Every leverage opportunity, priced at the band.

Supply and borrow rates, loan to value, liquidity and pool sizes are read from open feeds, the same sources the vault benchmark runs on. The yield a collateral pays its holder is read from the issuer's own pool. Where the collateral pays nothing of its own (USDC, WETH) or no issuer pool is read for it, the row uses the lender's supply rate and says so in its detail. Funding is read from Priime's own catalog: the 25th percentile of trailing prints.

Every yield bearing collateral is paired with every loan asset it can lever against inside one protocol and one chain. Correlated pairs share a group: a staked ETH against ETH, a savings dollar against a stable. Directional pairs put a volatile collateral against a dollar loan and carry a perp short that cancels the price. What is left is the carry.

Net at leverage L is L times the collateral yield, less the borrow rate on the borrowed part, less execution drag, before the 20% compute fee, which the lane prints beside this figure. A hedged row keeps part of each dollar as margin for its perp short and adds the short's funding. Every row prints its net at the band and at the liquidation line, on two registers: the live rate, and the base-only 30 day mean of the collateral yield at today's borrow rate. The table ranks on the steadier of the two, so a spike never leads it.

A Priime vault trims when its health factor reaches 1.25, one action per block. The band is the highest leverage that holds the position above that trim, and every figure here is the one the canvas composes at it. The line is the leverage a liquidation sits on. Compose a row and the lane opens on the number you read: its market figure is this number, and its vault figure is after the fee.