How Does Mainstreet Work?

Yield|Risk C|6 mechanisms|4 interactions

Mainstreet Finance is a DeFi protocol that generates yield through options arbitrage strategies, making institutional-grade trading techniques available to regular users. The protocol offers msUSD, a stablecoin pegged 1:1 to USDC, which can be staked to earn yield from options box spread strategies — capturing price differences between implied and actual market volatility. Users must complete KYC to mint msUSD directly with USDC, though it can also be purchased on exchanges. msUSD is available across multiple chains via LayerZero technology.

TVL

$55M

Sector

Yield

Risk Grade

C

Value Grade

C-

Core Mechanisms

2.2.1

Novel

Options box spread yield: captures implied vs realized volatility spreads to generate yield for msUSD stakers

Mainstreet pioneers options arbitrage as its primary yield engine in DeFi, capturing inefficiencies between implied and realized volatility. This is a novel on-chain adaptation of an institutional strategy.

1.4.3

Novel

msUSD: yield-generating stablecoin with 1:1 USDC redemption, pegged through arbitrage mechanism

msUSD is always redeemable 1:1 for USDC but generates yield through options arbitrage. Not a traditional collateralized stablecoin. Peg maintenance depends on strategy profitability and redemption capacity.

3.4.2

msY/smsUSD: staking receipt token that accrues yield from options box spread strategy

Users stake msUSD to receive msY (or smsUSD) which accrues yield from the options strategy. Standard reward-bearing receipt token model.

8.2.3

Cross-chain msUSD deployment via LayerZero OFT standard

msUSD is deployed as an Omnichain Fungible Token via LayerZero, enabling seamless bridging between supported networks.

2.1.2

Performance fee on yield generated by the options strategy

Protocol takes a performance fee on yield generated by the options arbitrage strategy before distributing to msY holders.

5.4.1

Team-controlled strategy execution with KYC-gated access for minting

Minting requires KYC verification. Strategy execution is managed by the protocol team with limited real-time transparency into positions.

How the Pieces Interact

Options box spread strategymsUSD 1:1 USDC pegHigh

If the options strategy sustains losses, the backing for msUSD redemptions could be impaired. Unlike collateralized stablecoins, msUSD peg depends on strategy profitability. Extended drawdowns could trigger a bank-run-style redemption cascade.

Cross-chain deployment (LayerZero)Centralized redemptionHigh

msUSD exists on multiple chains via LayerZero, but minting/redemption is KYC-gated and centrally controlled. If redemptions are paused or delayed, msUSD on secondary chains could depeg as holders cannot redeem directly.

Options market liquidityProtocol TVL scaleMedium

As protocol TVL grows, the options strategy must deploy into larger positions. DeFi options markets have limited depth, potentially forcing execution in less favorable conditions or on centralized venues.

KYC-gated mintingSecondary market tradingMedium

Non-KYC users can acquire msUSD on secondary markets but cannot redeem for USDC. This creates a two-tier user base where secondary market participants rely entirely on KYC-verified users for arbitrage to maintain the peg.

What Could Go Wrong

  1. Options box spread yield strategy is a novel DeFi application of institutional trading; the on-chain execution of this strategy introduces smart contract risks and potential slippage in options markets with limited DeFi liquidity
  2. msUSD maintains a soft 1:1 peg to USDC but is not collateralized in the traditional sense; yield generation depends on successful options arbitrage execution, and sustained negative PnL could break the peg
  3. KYC requirement for minting creates centralized access control; protocol team controls minting/redemption flow and strategy execution with limited transparency into real-time positions

Options Strategy Loss Triggers Depeg

Moderate

Trigger: Sustained options strategy losses erode the USDC backing, causing msUSD to break its 1:1 peg

  1. 1.Options market conditions turn adverse, strategy generates sustained losses USDC reserves backing msUSD decline below 1:1 ratio
  2. 2.Informed holders begin redeeming msUSD for USDC Redemption pressure accelerates reserve depletion
  3. 3.Remaining holders see declining reserves and rush to redeem Bank-run dynamics: first redeemers get full USDC, later redeemers face haircut
  4. 4.msUSD on secondary markets and other chains trades below peg Cross-chain msUSD holders cannot redeem directly, face steeper losses

Risk Profile at a Glance

Mechanism Novelty9/15
Interaction Severity8/20
Oracle Surface4/10
Documentation Gaps5/10
Track Record7/15
Scale Exposure3/10
Regulatory Risk4/10
Vitality Risk3/10
C

Overall: C (43/100)

Lower score = safer

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