[Anthias Labs] - Minimum Reserves Recommendations

[Anthias Labs] Minimum Reserve Recommendations (10/29/25) (Base)

This report provides minimum reserve recommendations for Moonwell’s core markets on Base. For details on our methodology, please refer to the forum posts linked above. Additionally, this report examines the bad debt incident that occurred within the protocol over the past month.

Summary

Asset Recommended Reserves
AERO 400,000*
cbBTC 2.8
cbETH 9
cbXRP 20,000
DAI 900
EURC 67,000
LBTC 0.2
MAMO 600,000
MORPHO 140,000*
rETH 2
tBTC 0.2
USDC 600,000
USDS 2500
VIRTUAL 1,810,000*
weETH 6
WELL 1,800,000
WETH 320
wrsETH 1
wstETH 9

*Current reserves should be utilized to cover outstanding bad debt that occurred on 10/10/25, these recommendations reflect the outstanding debt in these markets + current recommendations.

Current Reserves & Auctions

Asset Total Reserves Total Reserves (USD) Reserves to Auction (tokens) Reserves to Auction (USD)
AERO 336348.328 $301,031.75 0 $0.00
cbBTC 3.0794 $349,758.82 0.2794 $31,734.30
cbETH 9.3894 $42,098.28 0.3894 $1,745.91
cbXRP 24290.8947 $63,763.60 4290.8947 $11,263.60
DAI 1291.025 $1,291.03 391.025 $391.03
EURC 20379.2642 $23,721.46 0 $0.00
LBTC 0.1702 $19,363.37 0 $0.00
MAMO 127.9121 $6.91 0 $0.00
MORPHO 14010.4618 $28,749.47 0 $0.00
rETH 2.8382 $13,241.55 0.8382 $3,910.60
tBTC 0.0744 $8,441.32 0 $0.00
USDC 508514.2248 $508,514.22 0 $0.00
USDS 105.8118 $105.81 0 $0.00
VIRTUAL 20152.7946 $28,959.57 0 $0.00
weETH 6.0063 $26,391.47 0.0063 $27.68
WELL 1922714.776 $34,608.87 122714.7756 $2,208.87
WETH 336.648 $1,370,863.65 16.648 $0.00*
wrsETH 0.7834 $3,370.45 0 $0.00
wstETH 14.5788 $72,287.16 5.5788 $27,661.78
Total: $2,896,568.73 Total: $78,943.77

*= an issue with WETH Unwrapper contrcat currently prohibits WETH reserves from being auctioned off.

By auctioning off around ~$80k in reserves, this will result in a staking rate boost of approximately 5.5%.

Reserve Accrual

The table below displays how reserves changed from 9/17/25 to 10/12/25, the previous period between reserve auctions.

Asset USD Change Token Change From Liquidations Liquidation % From Interest Interest %
AERO $183,362.45 214459 183448 85.50% 31011.1 14.50%
cbBTC $92,678.28 0.8273 0.747123 90.30% 0.0801766 9.70%
cbETH $17,340.42 4.1249 3.74906 90.90% 0.37584 9.10%
cbXRP $53,635.23 21670.8 19569.8 90.30% 2100.94 9.70%
DAI $2,106.23 2108.34 0 0.00% 2108.34 100.00%
EURC $1,137.06 995.672 286.327 28.80% 709.345 71.20%
LBTC $661.89 0.0059 0.0045943 77.90% 0.0013057 22.10%
MORPHO $18,155.88 10996.9 9729.93 88.50% 1266.98 11.50%
rETH $1,344.45 0.3073 0.278774 90.70% 0.0285264 9.30%
tBTC $6,242.24 0.0559 0.0506645 90.60% 0.00523545 9.40%
USDC $85,502.02 85416.6 44419 52.00% 40997.6 48.00%
USDS $25.13 25.1289 2.86832 11.40% 22.2606 88.60%
VIRTUAL $5,965.71 8105.59 5438.95 67.10% 2666.64 32.90%
weETH $6,173.25 1.4983 1.36071 90.80% 0.137594 9.20%
WELL $7,986.23 420328 345810 82.30% 74517.9 17.70%
WETH $16,026.36 4.194 2.80274 66.80% 1.39126 33.20%
wrsETH $0.00 0 0 0.00% 0 0.00%
wstETH $40,684.46 8.7533 7.95614 90.90% 0.797158 9.10%
Total: $539,027.89

Collateral-at-Risk Snapshot

Snapshot of 30d CaR 10/29/25.

Token 30d CAR USD CAR Tokens Positions
WETH $750,159 191.81 1,391
USDC $747,081 747178.32 1,900
CBBTC $730,571 6.62 765
WELL $586,901 34139636.82 336
AERO $525,101 524067.54 1,289
CBETH $209,739 48.72 352
CBXRP $150,845 58877.78 265
VIRTUAL $129,218 86272.04 473
WSTETH $71,396 14.99 278
MORPHO $43,485 21888.46 242
LBTC $43,062 0.39 97
WRSETH $14,806 3.58 39
RETH $11,546 2.57 126
TBTC $6,802 0.06 77
WEETH $3,446 0.82 60
EURC $1,979 1705.61 220
USDS $227 226.94 70
DAI $6 5.86 43
USDBC $0 0.40 28

Bad Debt

On October 10, 2025, during a flash crash event, an attacker exploited price oracle discrepancies on Moonwell. The oracle was reporting significantly lower prices for assets like VIRTUAL, AERO, and MORPHO compared to their actual trading prices on DEXs.

The attack unfolded in multiple atomic transactions: The attacker initiated flash loans for USDC and cbBTC, then used these assets as collateral (benefiting from their high collateral factors) to borrow the underpriced tokens. They immediately sold these borrowed assets on DEXs at market prices, receiving more USDC and cbBTC than originally flash loaned. After repaying the flash loans, they pocketed the difference as profit. Throughout this process, they strategically withdrew the artificially created collateral positions whenever possible.

When prices recovered following the initial crash, liquidators moved quickly to repay outstanding debts, primarily focusing on AERO positions. However, the debt values rebounded too rapidly (within minutes) outpacing liquidation efforts. This left the protocol with substantial bad debt, outlined in the following table

Asset Debt (tokens) Debt (USD) Current Reserves (Tokens) Additional Reserves Required (Tokens)
VIRTUAL 1,786,654.7446 $2,623,524 20,152.7946 1,766,501.95
MORPHO 118,970.7415 $243,998.70 14,010.4618 104,960.2797
AERO 254,067.7596 $231,292.78 336,348.328 0
Total: $3,098,815.48

The total bad debt now surpasses $3 million. When the crash initially occurred, the outstanding debt was valued at approximately $1.8 million. However, subsequent price appreciation, particularly in VIRTUAL, which has risen over 90% in the past week, has caused the dollar value of this bad debt to increase significantly. We urge the DAO to take action to address the bad debt, as it continues to grow due to accruing interest and ongoing appreciation.