Supply APY
%The base asset supply APY of the selected market, from getSupplyRate at its current utilization.
What do Compound v3 markets pay and charge today, and how much collateral and reserves stand behind each one?
Each Compound III market's base asset rates, utilization, collateral, reserves and absorbed debt, read from its Comet contract.
The dashboard as it will open in Vantage. Each figure is named here and arrives with its receipt; until its data is published, its place stays empty.
Rates, supply, borrow and reserves for each Compound v3 market.
The base asset supply APY of the selected market, from getSupplyRate at its current utilization.
The borrow APY of the same market, from getBorrowRate at the same block.
Base asset borrowed over base asset supplied in the selected market, from getUtilization().
The selected market's reserves from getReserves(), valued in USD, shown with its targetReserves().
Each market with chain, base asset, supply APY, borrow APY, utilization, supplied, borrowed, reserves and estimated COMP reward APR.
Supply APY, borrow APY and utilization of the selected market by day, with governance changes to its rate settings marked.
What backs each market's loans, and what the protocol absorbed and sold.
Collateral posted in the selected market, totalsCollateral for each asset valued at the market's price feeds.
Debt the protocol absorbed in the selected market over the last 30 days, from AbsorbDebt events.
The selected market's collateral by asset, with each asset's borrow and liquidation collateral factors beside it.
Debt absorbed and collateral taken by day, and the absorbed collateral later sold through BuyCollateral, with each transaction.
Compound v3, also called Compound III, runs one market per base asset: each Comet contract lends a single asset such as USDC, USDT or WETH. Every other asset it lists is collateral, which can be posted but not borrowed and earns no interest. This dashboard reads each market's supply and borrow rates, utilization, collateral and reserves on every chain where Compound v3 is deployed.
That design changes where the risk sits. Suppliers of the base asset are the only lenders, so a market's safety rests on its collateral factors, its price feeds and its reserves. When a position becomes liquidatable, the protocol absorbs it: it takes the collateral onto its own books, clears the debt from reserves and later sells the collateral at a discount through buyCollateral. Absorbed debt, collateral sales and reserves are shown beside the rates for that reason.
Pick a market to see its rates, the collateral behind its loans and its reserves against the target governance has set. Rates come from the Comet contract's own rate functions at a named block, and COMP rewards are kept apart from the base rates because they depend on a reward speed and the COMP price.
Every figure will be read at a block, kept with its source and its exact read, and open a receipt anyone can re-check.
How receipts work →Read from chain state and history
Compound v3, or Compound III, is the current version of the Compound lending protocol. Each market lends one base asset, such as USDC or WETH, against a list of collateral assets. Collateral cannot be borrowed and earns no interest, which keeps each market's risk limited to its base asset and its listed collateral.
No. Only the base asset earns interest. Collateral sits in the market so that borrowers can draw the base asset against it, and it is never lent out, so a depositor who wants interest supplies the base asset instead.
When a borrower's debt passes the liquidation collateral factor, anyone can call absorb. The protocol takes the collateral, clears the debt using its reserves and later sells the collateral at a discount through buyCollateral. The borrower loses the liquidation penalty set for each collateral asset.
Reserves are the share of a market's interest kept by the protocol, plus proceeds from selling absorbed collateral. They take liquidation losses first. Once reserves reach the target set by governance, the market stops selling absorbed collateral until they fall below it.
Compound v2 let every listed asset be supplied and borrowed through cTokens, so risk was shared across all markets. Compound v3 separates markets by base asset, keeps collateral idle and replaces liquidators seizing collateral directly with an absorb-then-sell process run through the protocol.
No. COMP rewards accrue at a speed set by governance and depend on the COMP price, so they are shown as their own estimate beside the base supply and borrow rates, never folded into them.
Supply APY, variable borrow APY and utilization for every asset on every Aave market, read from each reserve's on-chain data.
Multi-chainEthereumArbitrum+3Every lending market on Aave, Spark, Compound, Morpho and Euler with supply APY, borrow APY, utilization, size and its risk limits.
Multi-chainEthereumBase+4Deposits and active loans across Aave, Morpho, Spark, Compound, Euler and Fluid, by chain, with each lender's share and how it moves.
Multi-chainEthereumBase+1Every on-chain liquidation on lending markets and perp DEXs: collateral seized, debt repaid, the liquidator and the price at the block.
Multi-chainEthereumBase+2Debt no longer covered by collateral on Aave, Morpho, Compound, Euler and other lenders: recorded deficits, write-offs and underwater loans.
Multi-chainEthereumBase+7DeFi value locked on each chain, counted once at oracle prices, with the chain ranking, Ethereum's share and the protocols behind it.
Multi-chainEthereumSolana+3Start free in Voltfin Studio: boards, tables and reports where every number opens its receipt. Tell us which data you need first and we will build it next.