEV are $2.02M and $1.74M respectively. The only liquidity available to liquidators at present is redemptions to USDC via Midas directly. Atomic redemptions are currently limited to ~$900K available per token in a shared liquidity pool, which if depleted will require non-atomic redemptions until the pool is topped up again.

The proposed supply caps are mindful of expected TVL growth for these tokens while recognizing the present liquidity constraints.

We note that as per Midas’ oracle documentation and their forum post, using their oracles for these assets will effectively price the assets to their NAV once per week. Therefore using their oracles, any potential disruption following a price update will be long lasting. In the rare case where NAV has decreased but the oracle price has not updated, assets could be borrowed against these tokens as collateral at a discount to market price.

Interest Rate Curve Recommendations

These assets are recommended to not be borrowable initially, so no IR recommendations are needed at this time.

LLTV Recommendations

Here we aim to maximize risk-adjusted capital efficiency for users. We note that Euler Yield does not presently contain any ETH or BTC-denominated assets as referenced in the proposal by @midas. We anticipate usage of markets in particular for looping mEDGE / USDC, mEDGE / USDT, and mEDGE / DAI (and similarly for mMEV).

This table assumes mEDGE and mMEV as the collateral assets (with the same initial recommendations for both).

Borrow LTVs are recommended as two percentage points less than the recommended LLTVs per collateral/debt pair.

Debt LLTV
wUSDM 90%
wM 90%
USDT 95%
USDS 90%
USDe 90%
USDC 95%
USD0 90%
RLUSD 90%
PYUSD 90%
FDUSD 90%
DAI 95%

Next Steps

  • We welcome community feedback
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