[1RC] Swap 1M USDC into OUSD to generate stable yield

Title

[1RC] Swap 1M USDC into OUSD

Simple Summary

This proposal suggests swapping 1M USDC into OUSD to generate passive yield on idle treasury assets.

Abstract

OUSD is ERC20 token backed 1:1 by other US dollar stablecoins like USDT, USDC, and DAI. Yields are generated on-chain, distributed directly to the wallet, and compounded automatically. Your funds are never risked in speculative positions. The 1inchDAO treasury has over 15M USDC sitting idle. We suggest swapping 1M USDC into OUSD via https://app.ousd.com/

Motivation

~95% of the current 1inch DAO treasury is in USDC, earning exactly 0% interest or fees. The only source of income is the swap surplus of the legacy mode in 1inch DEX. DAO has looked for more sources of income and adapted to the protocol changes. Effective use of the ~15.5M USDC in the treasury to generate income for the DAO is a plausible first step. According to analytics, the current average variable yield for holding OUSD is between 4-5%, which means that the DAO can earn between ~ 3334 & ~4166 USD per month.

Specification

What is OUSD?

OUSD is an ERC20 token backed 1:1 by stablecoins such as USDC, USDT and DAI. OUSD captures competitive yields in the DeFi landscape while being passively held in wallets.

Rationale#

Why OUSD?

One of the problems with existing stablecoins is that users must constantly choose between holding an easily spendable coin and earning yields by locking their tokens up in smart contracts. To make matters worse, yields from lending and trading activities change rapidly, resulting in users constantly rebalancing their portfolio of assets across many competing platforms. This is time-consuming and expensive as gas fees once again eat into yields.

OUSD, there’s no need to unwind complicated positions. OUSD smart contract will deploy the underlying capital to a diversified set of yield-earning strategies, rebalancing over time to generate yields while diversifying risk. Earnings automatically accrue to the wallet and compound continuously while holding OUSD.

According to OUSD docs, OUSD is able to generate higher yields than competing protocols due to a combination of important design decisions that amplify the rewards that are returned to OUSD holders:

  • Exit fees are returned to the pool, rewarding long-term holders.
  • Price oracles favour the collective over the individual, again rewarding long-term holders.
  • Smart contracts must be manually opt-in to earn yield. This allows the protocol to put more capital to work than would be otherwise possible. For example, the OUSD that is being held on Curve or Uniswap does not rebase, but the backing stablecoins are still deployed and earning yield on behalf of OUSD holders.
  • Yields tend to get compressed as more funds are deployed into a given strategy. By spreading capital across multiple strategies at once, OUSD is able to deploy more capital with less yield compression.
  • The gas costs of harvesting yield are amortised across the entire pool. This makes it economical to harvest more frequently, leading to faster compounding. The more frequent the compounding periods, the faster your money grows.

The net effect of these benefits is that OUSD is able to consistently return higher yields

Considerations#

As with any yield-generating DeFi product, there are associated risks with holding OUSD that are important to understand. These risks can be broadly classified into 3 categories:

OUSD smart contract risk
The smart contracts have been audited by multiple firms. We encourage the reader to check out.

  1. Open Zepplin
  2. Certora
  3. Solidified
  4. Trail of bits

However, it is essential to note that even with formal audits, it is still possible for there to be logic errors that could lead to the loss of funds. The contracts involve complex math and logic.

Third-party platform risk

OUSD is built on top of other DeFi platforms like Aave, Compound, and Curve, which add additional smart contract risk. OUSD invests in platforms with high AUM and has made reasonable efforts to ensure the security of their protocols. However, there are no guarantees that the underlying third-party platforms will continue to work as intended, and any failure in an underlying strategy would potentially lead to a loss of funds for OUSD holders.

Stablecoin risks
It is important to understand that OUSD is only as strong as the stablecoins backing it. Any loss of value to an underlying stablecoin asset will cause a similar loss to the value of OUSD. While OUSD is designed to maintain a 1:1 relationship between supply and the number of backing stablecoins, it does not guarantee which stablecoins will make up that backing nor the value of those coins.

