MetalSwap Blog

Markets Insight: Volatility

Written by MetalSwap | Mar 16, 2023 5:52:42 PM

 Hello swappers and welcome to the first episode of the Assets Volatility Overview! 

The goal of this series of articles, which will be released monthly, is to provide a general overview of all the sectors of interest to Metalswap. In particular, in the first part, we will provide an overview of the commodity market, then we will analyze the assets present on the Metalswap platform, focusing on events that could cause volatility and from which it is better to protect yourself and finally we will analyze the world of derivatives in DeFi.

Commodities - market overview

Invesco Bloomberg Commodity UCITS ETF Acc

The 11th week of the year has confirmed the downtrend period for commodities after the big bull-run that started in 2022 following the outbreak of the war between Ukraine and Russia. The last month has seen relatively high volatility, with the benchmark ETF, the Invesco Bloomberg UCITS, ending with a 2.8% decrease. Currently, the commodities market remains influenced by two major macro events: the ongoing war and the reopening of China after the zero-covid policy. In the last week, there were notable changes in commodity prices. Silver saw the largest increase, rising by 4.65%, while crude oil continued its downtrend, losing 5.62% in the last week alone.

 

Analysis of assets on Metalswap's Dapp

Bitcoin

At the time of writing this article, Bitcoin is trading at $25,800 after reaching $19,600 last week. It has been a period of high volatility, with a volatility range of 35% in just five days during the past week. This situation was caused by the case of the SVB bank and its failure. The latest news says that the US authorities are deciding to proceed with a partial bail out of the bank to help the investors and to avoid contagion and further bank failures. However, the situation remains delicate, with markets still nervous and highly volatile. Looking at the open interest in Bitcoin (i.e., the accumulation of all open positions on Bitcoin derivatives), we notice that it decreased during the crash following the news of the SVB bank's failure but is currently increasing again after the recent rise. It is worth noting that higher open interest often indicates a higher possibility of increased volatility in the specific asset.

Bitcoin Open Interest

Ether

Like Bitcoin, Ether has experienced significant volatility in recent days, going from a low of $1,370 to the current price of $1,658 over the past week. We are getting closer to the Shanghai upgrade, which will make staking rewards withdrawable. However, the Ethereum Foundation has postponed it to April. This upgrade is expected to cause significant volatility for the asset, and investors hold two main opinions: Some investors believe it will lead to a price collapse as a large amount of Ether will be released and sold to the market, while others think that the upgrade will result in more validators and a decrease in the circulating supply. In any case, you can protect yourself with the Hedging Swap of Metalswap.

Gold

Gold Chart

Gold continues to hover around its historical highs, with the current trading price at $1904 per ounce at the time of writing. We are currently in a positive moment for this asset, as it is rising due to the fall in bond yields and subsequently the weakening of the dollar. Some analysts predict that there is potential for new highs, last seen in March 2020 at $2078 per ounce following the outbreak of the pandemic. Since its relative lows in early November 2022, gold has gained more than 18%. 

The Commitments of Traders (COT) report shows the positions of three categories of traders on a specific asset:

  • Commercial: entities that actually trade commodities and use these instruments as protection and not for speculation. 
  • Noncommercial: large funds that use these instruments for speculation.
  • Small traders: entities with small capital. 

This week, the report suggests an indecisive market, with commercial traders positioned predominantly short while non-commercial and small traders positioned predominantly long.


Gold COT report

What happened in the derivatives DeFi ecosystem?

Tvl of Dapps that provide derivatives + options + synthetics

In this chart, we can see the Total Value Locked (TVL) within DeFi protocols that offer derivative solutions. Since the beginning of 2023, we have been seeing a continuous increase in this value, which has now reached 3.68 billion dollars. It's noteworthy to examine how, since July 2022, the TVL in these protocols has not experienced a decline, unlike other DeFi protocols, which have generally trended downward.

Another interesting point to note is that Ether, the primary currency of the DeFi ecosystem, is steadily becoming deflationary due to its burning system and the new issuance range since the move to Proof of Stake. Currently, it has an inflation rate of -0.107%/y with the supply that has lost 63,612 ETH since the Merge happened.

Volume of Derivatives DApps

In this chart we can see a comparison of the volumes of some of the most important derivative DApps such as GMX, Kwenta, and Perpetual Protocol. After the peak volume reached in November 2022, we have had an average of around 6 billion dollars per month in the last few months. In the next episode of this Newsletter we will see if March will be an average month or not.

We have reached the end of the first volume of the Assets Volatility Overview. As we have seen, the markets have been very turbulent lately. Therefore, we recommend you to learn more about MetalSwap, our DApp that can help you protect yourself against the volatility of asset prices. To learn more about MetalSwap and how to use it, check out this article.

What a time to be in DeFi!

To the MetalSwap

… and beyond!

-The DeFi Foundation

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✎ What is MetalSwap?

MetalSwap is a decentralized platform that allows hedging swaps on financial markets with the aim of providing a coverage to those who work with commodities and an investment opportunity for those who contribute to increase the shared liquidity of the project. Allowing the protection for an increasing number of operators.

 

With MetalSwap we enable hedging swap transactions through the use of Smart Contracts, AMM style.