CRXDocs

Glossary

TermMeaning
NDFNon-deliverable forward. The instrument. Cash-settled. No currency is delivered.
DFDeliverable forward. A whitelabel's product: a CRX NDF plus the partner's own spot leg.
TakerThe firm locking a rate. The customer side.
MakerThe desk quoting a firm rate. Earns the spread.
WhitelabelA partner that wraps a CRX NDF into its own product.
RFQRequest for quote. The taker's ask: pair, term, size, direction.
Locked rateThe rate the taker accepts. The payout is measured against it.
MarkThe current Pyth EMA price. Sizes margin and the default check.
EMAExponential moving average. One number marks the trade and settles it.
PythThe oracle the price comes from. Never CRX, never a party.
Initial margin (IM)The deposit posted up front. Off-chain against a swap dealer it is mandatory and SIMM-based. On CRX the contract charges a market-risk amount on every position.
SIMMISDA Standard Initial Margin Model. Sizes IM from a trade's risk sensitivities over a 10-day horizon. Symmetric. Both sides post by the same model.
SDSwap dealer. A registered derivatives dealer. Its presence is what makes IM mandatory.
FEUFinancial end user. ≥ $8B or < $8B average aggregate notional sets whether two-way IM applies against a dealer.
NFENon-financial (commercial) end user. Exempt from mandatory IM.
Independent amount (IA)A bank's negotiated, credit-based collateral from a non-dealer — one-way, often below SIMM or zero. Onchain CRX replaces it with a market-risk charge on every position.
SCASegregated Collateral Account. A participant's deposit box for one maker. Holds IM only.
General balanceA participant's free wallet inside CRX, shared across all makers. Settlement gains land here.
Variation margin (VM)The periodic clearing of profit and loss. Callable by either side.
Default checkSettle every position at one price. Terminate the account if it is below zero.
WaterfallThe order of payment when a side defaults: the defaulter's estate, then the guarantee fund.
Guarantee fundCRX's own backstop for a gap past the defaulter's estate. A $1 seed in the MVP.
closeOnChainThe failsafe. The two counterparties close the trade themselves if CRX goes dark.
ECPEligible contract participant. A qualified firm. No retail.
KYBKnow your business. The onboarding check. Mocked on the frontend in the MVP.
OperatorThe 3-of-5 governance multisig. Approves firms, sets parameters, can force-close on a legal order.
DCO / CCPA clearing house. CRX is not one.
ISDAThe standard master agreement framework. One adherence per firm.
SonicThe testnet CRX runs on. Chain id 14601.