It is important to note that each supported stablecoin introduces non-trivial counterparty risk. Tether, in particular, has had well-documented banking troubles and regulatory challenges. In addition, both USDT and USDC have backdoors that grant their issuers the power to freeze money in their holder’s wallets. While DAI has no direct backdoors, its assets can also be negatively impacted since USDC and USDT are accepted as collateral for minting DAI.

Risk mitigation

While it’s impossible to guarantee that contracts are 100% safe, the team regularly has its work audited by the top auditors in the industry.

In situations where DAI, USDC or USDT fall below the $1 peg, OIP-4 disables the minting of additional OUSD tokens using the de-pegged asset.

DeFi insurance is available to offer smartcontract coverage as an optional add-on service for OUSD holders.

The Origin team has retained Certora to verify the various security properties of the contracts formally. The Origin team also uses automated checking for common errors with Slither and Echidna tests. Together, these alert the team to common security issues in addition to their own test suite.

Code reviews involving our smart contracts are incredibly rigorous and require at least two engineers to review each change with a detailed checklist. The team prioritises security reviews over new feature development.

Finally, the team has formalised an engineering rotation for reviewing attacks on other projects

3 Likes

Thanks for submitting this @Baer !

Peter here from OP core, available to answer any questions about OP and OUSD!

2 Likes

Commenting here as I believe this prop was buried over the months following submission.

A few updates:

  • Origin now has OpenZeppelin on retainer to review 100% of our smart contract changes
  • Several new strategies have been built, audited, and put into action:
  • The current APY is 6.99% over the last 30 days, though it has been as high as 11.44%
  • The OUSD dapp has been completely redesigned

Thank you for the update, @pete! I agree with the general premise – more of the treasury funds should be invested as we’re missing out on yield and being actively eroded by inflation.

However, the DSR is currently 15%, what would 1inch DAO gain by investing in OUSD rather than sDAI? OUSD has a slightly lower yield and is far less liquid (<12M OUSD in circulation vs. $4.5B DAI).

Hey @RoundElephant, thank you for your comment! Unfortunately I missed it as I wasn’t tagged

However, the DSR is currently 15%, what would 1inch DAO gain by investing in OUSD rather than sDAI? OUSD has a slightly lower yield and is far less liquid (<12M OUSD in circulation vs. $4.5B DAI).

The 15% DSR did not last long - the current DSR rate is 8%. The current OUSD APY is 8.48% (30-day trailing).

One of the largest benefits to investing in OUSD rather than in the underlying stablecoin is that OUSD can hold (or regain) its peg much better during depeg situations. Here is a note I’ve shared in other forums on how OUSD performed during the weekend of 3/10/23, when USDC (and therefore, DAI) severely depegged:

Since OUSD is partially backed by USDC and DAI, the price of OUSD also fell below $1 for a period of time. During this time, arbitrageurs were able to buy OUSD at the cheaper price on AMMs, then redeem the OUSD via the dApp into a basket of stables (USDC, USDT and DAI), which they sold back to the market for a profit. With each dApp redemption, OUSD collected a fee (Re from above: Exit fees are returned to the pool, rewarding long-term holders), and there were lots of redemptions during this weekend. When the price for USDC and DAI returned to peg, the entire cost was borne by those that sold their USDC and DAI for less than $1. If the price stayed down, LP’s will have traded more valuable OUSD for the less valuable USDC, and will have taken a loss.

In either case, OUSD holders have more stablecoins than they started with, with external parties bearing both the risk and the loss. OUSD holders made a total of $120K in yield during the market events. OUSD APY increased from ~4.6% to ~42% (7-day trailing) and was trading back at 0.99 within 17 hours of losing its peg. The 1/3 backing of OUSD by USDT helped prevent the OUSD peg from falling as low, and for as long, as USDC and DAI.

In situations where the price of DAI, USDC or USDT fall below $0.998, OIP-4 disables minting of additional OUSD tokens using the de-pegged asset. OUSD fully restored to $1 within 36 hours as opposed to USDC and DAI which remained severely depegged for almost 3 days.

Hey @RoundElephant, the current DSR rate has dropped to 6%, whereas the OUSD APY is 8.25% (30-day trailing). It would be great if this prop could be moved to the voting stage, as it has been on the forum for more than a year now.