Continued Discussion Regarding Treasury Management

Introduction

I’m following up on my earlier discussion post regarding Shutter DAO 0x36 treasury management: https://shutternetwork.discourse.group/t/shutter-dao-0x36-discussion-regarding-treasury-management/367

In June 2024, Shutter DAO 0x36 took an initial step towards treasury management by swapping 3M USDC for 2.7M sDAI.

I would like to continue the discussion about whether or not to swap some or all of the remaining 2.7M USDC into a low-risk interest-bearing token or some other token.

Shutter DAO 0x36 Token Holdings

As of 8 Aug 2024, Shutter DAO 0x36 treasury holds the following non-SHU assets (approx):

  • 2.7M sDAI (worth approx USD $3M)

  • 2.7M USDC

  • 301K USDGLO

  • 4 ETH (worth approx USD $10K)

  • Multiple LP positions (out of scope for this discussion)

See: https://etherscan.io/address/0x36bD3044ab68f600f6d3e081056F34f2a58432c4 ## sDAI Appreciation

On 9 June 2024, Shutter DAO 0x36 approved and executed Proposal #18 ‘Deposit 3M DAI in the DSR Contract’, which swapped 3M USDC for 2.7M sDAI. Since then, the price of sDAI has risen from USD $1.088 to $1.1015. As a result, the value of Shutter DAO 0x36’s 2.7M sDAI has risen from USD $3M to $3.032M - an increase of $32K.

See: https://coinmarketcap.com/currencies/savings-dai/ ## Opportunity Cost

USDC is not an appreciating or yield-bearing token. Several low risk tokens yield approximately 5% pa. By holding $2.7M USDC (i.e. by not swapping to a low-risk yield-bearing token), Shutter DAO 0x36 incurs USD $135,000 in opportunity cost per year.

Non-Exhaustive List of Options

  1. Hold USDC (i.e. take no action)

  2. Swap USDC for sDAI (Savings DAI) which yields 4% pa or higher as an appreciating token

  3. Swap USDC for USDM (Mountain Protocol) which yields 5% pa as a rebased token

  4. Swap USDC for ETH which may appreciate in value

  5. Re-consider an active management proposal

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Thanks for putting this up Frank. I agree with you, it would better to fully leverage appreciating stables.

Picking the right % utilization target might be tough. The monthly $233k grant to Brainbot is supposed to be in USDC. We need to keep that in mind, but maybe there’s a creative approach we can find.

@Loring, any thoughts here? What’s the mechanism for the monthly payment, and could it include a swap? Or does it even need to be USDC? Would sDAI or USDM bo okay?

brainbot is flexible regarding payment of the monthly recurring grant. We are be willing to accept a combination of USDC, USDGLO, sDAI / USDS, and USDM.

A couple notes:

  • Sablier supports sDAI streams. However, Maker has rebranded as Sky, and DAI will be relaunched as USDS on 18 Sept 2024. sDAI will likely be phased out - although the timeline is not clear. But it may be best to see how the relaunch goes before committing to a sDAI or USDS stream.

  • Sablier does not support USDM streams. USDM is a rebased token, which Sablier does not support.

I referenced this conversation in another discussion thread. So I’m sharing the link to my comment here: Provide a Monthly Recurring Grant to brainbot - #14 by Loring

We have a lot of SHU, beyond the non-SHU assets. Isn’t there anyway to leverage that capital (without dumping it ofc) to get in a low-risk strategy with loans and sDAI type of assets?

I’d be interested in seeing some of that explored, maybe with a provider for this service that could lower their fixed rate by getting percentages of the profit made.

With Brainbot grant running at ~$2.5M over the next year (which is quite core for the Shutter ecosystem as a whole to move forward, and IMO one of the best investments the DAO could make in its future as long as properly reported and accountable), those non-SHU balances will reduce quite significantly and it’d be good to have a treasury/business strategy that would allow for it to be refilled without depending solely on token price, future sales and such.

Thank you for putting this discussion, @franklivid and @Loring, for mentioning Glo Dollar.

Shutter DAO 0x36 could significantly boost its ecosystem growth by setting up a Shutter Ecosystem Fund and funding it with profits from Glo Dollar.

If the DAO holds $1M+ USDGLO, it could generate up to $40,000 annually for the fund. Plus, if other supporters and community members also hold USDGLO, Shutter Ecosystem Fund’s impact could grow even further.

Our full proposal: Boosting Shutter DAO 0x36’s Treasury Management and Ecosystem Growth with Glo Dollar

We’re available to answer any questions and look forward to your feedback.

I am supportive of swapping USDC into a yield bearing token. It maybe an idea to diversify holdings and so USDM could be a good option (rather than having it all in sDAI).

Another possibility is to move a portion into an ETH LST though I think this should be considered only if we go down the path of active management.

Yes. Since Brainbot can cooperate in the token they receive for their stream, it would make sense to hold safe, yield bearing stables instead of USDC.

Should we use a single proposal to both:

  • Move the sDAI from the DSR to Maker’s new rebranded SKY token line? (I believe the DSR is now the SSR or Sky Saving Rate).
  • Swap most of the remaining USDC into USDM.

Intro

Earlier today, I hosted a Twitter Space regarding Treasury Management and the possible creation of a Shutter Ecosystem Fund. It discusses proposals by Yelay and Glo Dollar.

