Proposal: D2 Finance Ether.fi - SPX Premium Skew RWA Strategy & Vault
RejectedPR- SIG
- needs-SIG
- Champion
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- Author org
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- Ask
- source pending
Abstract
D2 Finance and Ether.fi propose to deploy the first institutional-grade, uncorrelated RWA yield strategy on the Canton Network — the SPX Skew Premium RWA Strategy — systematically harvesting S&P 500 volatility risk premium targeting 7–12% gross annual yield, entirely uncorrelated with DeFi rates. The proposal requests $225,000 fixed + up to $166,667 variable performance cushion + optional $100,000 extension, structured across 5 milestones from legal setup through live $50M pilot deployment to full RWA tokenization.
Milestones
| Title | Due date | Target | Amount (CC) |
|---|---|---|---|
| MVP Architecture — Legal, Prime Broker & Smart Contract Foundation | — | — | — |
| Proof of Concept Initiation — On-Chain Infrastructure Build & $50M Live Deployment | — | — | — |
| Proof of Concept Validation — 6-Month Testing Period with Tiered CC Yield Rewards | — | — | — |
| Productized Vault — Canton Ecosystem Access & Featured Application | — | — | — |
| SPX Skew Trade Tokenization (Optional Extension) | — | — | — |
| Total | — | ||
Budget impact
- % of approved-to-date
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- % if all RFV pass
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RFV scenario unavailable — using approved-to-date as denominator (degraded mode).
- Ask (CC)
- amount pending
Comments by org
1 comment · 1 org · last activity Oct 22, 2026
| Organisation | Comments |
|---|---|
| Canton Foundation | 1 |