[RFC] Balancer Treasury Management USDC Yield Strategy

Background

At this point in time the Balancer treasury has $2,780,625 USDC. This capital should be put to work, in a safe, low risk environment. Starting with a select percentage then growing the exposure from there.

Phuture is a decentralised protocol that gives users passive exposure to crypto assets. We create on-chain index funds and structured products so you can get exposure without the complexity.

We’ve created a low-risk USDC savings vault built upon Notional Finance’s fixed rate market. This product has been built as a treasury management solution for the likes of the Balancer treasury.

USV offers an optimised interest rate by investing into a blend of three and six-month bonds. USV then dynamically allocates capital to whichever maturity has the highest interest rate at the time.

Key benefits:

  • Removes the cost, complexity and time needed to manage different maturities.

  • Access your capital at any time.

  • Higher yields than other providers like Yearn, AAVE or Compound

Proposal

We propose to move 20% ($556,125) of the Balancer USDC holdings to USV - the yield bearing USDC - over a period of time. The Balancer treasury can expect to earn 3-5% APY.

3% of the 20% allocated would return per year = $16,683

3% on the total USDC holding would return per year = $83,418

Execution

Directly mint USV, allowing the strategy to manage the underlying bonds and produce the yields on Balancer’s treasury’s behest.

We would suggest introducing the 20% ($556,125) through multiple tranches over a time period which we can share with a more detailed breakdown upon the success of this proposal.

Balancer would hold the USV assets in their custody. USV is redeemable for USDC at any given time.

We also note that a smaller test transaction would be merited to make sure the Balancer treasury can become comfortable with the process. The Phuture team will be available to run through the process for the Balancer Treasury team.

Key Points

  • USV is able to produce higher yields than Aave, Compound and other like providers because it benefits from the premium that fixed rates can obtain.

  • USDC is deposited for USV, this USV will be held by the DAO. USV has no lock-ups and will be redeemable at any given time.

  • Due to the fixed nature of USV’s lending, the interest earned at maturity on its underlying bonds are insulated from immediate changes in the market rate.

  • The Balancer treasury will be able to fully verify the on-chain process and where the yield is generated. They custody the yielding bearing assets and can take comfort in knowing the safety of the yield generated.

Risks

  • Short term losses can occur due to Intra maturity price fluctuations of the underlying bonds. However, these will always be recovered as the bond reaches maturity.

Why Generate Yield?

The Balancer community could use the additional funds to grow the treasury, fund token buybacks, deploy more capital into new projects, increase marketing spend, fund philanthropic activities. The possibilities are endless. The Balancer treasury is in a strong position and one where taking advantage of USV will bring great upside with little to no risk downside risk.

Why Phuture?

Phuture is a decentralised protocol that gives users passive exposure to crypto assets. We create on-chain index funds and structured products so you can get exposure without the complexity.

Our savings vault product range, starting with USDC has been purpose built as a treasury management tool. We benefit from the premium fixed rate yields which means the high yields are not variable, but dependable for users.

USV requires zero management from the Balancer treasury, due to the passive nature of the product. Meaning the Balancer treasury just has to withdraw if they decide to in the far future.

2 Likes

Interesting proposal and thanks for putting this together. I just want to make sure you guys have the full context here:

  1. Karpatkey now is our partner for treasury management and we would like to get their input: https://forum.balancer.fi/t/bip-103-karpatkey-balancer-treasury-cu-proposal-update/3895
  2. we need most of our USDC to pay for service providers and I am not sure we can invest any stables at this point
  3. Risk / reward is not clear to me here. Was your strategy audited? I would rather invest in Aave get reduced yield and know the risks compared to your protocol
4 Likes

Hello everyone! This is santinomics from Karpatkey.

As Xeonus correctly pointed out, USDC is needed to pay for service providers. According to an analysis conducted also by Xeonus, the USDC projected spendings for Q4 are $1.52 Million USDC.

Considering the current conditions of the market and the short term prospects, we strongly believe that Balancer should play it on the safe side, especially with regard to stablecoins. The risk/reward equation does by no means favor the exploration of new alternatives nowadays.

The proposal to move a portion of the current USDC holdings to Phuture is interesting and definitely deserves careful consideration and due diligence. The timing to move forward is not ideal though, so we believe it should be postponed until market conditions clear up and the risk/reward equation shifts to more favorable terms.

