EthereumZuri.ch 2024

Building Yield Curves in DeFi and Unlocking New Use Cases
04-07, 12:35–12:55 (Europe/Zurich), Merge Stage

Our mission is to develop the essential missing component in DeFi: a fixed income protocol. In traditional financial markets, Money Markets, Foreign Exchange Markets, and Fixed Income Markets collectively constitute the entire debt financial market. However, in DeFi, only Money Markets and Foreign Exchange Markets are currently functioning, as fixed income represents the most complex financial instrument. The intricacies of the term structure of interest rates make it unsuitable for automated market makers and peer-to-pool mechanisms, which are widely used in existing DeFi protocols. By addressing this challenge, we aim to complete the DeFi ecosystem and unlock new opportunities in the space.
Fixed income serves as a crucial foundation in traditional financial markets and should hold an equally important role in DeFi. The absence of fixed-income markets in DeFi hinders the accurate pricing of financial products that extend beyond the present day. By establishing fixed-income markets within the DeFi ecosystem, we can facilitate efficient borrowing and lending activities, develop forward and term futures markets, and enable seamless trading and hedging of real-world assets. Currently, real-world assets are limited to serving as collateral. If we do not develop fixed-income markets, DeFi's progress may stagnate, remaining at the same level it has been since 2020.
Our goal is to establish interest rate benchmarks for major stablecoins (USDC, USDT, and DAI), as well as ETH and wBTC. We aspire to become the go-to destination for people seeking to trade, hedge, or price interest rate products within the DeFi ecosystem.


Fixed income represents a fundamental infrastructure within DeFi, and its integration will expand the use of cryptocurrencies beyond our current expectations. This development is reminiscent of the period 500-600 years ago when the potential of government bonds was not yet fully understood or realized before their creation.
Although there have been previous attempts to create fixed-income protocols in DeFi, none have achieved the success seen in Money Market protocols like AAVE and Compound. We believe that fixed-income markets in DeFi should be market-driven, allowing borrowers and lenders, as well as buyers and sellers, to place orders for trading or hedging at their desired prices. Consequently, we are developing a fixed-income primary market auction, secondary market real-time order book matching, and repurchase market real-time order book for funding transactions. In contrast, other AMM models only offer a take-it-or-leave-it solution.
We also contend that fixed-income markets should adopt peer-to-peer mechanisms, similar to the bond issuance or trading processes found in traditional finance, rather than relying on peer-to-pool models where idle cryptocurrencies result in capital inefficiency. It is time to transition from indirect finance to direct finance in the realm of DeFi.
Our goal is to provide the safest fixed-income protocol in DeFi, in line with the community's needs. To achieve this, we have developed an in-house ZK (zero-knowledge) Rollup called zkTrue-up, built on Ethereum, to ensure data integrity, availability, and auction privacy while pursuing scalability. Utilizing zkTrue-up, our protocol will not have access to users' assets at any time, as forced withdrawal and evacuation mode functions guarantee that users can withdraw their assets on-chain whenever they desire. User asset security remains our top priority.
By implementing zkTrue-up, we can enhance processing efficiency and cost-effectiveness, while eliminating the need for users to pay gas fees for actions such as Depositing, Transferring, Withdrawing, Placing Orders, or Canceling Orders.
We are devoted to developing a best-in-class fixed-income protocol to fully realize the DeFi landscape. As of now, we have not encountered any comparable projects being pursued in the market.

• TradFi background in Trading / Investment Banking at Goldman Sachs, Morgan Stanley & Rokos Capital in London
• Read about Crypto in 2017 and started following ever since
• Involved and invested in liquid tokens, private deals & advisory roles since Jan 2020