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Depeg

Peg & stability

A sustained, material break from the reference value — not a momentary wick. Usually defined as trading beyond a threshold (commonly 0.5%) for a meaningful period.

A depeg is what happens when peg deviation stops being noise. The market is no longer pricing the token at par because it doubts either the assets behind it or the mechanism that converts the token back into those assets.

Depegs come in two flavours. Liquidity depegs are local: the redemption pipe is intact but the on-chain book is too thin to absorb the flow, and the price recovers once arbitrage catches up. Solvency depegs are terminal: the reserve is impaired or frozen, and no amount of arbitrage capital closes the gap.

Historically the fatal cases share a pattern — an algorithmic or under-collateralised design, or a reserve concentrated in a single counterparty that failed.

Why it matters

Distinguishing a liquidity depeg from a solvency depeg in the first hour is the single highest-value judgement a holder makes.

How to read it

  • Check whether primary redemption is still open — that is the dividing line.
  • Compare the on-chain price to the OTC/issuer price; a wide gap points to liquidity, not solvency.

See it in action

Related terms

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