For all of the aforementioned, Karpatkey is currently putting together a treasury management strategy that will consider ultra low-risk investments on battle-tested protocols. It’s imperative to keep in mind that the ultimate goal of the Balancer treasury is to support the long term growth and viability of the DAO, thus every action should be fully aligned with it.

5 Likes
  1. Brilliant. Thanks for sharing. I’ve read through the original Karpatkey proposal and the research they shared. We’d love to connect with them to discuss USV within their treasury management strategy.
  2. USV offers instant access to capital, so if you need capital, you wouldn’t experience any lockups and will have access at any time.
  3. The reason for the premium yield is through our partnership with Notional Finance, the fixed-rate lending market. Users pay a premium to borrow capital at fixed rates, meaning users who supply capital get paid a premium.

Bond management is a key benefit to USV.

Each bond maturity has to be managed. After three months, you have to roll it over; otherwise, you won’t be earning. This takes time, energy and discipline. USV manages this process for you. Taking away the need to manage different bonds. USV focuses on investing in a blend of three and six-month bonds. USV then dynamically allocates capital to whichever maturity has the highest interest rate at the time.

During redemptions the USV vault follows a waterfall structure to ensure that the APY of the vault is minimally impacted. The structure is as follows:

  1. Satisfy redemption with unencumbered USDC
  2. Liquidate lowest yielding fcash maturity
  3. Liquidate highest yield fcash maturity

Following this process makes sure that we only withdraw from the highest yielding maturity (greatest amount of future yield) in the case of very large redemptions.

USV is open-source. We have conducted a full audit with Peckshield. As the yield comes from Notional Finance, I’ve also included their full audit as well done by Open Zeppelin below. We would be happy to share a breakdown and further security risks associated with USV to make you more comfortable with how the contracts work.

USV contracts - Contract Addresses - Phuture
Notion audit - blog(DOT)openzeppelin(DOT)com/notional-audit

Hi Santinomics,

Thanks for joining the discussion. We concur with your view on safety. Losing any amount of treasury assets due to an opaque, mismanaged strategy is never worth the high yields.

USV offers low risk returns on your USDC and has a current APY of 3.14%. This yield is generated with no leverage, 100% overcollateralised loans, 100% native organic USDC yield and no IL risk. This is really important for the safety of assets. We’ve also open-sourced the contracts and had USV fully audited.

We’d welcome a dialogue with you and the good folks at Karpatkey to explore USV. It seems it’s very much the solution that matches your market view.

Docs

Contracts

1 Like

Hi Charles,

Thanks a lot for all the details and links you shared.
We are going to review your docs and have an internal assessment about Phuture.

As I mentioned in my previous comment, this might not be the right time to move forward with a trial. Considering the Balancer DAO needs and the current market outlook, we are only considering the most-battle tested protocols in the industry, which also happen to be the top ones in terms of track record and TVL.

Once the overall situation shifts to more favorable terms, we are open to reviewing this decision and engaging into further conversations.

2 Likes

Hi Santinomics,

Great to hear from you.

You mentioned in your previous post that ‘Karpatkey was putting together a treasury management strategy that will consider ultra low-risk investments into battle-tested protocols’.

At Phuture, we agree with this approach, and this thinking is one of the tenets behind why we chose Notional to build USV on top of. Notional is the leading fixed-rate lending market, with over $1bn in loan value executed through the protocol. It’s ironic because lots of the most battle-tested protocols you speak of have/currently utilise Notional for the premium yields.

TVL is a good point. The way USV works is each USDC deposited mints USV, this redeemable 1-1 for USDC at any time. Notional has around $30m USDC deposited into the protocol (25/11/2022).

The ERC-4626 standard is used in the USV vault, which is a highly recognised contract used by many of the battle-tested protocols in the space. Yearn, Balancer, and Alchemix, to name a few.

Happy to discuss further and connect offline. It seems we share a similar view, and that should be something we explore to push the space forward!

https://eips.ethereum.org/EIPS/eip-4626

https://erc4626.info/

This post is a bit confusing, what is the exact value proposition that Phuture is providing over Karpartkey?

USV is providing high USDC yields through a safe vehicle. We don’t charge any fees. USV is something we created for our own internal treasury which we feel others can benefit from.

We welcome dialogue with Karpatkey and for them to assess the strategy, review the open source code base and audit.

Just wanted to follow up on the replies to this. Happy to sync up and discuss offline.