[Anthias Labs] - Minimum Reserves Recommendations

[Anthias Labs] Minimum Reserve Recommendations (2/4/26)

The following report gives minimum reserves recommendations for Base and OP Mainnet for the month of January. Below are our recommendations as well as the current state of reserves and bad debt on Base and OP Mainnet.

Base

Recommended Minimum Reserves

We recommend the protocol sends no reserves to auction this month in order to accrue reserves to cover bad debt as quickly as possible. The following recommendations propose minimum reserves above their current levels for all markets.

Asset Recommended Reserves
AERO 600000
cbBTC 4
cbETH 100
cbXRP 1300000
DAI 1500
EURC 250000
LBTC 1
MAMO 600000
MORPHO 140000
rETH 6
tBTC 1
USDC 800000
USDS 2500
VIRTUAL 2000000
weETH 8
WELL 4000000
WETH 400
wrsETH 1
wstETH 100

Current Reserves & Bad Debt

The table below details the current state of reserves on Base. It gives the current reserve level along with bad debt. Excess reserves represents reserves in markets that exceeds the amount required to cover any bad debt (if any). Uncovered debt represents bad debt totals after reserves are applied (bad debt - reserves).

Asset Total Reserves Total Reserves (USD) Bad Debt Bad Debt (USD) Excess Reserves Uncovered Debt
AERO 187200.0475 $ 74,131.22 463855.1629 $ 185,584.35 $ - $ 111,453.13
cbBTC 0.6913 $ 53,830.67 0.1471 $ 11,496.09 $ 42,334.58 $ -
cbETH 11.8742 $ 30,901.28 47.9221 $ 124,119.82 $ - $ 93,218.54
cbXRP 506037.8987 $ 819,781.40 1241652.626 $ 1,996,950.19 $ - $ 1,177,168.79
DAI 1861.5045 $ 1,861.50 0 $ - $ 1,861.50 $ -
EURC 24026.9081 $ 28,327.72 156152.131 $ 184,291.52 $ - $ 155,963.80
LBTC 0.2033 $ 15,876.39 0 $ - $ 15,876.39 $ -
MAMO 12314.9745 $ 160.09 0 $ - $ 160.09 $ -
MORPHO 14313.931 $ 17,276.91 119318.045 $ 152,846.42 $ - $ 135,569.51
rETH 3.5118 $ 9,427.83 0.0005 $ 1.32 $ 9,426.51 $ -
tBTC 0.0748 $ 5,838.34 0.0121 $ 943.55 $ 4,894.79 $ -
USDC 117329.1096 $ 117,329.11 80996.5512 $ 81,061.40 $ 36,267.71 $ -
USDS 134.903 $ 134.90 0 $ - $ 134.90 $ -
VIRTUAL 876160.9839 $ 560,743.03 1966737.56 $ 1,288,213.00 $ - $ 727,469.97
weETH 6.0231 $ 15,187.95 0.0033 $ 8.30 $ 15,179.65 $ -
WELL 2604254.188 $ 13,021.27 0 $ - $ 13,021.27 $ -
WETH 52.2966 $ 121,380.93 0.2256 $ 520.23 $ 120,860.70 $ -
wrsETH 0.812 $ 2,005.48 0.0003 $ 0.82 $ 2,004.66 $ -
wstETH 6.6958 $ 19,044.66 81.8416 $ 231,598.91 $ - $ 212,554.25
TOTAL $ 1,906,260.70 $ 4,257,635.92 $ 262,022.76 $ 2,613,397.99

All bad debt can be attributed to the following three addresses on Base.

Address: 0xa98e339f5a0f135792286d481b4e23d91a667d3f

Reason: Oracle misprice 10/10/25

Token Amount USD Value
VIRTUAL 1966737.56 $1,288,213.00
MORPHO 119307.7274 $152,833.20
AERO 258412.0593 $103,388.38

Address: 0x42ecd332d47c91cbc83b39bd7f53cebe5e9734bb

Reason: wrsETH oracle misprice 11/4/25

Token Amount USD Value
cbXRP 1241652.508 $1,996,950.00
wstETH 81.8367 $231,585.08
EURC 156152.131 $184,291.52
cbETH 47.9219 $124,119.30
AERO 205443.1036 $82,195.97
USDC 80996.5512 $81,061.40
tBTC 0.0121 $943.55

Address: 0x6a8ee608d88db389796b9c02a1aaa36b89ac660c

Reason: Unfairly liquidated 11/4/25

Token Amount USD Value
cbBTC 0.1471 $11,496.09
WETH 0.2256 $520.23
wstETH 0.0049 $13.83
MORPHO 10.3176 $13.22
weETH 0.0033 $8.30
rETH 0.0005 $1.32
wrsETH 0.0003 $0.82
cbETH 0.0002 $0.52
cbXRP 0.1182 $0.19

Reserve Accrual

The following table details how reserves have changed from January 7th to February 3rd 2026.