Recording

Listen to the recording here: https://x.com/i/spaces/1YqKDkXVaLExV

(Jump to 15:41 if you want to skip the personal intros and the Shutter intro.)

Related Proposals

Yelay Proposal: DAO Fund: Leveraging Yelay Vaults for Sustainable Growth and Treasury Management

Glo Dollar Proposal: Boosting Shutter DAO 0x36’s Treasury Management and Ecosystem Growth with Glo Dollar

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Thank you for putting this up, @franklivid!

We are supportive of the idea and agree that there is an opportunity cost of having USDC instead of yield-bearing stables like sDAI or USDM. We like the idea from @dozey to move our USDC to USDM in order to diversify our holdings.

So, we would be supportive of the single proposal suggested by @5pence

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Do you have any feedback or questions regarding the Yelay and Glo Dollar proposals and/or the Twitter space discussion?

@d0z3y @5pence @0xjakub or others?

Great to see the temperature check live. Following up on the AMA would just like to add more info about Yelay.

One interesting thing is we can setup custom vaults for Shutter which gives exposure to different types of rewards.

E.g.

Vault 1: USDC/USDT/DAI deposits. Target APY of 10%. Conservative. No lock-up

Vault 2: USDC/USDT/DAI deposits. Target APY of 20%. We can do this via RWAs (KYC required + 3 month lock-up) or middle risk strategies (e.g. looping on TBills) which can provide even more yield

Vault 3: ETH/ Stables / BTC deposits. Exposure to airdrops from select partner projects (instead of direct yield)

So we’ve got quite a lot of flexibility on how we structure this depending on the appetite from the community.

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Personally, I think both proposals are very good, but given that Shutter DAO 0x36 needs a diversification investment approach in the DeFi zone, in TEMP CHECK I will vote for the YELAY proposition.

I also take into account that Shutter DAO 0x36 already has exposure to Glo Dollar and it would be optimal to focus on new solutions.

With Yelay, if we are optimistic on the market for the next 6 months, it’s worthwhile considering splitting the treasury into different underlying assets e.g. USDC and ETH, with 2 separate vaults if there is a desire to capture some upside in the market.

This way you’re diversifying across (i) Asset class and (ii) Multiple Yield strategies (iii) different smart vaults

The way it could look is this:

Vault 1: Stable + Conservative. Asset: USDC - currently sitting at 9-12% APY with diversification across 3 strategies. We will likely see the APY increase if there is a bull market and borrowing rates increase.

On a deposit of $1m USDC this would equate to $90k - $120k / annum in incremental revenue for the Ecosystem Fund

Vault 2: Speculative + Conservative. Asset: ETH - currently sitting at circa 4% APY but will have exposure to upside appreciation of ETH and we anticipate index LRT strategies to be available here soon which will increase base yields to 7-8%

The alternative is just to go with a stable-only vault 1 so you have no exposure to the market but benefit from an increase in APY when market picks up

It would definitely be a better idea to create an exposure for the future market upside for the next 6 months.

Thank you for setting this up, @franklivid!

We fully support the idea of having a long-term plan for Treasury management.

First and foremost, we believe it’s essential to ensure Shutter can sustain and continue its development over the long term. To be cautious, we might consider choosing sDAI or other well-established, battle-tested options.

Thank you for these excellent proposals. We have voted for Yelay on Snapshot, as it does not require a minimum amount and provides a good opportunity to diversify risk in our stablecoin holdings

As a Keyper and delegate, I voted against both options in the Snapshot, and I’d like to explain my reasoning.

While both Yelay and Glodollar are excellent DeFi protocols with strong track records, I believe Shutter DAO 0x36 needs to maintain an extremely conservative posture during this pre-deployment phase. Here’s why:

1. Treasury Simplicity

Our primary focus should be maintaining sufficient liquidity for our core commitment to Brainbot’s development work ($233k/month). Complex treasury management adds operational overhead and potential points of failure.

2. Development Focus

Until we have staking contracts live and full protocol deployment, we should minimize governance attention on treasury optimization. Every governance cycle spent on yield strategies is one less focused on our core mission.

3. Risk Management

While the yield differential is meaningful, the complexity cost of managing multiple yield-bearing tokens, monitoring protocol changes, and handling migrations creates operational risk that outweighs the potential gains at this stage.
We should simply convert the remaining USDC to either USDM or add to the sDAI deposit for now.

There will be excellent opportunities for more sophisticated treasury management and ecosystem participation once we have achieved our core milestones. For now, I advocate for maintaining the simplest possible treasury structure that meets our operational needs.

we’re against both proposals, there is no need to overcomplicate things in treasury management for low yield.

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I voted yes on the temp check on the basis that I think that both proposals have promise. I am more convinced by the Glo proposal given it’s regulatory standing and low risk. Wrt Yelay I would be interested in the following:

  • Users of the vaults that are not portco’s that have received investment (most of the TVR seems to be from Perq - what is the relationship?)
  • Competitors - differentiators / fees / risks

Mainly however I would like the DAO to develop a strategy with a consistent approach to treasury management covering both low risk yield opportunities but also market making, cex listings, dex strategy etc. I do not think we should be reviewing investment opportunities on a case by case basis until we have a clear strategy.

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