Asset USD Change Token Change From Liquidations Liquidation % From Interest Interest %
AERO $ 7,852.44 19829.4 10709.5 54.00% 9119.89 46.00%
cbBTC $ 17,629.50 0.2264 0.203692 90.00% 0.0227077 10.00%
cbETH $ 3,266.00 1.255 1.11112 88.50% 0.143878 11.50%
cbXRP $ 13,923.27 8594.61 4642.11 54.00% 3952.5 46.00%
DAI $ 58.15 58.1506 2.93E-02 0.10% 58.1213 99.90%
EURC $ 542.80 460.39 18.897 4.10% 441.493 95.90%
LBTC $ 140.57 0.0018 1.49E-03 82.50% 3.15E-04 17.50%
MAMO $ 113.56 8735.38 6938.59 79.40% 1796.79 20.60%
MORPHO $ 65.34 54.1305 5.83414 10.80% 48.2964 89.20%
rETH $ 1,526.47 0.5686 0.516243 90.80% 0.0523566 9.20%
tBTC $ 7.81 0.0001 7.53E-05 75.30% 2.47E-05 24.70%
USDC $ 10,830.90 10830.9 34.6873 0.30% 10796.2 99.70%
USDS $ 4.18 4.1784 0.0808615 1.90% 4.09754 98.10%
VIRTUAL $ 5,089.31 7952.04 607.376 7.60% 7344.66 92.40%
weETH $ 26.22 0.0104 0.00591068 56.80% 0.00448932 43.20%
WELL $ 559.07 111814 91936.6 82.20% 19877.7 17.80%
WETH $ 7,069.33 3.0458 2.35993 77.50% 0.685873 22.50%
wrsETH $ 0.49 0.0002 9.66E-05 48.30% 0.000103412 51.70%
wstETH $ 147.90 0.052 0.0438415 84.30% 0.00815849 15.70%
TOTAL $ 68,853.31

OP Mainnet

Recommended Minimum Reserves

Asset Recommended Reserves
cbETH 0.2
DAI 22500
OP 10000
rETH 3
USDC 136000
USDT 73600
USDT0 40000
VELO 600000
weETH 3
WETH 180
wrsETH 2
wstETH 12

Current Reserves & Bad Debt

Asset Total Reserves Total Reserves (USD) Bad Debt Bad Debt (USD)
cbETH 0.0005 $ 1.28 0.1048 $270.52
DAI 1620.2829 $ 1,620.28
OP 9081.1667 $ 2,070.51
rETH 0.2437 $ 642.46 2.3139 $6,154.01
USDC 63759.8265 $ 63,759.83
USDT 9248.3736 $ 9,239.13
USDT0 3150.9642 $ 3,147.81
VELO 414750.5925 $ 7,050.76 1444.8106 $24.50
WBTC 0.0001 $ 7.80
weETH 0.1562 $ 386.76
WETH 30.078 $ 68,554.68
wrsETH 0.1363 $ 330.57
wstETH 1.8573 $ 5,187.29 1.3965 $3,939.10

On OP Mainnet all bad debt materializes from three addresses listed below.

Address: 0xa98e339f5a0f135792286d481b4e23d91a667d3f

Reason: wrsETH oracle mispricing 11/4/25

Asset Amount USD Value
rETH 2.3139 $6,154.01
wstETH 1.3965 $3,939.10
cbETH 0.1048 $270.52

Address: 0x79376987955480e421e0b23bfd01de05b6e068fe

Reason: Unknown circa March 2025

Asset Amount USD Value
VELO 803.129 $13.62

Address: 0x703dfcd90b7003549dd89e97d541137ecb03c4d2

Reason: Unknown circa February 2025

Asset Amount USD Value
VELO 641.6816 $10.88

Reserve Accrual

Asset USD Change Token Change From Liquidations Liquidation % From Interest Interest %
cbETH $ 1.28 0.0005 0 0.00% 0.0005 100.00%
DAI $ 59.34 59.3395 0 0.00% 59.3395 100.00%
OP $ 132.86 582.705 394.261 67.70% 188.444 32.30%
rETH $ 1.32 0.0005 0.000285459 57.10% 0.000214541 42.90%
USDC $ 512.74 512.742 286.3 55.80% 226.442 44.20%
USDT $ 56.35 56.406 0 0.00% 56.406 100.00%
USDT0 $ 62.94 62.9983 0.347869 0.60% 62.6504 99.40%
VELO $ 1,109.86 65286 57242.8 87.70% 8043.2 12.30%
weETH $ 20.55 0.0083 0.00756842 91.20% 0.00073158 8.80%
WETH $ 483.88 0.2123 0.123854 58.30% 0.0884463 41.70%
wrsETH $ - 0 0 0.00% 0 0.00%
wstETH $ 76.81 0.0275 0.0248877 90.50% 0.00261232 9.50%
TOTAL $ 2,517.92
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